Primal Scream have just been introduced onstage as the best rock'n'roll band in the world.

When the five-piece led by a check-shirted Bobby Gillespie troop on and launch into a 45-minute, nine-song set drawn largely from their just-released More Light album, any suspicions they are studio-bound alchemists only are instantly dispelled by one of the most glorious live performances of the year.

Under dim red lights, the band open with the slow-burning noir of Out Of The Void from 1997's dark come-down album, Vanishing Point. After that, things crank up for the insistent urgency of More Light's first single, 2013. Heard in its raw state, it sounds like a manifesto, a soundtrack to an Occupy riot and a devotional hymn to rock'n'roll all at the same time.

Some wag in the crowd urges them to hurry up as they have to catch the last train. "Get a helicopter," Gillespie deadpans without missing a beat before introducing the equally downbeat River Of Pain from More Light with a nod to American Beat poet John Giorno's Just Say No To Family Values.

Enabled by a crystal-clear sound mix that captures every texture, recent single It's Alright, It's OK becomes anthemic. Gillespie holds his microphone out to the audience, who duly join in on the "ooh-la-la" chorus. As the poundingly basic Hit Void gives way to the closing Rocks, Primal Scream become the ultimate rock'n'roll bar band.

This isn't a description of the band's opening slot for the Stone Roses in front of a crowd of more than 50,000 gathered at Glasgow Green on Saturday. Rather, the above took place the night before in front of fewer than 100 people gathered in a converted Glasgow railway arch run by Turner Prize-nominated artist Jim Lambie as The Poetry Club.

What was once a dirt-ingrained empty shell is now a two-room arts lab, with a miniature locomotive train attached to the wall, puffing out dry ice through its funnel.

The event was Neu! Reekie, the radical performance which for the past two years has been the best night in Edinburgh, and which for several months now has hosted a parallel Glasgow slot at The Poetry Club.

Recordings of William S Burroughs, a Charlie Chaplin film, a live soundtrack to Norman McLaren's 1936 anti-war film, Hell Unlimited and a performance of Tam o' Shanter by Neu! Reekie co-founder Kevin Williamson preceded advertised headliners Sparrow and the Workshop's female-fronted Pixies-styled indie-rock.

It was the surprise guests, however, who made the night even more special.

The first of these was John Giorno, who Gillespie would reference later. Now aged 76, Giorno was a key figure in the New York underground scene, and put out recordings by the likes of Burroughs, Laurie Anderson, Patti Smith, Philip Glass and others.

At The Poetry Club, Giorno performed three works, beginning with observations of Burroughs's death, and ending with notes on his own mortality in Thanks For Nothing. Once Primal Scream took the stage, it was clear this was a once-in-a-lifetime experience.

But why are a band who can fill stadiums playing The Poetry Club at all?

"I came up in January to talk to Jim about ideas for the cover he was designing for More Light," Gillespie explained earlier after soundchecking, "and we came up to The Poetry Club at night. I thought it was a really cool place, and I thought it was great there were poetry readings in Glasgow. I really love what Jim's doing here, he's taken it out of nowhere and made it happen, customising it using his own frame of reference, with cool images and stuff. I thought it would be a great place to play a gig. And here we are."

The day before, Lambie, Giorno and Neu! Reekie founders Michael Pederson and Kevin Williamson are gathered on sofas in a meeting of like minds that goes down the generations as Lambie explains the roots of The Poetry Club. All of which, it seems, go back to Richard Hell, the iconoclast of New York's original punk scene who Lambie has frequently referenced in his work. Lambie's Voidoid Archive itself is named after Hell's early band.

"Richard got in contact with my gallery in London a few years ago," says Lambie, "and said, who is this guy using all my titles and referencing me? He said he wasn't looking for money, but he liked the work and he'd maybe like to speak to me. So we ended up corresponding by email for quite a while, and I met him a couple of times in New York. Then I was asked to present a film at Monorail Film Club, and I thought it would be good to try and get Richard over, because he'd said he'd always wanted to come back to Glasgow, ever since he'd supported The Clash. So he agreed to come over, and I thought it would be good to try and get him to do a reading."

Shopping around for a venue, people involved with art-space SWG3 told Lambie about the railway arch that sat adjacent to their much larger building.

"I thought about it for about 20 minutes," Lambie says.

The Primal Scream show is the pinnacle of the Poetry Club's raison d'etre thus far.

"I've got a thing about bands," says Lambie, "especially bigger bands, and how it would be great if they could play small places. The Primals would be here anyway, so they've come up a day early to play this really small gig. It's more like an art event than anything."

This, too, is key to Lambie's thinking. "The way I do the club, it's an artwork," he says, "and the way the idea came together in my head was that it would be a bit of social sculpture. Everything's being documented, recorded and filmed, and all the artwork and posters, everything that goes into what this club has been for the last year and hopefully will be in the future is going into a larger archive, which is basically another piece of sculpture for me. The archive will be a piece of work in itself, and the great thing about that is we could start archiving from day one, when we first got into the space and started planning things. We've documented photographs from that point on to where we are now."

Next up for The Poetry Club is a visit by Momus, and Lambie has plans for more special shows.

"I guess, really, I just want to get people who gave me my dreams," Lambie says. "People I admire. I mean, with Richard Hell, he gave most of us our dreams, and is probably the reason most of us are sitting here. John Giorno gave Richard his dreams, and I think that's the way it goes."

Momus appears at the Poetry Club, Glasgow, on Saturday, and at Neu! Reekie, Summerhall, Edinburgh, June 28.

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