diff --git a/.appveyor.yml b/.appveyor.yml
index 068f2e4c76c..f0ffa394909 100644
--- a/.appveyor.yml
+++ b/.appveyor.yml
@@ -85,8 +85,8 @@ build_script:
   - cd C:\projects\mlpack && mkdir build && cd build
   - >
     cmake -G "%VSVER%"
-    -DBLAS_LIBRARY:FILEPATH=%BLAS_LIBRARY%
-    -DLAPACK_LIBRARY:FILEPATH=%BLAS_LIBRARY%
+    -DBLAS_LIBRARIES:FILEPATH=%BLAS_LIBRARY%
+    -DLAPACK_LIBRARIES:FILEPATH=%BLAS_LIBRARY%
     -DARMADILLO_INCLUDE_DIR="C:/projects/mlpack/armadillo-8.400.0/include"
     -DARMADILLO_LIBRARY:FILEPATH=%ARMADILLO_LIBRARY%
     -DBOOST_INCLUDEDIR:PATH=%BOOST_INCLUDE%
diff --git a/.ci/windows-steps.yaml b/.ci/windows-steps.yaml
index 4d8b9e7923b..8d61b72f910 100644
--- a/.ci/windows-steps.yaml
+++ b/.ci/windows-steps.yaml
@@ -28,7 +28,7 @@ steps:
 # Configure armadillo
 - bash: |
     git clone --depth 1 https://github.com/mlpack/jenkins-conf.git conf
-    
+
     curl -O http://masterblaster.mlpack.org:5005/armadillo-8.400.0.tar.gz -o armadillo-8.400.0.tar.gz
     tar -xzvf armadillo-8.400.0.tar.gz
 
@@ -60,8 +60,8 @@ steps:
 
