Improve openblas CMake logic

[larroy]

No description provided.

[szha]

This code base has been donated to the Apache MXNet project per #373, and repo is deprecated. Future development should continue in Apache MXNet.

[CLAassistant]

Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.
_{You have signed the CLA already but the status is still pending? Let us recheck it.}