The toolbox used to come with pre-compiled binaries for various plateforms. Now the sources are available and you will have to compile it yourself.
The user has the choice of the BLAS library, but the Intel MKL is recommended for the best performance. Note that the builtin blas library of Matlab is a version of the Intel MKL (not the most recent one though), and offers a good performance.
doc contains the documentation in pdf and html.
contains the binary files, including the help for each command.
test_release contains various matlab scripts which call the different
functions of this toolbox.
The software package comes also with a script bash that has to be used to
launch matlab for Linux and/or Mac OS versions. The install procedure is
described in a file called
HOW_TO_INSTALL and in the file
compile.m for the Matlab version.