     cmake $(CMakeGenerator) `
     $(CMakeArgs) `
-    -DBLAS_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
-    -DLAPACK_LIBRARY:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
+    -DBLAS_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
+    -DLAPACK_LIBRARIES:FILEPATH=$(Agent.ToolsDirectory)\OpenBLAS.0.2.14.1\lib\native\lib\x64\libopenblas.dll.a `
     -DARMADILLO_INCLUDE_DIR="..\armadillo-8.400.0\include" `
     -DARMADILLO_LIBRARY="..\armadillo-8.400.0\Release\armadillo.lib" `
     -DBOOST_INCLUDEDIR=$(Agent.ToolsDirectory)\boost.1.60.0.0\lib\native\include `
diff --git a/CMake/ARMA_FindACML.cmake b/CMake/ARMA_FindACML.cmake
deleted file mode 100644
index 42561cafda0..00000000000
--- a/CMake/ARMA_FindACML.cmake
+++ /dev/null
@@ -1,37 +0,0 @@
-# - Find AMD's ACML library (no includes) which provides optimised BLAS and LAPACK functions
-# This module defines
-#  ACML_LIBRARIES, the libraries needed to use ACML.
-#  ACML_FOUND, If false, do not try to use ACML.
-# also defined, but not for general use are
-#  ACML_LIBRARY, where to find the ACML library.
-
-set(ACML_NAMES ${ACML_NAMES} acml)
-find_library(ACML_LIBRARY
-  NAMES ${ACML_NAMES}
-  PATHS /usr/lib64 /usr/lib /usr/*/lib64 /usr/*/lib /usr/*/gfortran64/lib/ /usr/*/gfortran32/lib/ /usr/local/lib64 /usr/local/lib /opt/lib64 /opt/lib /opt/*/lib64 /opt/*/lib /opt/*/gfortran64/lib/ /opt/*/gfortran32/lib/
-  )
-
-if (ACML_LIBRARY)
-  set(ACML_LIBRARIES ${ACML_LIBRARY})
-  set(ACML_FOUND "YES")
-else ()
-  set(ACML_FOUND "NO")
-endif ()
-
-
-if (ACML_FOUND)
-   if (NOT ACML_FIND_QUIETLY)
-      message(STATUS "Found the ACML library: ${ACML_LIBRARIES}")
-   endif ()
-else ()
-   if (ACML_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find the ACML library")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-get_filename_component (NATIVE_ACML_LIB_PATH ${ACML_LIBRARY} PATH)
-
-mark_as_advanced(
-  ACML_LIBRARY
-  )
diff --git a/CMake/ARMA_FindACMLMP.cmake b/CMake/ARMA_FindACMLMP.cmake
deleted file mode 100644
index 47a192ced6f..00000000000
--- a/CMake/ARMA_FindACMLMP.cmake
+++ /dev/null
@@ -1,37 +0,0 @@
-# - Find AMD's ACMLMP library (no includes) which provides optimised and parallelised BLAS and LAPACK functions
-# This module defines
-#  ACMLMP_LIBRARIES, the libraries needed to use ACMLMP.
-#  ACMLMP_FOUND, If false, do not try to use ACMLMP.
-# also defined, but not for general use are
-#  ACMLMP_LIBRARY, where to find the ACMLMP library.
-
-set(ACMLMP_NAMES ${ACMLMP_NAMES} acml_mp)
-find_library(ACMLMP_LIBRARY
-  NAMES ${ACMLMP_NAMES}
-  PATHS /usr/lib64 /usr/lib /usr/*/lib64 /usr/*/lib /usr/*/gfortran64_mp/lib/ /usr/*/gfortran32_mp/lib/ /usr/local/lib64 /usr/local/lib /opt/lib64 /opt/lib /opt/*/lib64 /opt/*/lib /opt/*/gfortran64_mp/lib/ /opt/*/gfortran32_mp/lib/
-  )
-
-if (ACMLMP_LIBRARY)
-  set(ACMLMP_LIBRARIES ${ACMLMP_LIBRARY})
-  set(ACMLMP_FOUND "YES")
-else ()
-  set(ACMLMP_FOUND "NO")
-endif ()
-
-
-if (ACMLMP_FOUND)
-   if (NOT ACMLMP_FIND_QUIETLY)
-      message(STATUS "Found the ACMLMP library: ${ACMLMP_LIBRARIES}")
-   endif ()
-else ()
-   if (ACMLMP_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find the ACMLMP library")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-get_filename_component (NATIVE_ACMLMP_LIB_PATH ${ACMLMP_LIBRARY} PATH)
-
-mark_as_advanced(
-  ACMLMP_LIBRARY
-  )
diff --git a/CMake/ARMA_FindARPACK.cmake b/CMake/ARMA_FindARPACK.cmake
deleted file mode 100644
index ff1ee227977..00000000000
--- a/CMake/ARMA_FindARPACK.cmake
+++ /dev/null
@@ -1,39 +0,0 @@
-# - Try to find ARPACK
-# Once done this will define
-#
-#  ARPACK_FOUND        - system has ARPACK
-#  ARPACK_LIBRARY      - Link this to use ARPACK
-
-
-find_library(ARPACK_LIBRARY
-  NAMES arpack
-  PATHS /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib
-  )
-
-
-if (ARPACK_LIBRARY)
-  set(ARPACK_FOUND YES)
-else ()
-  # Search for PARPACK.
-  find_library(ARPACK_LIBRARY
-    NAMES parpack
-    PATHS /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib
-  )
-
-  if (ARPACK_LIBRARY)
-    set(ARPACK_FOUND YES)
-  else ()
-    set(ARPACK_FOUND NO)
-  endif ()
-endif ()
-
-
-if (ARPACK_FOUND)
-  if (NOT ARPACK_FIND_QUIETLY)
-     message(STATUS "Found an ARPACK library: ${ARPACK_LIBRARY}")
-  endif ()
-else ()
-  if (ARPACK_FIND_REQUIRED)
-     message(FATAL_ERROR "Could not find an ARPACK library")
-  endif ()
-endif ()
diff --git a/CMake/ARMA_FindBLAS.cmake b/CMake/ARMA_FindBLAS.cmake
deleted file mode 100644
index ff37b4fc79e..00000000000
--- a/CMake/ARMA_FindBLAS.cmake
+++ /dev/null
@@ -1,44 +0,0 @@
-# - Find a BLAS library (no includes)
-# This module defines
-#  BLAS_LIBRARIES, the libraries needed to use BLAS.
-#  BLAS_FOUND, If false, do not try to use BLAS.
-# also defined, but not for general use are
-#  BLAS_LIBRARY, where to find the BLAS library.
-
-set(BLAS_NAMES ${BLAS_NAMES} blas)
-
-# Find the ATLAS version preferentially.
-find_library(BLAS_LIBRARY
-  NAMES ${BLAS_NAMES}
-  PATHS /usr/lib64/atlas /usr/lib/atlas /usr/local/lib64/atlas /usr/local/lib/atlas
-  NO_DEFAULT_PATH)
-
-find_library(BLAS_LIBRARY
-  NAMES ${BLAS_NAMES}
-  PATHS /usr/lib64/atlas /usr/lib/atlas /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib
-  )
-
-if (BLAS_LIBRARY)
-  set(BLAS_LIBRARIES ${BLAS_LIBRARY})
-  set(BLAS_FOUND "YES")
-else ()
-  set(BLAS_FOUND "NO")
-endif ()
-
-
-if (BLAS_FOUND)
-   if (NOT BLAS_FIND_QUIETLY)
-      message(STATUS "Found BLAS: ${BLAS_LIBRARIES}")
-   endif ()
-else ()
-   if (BLAS_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find BLAS")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-get_filename_component (NATIVE_BLAS_LIB_PATH ${BLAS_LIBRARY} PATH)
-
-mark_as_advanced(
-  BLAS_LIBRARY
-  )
diff --git a/CMake/ARMA_FindCBLAS.cmake b/CMake/ARMA_FindCBLAS.cmake
deleted file mode 100644
index da84c246b8f..00000000000
--- a/CMake/ARMA_FindCBLAS.cmake
+++ /dev/null
@@ -1,47 +0,0 @@
-# - Find CBLAS (includes and library)
-# This module defines
-#  CBLAS_INCLUDE_DIR
-#  CBLAS_LIBRARIES
-#  CBLAS_FOUND
-# also defined, but not for general use are
-#  CBLAS_LIBRARY, where to find the library.
-
-find_path(CBLAS_INCLUDE_DIR cblas.h
-/usr/include/atlas/
-/usr/local/include/atlas/
-/usr/include/
-/usr/local/include/
-)
-
-set(CBLAS_NAMES ${CBLAS_NAMES} cblas)
-find_library(CBLAS_LIBRARY
-  NAMES ${CBLAS_NAMES}
-  PATHS /usr/lib64/atlas-sse3 /usr/lib64/atlas /usr/lib64 /usr/local/lib64/atlas /usr/local/lib64 /usr/lib/atlas-sse3 /usr/lib/atlas-sse2 /usr/lib/atlas-sse /usr/lib/atlas-3dnow /usr/lib/atlas /usr/lib /usr/local/lib/atlas /usr/local/lib
-  )
-
-if (CBLAS_LIBRARY AND CBLAS_INCLUDE_DIR)
-    set(CBLAS_LIBRARIES ${CBLAS_LIBRARY})
-    set(CBLAS_FOUND "YES")
-else ()
-  set(CBLAS_FOUND "NO")
-endif ()
-
-
-if (CBLAS_FOUND)
-   if (NOT CBLAS_FIND_QUIETLY)
-      message(STATUS "Found a CBLAS library: ${CBLAS_LIBRARIES}")
-   endif ()
-else ()
-   if (CBLAS_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find a CBLAS library")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-set (NATIVE_CBLAS_INCLUDE_PATH ${CBLAS_INCLUDE_DIR} )
-get_filename_component (NATIVE_CBLAS_LIB_PATH ${CBLAS_LIBRARY} PATH)
-
-mark_as_advanced(
-  CBLAS_LIBRARY
-  CBLAS_INCLUDE_DIR
-  )
diff --git a/CMake/ARMA_FindCLAPACK.cmake b/CMake/ARMA_FindCLAPACK.cmake
deleted file mode 100644
index 97a9792a318..00000000000
--- a/CMake/ARMA_FindCLAPACK.cmake
+++ /dev/null
@@ -1,48 +0,0 @@
-# - Find a version of CLAPACK (includes and library)
-# This module defines
-#  CLAPACK_INCLUDE_DIR
-#  CLAPACK_LIBRARIES
-#  CLAPACK_FOUND
-# also defined, but not for general use are
-#  CLAPACK_LIBRARY, where to find the library.
-
-find_path(CLAPACK_INCLUDE_DIR clapack.h
-/usr/include/atlas/
-/usr/local/include/atlas/
-/usr/include/
-/usr/local/include/
-)
-
-set(CLAPACK_NAMES ${CLAPACK_NAMES} lapack_atlas)
-set(CLAPACK_NAMES ${CLAPACK_NAMES} clapack)
-find_library(CLAPACK_LIBRARY
-  NAMES ${CLAPACK_NAMES}
-  PATHS /usr/lib64/atlas-sse3 /usr/lib64/atlas /usr/lib64 /usr/local/lib64/atlas /usr/local/lib64 /usr/lib/atlas-sse3 /usr/lib/atlas-sse2 /usr/lib/atlas-sse /usr/lib/atlas-3dnow /usr/lib/atlas /usr/lib /usr/local/lib/atlas /usr/local/lib
-  )
-
-if (CLAPACK_LIBRARY AND CLAPACK_INCLUDE_DIR)
-    set(CLAPACK_LIBRARIES ${CLAPACK_LIBRARY})
-    set(CLAPACK_FOUND "YES")
-else ()
-  set(CLAPACK_FOUND "NO")
-endif ()
-
-
-if (CLAPACK_FOUND)
-   if (NOT CLAPACK_FIND_QUIETLY)
