They commit patches to OpenBLAS which is still 2-3x slower on Zen 2 than MKL on Intel hardware. Intel has better software engineers for high-performance math it seems.
Intel has software engineers for pretty much every application. AMD has very few software engineers.
Probably need to be a lot of money though.
But yes, they are generally way behind in this area, and in my domain (genomics) this is a serious barrier to adoption. I've been waiting for years for good-enough AMD-optimized linear algebra libraries, but distribution of Linux binaries statically linked to Intel MKL is still the obvious best choice as of November 2019, and that's a shame.
https://www.extremetech.com/computing/302546-amd-threadrippe...
Depending on the benchmark, I've seen up to 6.6x improvement in matlab on the AMD Rome/Zen2 chips