diff --git a/build_openblas.ps1 b/build_openblas.ps1
new file mode 100755
index 00000000..a7135798
--- /dev/null
+++ b/build_openblas.ps1
@@ -0,0 +1,47 @@
+# Build script for OpenBLAS on Windows
+# Expects environment variables:
+$OPENBLAS_ROOT="c:\opt\openblas"
+$BUILD_BITS="64"
+$IF_BITS = "32"
+$SUFFIX = "_m64"
+# Expects "gcc" to be on the path
+$march="x86-64"
+# https://csharp.wekeepcoding.com/article/10463345/invalid+register+for+.seh_savexmm+in+Cygwin
+$extra="-fno-asynchronous-unwind-tables"
+$long_double="mlong-double-64"
+$plat_tag="win_amd64"
+$cflags="-O2 -march=$march -mtune=generic $extra $long_double"
+$fflags="$extra $cflags -frecursive -ffpe-summary=invalid,zero $long_double"
+
+if ($IF_BITS -eq '64') {
+    $interface64_flags = "INTERFACE64=1 SYMBOLSUFFIX=64_"
+    $SYMBOLSUFFIX="64_"
+    # We override FCOMMON_OPT, so we need to set default integer manually
+    $fflags="$fflags -fdefault-integer-8"
+} else {
+    $interface64_flags = ""
+    $SYMBOL_SUFFIX = ""
+}
+
+# https://gcc.gnu.org/bugzilla/show_bug.cgi?id=90329
+$fflags="$fflags -fno-optimize-sibling-calls"
+
+# Build OpenBLAS
+make BINARY=$BUILD_BITS DYNAMIC_ARCH=1 USE_THREAD=1 USE_OPENMP=0 `
+     NUM_THREADS=24 NO_WARMUP=1 NO_AFFINITY=1 CONSISTENT_FPCSR=1 `
+     BUILD_LAPACK_DEPRECATED=1 TARGET=PRESCOTT BUFFERSIZE=20 `
+     COMMON_OPT="$cflags" `
+     FCOMMON_OPT="$fflags" `
+     LDFLAGS="-lucrt -static" `
+     MAX_STACK_ALLOC=2048 `
+     $interface64_flags
+$out_root="$OPENBLAS_ROOT\if_$IF_BITS$SUFFIX\$BUILD_BITS"
+make PREFIX=$out_root $interface64_flags install
+# Powershell specific?  Paths in pkg-config file lack separators.
+# Patch
+$pkg_cfg_pc = "$out_root\lib\pkgconfig\openblas.pc"
+$unix_out_root = $out_root -replace '\\','/'
+(Get-Content -path $pkg_cfg_pc -Raw)  `
+    -replace "(?m)^libdir=.*$", "libdir=$unix_out_root/lib"  `
+    -replace "(?m)^includedir=.*$", "includedir=$unix_out_root/include"  `
+| Set-Content -Path "${pkg_cfg_pc}"