Hi,
Finally it seems that my problems were caused by an incomplete update of 
cygwin1.dll from 2.5.2 to 2.6.0
and after a reboot everything works fine (cygwin 2.6.0-1 with libopenblas 
0.2.19-1 and octave 4.0.1-2).
So there is no bug after all - sorry for the noise!
Falk

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