-      message(STATUS "Found a CLAPACK library: ${CLAPACK_LIBRARIES}")
-   endif ()
-else ()
-   if (CLAPACK_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find a CLAPACK library")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-set (NATIVE_CLAPACK_INCLUDE_PATH ${CLAPACK_INCLUDE_DIR} )
-get_filename_component (NATIVE_CLAPACK_LIB_PATH ${CLAPACK_LIBRARY} PATH)
-
-mark_as_advanced(
-  CLAPACK_LIBRARY
-  CLAPACK_INCLUDE_DIR
-  )
diff --git a/CMake/ARMA_FindLAPACK.cmake b/CMake/ARMA_FindLAPACK.cmake
deleted file mode 100644
index b40d16d04c3..00000000000
--- a/CMake/ARMA_FindLAPACK.cmake
+++ /dev/null
@@ -1,44 +0,0 @@
-# - Find a LAPACK library (no includes)
-# This module defines
-#  LAPACK_LIBRARIES, the libraries needed to use LAPACK.
-#  LAPACK_FOUND, If false, do not try to use LAPACK.
-# also defined, but not for general use are
-#  LAPACK_LIBRARY, where to find the LAPACK library.
-
-set(LAPACK_NAMES ${LAPACK_NAMES} lapack)
-
-# Check ATLAS paths preferentially, using this necessary hack (I love CMake).
-find_library(LAPACK_LIBRARY
-  NAMES ${LAPACK_NAMES}
-  PATHS /usr/lib64/atlas /usr/lib/atlas /usr/local/lib64/atlas /usr/local/lib/atlas
-  NO_DEFAULT_PATH)
-
-find_library(LAPACK_LIBRARY
-  NAMES ${LAPACK_NAMES}
-  PATHS /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib
-  )
-
-if (LAPACK_LIBRARY)
-  set(LAPACK_LIBRARIES ${LAPACK_LIBRARY})
-  set(LAPACK_FOUND "YES")
-else ()
-  set(LAPACK_FOUND "NO")
-endif ()
-
-
-if (LAPACK_FOUND)
-   if (NOT LAPACK_FIND_QUIETLY)
-      message(STATUS "Found LAPACK: ${LAPACK_LIBRARIES}")
-   endif ()
-else ()
-   if (LAPACK_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find LAPACK")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-get_filename_component (NATIVE_LAPACK_LIB_PATH ${LAPACK_LIBRARY} PATH)
-
-mark_as_advanced(
-  LAPACK_LIBRARY
-  )
diff --git a/CMake/ARMA_FindMKL.cmake b/CMake/ARMA_FindMKL.cmake
deleted file mode 100644
index 452fa5a643c..00000000000
--- a/CMake/ARMA_FindMKL.cmake
+++ /dev/null
@@ -1,49 +0,0 @@
-# - Find the MKL libraries (no includes)
-# This module defines
-#  MKL_LIBRARIES, the libraries needed to use Intel's implementation of BLAS & LAPACK.
-#  MKL_FOUND, If false, do not try to use MKL.
-
-set(MKL_NAMES ${MKL_NAMES} mkl_lapack)
-set(MKL_NAMES ${MKL_NAMES} mkl_intel_thread)
-set(MKL_NAMES ${MKL_NAMES} mkl_core)
-set(MKL_NAMES ${MKL_NAMES} guide)
-set(MKL_NAMES ${MKL_NAMES} mkl)
-set(MKL_NAMES ${MKL_NAMES} iomp5)
-#set(MKL_NAMES ${MKL_NAMES} pthread)
-
-if(CMAKE_SIZEOF_VOID_P EQUAL 8)
-  set(MKL_NAMES ${MKL_NAMES} mkl_intel_lp64)
-else()
-  set(MKL_NAMES ${MKL_NAMES} mkl_intel)
-endif()
-
-foreach (MKL_NAME ${MKL_NAMES})
-  find_library(${MKL_NAME}_LIBRARY
-    NAMES ${MKL_NAME}
-    PATHS /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib /opt/intel/lib/intel64 /opt/intel/lib/ia32 /opt/intel/mkl/lib/lib64 /opt/intel/mkl/lib/intel64 /opt/intel/mkl/lib/ia32 /opt/intel/mkl/lib /opt/intel/*/mkl/lib/intel64 /opt/intel/*/mkl/lib/ia32/ /opt/mkl/*/lib/em64t /opt/mkl/*/lib/32 /opt/intel/mkl/*/lib/em64t /opt/intel/mkl/*/lib/32
-    )
-
-  set(TMP_LIBRARY ${${MKL_NAME}_LIBRARY})
-
-  if(TMP_LIBRARY)
-    set(MKL_LIBRARIES ${MKL_LIBRARIES} ${TMP_LIBRARY})
-  endif()
-endforeach()
-
-if (MKL_LIBRARIES)
-  set(MKL_FOUND "YES")
-else ()
-  set(MKL_FOUND "NO")
-endif ()
-
-if (MKL_FOUND)
-  if (NOT MKL_FIND_QUIETLY)
-    message(STATUS "Found MKL libraries: ${MKL_LIBRARIES}")
-  endif ()
-else ()
-  if (MKL_FIND_REQUIRED)
-    message(FATAL_ERROR "Could not find MKL libraries")
-  endif ()
-endif ()
-
-# mark_as_advanced(MKL_LIBRARY)
diff --git a/CMake/ARMA_FindOpenBLAS.cmake b/CMake/ARMA_FindOpenBLAS.cmake
deleted file mode 100644
index edfa27db83f..00000000000
--- a/CMake/ARMA_FindOpenBLAS.cmake
+++ /dev/null
@@ -1,37 +0,0 @@
-# - Find the OpenBLAS library (no includes)
-# This module defines
-#  OpenBLAS_LIBRARIES, the libraries needed to use OpenBLAS.
-#  OpenBLAS_FOUND, If false, do not try to use OpenBLAS.
-# also defined, but not for general use are
-#  OpenBLAS_LIBRARY, where to find the OpenBLAS library.
-
-set(OpenBLAS_NAMES ${OpenBLAS_NAMES} openblas)
-find_library(OpenBLAS_LIBRARY
-  NAMES ${OpenBLAS_NAMES}
-  PATHS /lib64 /lib /usr/lib64 /usr/lib /usr/local/lib64 /usr/local/lib
-  )
-
-if (OpenBLAS_LIBRARY)
-  set(OpenBLAS_LIBRARIES ${OpenBLAS_LIBRARY})
-  set(OpenBLAS_FOUND "YES")
-else ()
-  set(OpenBLAS_FOUND "NO")
-endif ()
-
-
-if (OpenBLAS_FOUND)
-   if (NOT OpenBLAS_FIND_QUIETLY)
-      message(STATUS "Found the OpenBLAS library: ${OpenBLAS_LIBRARIES}")
-   endif ()
-else ()
-   if (OpenBLAS_FIND_REQUIRED)
-      message(FATAL_ERROR "Could not find the OpenBLAS library")
-   endif ()
-endif ()
-
-# Deprecated declarations.
-get_filename_component (NATIVE_OpenBLAS_LIB_PATH ${OpenBLAS_LIBRARY} PATH)
-
-mark_as_advanced(
-  OpenBLAS_LIBRARY
-  )
diff --git a/CMake/FindARPACK.cmake b/CMake/FindARPACK.cmake
new file mode 100644
index 00000000000..08baa3b2b14
--- /dev/null
+++ b/CMake/FindARPACK.cmake
@@ -0,0 +1,55 @@
+# Searches for an installation of the ARPACK library. On success, it sets the following variables:
+#
+#   ARPACK_FOUND      Set to true to indicate the library was found
+#   ARPACK_LIBRARIES  All libraries needed to use ARPACK (with full path)
+#
+# To specify an additional directory to search, set ARPACK_ROOT.
+#
+# TODO: Do we need to explicitly search for BLAS and LAPACK as well? The source distribution statically links these to
+# libarpack. Are there any installations that don't do this or the equivalent?
+#
+# Author: Siddhartha Chaudhuri, 2009
+#
+
+SET(ARPACK_FOUND FALSE)
+
+# First look in user-provided root directory, then look in system locations
+FIND_LIBRARY(ARPACK_LIBRARIES NAMES arpack libarpack ARPACK libARPACK PATHS "${ARPACK_ROOT}" "${ARPACK_ROOT}/lib"
+             NO_DEFAULT_PATH)
+IF(NOT ARPACK_LIBRARIES)
+  FIND_LIBRARY(ARPACK_LIBRARIES NAMES arpack libarpack ARPACK libARPACK)
+ENDIF(NOT ARPACK_LIBRARIES)
+
+IF(ARPACK_LIBRARIES)
+  # On OS X we probably also need gfortran and BLAS and LAPACK libraries
+  IF(APPLE)
+    FIND_LIBRARY(ARPACK_LAPACK_LIBRARY NAMES lapack LAPACK PATHS "${ARPACK_ROOT}" "${ARPACK_ROOT}/lib")
+    FIND_LIBRARY(ARPACK_BLAS_LIBRARY NAMES blas BLAS PATHS "${ARPACK_ROOT}" "${ARPACK_ROOT}/lib")
+    FIND_LIBRARY(ARPACK_GFORTRAN_LIBRARY NAMES gfortran PATHS "${ARPACK_ROOT}" "${ARPACK_ROOT}/lib"
+                                                        PATH_SUFFIXES "" "gfortran/lib" "../gfortran/lib")
+
+    IF(ARPACK_BLAS_LIBRARY)
+      SET(ARPACK_LIBRARIES ${ARPACK_LIBRARIES} ${ARPACK_BLAS_LIBRARY})
+    ENDIF(ARPACK_BLAS_LIBRARY)
+
+    IF(ARPACK_LAPACK_LIBRARY)
+      SET(ARPACK_LIBRARIES ${ARPACK_LIBRARIES} ${ARPACK_LAPACK_LIBRARY})
+    ENDIF(ARPACK_LAPACK_LIBRARY)
+
+    IF(ARPACK_GFORTRAN_LIBRARY)
+      SET(ARPACK_LIBRARIES ${ARPACK_LIBRARIES} ${ARPACK_GFORTRAN_LIBRARY})
+    ENDIF(ARPACK_GFORTRAN_LIBRARY)
+  ENDIF(APPLE)
+
+  SET(ARPACK_FOUND TRUE)
+ENDIF(ARPACK_LIBRARIES)
+
+IF(ARPACK_FOUND)
+  IF(NOT ARPACK_FIND_QUIETLY)
+    MESSAGE(STATUS "Found ARPACK: libraries at ${ARPACK_LIBRARIES}")
+  ENDIF(NOT ARPACK_FIND_QUIETLY)
+ELSE(ARPACK_FOUND)
+  IF(ARPACK_FIND_REQUIRED)
+    MESSAGE(FATAL_ERROR "ARPACK not found")
+  ENDIF(ARPACK_FIND_REQUIRED)
+ENDIF(ARPACK_FOUND)
diff --git a/CMake/FindArmadillo.cmake b/CMake/FindArmadillo.cmake
index 1244f649363..36ec63b5150 100644
--- a/CMake/FindArmadillo.cmake
+++ b/CMake/FindArmadillo.cmake
@@ -1,41 +1,41 @@
-# - Find Armadillo
-# Find the Armadillo C++ library
-#
-# Using Armadillo:
-#  find_package(Armadillo REQUIRED)
-#  include_directories(${ARMADILLO_INCLUDE_DIRS})
-#  add_executable(foo foo.cc)
-#  target_link_libraries(foo ${ARMADILLO_LIBRARIES})
-# This module sets the following variables:
-#  ARMADILLO_FOUND - set to true if the library is found
-#  ARMADILLO_INCLUDE_DIRS - list of required include directories
-#  ARMADILLO_LIBRARIES - list of libraries to be linked
-#  ARMADILLO_VERSION_MAJOR - major version number
-#  ARMADILLO_VERSION_MINOR - minor version number
-#  ARMADILLO_VERSION_PATCH - patch version number
-#  ARMADILLO_VERSION_STRING - version number as a string (ex: "1.0.4")
-#  ARMADILLO_VERSION_NAME - name of the version (ex: "Antipodean Antileech")
+# Distributed under the OSI-approved BSD 3-Clause License.  See accompanying
+# file Copyright.txt or https://cmake.org/licensing for details.
 
