Flag REQUIRED in CBLAS/LAPACKE
An issue exists when the flag REQUIRED is given to the FindCBLAS or FindLAPACKE. They forward the REQUIRED flag to all the find_package underneath, the problem is that for exemple in FindCBLAS, the REQUIRED flag is passed to both FinBLASEXT in multi-threaded and sequential modes. If one of them is not found, then the REQUIRED flag triggers a failure, even if the other is found.
We should test both MT and SEQ libraries without the REQUIRED flag and fail at BLASEXT level if none of them is found.