The backend is the set of LAPACK and BLAS libraries that drive matrix and vector operations. These backends provide low-level operations, as well as higher level algorithms, such as:
The OSX (Apple) operating system provides a pretty decent version of Atlas called Veclib and which is available with the operating system. You do not need anything else for the library to work. If you are happy with the performance, you may stop reading
In Linux or Unix-like systems there is no excuse not to use the Atlas library. It is a decent library with a reasonable performance that is available for almost any linux distribution I know of, meaning that a simple yum install atlas-devel in Fedora or similar platforms, or the equivalent command in Ubuntu, Debian or the like. Some considerations though:
If you use the Intel libraries, make sure that the libraries are available at the command line environment where you will compile the programs. This implies runningfrom the command line or adding these lines to your ~/.bashrc or ~/.profile files.
In Windows the build system currently relies on the use of the cblapack library. Fortunately the build system already takes care of that. Performance is ok, but it is recommended to run production code elsewhere.