IMPORTANT:
Windows 95/98/ME does a remarkably poor job of process load balance.  If you
change the focus from the cygnus window, performance will immediately drop by
at least 1/3, and the timings will be inaccurate.  It is recommended that you
leave the focus on the install window throughout the entire install procedure.
This is not necessary for Windows NT/2K/XP.

ATLAS requires unix-style make and /bin/sh commands in order to install on a
windows system.  A fairly complete unix-style environment is available free of
charge at:
   http://www.cygwin.com/

From this website, you can download the package, get installation instructions,
etc.  You will want to download the "full" version of cygwin, which includes
compilers, shells, make, etc.  Be sure you get all the compilers you are
interested in (ATLAS requires gcc, and you will probably want g77 or gfortran
as well).

The cygwin installation is quite simple, involving downloading an executable
and installing with Windows' usual install procedure (you can remove it from
your machine with Windows' ADD/REMOVE if you later decide you don't want it).

After this is done, simply follow the instructions given in atlas_install.pdf,
running all command in a cygnus window.  By default, ATLAS will be compiled
with the gnu gcc compiler that comes with cygnus.  Gnu gcc provides better
ATLAS performance than does MSVC++, Watcom C, or Intel icl, so we recommend
that you leave gcc as the compiler the main compiler.  If you compile the
interface routines (described below) with the appropriate compiler, you
should be able to link the resulting libraries using any of these native
compilers (eg., icl, MSVC++).
to be linked in using MSVC++, if that is your programming environment of choice.
Windows developers using gnu fortran and C as their linkers can just install
ATLAS as normal with no special options.  Users wanting to link to their
ATLAS libs with Windows-style compilers such as MSVC++, CVF, or the Intel
compilers should scope the errata entry:
   http://math-atlas.sourceforge.net/errata.html#WinBuild
for full details on how to tell configure what compilers you are interested in.