Does anyone have experience with installation of PDL::LinearAlgebra::Real on
Win7? 
I specifically need Cholesky factorization R = chol(A) such that
transp(R)*R=A.

It appears that PDL::LinearAlgebra requires Lapack first, and Lapack in turn
requires Intel Fortran Compiler (not free :( and Microsoft Visual studio.

Can one install Lapack with an alternative free Fortran compiler?

Your experience and advice will be appreciated.

Thank you,

Stefan



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