After research I found:
git clone https://github.com/xianyi/OpenBLAS.git
cd OpenBLAS
make NO_AFFINITY=1 USE_OPENMP=1
sudo make install
and
CMAKE_LIBRARY_PATH=/opt/OpenBLAS/include:/opt/OpenBLAS/lib:$CMAKE_LIBRARY_PATH luarocks install torch
which again left me with an error:
Makefile.system:370: *** OpenBLAS:
Cannot set both USE_OPENMP=1 and USE_THREAD=0.
The USE_THREAD=0 is only for building single thread version.. Stop.
This is the necessary change:
make NO_AFFINITY=1 USE_OPENMP=0 USE_THREAD=0
Might be an issue if only one core is available.