BUG: Xerbla doesn't get linked in 1.10-devel.

Add our python_xerbla to the multiarray sources. That function is
needed for all modules that link to the ATLAS 3.10 libraries, which
are now all located in two files, libsatlas and libtatlas.

Also make the test for xerbla linkage work better. If xerbla is not
linked the test will be skipped with a message.

Closes #5362.
Together with `f2c.h`. I think the xerbla routines should be located somewhere common, but that would need to be a path above both linalg and core. I did do that with a lot of `...\...` prefixes, but wasn't sure it would be portable to windows.