I have been able to compile on Linux without a problem, but windows options are a bit strange. I would like to compile separate libraries for both 32 and 64 bit and single and multithreaded. metis.lib is already compiled and available.mingw and msys are also installed if needed.
I am new to windows and specific suggestions would be very helpful.
Without specific error messages, we're stabbing in the dark. You appear to have a very old version of MKL which may not be compatible with your current compiler. A current compiler would inherently put its MKL on the PATHs if you have installed it. If you disabled IPO for your linux build, you should try the similar /Qipo- option. The Microsoft /GL and Intel /Qipo default options are mutually incompatible. In order to use IPO, you would likely need to specify xiar and xilink tools explicitly in the Makefile.
OK, I just tried a build myself, simply switching "cl" with "icl" in the win32.mk makefile. I'm using Intel Parallel Studio 2011 SP1 in Microsoft Visual Studio 2010* compatibility mode for IA-32. I get three compiler errors that are similar to compiler errors that the Microsoft* compiler gives, and I think these are on tests that the makefile runs that are just for information purposes only and don't affect the library build. I get what looks like a valid library at the end of the build with no linker errors.
The first error is on taucs_blas_nounderscore_test.c. When this links, I get a "error LNK2019: unresolved external symbol _dgemm referenced in function _main". I think this is expected since there is a parallel "taucs_blas_underscore_test.c" that works fine.
The second is on taucs_c99_complex_test.c which uses (as the filename implies) C99 complex. For this to work, you'll need to add /Qstd=c99 to the compiler options in the makefile. Microsoft's compiler doesn't support C99 at all, so this fails on Microsoft as well.
The third is for taucs_cilk_test.c. This test uses a very old implementation of Cilk. The Intel compiler supports a newer implementation referred to as Cilk Plus that this test could likely be ported to. However, this code currently doesn't work, and it doesn't compile with Microsoft either.
If you see any problems that I haven't addressed here, let me know.