How to make DGEMM execute sequentially instead of in parallel in Matlab Mex Function

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In Visual Studio, I can set the MKL (DGEMM BLAS) library to execute sequentially so that I can write the OpenMP parallelization codes myself. How can I do the same in a Matlab Mex function so that I can write the OpenMP parallelization the way I want it? Any help on this will be highly appreciated. Thanks.

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