I don\'t understand how BLAS, LAPACK and ATLAS are related and how I should use them together! I have been looking through all of their manuals and I have a general idea of BLAS
ATLAS is by now quite outdated. It was developed at a time when it was thought that optimizing the BLAS for various platforms was beyond the ability of humans, and as a result autogeneration and autotuning was the way to go.
In the early 2000s, along came Kazushige Goto, who showed how highly efficient implementations can be coded by hand. You may enjoy an interesting article in the New York Times: https://www.nytimes.com/2005/11/28/technology/writing-the-fastest-code-by-hand-for-fun-a-human-computer-keeps.html.
Kazushige's on the one hand had better insights into the theory behind high-performance implementations of matrix-matrix multiplication, and on the other hand engineered these better. His approach, which on current CPUs is usually the highest performing, is not in the search space that ATLAS autotunes. Hence, ATLAS is inherently inferior. Kazushige's implementation of the BLAS became known as the GotoBLAS. It was forked as the OpenBLAS when he joined industry.
The ideas behind the GotoBLAS were refactored into a new implementation, the BLAS-like Library Instantiation Software (BLIS) framework (https://github.com/flame/blis), which implements the same algorithms, but structures the code so that less needs to be custom implemented for a new architecture. BLIS is coded in C.
What this discussion shows is that there are many implementation of the BLAS. The BLAS themselves are a de facto standard for the interface. ATLAS was once the state of the art. It is no longer.