First try the default DLL directories on Windows

Ruby Installer 2 adds the bin directory of MSYS2 (DEVKIT) in the
default DLL directories.  Trying to seach DLLs in the default search
directories makes us easy to use OpenBLAS and LAPACK installed by
pacman command.

Author: mrkn

lib/numo/linalg/autoloader.rb

@@ -68,17 +68,26 @@ def detect_library_extension
         so_ext = RbConfig::CONFIG["SOEXT"]
         return so_ext if so_ext
 
+        return 'dll' if windows?
+
         # For Ruby < 2.5, we use RUBY_PLATFORM
         case RUBY_PLATFORM
-        when /mswin|msys|mingw|cygwin/
-          'dll'
         when /darwin|mac os/
           'dylib'
         else
           'so'
         end
       end
 
+      def windows?
+        case RUBY_PLATFORM
+        when /mswin|msys|mingw|cygwin/
+          true
+        else
+          false
+        end
+      end
+
       def select_dirs(dirs)
         dirs.select!{|d| Dir.exist?(d)}
       end
@@ -87,17 +96,36 @@ def find_libs(lib_names, lib_dirs)
         lib_ext = detect_library_extension
         lib_arr = lib_names.map do |l|
           x = nil
-          lib_dirs.find do |d|
-            x = Dir.glob("#{d}/lib#{l}{,64}.#{lib_ext}{,.*}").find do |lib|
+          if windows?
+            # On Windows, try to search the default DLL search path at first
+            [
+              "lib#{l}.#{lib_ext}",
+              "lib#{l}64.#{lib_ext}"
+            ].each do |filename|
               begin
-                Fiddle.dlopen(lib).close
+                Fiddle.dlopen(filename).close
               rescue Fiddle::DLError
-                false
+                x = nil
               else
-                true
+                x = filename
+                break
+              end
+            end
+          end
+          if x.nil?
+            # Search in the candidate directories
+            lib_dirs.find do |d|
+              x = Dir.glob("#{d}/lib#{l}{,64}.#{lib_ext}{,.*}").find do |lib|
+                begin
+                  Fiddle.dlopen(lib).close
+                rescue Fiddle::DLError
+                  false
+                else
+                  true
+                end
               end
+              break if x
             end
-            break if x
           end
           [l.to_sym, x]
         end