l1_logreguses BLAS and LAPACK:
BLAS and LAPACK define interfaces, but the implementations are not necessarily optimized to a particular machine. In this case, you may speed up
l1_logreg a lot by using optimized libraries like vendor specific BLAS/LAPACK (MKL, ACML, etc.) libraries or ALTAS.
For best performance, we recommend you to use vendor specific libries, or ATLAS. Recent versions of MATLAB are also using vendor specific BLAS/LAPACK libraries internally.