-#=============================================================================
-# Copyright 2011 Clement Creusot <creusot@cs.york.ac.uk>
-#
-# Distributed under the OSI-approved BSD License (the "License");
-# see accompanying file Copyright.txt for details.
-#
-# This software is distributed WITHOUT ANY WARRANTY; without even the
-# implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
-# See the License for more information.
-#=============================================================================
-# (To distribute this file outside of CMake, substitute the full
-#  License text for the above reference.)
+#[=======================================================================[.rst:
+FindArmadillo
+-------------
 
+Find the Armadillo C++ library.
+Armadillo is a library for linear algebra & scientific computing.
+
+Using Armadillo:
+
+::
+
+  find_package(Armadillo REQUIRED)
+  include_directories(${ARMADILLO_INCLUDE_DIRS})
+  add_executable(foo foo.cc)
+  target_link_libraries(foo ${ARMADILLO_LIBRARIES})
+
+This module sets the following variables:
+
+::
+
+  ARMADILLO_FOUND - set to true if the library is found
+  ARMADILLO_INCLUDE_DIRS - list of required include directories
+  ARMADILLO_LIBRARIES - list of libraries to be linked
+  ARMADILLO_VERSION_MAJOR - major version number
+  ARMADILLO_VERSION_MINOR - minor version number
+  ARMADILLO_VERSION_PATCH - patch version number
+  ARMADILLO_VERSION_STRING - version number as a string (ex: "1.0.4")
+  ARMADILLO_VERSION_NAME - name of the version (ex: "Antipodean Antileech")
+#]=======================================================================]
 
 find_path(ARMADILLO_INCLUDE_DIR
   NAMES armadillo
   PATHS "$ENV{ProgramFiles}/Armadillo/include"
   )
 
