Armadillo, BLAS and LAPACK on windows

BLAS and LAPACK (in visual studio)

• Download the .lib and .dll (all x86) of BLAS and LAPACK from  http://icl.cs.utk.edu/lapack-for-windows/lapack/index.html#libraries
• Put the .libs at the "C:\Program Files (x86)\Windows Kits\8.0\Lib\win8\um\x86" directory (or something like that)
• Put the .dlls at the "C:\Windows\System32\" directory
• In visual studio add additional dependencies, in the properties of the project: Linker > Input > Additional Dependencies > Add "libblas.lib" and "liblapack.lib"
• Install Mingw and add the "MinGW\bin" to system path

Armadillo

• Download armadillo from  http://arma.sourceforge.net/download.html
• Extract all files
• Put all content of the "Armadillo\Include" to "C:\Program Files (x86)\Windows Kits\8.0\Include\um"

Testing:

#include 
#include 

using namespace std;
using namespace arma;

int main(int argc, char** argv) {
    mat A = randu(4,5);
    mat B = randu(4,5);
  
    cout << A*B.t() << endl;
  
    system("\n\npause");
    return 0;
}