I have IPERF for Windows installed on a desktop computer. Now I want to connect this computer to the router and conduct a simple throughput performance test. For that I will need IPERF running on the router. The router has the Linux based DD-WRT firmware. My question is, how can I run the Linux version of IPERF on the router? And will this version of IPERF work with the Windows version on the computer?
Yes, IPERF does exist for DD-WRT routers. I have never used it myself, but I can point you to this Web page of the official DD-WRT online manual, which discusses it along with a number of equivalent tools. However, the link it provides to download IPerf is no longer operational (just try it!), so I am giving you an alternative link where you are told where to get it: from Pyramid Linux, a distro (Google it) that you can download from here. You can simply copy the binary to your DD-WRT router, like carla Schroeder suggests in the second reference, and you should be all set.
Should this fail for any reason (you my have a DD-WRT build different from mine), go back to reference 1, where you will find other alternatives discussed.