GSL blas routines slow in Visual Studio

I just installed GSL and BLAS on Visual Studio 2010 successfully using this guide:

However the matrix multiplications using cblas are ridicously slow. A friend on Linux had the same problem. Instead of linking via GSL to BLAS, he linked directly to cBLAS (I don't exactly understand what this means but maybe you do?) and it got about ten times as fast.

How can I do th开发者_运维技巧is in Visual Studio? In the file I downloaded I couldn't find any more files that I could build with Visual Studio.

BLAS was the fortran mathematics library of simple operations, like multiplying or adding vectors and matrices. It implemented the vector-vector, vector-matrix, and matrix-matrix operations.

Later, different libraries was created which do the same as original BLAS but with more performance. The interface was saved, so you can use any of BLAS-compatible library, e.g. from your CPU vendor.

This FAQ http://www.netlib.org/blas/faq.html has some libraries listed; wikipedia has another list: http://en.wikipedia.org/wiki/Basic_Linear_Algebra_Subprograms

The only problem with GSL - is in using C language. Interface of BLAS may be converted to C in various ways (the problem is in fortran functions name translation to c functions name, e.g. fortran DGEMM may be called DGEMM or DGEMM in C). GSL uses CBLAS convention: cblas_ prefix, e.g. GEMM will be named cblas_gemm.

So, try some libraries, from the lists, and check, is there cblas_ function aliases in the library. If yes, gsl may use this library.