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The installation steps here work for the newest GHC, and I hope others can improve this installation tutorial, esp. for windows os.
sudo dnf install blas-devel sudo dnf install lapack-devel sudo dnf install gsl-devel cabal install hmatrix-tests
In the shell, after running the above command, hmatrix and hmatrix-gsl are installed.
hmatrix
hmatrix-gsl