The MxNet needs the following thirdparties:
1. lapack
complie lapack-3.6.1:
download the lapack-3.6.1 sourcecode: http://www.netlib.org/lapack/#_lapack_for_windows
1.2.download intel fortran compiler: http://tieba.baidu.com/p/2753187458
add the cmake complier : C:Program Files (x86)IntelComposer XE 2013 SP1 to cmake
Configure and Generate the VS slution;
Complie............................
2.suitesparse
A brief Page: http://faculty.cse.tamu.edu/davis/suitesparse.html
down the suitesparse from https://github.com/jlblancoc/suitesparse-metis-for-windows
replace the libquadmath-0.dll by the new generated libquadmath-0.dll;
compile the suitesparse By cmaker directly.
3. complile the MxNet:
...................................
4. Run a sample
Go to the sample Page :