[CI] Compile GALAHAD with dependencies

[amontoison]

No description provided.

[amontoison]

@nimgould I found a way to test GALAHAD with the dependencies.

If we use the GNU compilers, GALAHAD is compiled with MUMPS, METIS and OPENBLAS.
If we use the Intel compilers, GALAHAD is compile with MKL_PARDISO, METIS and Intel MKL.

I downloaded recently (two weeks ago) PARDISO and the double precision is distributed now.
I'm wondering if it's the same thing with MKL_PARDISO 🤔

It will be easy to add CUTEST and PasTiX dependencies later.

[amontoison]

@nimgould What are the shared libraries that for PASTIX and SPM?
By default I use pastixf.so and spmf.so but I have the following error:

FAILED: pastixt_single.p/src_external_pastix_pastixt.F90.o 
gfortran -Ipastixt_single.p -I. -I.. -Iinclude -I../include -I../src/dum/include -Isrc/ampl -I../src/ampl -I../../deps/include -I/Library/Frameworks/Python.framework/Versions/3.11/lib/python3.11/site-packages/numpy/core/include -Ilibgalahad_single.dylib.p -fdiagnostics-color=always -O0 -g -fopenmp -DGALAHAD_SINGLE -DSPRAL_SINGLE -Jpastixt_single.p -o pastixt_single.p/src_external_pastix_pastixt.F90.o -c ../src/external/pastix/pastixt.F90
../src/external/pastix/pastixt.F90:36:40:

   36 |     CALL pastixInitParam( iparm, dparm )
      |                                        1
Error: There is no specific subroutine for the generic 'pastixinitparam' at (1)
../src/external/pastix/pastixt.F90:44:64:

   44 |     CALL pastixInit( pastix_data, MPI_COMM_WORLD, iparm, dparm )
      |                                                                1
Error: There is no specific subroutine for the generic 'pastixinit' at (1)
../src/external/pastix/pastixt.F90:190:66:

  190 |     CALL pastix_task_solve( pastix_data, nrhs, X, spm%nexp, info )
      |                                                                  1
Error: There is no specific subroutine for the generic 'pastix_task_solve' at (1)
../src/external/pastix/pastixt.F90:202:64:

  202 |                       spm%nexp, B, spm%nexp, X, spm%nexp, info )
      |                                                                1
Error: There is no specific subroutine for the generic 'spmcheckaxb' at (1)

[nimgould]

If you look in the $GALAHAD/doc/README.external file, there is a description of how pastix is prepared for use in galahad, and the compilr flages needed at the link stage. This is from the rather confusing pastix install documentation.