Things quickly turn out that the BLAS(Basic Linear Algebra Subprograms) library is what I need, not only the LAPACK. In the LAPACKE user guide, which can be accessed from: http://netlib.org/lapack/lapacke.html ,there are two examples named "Calling CGEQRF and the CBLAS". I cann't get them correctly complied because I don't have the CBLAS(the C interface to BLAS) library installed.
I have searched accross the web for methods to install CBLAS on windows platform, and found that ATLAS(Automatically Tuned Linear Algebra Software) project is the best choice for me.
The latest version of ATLAS is 3.10.0, and can be downloaded from: http://sourceforge.net/projects/math-atlas/files/ .
I have spended serval days to get ATLAS work properly to generate the CBLAS library that can be directly called in visual studio...
Let's get to the point directly, the tar package downloaded just contains source files and bundle of makefiles, you have compile the project manually to get the tuned CBLAS libs.
To compile the project, first of all, you need to have Cygwin installed. The process is quite simple, download the Setup.exe fromhttp://cygwin.com/setup.exe ,during the installation phase, remember to choose below package:gcc, mingw, make etc..
After unzip the ATLAS package, you will get a folder named./doc. You can find the most important guide there: atlas_install.pdf . The installation guide, together with other documents are some kind of confusing. To put simply, the useful informations