-
 if(ARMADILLO_INCLUDE_DIR)
   # ------------------------------------------------------------------------
   #  Extract version information from <armadillo>
@@ -52,318 +52,117 @@ if(ARMADILLO_INCLUDE_DIR)
   if(EXISTS "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/arma_version.hpp")
 
     # Read and parse armdillo version header file for version number
-    file(READ "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/arma_version.hpp" _armadillo_HEADER_CONTENTS)
-    string(REGEX REPLACE ".*#define ARMA_VERSION_MAJOR ([0-9]+).*" "\\1" ARMADILLO_VERSION_MAJOR "${_armadillo_HEADER_CONTENTS}")
-    string(REGEX REPLACE ".*#define ARMA_VERSION_MINOR ([0-9]+).*" "\\1" ARMADILLO_VERSION_MINOR "${_armadillo_HEADER_CONTENTS}")
-    string(REGEX REPLACE ".*#define ARMA_VERSION_PATCH ([0-9]+).*" "\\1" ARMADILLO_VERSION_PATCH "${_armadillo_HEADER_CONTENTS}")
+    file(STRINGS "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/arma_version.hpp" _ARMA_HEADER_CONTENTS REGEX "#define ARMA_VERSION_[A-Z]+ ")
+    string(REGEX REPLACE ".*#define ARMA_VERSION_MAJOR ([0-9]+).*" "\\1" ARMADILLO_VERSION_MAJOR "${_ARMA_HEADER_CONTENTS}")
+    string(REGEX REPLACE ".*#define ARMA_VERSION_MINOR ([0-9]+).*" "\\1" ARMADILLO_VERSION_MINOR "${_ARMA_HEADER_CONTENTS}")
+    string(REGEX REPLACE ".*#define ARMA_VERSION_PATCH ([0-9]+).*" "\\1" ARMADILLO_VERSION_PATCH "${_ARMA_HEADER_CONTENTS}")
 
     # WARNING: The number of spaces before the version name is not one.
-    string(REGEX REPLACE ".*#define ARMA_VERSION_NAME\ +\"([0-9a-zA-Z\ _-]+)\".*" "\\1" ARMADILLO_VERSION_NAME "${_armadillo_HEADER_CONTENTS}")
+    string(REGEX REPLACE ".*#define ARMA_VERSION_NAME\ +\"([0-9a-zA-Z\ _-]+)\".*" "\\1" ARMADILLO_VERSION_NAME "${_ARMA_HEADER_CONTENTS}")
 
   endif()
 
   set(ARMADILLO_VERSION_STRING "${ARMADILLO_VERSION_MAJOR}.${ARMADILLO_VERSION_MINOR}.${ARMADILLO_VERSION_PATCH}")
 endif ()
 
