Accelerate is Apple's implementation of BLAS and LAPACK, very old linear algebra libraries. A good free implementation of BLAS (and a part of LAPACK) for Windows is OpenBLAS. (A very good one, but only available to academics or for a fee, is Intel MKL.) On non-Apple platforms C source code should #include <cblas.h> or mkl.h, depending on preprocessor directives. I'm not sure whether it's possible to get a free LAPACK implementation for Windows without having a Fortran compiler, though.

The funny thing is that src\xs_arrays.c only uses the three constants CblasNoTrans,CblasTrans,CblasConjTrans from BLAS header and does the rest of the array manipulation by hand. (At least that's what it seemed to me while I skimmed the file.)

The funny thing is that src\xs_arrays.c only uses the three constants CblasNoTrans,CblasTrans,CblasConjTrans from BLAS header and does the rest of the array manipulation by hand

So, in src/xs_arrays.c, I've replaced:

#include <Accelerate/Accelerate.h>
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with:

typedef enum {CblasNoTrans=111, CblasTrans=112, CblasConjTrans=113} CB
+LAS_TRANSPOSE;
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and that enables xs_arrays.c to be compiled.
The same alteration needs also to be made to src/xs_stat.c.

But lib/ICC/Support/Lapack.xs also includes Accelerate/Accelerate.h - only this time the above "typedef enum ..." is insufficient as a replacement.
So I've included some additional definitions to Lapack.xs (from cblas.h):

typedef enum {CblasNoTrans=111, CblasTrans=112, CblasConjTrans=113} CB
+LAS_TRANSPOSE;
typedef enum {CblasRowMajor=101, CblasColMajor=102} CBLAS_LAYOUT;
typedef enum {CblasUpper=121, CblasLower=122} CBLAS_UPLO;
typedef enum {CblasNonUnit=131, CblasUnit=132} CBLAS_DIAG;
typedef enum {CblasLeft=141, CblasRight=142} CBLAS_SIDE;
typedef int __CLPK_integer;
typedef double __CLPK_doublereal;
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That just about enables the thing to compile, but having altered Lapack.xs, I inevitably get the following errors:

lib\\ICC\\Support\\Lapack.xs:1:1: error: stray '\357' in program
 /*
 ^
lib\\ICC\\Support\\Lapack.xs:1:2: error: stray '\273' in program
 /*
  ^
lib\\ICC\\Support\\Lapack.xs:1:3: error: stray '\277' in program
 /*
   ^
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and I don't know why such a complaint is being made about a file that appears to be entirely valid.

I've run out of time for tonight.

Cheers,
Rob

appears to be entirely valid

Exactly! :)

Someone had forgotten a ZERO WIDTH NO-BREAK SPACE (which is encoded to ef bb bf in UTF-8) in the beginning of the file. Programmers' text editors usually highlight such "strange" characters, but in this case, my copy of Vim says that a three-byte file with this code point consists of "0 lines and 3 characters", but looks entirely empty.