source: ThirdParty/Lapack/trunk/INSTALL.LAPACK

Installation of LAPACK subroutines within IPOPT.

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Note: It is YOUR RESPONSIBILITY to ensure that you are entitled to
      download and use this third party package.
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If you are working under Unix/Linux-like system and you have `wget'
installed, you can downloaded the required source code for LAPACK
by executing the included script `get.Lapack' in this directory.

Otherwise, follow those instructions:

LAPACK is available at

http://www.netlib.org/lapack

There you can find precompiled libraries for some operating systems, or
obtain the source code (with instructions on how to build it).  If you decide
to build the LAPACK library according to those instructions, make sure that
you tell the configure script where it is (using 
--with-lapack="-LPATH/TO/LAPACKLIBDIR -llapack" )

Alternatively, if you want to have the necessary LAPACK routines compiled 
within this distribution, please download the 'lapack-3.2.1.tgz' tarball
from http://www.netlib.org/lapack and unpack it in this directory:

gunzip lapack-3.2.1.tgz
tar xf lapack-3.2.1.tar
mv lapack-3.2.1 LAPACK

The last step is necessary since the projects expect the source code to
be in that directory.

If you then run the configure script again, it would automatically detect the 
sources and prepare the Makefiles so that they will be automaticall compiled.

NOTE: The LAPACK source files are expected to be in the subdirectory
      LAPACK/SRC and LAPACK/INSTALL of this directory.