-
-#======================
-
-# Determine what support libraries are being used, and whether or not we need to
-# link against them.  We need to look in config.hpp.
-set(SUPPORT_INCLUDE_DIRS "")
-set(SUPPORT_LIBRARIES "")
-set(ARMA_NEED_LIBRARY true) # Assume true.
 if(EXISTS "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/config.hpp")
-  file(READ "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/config.hpp" _armadillo_CONFIG_CONTENTS)
-  # ARMA_USE_WRAPPER
-  string(REGEX MATCH "\r?\n[\t ]*#define[ \t]+ARMA_USE_WRAPPER[ \t]*\r?\n" ARMA_USE_WRAPPER "${_armadillo_CONFIG_CONTENTS}")
-
-  # ARMA_USE_LAPACK
-  string(REGEX MATCH "\r?\n[\t ]*#if[\t ]+!defined[(]ARMA_USE_LAPACK[)][\t ]*\r?\n[\t ]*#define[ \t]+ARMA_USE_LAPACK[ \t]*\r?\n" ARMA_USE_LAPACK "${_armadillo_CONFIG_CONTENTS}")
-
-  # ARMA_USE_BLAS
-  string(REGEX MATCH "\r?\n[\t ]*#if[\t ]+!defined[(]ARMA_USE_BLAS[)][\t ]*\r?\n[\t ]*#define[ \t]+ARMA_USE_BLAS[ \t]*\r?\n" ARMA_USE_BLAS "${_armadillo_CONFIG_CONTENTS}")
-    # ARMA_USE_ARPACK
-  # ARMA_USE_ARPACK
-  string(REGEX MATCH "\r?\n[\t ]*#if[\t ]+!defined[(]ARMA_USE_ARPACK[)][\t ]*\r?\n[\t ]*#define[ \t]+ARMA_USE_ARPACK[ \t]*\r?\n" ARMA_USE_ARPACK "${_armadillo_CONFIG_CONTENTS}")
-
-  # Look for #define ARMA_USE_HDF5.
-  string(REGEX MATCH "\r?\n[\t ]*#if[\t ]+!defined[(]ARMA_USE_HDF5[)][\t ]*\r?\n[\t ]*#define[ \t]+ARMA_USE_HDF5[ \t]*\r?\n" ARMA_USE_HDF5 "${_armadillo_CONFIG_CONTENTS}")
-
-  # If we aren't wrapping, things get a little more complex.
-  if("${ARMA_USE_WRAPPER}" STREQUAL "")
-    set(ARMA_NEED_LIBRARY false)
-    message(STATUS "ARMA_USE_WRAPPER is not defined, so all dependencies of "
-                   "Armadillo must be manually linked.")
-
-    set(HAVE_LAPACK false)
-    set(HAVE_BLAS   false)
-
-    # Search for LAPACK/BLAS (or replacement).
-    if ((NOT "${ARMA_USE_LAPACK}" STREQUAL "") AND
-        (NOT "${ARMA_USE_BLAS}" STREQUAL ""))
-      # In order of preference: MKL, ACML, OpenBLAS, ATLAS
-      set(MKL_FIND_QUIETLY true)
-      include(ARMA_FindMKL)
-      set(ACMLMP_FIND_QUIETLY true)
-      include(ARMA_FindACMLMP)
-      set(ACML_FIND_QUIETLY true)
-      include(ARMA_FindACML)
-
-      if (MKL_FOUND)
-        message(STATUS "Using MKL for LAPACK/BLAS: ${MKL_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${MKL_LIBRARIES}")
-        set(HAVE_LAPACK true)
-        set(HAVE_BLAS   true)
-      elseif (ACMLMP_FOUND)
-        message(STATUS "Using multi-core ACML libraries for LAPACK/BLAS:
-            ${ACMLMP_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${ACMLMP_LIBRARIES}")
-        set(HAVE_LAPACK true)
-        set(HAVE_BLAS   true)
-      elseif (ACML_FOUND)
-        message(STATUS "Using ACML for LAPACK/BLAS: ${ACML_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${ACML_LIBRARIES}")
-        set(HAVE_LAPACK true)
-        set(HAVE_BLAS   true)
-      endif ()
-    endif ()
-
-    # If we haven't found BLAS, try.
-    if (NOT "${ARMA_USE_BLAS}" STREQUAL "" AND NOT HAVE_BLAS)
-      # Search for BLAS.
-      set(OpenBLAS_FIND_QUIETLY true)
-      include(ARMA_FindOpenBLAS)
-      set(CBLAS_FIND_QUIETLY true)
-      include(ARMA_FindCBLAS)
-      set(BLAS_FIND_QUIETLY true)
-      include(ARMA_FindBLAS)
-
-      if (OpenBLAS_FOUND)
-        # Warn if ATLAS is found also.
-        if (CBLAS_FOUND)
-          message(STATUS "Warning: both OpenBLAS and ATLAS have been found; "
-              "ATLAS will not be used.")
-        endif ()
-        message(STATUS "Using OpenBLAS for BLAS: ${OpenBLAS_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${OpenBLAS_LIBRARIES}")
-        set(HAVE_BLAS true)
-      elseif (CBLAS_FOUND)
-        message(STATUS "Using ATLAS for BLAS: ${CBLAS_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${CBLAS_LIBRARIES}")
-        set(SUPPORT_INCLUDE_DIRS "${SUPPORT_INCLUDE_DIRS}"
-            "${CBLAS_INCLUDE_DIR}")
-        set(HAVE_BLAS true)
-      elseif (BLAS_FOUND)
-        message(STATUS "Using standard BLAS: ${BLAS_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${BLAS_LIBRARIES}")
-        set(HAVE_BLAS true)
-      endif ()
-    endif ()
-
-    # If we haven't found LAPACK, try.
-    if (NOT "${ARMA_USE_LAPACK}" STREQUAL "" AND NOT HAVE_LAPACK)
-      # Search for LAPACK.
-      set(CLAPACK_FIND_QUIETLY true)
-      include(ARMA_FindCLAPACK)
-      set(LAPACK_FIND_QUIETLY true)
-      include(ARMA_FindLAPACK)
-
-      # Only use ATLAS if OpenBLAS isn't being used.
-      if (CLAPACK_FOUND AND NOT OpenBLAS_FOUND)
-        message(STATUS "Using ATLAS for LAPACK: ${CLAPACK_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${CLAPACK_LIBRARIES}")
-        set(SUPPORT_INCLUDE_DIRS "${SUPPORT_INCLUDE_DIRS}"
-            "${CLAPACK_INCLUDE_DIR}")
-        set(HAVE_LAPACK true)
-      elseif (LAPACK_FOUND)
-        message(STATUS "Using standard LAPACK: ${LAPACK_LIBRARIES}")
-
-        set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${LAPACK_LIBRARIES}")
-        set(HAVE_LAPACK true)
-      endif ()
-    endif ()
-
-    if (NOT "${ARMA_USE_LAPACK}" STREQUAL "" AND NOT HAVE_LAPACK)
-      message(FATAL_ERROR "Cannot find LAPACK library, but ARMA_USE_LAPACK is "
-          "set. Try specifying LAPACK libraries manually by setting the "
-          "LAPACK_LIBRARY variable.")
-    endif ()
-
-    if (NOT "${ARMA_USE_BLAS}" STREQUAL "" AND NOT HAVE_BLAS)
-      message(FATAL_ERROR "Cannot find BLAS library, but ARMA_USE_BLAS is set. "
-          "Try specifying BLAS libraries manually by setting the BLAS_LIBRARY "
-          "variable.")
-    endif ()
-
-    # Search for ARPACK (or replacement).
-    if (NOT "${ARMA_USE_ARPACK}" STREQUAL "")
-      # Use Armadillo ARPACK-finding procedure.
-      set(ARPACK_FIND_QUIETLY true)
-      include(ARMA_FindARPACK)
-
-      if (NOT ARPACK_FOUND)
-        message(FATAL_ERROR "ARMA_USE_ARPACK is defined in "
-            "armadillo_bits/config.hpp, but ARPACK cannot be found.  Try "
-            "specifying ARPACK_LIBRARY.")
-      endif ()
-
-      set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${ARPACK_LIBRARY}")
-    endif ()
-
-    # Search for HDF5 (or replacement).
-    if (NOT "${ARMA_USE_HDF5}" STREQUAL "")
-      find_package(HDF5 QUIET)
-
-      if(NOT HDF5_FOUND)
-        # On Debian systems, the HDF5 package has been split into multiple
-        # packages so that it is co-installable.  But this may mean that the
-        # include files are hidden somewhere very odd that the FindHDF5.cmake
-        # script will not find.  Thus, we'll also quickly check pkgconfig to see
-        # if there is information on what to use there.
-        find_package(PkgConfig)
-        if (PKG_CONFIG_FOUND)
-          pkg_check_modules(HDF5 hdf5)
-          # But using pkgconfig is a little weird because HDF5_LIBRARIES won't
-          # be filled with exact library paths, like the other scripts.  So
-          # instead what we get is HDF5_LIBRARY_DIRS which is the equivalent of
-          # what we'd pass to -L.
-          if (HDF5_FOUND)
-            # I'm not sure what I think of doing this here...
-            link_directories("${HDF5_LIBRARY_DIRS}")
-          endif()
-        endif()
-      endif()
-
-      if(NOT HDF5_FOUND)
-        # We tried but didn't find it.
-        message(FATAL_ERROR "Armadillo HDF5 support is enabled, but HDF5 "
-            "cannot be found on the system.  Consider disabling HDF5 support.")
-      endif()
-
-      set(SUPPORT_INCLUDE_DIRS "${SUPPORT_INCLUDE_DIRS}" "${HDF5_INCLUDE_DIRS}")
-      set(SUPPORT_LIBRARIES "${SUPPORT_LIBRARIES}" "${HDF5_LIBRARIES}")
-    endif ()
-
-  else()
-    # Some older versions still require linking against HDF5 since they did not
-    # wrap libhdf5.  This was true for versions older than 4.300.
-    if(NOT "${ARMA_USE_HDF5}" STREQUAL "" AND
-       "${ARMADILLO_VERSION_STRING}" VERSION_LESS "4.300.0")
-      message(STATUS "Armadillo HDF5 support is enabled and manual linking is "
-                     "required.")
-      # We have HDF5 support and need to link against HDF5.
-      find_package(HDF5)
-
-      if(NOT HDF5_FOUND)
-        # On Debian systems, the HDF5 package has been split into multiple
-        # packages so that it is co-installable.  But this may mean that the
-        # include files are hidden somewhere very odd that the FindHDF5.cmake
-        # script will not find.  Thus, we'll also quickly check pkgconfig to see
-        # if there is information on what to use there.
-        find_package(PkgConfig)
-        if (PKG_CONFIG_FOUND)
-          pkg_check_modules(HDF5 hdf5)
-          # But using pkgconfig is a little weird because HDF5_LIBRARIES won't
-          # be filled with exact library paths, like the other scripts.  So
-          # instead what we get is HDF5_LIBRARY_DIRS which is the equivalent of
-          # what we'd pass to -L.
-          if (HDF5_FOUND)
-            # I'm not sure what I think of doing this here...
-            link_directories("${HDF5_LIBRARY_DIRS}")
-          endif()
-        endif()
-      endif()
-
-      if(NOT HDF5_FOUND)
-        # We tried but didn't find it.
-        message(FATAL_ERROR "Armadillo HDF5 support is enabled, but HDF5 "
-            "cannot be found on the system.  Consider disabling HDF5 support.")
-      endif()
-
-      set(SUPPORT_INCLUDE_DIRS "${HDF5_INCLUDE_DIRS}")
-      set(SUPPORT_LIBRARIES "${HDF5_LIBRARIES}")
-    endif()
-
-    # Versions between 4.300 and 4.500 did successfully wrap HDF5, but didn't have good support for setting the include directory correctly.
-    if(NOT "${ARMA_USE_HDF5}" STREQUAL "" AND
-       "${ARMADILLO_VERSION_STRING}" VERSION_GREATER "4.299.0" AND
-       "${ARMADILLO_VERSION_STRING}" VERSION_LESS "4.450.0")
-      message(STATUS "Armadillo HDF5 support is enabled and include "
-                     "directories must be found.")
-      find_package(HDF5)
-
-      if(NOT HDF5_FOUND)
-        # On Debian systems, the HDF5 package has been split into multiple
-        # packages so that it is co-installable.  But this may mean that the
-        # include files are hidden somewhere very odd that the FindHDF5.cmake
-        # script will not find.  Thus, we'll also quickly check pkgconfig to see
-        # if there is information on what to use there.
-        find_package(PkgConfig)
-        if (PKG_CONFIG_FOUND)
-          pkg_check_modules(HDF5 hdf5)
-        endif()
-      endif()
-
-      if(NOT HDF5_FOUND)
-        # We tried but didn't find it.
-        message(FATAL_ERROR "Armadillo HDF5 support is enabled, but HDF5 "
-            "cannot be found on the system.  Consider disabling HDF5 support.")
-      endif()
+  file(STRINGS "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/config.hpp" _ARMA_CONFIG_CONTENTS REGEX "^#define ARMA_USE_[A-Z]+")
+  string(REGEX MATCH "ARMA_USE_WRAPPER" _ARMA_USE_WRAPPER "${_ARMA_CONFIG_CONTENTS}")
+  string(REGEX MATCH "ARMA_USE_LAPACK" _ARMA_USE_LAPACK "${_ARMA_CONFIG_CONTENTS}")
+  string(REGEX MATCH "ARMA_USE_BLAS" _ARMA_USE_BLAS "${_ARMA_CONFIG_CONTENTS}")
+  string(REGEX MATCH "ARMA_USE_ARPACK" _ARMA_USE_ARPACK "${_ARMA_CONFIG_CONTENTS}")
+  string(REGEX MATCH "ARMA_USE_HDF5" _ARMA_USE_HDF5 "${_ARMA_CONFIG_CONTENTS}")
+endif()
 
