AOCL (https://developer.amd.com/amd-aocl/ ) is also a thing that exists.

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.