I noticed that my install of the Visual Studio version of Octave 3.6.2 was
slower than expected so I installed the mingw version and confirmed that it
performed much quicker.
I probably have some setting wrong in the Octave 3.6.2 VS installation but
am not sure where to look.
What did you select during installation for the BLAS library: OpenBLAS, ATLAS? You might want to try another selection for BLAS to check whether it makes any difference. You might also want to check whether multicores are used in MinGW and/or VS (from the task manager).
Michael.