The code for this recipe is available at https://github.com/dev-cafe/cmake-cookbook/tree/v1.0/chapter-03/recipe-04 and has a C++ example. The recipe is valid with CMake version 3.5 (and higher) and has been tested on GNU/Linux, macOS, and Windows.
Many numerical codes rely heavily on matrix and vector operations. Think for example of matrix-vector and matrix-matrix products, the solution of linear system of equations, the calculation of eigenvalues and eigenvectors or singular-value decompositions. These operations might be so ubiquitous in the code base or might have to be run on such large data sets that the availability of efficient implementations becomes an absolute necessity in your code. Fortunately, there are libraries just for that: the basic linear algebra subprograms (BLAS) and the linear algebra package (LAPACK) offer standard...
