I have been searching for a precompiled library of Lapack for windows, I have found this but my question is:
Is there any Lapack precompiled version for a quad core machine, Intel preprocessor 32 bits? I want to get the most efficient computations using this machine, or the only way to go is compiling the libraries in the quad core computer?
My company has used Intel MKL for several years, and we are very satisfied with its performance. It is a commercial product developed by Intel; a single user license costs 399$ (129$ if you are a student).
Another options is AMD ACML. It is available for free, but when we profiled it (five years ago) we found that Intel MKL had better performance.
Both Intel MKL and AMD ACML work with both Intel and AMD processors. If the price is OK use Intel MKL, otherwise go with AMD ACML.