VMS has the isfinite macro on all architectures.

And regardless of whether we're using IEEE math or not.  If we're
not, then everything is finite by definition because we would've
seen an exception before getting to the point of checking for
finitude, so the macro translates to "1" in those cases.

As of this writing, the isfinite macro requires the inclusion of
fp.h, not just math.h as C99 stipulates, and it also appears not
to handle long doubles.
Include fp.h with math.h on VMS.

It has some macros that really should be in math.h according to C99.