Improve blas link in lbfgsb_cpp

[hpwxf]

Due to conflicts with blas embedded in Armadillo, aliases have been done in lbfgsb (Fortran code) to rename hand-coded blas primitives without any conflict (see Lbfgsb.3.0/CMakeLists.txt), i.e.

if (EMBED_CUSTOM_BLAS)
    # to avoid collision with outer blas
    # short rename to avoid truncate code interpretation after column #72
    target_compile_definitions(${PROJECT_NAME} PRIVATE dcopy=Wcopy)
    target_compile_definitions(${PROJECT_NAME} PRIVATE dscal=Wscal)
    target_compile_definitions(${PROJECT_NAME} PRIVATE daxpy=Waxpy)
    target_compile_definitions(${PROJECT_NAME} PRIVATE dnrm2=Wnrm2)
    target_compile_definitions(${PROJECT_NAME} PRIVATE ddot=Wdot)
endif()

It should be possible to use blas embedded in armadillo but it can suffer on undefined symbol or multiple definitions (depending on config).

[hpwxf]

⚠️ Be careful, with Matlab (CI on Linux), the error seems to appear not at the link stage but at runtime.