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[Scalapack] Compiling OOC LAPACK for Windows

Windows provided its own MPI implementation, and you can also find 
version of MPICH2. (LAPACK does not need MPI)

MPICH2 compiles easily under Cygwin. Thereafter, compiling OOC LAPACK 
was quite straightforward, but I had to comment out line 303 of laread.c

extern void bzero(void *b, int length);

because of an error regarding incompatible function arguments or 
something of the sort. The other change I had to make was to the 
makefile(?), where I had to remove the -n32 flag that was 
unsupported (only caused warnings), and -E flag which caused the build 
process to spew endless lines of source code -- no doubt these are 
Cygwin issues.

Thereafter I renamed the library from *.a to *.lib and it linked fine 
with the source and GotoBLAS in the visual studio (.NET 2003) 
environment. However, its performance was pretty much the same as the 
basic LAPACK. I'm not sure if this is the performance observed by anyone 
that's tested OOC LAPACK. Perhaps there's something wrong with the way I 
built the library, or there's something I've left out.

Anyway, I guess I'll stick with the basic LAPACK as its giving good results.

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