BLD: put openblas library in local directory on windows #16114
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* BLD: put openblas library in local directory on windows * TST: fix broken pip install on windows * BLD: handle 64-bit windows BLAS
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Backport of #16101.
Something changed in the image used for windows on azure: python is on C: and the checkout is done in D:. This causes mingw to fail to link with the openblas library if it is put in the "known path"
<python-dir>/libsthat the openblas discovery mechanism searches. Instead, use an environment variable$OPENBLASto point to a local directory and copy the library there.This code is
copiedbased on code from numpy-wheels.