LAPACK speed in Windows distribution

[Alexander Mamonov]

I have recently built Octave from recent sources with MinGW, and the
first thing I tried was
> tic; lu(rand(1000,1000)); toc;
For my build of Octave I compiled a plain vanilla unoptimized LAPACK
from netlib (LAPACK-lite), and the result of 0.5 sec versus M*lab's
0.24 sec was not surprising to me. Then I compared it with Octave
3.0.2 (MinGW) and 3.0.3 (VC) from octave-forge. Both were installed
with ATLAS chosen by the installer for my machine (SSE3 I believe). To
my astonishment both 3.0.2 and 3.0.3 have consistently shown a result
of 1.4sec. That's almost three times slower than the unoptimized (!)
LAPACK, and roughly six times slower than the result of the commercial
competitor.
I want Windows maintainers to be aware of this issue, so that some
improvements can be made in future versions.
Regards,

Alex