http://www.netlib.org/lapack/lapack-3.4.0.tgz
2) Get autoconf tool here (Thanks to Prof. Allin Cottrell !)
http://www.wfu.edu/~cottrell/lapack/
3) Follow the Readme in autoconf tool.
Enjoy!!
Edit Makefile to use different compiler flags:
-funroll-all-loops -O3 -msse2 -mfpmath=sse -ftree-vectorize -g -fPIC
