Add bundle LAPACK

[karlnapf]

Here is what I have, is it possible to include the LAPACK stuff in shogun from it? If no, why not?

$ ls /share/apps/lapack-3-4.1/
liblapack.a librefblas.a libtmglib.a

$ ls /share/apps/atlas/graucho/lib/
libatlas.a libf77blas.a libptcblas.a libtstatlas.a Make.inc
libcblas.a liblapack.a libptf77blas.a Makefile

$ ls /share/apps/blas
caxpy.f crotg.f dcopy.f dsymv.f lsame.f srotmg.f strsm.f zher.f
ccopy.f cscal.f ddot.f dsyr2.f Makefile ssbmv.f strsv.f zherk.f
cdotc.f csrot.f dgbmv.f dsyr2k.f make.inc sscal.f xerbla.f zhpmv.f
cdotu.f csscal.f dgemm.f dsyr.f sasum.f sspmv.f zaxpy.f zhpr2.f
cgbmv.f cswap.f dgemv.f dsyrk.f saxpy.f sspr2.f zcopy.f zhpr.f
cgemm.f csymm.f dger.f dtbmv.f scabs1.f sspr.f zdotc.f zrotg.f
cgemv.f csyr2k.f dnrm2.f dtbsv.f scasum.f sswap.f zdotu.f zscal.f
cgerc.f csyrk.f drot.f dtpmv.f scnrm2.f ssymm.f zdrot.f zswap.f
cgeru.f ctbmv.f drotg.f dtpsv.f scopy.f ssymv.f zdscal.f zsymm.f
chbmv.f ctbsv.f drotm.f dtrmm.f sdot.f ssyr2.f zgbmv.f zsyr2k.f
chemm.f ctpmv.f drotmg.f dtrmv.f sdsdot.f ssyr2k.f zgemm.f zsyrk.f
chemv.f ctpsv.f dsbmv.f dtrsm.f sgbmv.f ssyr.f zgemv.f ztbmv.f
cher2.f ctrmm.f dscal.f dtrsv.f sgemm.f ssyrk.f zgerc.f ztbsv.f
cher2k.f ctrmv.f dsdot.f dzasum.f sgemv.f stbmv.f zgeru.f ztpmv.f
cher.f ctrsm.f dspmv.f dznrm2.f sger.f stbsv.f zhbmv.f ztpsv.f
cherk.f ctrsv.f dspr2.f icamax.f snrm2.f stpmv.f zhemm.f ztrmm.f
chpmv.f dasum.f dspr.f idamax.f srot.f stpsv.f zhemv.f ztrmv.f
chpr2.f daxpy.f dswap.f isamax.f srotg.f strmm.f zher2.f ztrsm.f
chpr.f dcabs1.f dsymm.f izamax.f srotm.f strmv.f zher2k.f ztrsv.f

[karlnapf]

Ah this topic is so painful

@vigsterkr so I tried to hack cmake to link statically against these files but since we are creating a dynamic library that doesnt work. Now I just locally installed LAPACK (which doesnt offer native build support for creating dynamic libs, but I used a little hack shared by a user)

I am changing this to "bundle LAPACK" since this would eliminate all these problems. And assigning to you :)