diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml
index 642222f0..f82ab664 100644
--- a/.github/workflows/build.yml
+++ b/.github/workflows/build.yml
@@ -4,19 +4,28 @@ on: [push, pull_request]
 
 jobs:
   build:
-    runs-on: ubuntu-latest
     strategy:
       fail-fast: false
       matrix:
+        os: [ 'ubuntu', 'macos', 'windows' ]
         ruby: [ '2.6', '2.7', '3.0' ]
+    runs-on: ${{ matrix.os }}-latest
     steps:
       - uses: actions/checkout@v2
-      - name: Install BLAS and LAPACK
-        run: sudo apt-get install -y libopenblas-dev liblapacke-dev
+      - name: Install BLAS and LAPACK (ubuntu)
+        if: runner.os == 'Linux'
+        run: sudo apt install -y libopenblas-dev liblapacke-dev
+      - name: Install BLAS and LAPACK (macos)
+        if: runner.os == 'macOS'
+        run: brew install openblas
       - name: Set up Ruby ${{ matrix.ruby }}
         uses: ruby/setup-ruby@v1
         with:
           ruby-version: ${{ matrix.ruby }}
           bundler-cache: true
+      # Windows: pacman will work after Ruby is set up
+      - name: Install BLAS and LAPACK (windows)
+        if: runner.os == 'Windows'
+        run: pacman -S --noconfirm mingw-w64-x86_64-openblas mingw-w64-x86_64-lapack
       - name: Build and test with Rake
         run: bundle exec rake