These instructions are for implementing PARDISO with the only MAC OSX library they provide you with. I expect the instructions will be similar for other libraries, but the filename of the library will be different.
Steps:
1. Go to http://www.pardiso-project.org/ and Click on the link for 'Download Software And License'
2. Choose Academic(Free) and click Continue
3. Fill in your information and Submit
4. You should immediately receive an e-mail containing a file libpardiso500-MACOS-X86-64.dylib and your license key.
5. Create a text file containing only your license key with no white space, name it pardiso.lic, and place it in your home directory.
6. Place the .dylib (dynamic library) file in a directory of your choice.
7. In the source directory, open the file Makefile_local, and look under #Libraries
8. Set PARDISO_LIBDIR = -L[path to directory containing the dynamic library] (That is a capitol L, and leave out brackets around path)
9. Set PARDISO_LIBS = -lpardiso500-MACOS-X86-64 (That is a lowercase L)
10. Open Makefile, look under ##Choose Matrix Solver Package
11. Comment all lines under this heading with # (Except leave MATRIX_SOLVER = build)!, and set MATRIX_SOLVER ?= PARDISO
12. Go into jacobian_PARDISO.f90 and uncomment the line that calls pardisoinit
Now you can compile and run as before, but it should be faster than the default LAPACK solver.