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So my code wants to include different header files when occurs to different BLAS/LAPACK vendors. Are there any predefined macros or something like that make me check it?
CMake 2.8+ ships with FindBLAS.cmake FindLAPACK.cmake. You may want to review the comments in the files from your local cmake install: cmake-2.8.5/share/cmake/Modules/FindBLAS.cmake. This module supports a variety of BLAS and LAPACK implementations. For example:
Good luck.