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

The linalg module needs to be imported first so that our xerbla gets
linked before any other module links to ATLAS or one of the other
optimized linear algebra packages.

Also make the test for xerbla linkage work correctly. If xerbla is not
linked the test will be skipped with a message.

Closes #5362.