I would say: make sure that NumPy is built to use an optimized BLAS / Lapack implementation such as Atlas or MKL.

We need to find a good online reference to point the users too. For instance under debian / ubuntu, this [blog post](http://danielnouri.org/notes/2012/12/19/libblas-and-liblapack-issues-and-speed,-with-scipy-and-ubuntu/) by @dnouri is quite nifty.