SuperLU
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http://www.nersc.gov/~xiaoye/SuperLU/

On the double/complex double routines are provided here for conveniency.
Although the doc therein promises increased performance when using the native 
BLAS routines, SuperLU is linked here with the BLAS routins provided with
the source code.

I made some superficial modifications so as to run both on Linux and Win32.

pletzer@pppl.gov