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Please add standard Cmake support for MKL #32

@VictorEijkhout

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@VictorEijkhout
CMake Error at CMakeLists.txt:367 (message):
  BLAS++ requires a BLAS library and none was found.  Ensure that it is
  accessible in environment variables $CPATH, $LIBRARY_PATH, and
  $LD_LIBRARY_PATH.

I believe CPATH is a Gnu extension. Package discovery in Cmake is done through CMAKE_MODULE_PATH or (as in the case of MKL) PGK_CONFIG_PATH.

Could you add support for the latter?

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