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

The pre-compiled library was acquired from (64 bit version):
https://sourceforge.net/projects/openblas/files/v0.2.19/ 
File - OpenBLAS-v0.2.19-Win64-int32.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