-      set(SUPPORT_INCLUDE_DIRS "${HDF5_INCLUDE_DIRS}")
-    endif()
+include(FindPackageHandleStandardArgs)
 
-  endif()
-else()
-  message(FATAL_ERROR "${ARMADILLO_INCLUDE_DIR}/armadillo_bits/config.hpp not "
-      "found!  Cannot determine what to link against.")
-endif()
+# If _ARMA_USE_WRAPPER is set, then we just link to armadillo, but if it's not then we need support libraries instead
+set(_ARMA_SUPPORT_LIBRARIES)
 
-if (ARMA_NEED_LIBRARY)
+if(_ARMA_USE_WRAPPER)
   # UNIX paths are standard, no need to write.
   find_library(ARMADILLO_LIBRARY
     NAMES armadillo
     PATHS "$ENV{ProgramFiles}/Armadillo/lib"  "$ENV{ProgramFiles}/Armadillo/lib64" "$ENV{ProgramFiles}/Armadillo"
     )
+    set(_ARMA_REQUIRED_VARS ARMADILLO_LIBRARY ARMADILLO_INCLUDE_DIR VERSION_VAR ARMADILLO_VERSION_STRING)
+else()
+  # don't link to armadillo in this case
+  set(ARMADILLO_LIBRARY "")
+  if(_ARMA_USE_LAPACK)
+    if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
+      find_package(LAPACK QUIET)
+    else()
+      find_package(LAPCK REQUIRED)
+    endif()
+    if(LAPACK_FOUND)
+      set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${LAPACK_LIBRARIES}")
+    endif()
+  endif()
+  if(_ARMA_USE_BLAS)
+    if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
+      find_package(BLAS QUIET)
+    else()
+      find_package(BLAS REQUIRED)
+    endif()
+    if(BLAS_FOUND)
+      set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${BLAS_LIBRARIES}")
+    endif()
+  endif()
+  if(_ARMA_USE_ARPACK)
+    if(ARMADILLO_FIND_QUIETLY OR NOT ARMADILLO_FIND_REQUIRED)
+      find_package(ARPACK QUIET)
+    else()
+      find_package(ARPACK REQUIRED)
+    endif()
+    if(ARPACK_FOUND)
+      set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${ARPACK_LIBRARIES}")
+    endif()
+  endif()
+  if(_ARMA_USE_HDF5)
+    find_package(HDF5 QUIET)
+    if(NOT HDF5_FOUND)
+      # On Debian systems, the HDF5 package has been split into multiple
+      # packages so that it is co-installable.  But this may mean that the
+      # include files are hidden somewhere very odd that FindHDF5.cmake  will
+      # not find.  Thus, we'll also quickly check pkgconfig to see if there is
+      # information on what to use there.
+      message(WARNING "HDF5 required but not found; using PkgConfig")
+      find_package(PkgConfig)
+      if (PKG_CONFIG_FOUND)
+        pkg_check_modules(HDF5 REQUIRED hdf5)
+        link_directories("${HDF5_LIBRARY_DIRS}")
+      else()
+        message(FATAL_ERROR "PkgConfig (Used to help find HDF5) was not found")
+      endif()
+    endif()
+    set(_ARMA_SUPPORT_INCLUDE_DIRS "${HDF5_INCLUDE_DIRS}")
+    set(_ARMA_SUPPORT_LIBRARIES "${_ARMA_SUPPORT_LIBRARIES}" "${HDF5_LIBRARIES}")
+  endif()
+  set(ARMADILLO_FOUND true)
+  set(_ARMA_REQUIRED_VARS ARMADILLO_INCLUDE_DIR VERSION_VAR ARMADILLO_VERSION_STRING)
+endif()
 
