module load library/atlas/3.10.2

module load library/lapackBlas/3.6.0
mkdir /sw/library/atlas/3.10.2/my_build_dir
cd  /sw/library/atlas/3.10.2/my_build_dir
    
../configure -Fa alg -fPIC --prefix=/sw/library/atlas/3.10.2  2>&1 | tee log.configure

>>>>>
For those searching to fix this problem and DON'T have administrative access, the solution is trivial. In the ATLAS/CONFIG/src/config.c file, make the "ProbeCPUThrottle" function return 0. Works like a charm.

vi ../CONFIG/src/config.c

 /*  iret = GetIntProbe(verb, ln, "arch", "CPU THROTTLE", 0); */
   iret = 0;

>>>>>>>>>>>>

make  2>&1 | tee log.make # don't use '-j'. this will take a while!

make check (optional)
make time (optional)

make install
cd /sw/ATLAS/3.10.2/my_build_dir/lib
Edit Make.inc. Change F77SYSLIB variable from Intel Fortran library into your gcc Fortran library (Optional. On my computer, Intel and GNU environmental variables are messed up coz my system administrator installed Intel C Compiler with Intel C Library whereas I always go GNU.)

e.g
F77SYSLIB = -L/usr/lib/gcc/x86_64-redhat-linux/4.4.7 -lgfortran
into
F77SYSLIB = -L/usr/lib/gcc/x86_64-redhat-linux/4.4.7 -lgfortranbegin

Edit Make.inc. Change -lgfortran in F77SYSLIB variable into -lgfortranbegin
e.g change
F77SYSLIB = -L/usr/lib/gcc/x86_64-redhat-linux/4.4.7 -lgfortran
into
F77SYSLIB = -L/usr/lib/gcc/x86_64-redhat-linux/4.4.7 -lgfortranbegin

Edit Makefile. Change the DESTDIR library if your installation destination is not /usr/local/atlas. This variable is not set accordingly if you use --prefix in configuring.
e.g  change line
DESTDIR=/usr/local/atlas
into
DESTDIR=/sw/ATLAS/3.10.2/my_build_dir/lib

Make into dynamic library.
make shared  2>&1 | tee log.make.shared

Set a variable ATLAS, pointing to the lib folder under DONE. e.g in your  ~/.bashrc
export ATLAS=/sw/ATLAS/3.10.2/my_build_dir/lib/lib

Add $ATLAS into LD_LIBRARY_PATH
e.g. in your ~/.bashrc
export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:$ATLAS

OR module load library/lapackBlas/3.6.0

Reference: http://forrestbao.blogspot.com.au/2010/04/compiling-atlas-with-lapack-on-centos.html

Test ATLAS
ATLAS source package comes with several examples. You can run them to test.
cd ../bin
make xdlutst_dyn
./xdlutst_dyn

ATLAS 3.10 and above has started to compile all three separate libraries (libatlas.so, libcblas.so and libf77blas.so) into a "fat" lib, i.e. libsatlas.so.

You can create symlinks for those three libraries and some for libptatlas.so, libptcblas.so and libptf77blas.so to libtatlas.so. 

ln -s /sw/library/atlas/3.10.2/my_build_dir/lib/libsatlas.so /sw/library/atlas/3.10.2/my_build_dir/lib/liblapack.so

ln -s /sw/library/atlas/3.10.2/my_build_dir/lib/libsatlas.so /sw/library/atlas/3.10.2/my_build_dir/lib/libcblas.so

ln -s /sw/library/atlas/3.10.2/my_build_dir/lib/libsatlas.so /sw/library/atlas/3.10.2/my_build_dir/lib/libf77blas.so

ln -s  /sw/library/atlas/3.10.2/my_build_dir/lib/libsatlas.so  /sw/library/atlas/3.10.2/my_build_dir/lib/libblas.so.3gf 
ln -s /sw/library/atlas/3.10.2/my_build_dir/lib/libsatlas.so /sw/library/atlas/3.10.2/my_build_dir/lib/liblapack.so.3gf.0