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.
    join('..', 'linalg', 'lapack_lite', 'python_xerbla.c')

seems to build and its only a little ugly