-  # Checks 'REQUIRED', 'QUIET' and versions.
-  include(FindPackageHandleStandardArgs)
-  find_package_handle_standard_args(Armadillo
-    REQUIRED_VARS ARMADILLO_LIBRARY ARMADILLO_INCLUDE_DIR
-    VERSION_VAR ARMADILLO_VERSION_STRING)
-  # version_var fails with cmake < 2.8.4.
-else ()
-  # Checks 'REQUIRED', 'QUIET' and versions.
-  include(FindPackageHandleStandardArgs)
-  find_package_handle_standard_args(Armadillo
-    REQUIRED_VARS ARMADILLO_INCLUDE_DIR
-    VERSION_VAR ARMADILLO_VERSION_STRING)
-endif ()
+find_package_handle_standard_args(Armadillo REQUIRED_VARS ${_ARMA_REQUIRED_VARS})
 
 if (ARMADILLO_FOUND)
-  # Also include support include directories.
-  set(ARMADILLO_INCLUDE_DIRS ${ARMADILLO_INCLUDE_DIR} ${SUPPORT_INCLUDE_DIRS})
-  # Also include support libraries to link against.
-  if (ARMA_NEED_LIBRARY)
-    set(ARMADILLO_LIBRARIES ${ARMADILLO_LIBRARY} ${SUPPORT_LIBRARIES})
-  else ()
-    set(ARMADILLO_LIBRARIES ${SUPPORT_LIBRARIES})
-  endif ()
-  message(STATUS "Armadillo libraries: ${ARMADILLO_LIBRARIES}")
+  set(ARMADILLO_INCLUDE_DIRS ${ARMADILLO_INCLUDE_DIR})
+  set(ARMADILLO_LIBRARIES ${ARMADILLO_LIBRARY} ${_ARMA_SUPPORT_LIBRARIES})
 endif ()
 
+# Clean up internal variables
+unset(_ARMA_REQUIRED_VARS)
+unset(_ARMA_SUPPORT_LIBRARIES)
+unset(_ARMA_USE_WRAPPER)
+unset(_ARMA_USE_LAPACK)
+unset(_ARMA_USE_BLAS)
+unset(_ARMA_USE_ARPACK)
+unset(_ARMA_USE_HDF5)
+unset(_ARMA_CONFIG_CONTENTS)
+unset(_ARMA_HEADER_CONTENTS)
+unset(__ARMA_SUPPORT_INCLUDE_DIRS)
 
 # Hide internal variables
 mark_as_advanced(
   ARMADILLO_INCLUDE_DIR
   ARMADILLO_LIBRARY)
-
-#======================
diff --git a/CMakeLists.txt b/CMakeLists.txt
index 84e96b4510d..18536d4c523 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -292,51 +292,6 @@ else()
   endif ()
 endif()
 
-# On Windows, Armadillo should be using LAPACK and BLAS but we still need to
-# link against it.  We don't want to use the FindLAPACK or FindBLAS modules
-# because then we are required to have a FORTRAN compiler (argh!) so we will try
-# and find LAPACK and BLAS ourselves, using a slightly modified variant of the
-# script Armadillo uses to find these.
-if (WIN32)
-  find_library(LAPACK_LIBRARY
-      NAMES lapack liblapack lapack_win32_MT lapack_win32
-      PATHS "C:/Program Files/Armadillo"
-      PATH_SUFFIXES "examples/lib_win32/")
-
-  if (NOT LAPACK_LIBRARY)
-    message(FATAL_ERROR "Cannot find LAPACK library (.lib)!")
-  endif ()
-
-  find_library(BLAS_LIBRARY
-      NAMES blas libblas blas_win32_MT blas_win32
-      PATHS "C:/Program Files/Armadillo"
-      PATH_SUFFIXES "examples/lib_win32/")
-
-  if (NOT BLAS_LIBRARY)
-    message(FATAL_ERROR "Cannot find BLAS library (.lib)!")
-  endif ()
-
-  # Piggyback LAPACK and BLAS linking into Armadillo link.
-  set(ARMADILLO_LIBRARIES
-      ${ARMADILLO_LIBRARIES} ${BLAS_LIBRARY} ${LAPACK_LIBRARY})
-
-  # Ensure that the libraries are added to the MSVC IDE runtime path.
-  get_filename_component(BLAS_DIR ${BLAS_LIBRARY} DIRECTORY)
-  get_filename_component(LAPACK_DIR ${LAPACK_LIBRARY} DIRECTORY)
-
-  # Sometimes, especially with an OpenBLAS install via nuget, the DLLs are
-  # actually in ../../bin/x64/.  Automatically add these.
-  if (EXISTS "${BLAS_DIR}/../../bin/x64/")
-    get_filename_component(BLAS_DLL_DIR "${BLAS_DIR}/../../bin/x64" ABSOLUTE)
-    set(DLL_COPY_DIRS ${DLL_COPY_DIRS} "${BLAS_DLL_DIR}")
-  endif ()
-
-  if (EXISTS "${LAPACK_DIR}/../../bin/x64/")
-    get_filename_component(LAPACK_DLL_DIR "${LAPACK_DIR}/../../bin/x64" ABSOLUTE)
-    set(DLL_COPY_DIRS ${DLL_COPY_DIRS} "${BLAS_DLL_DIR}")
-  endif ()
-endif ()
-
 # Include directories for the previous dependencies.
 set(MLPACK_INCLUDE_DIRS ${MLPACK_INCLUDE_DIRS} ${ARMADILLO_INCLUDE_DIRS})
 set(MLPACK_LIBRARIES ${MLPACK_LIBRARIES} ${ARMADILLO_LIBRARIES})
diff --git a/doc/guide/build_windows.hpp b/doc/guide/build_windows.hpp
index 469b8660660..bb8ce9a1ea9 100644
--- a/doc/guide/build_windows.hpp
+++ b/doc/guide/build_windows.hpp
@@ -118,7 +118,7 @@ compiler version, check if the Visual Studio compiler and Windows SDK are instal
 - Run cmake:
 
 @code
-cmake -G "Visual Studio 16 2019" -A x64 -DBLAS_LIBRARY:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARY:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DARMADILLO_INCLUDE_DIR="C:/mlpack/armadillo/include" -DARMADILLO_LIBRARY:FILEPATH="C:/mlpack/armadillo/build/Debug/armadillo.lib" -DBOOST_INCLUDEDIR:PATH="C:/boost/" -DBOOST_LIBRARYDIR:PATH="C:/boost/lib64-msvc-14.2" -DDEBUG=OFF -DPROFILE=OFF ..
+cmake -G "Visual Studio 16 2019" -A x64 -DBLAS_LIBRARIES:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DLAPACK_LIBRARIES:FILEPATH="C:/mlpack/mlpack/packages/OpenBLAS.0.2.14.1/lib/native/lib/x64/libopenblas.dll.a" -DARMADILLO_INCLUDE_DIR="C:/mlpack/armadillo/include" -DARMADILLO_LIBRARY:FILEPATH="C:/mlpack/armadillo/build/Debug/armadillo.lib" -DBOOST_INCLUDEDIR:PATH="C:/boost/" -DBOOST_LIBRARYDIR:PATH="C:/boost/lib64-msvc-14.2" -DDEBUG=OFF -DPROFILE=OFF ..
 @endcode
 
 @note cmake will attempt to automatically download the ensmallen dependency. If for some reason cmake can't download the dependency, you will need to manually download ensmallen from http://ensmallen.org/ and extract it to "C:\mlpack\mlpack\deps\". Then, specify the path to ensmallen using the flag: -DENSMALLEN_INCLUDE_DIR=C:/mlpack/mlpack/deps/ensmallen/include