Add OpenBlas to CMAKE library path

I noticed that CMAKE used the "generic" BLAS implementation of Ubuntu, which is slow. Adding the OpenBlas installation location to the CMAKE library path fixed this. 

An open question remains if the ``/usr/lib/gcc/x86_64-linux-gnu/4.6`` part is correct. I edited it to 4.8, as I don't have 4.6 installed, but I am not sure if that's necessary so I didn't include it in this PR.