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File: //usr/share/doc/openblas/GotoBLAS_04FAQ.txt

Quick guide to build library for Windows 64bit.

1. What you need

 a. Windows Server 2003 or later
 b. Cygwin environment(make, gcc, g77, perl, sed, wget)
 c. MinGW64 compiler
 d. Microsoft Visual Studio (lib.exe and mspdb80.dll are required to create dll)

2. Do ./quickbuild.win64

Good luck