Thank you very much for your kind explanation.  I did find my DLL compiled
using either VC++ 6.0 or Intel Compiler (almost equally fast) is
significanlty faster than that compiled using gcc (55 seconds vs. 78
seconds), the default compiler in R.  I did not choose "debug" mode when
using gcc so I suppose it generates "released" version of DLL.  I just
wonder how to switch to using ICC or VC++ 6.0' compiler in "R CMD SHLIB". 
Could you give me some advice?  Thanks!
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