Add support for BLIS

[ogrisel]

This would involve setting up a new CI environment.

The function names are:

• bli_thread_get_num_threads / bli_thread_set_num_threads
• there is a python package with compiled extension on PyPI: https://pypi.org/project/blis/

I would be even better to have a CI setup with numpy/scipy built against blis for instance and check that we can control the specific BLIS instance used by those.