Using the following OpenBLAS implementation - https://github.com/xianyi/OpenBLAS

The pre-compiled library was acquired from (64 bit version):
Manually building OpenBLAS 0.3.3 from code using Miniconda - https://github.com/xianyi/OpenBLAS/wiki/How-to-use-OpenBLAS-in-Microsoft-Visual-Studio
version - https://github.com/xianyi/OpenBLAS/archive/v0.3.3.zip

The pre-compiled library was acquired from (32 bit version):
https://sourceforge.net/projects/openblas/files/v0.2.15/ 
OpenBLAS-v0.2.15-Win32.zip

Extra .dll dependencies from:
https://sourceforge.net/projects/openblas/files/v0.2.14/

Download the appropriate mingw zip files