I am a library user who wants to get a working ublas, lapack system up and running as easily as possible on windows.

Does anyone have a thorough step-by-step of how to get bindings installed and a test project linked?  I see lots of issues posted, but no list of detailed setup steps other than mentioning that this is possible (though noone says that they have linked to intel MKL on windows?)

I am having a hell of a time trying to get the latest bindings linking with the lapack and ublas and intel MKL's lapack.  I am using Windows Vista with Visual Studio 2008 and Intel compiler 10.1.20.  The code compiles fine (no surprise since it is just the 3-4 lines of test code I believe everyone uses), but when linking or setting up libraries, bizarre things happen.  The latest is: "ipo: error #11035: Fatal error cannot open libmmdd" when I add the MKL library folder to the Intel C++'s library folders...  Even the trusty windows "reboot and reinstall everything to a folder without any spaces" trick didn't work.

If noone has a good list of setup/linking/library steps for Intel MKL, can they suggest another?  Atlas looks scary to me since it talks about using cygwin compiling and I can't figure out if I can simply link it back into my intel compiler on windows.  But if there are binaries available or simple setup steps, that would really help me out.  At this point I am willing to accept whatever linear algebra library has the easiest installation steps for this environment.

Sorry if this may be an Intel compiler on windows specific problem, but I am at wit's end.

Thanks,
-Jesse