Remove all threaded BLAS options from configure

[kkm000]

Decided here: #3078 (comment)

I'll still recognize the switches, but print an error that they are no longer supported.

Also (from #3216 (comment) and following)

$ ./configure  --mathlib=ATLAS
 . . . . .
Using ATLAS as the linear algebra library.
Could not find libatlas.a in any of the generic-Linux places, but we'll try other stuff...
** Failed to configure ATLAS libraries ***
**  ERROR   **
** Configure cannot proceed automatically.
**  If you know that you have ATLAS installed somewhere on your machine, you
** may be able to proceed by replacing [somewhere] in kaldi.mk with a directory.
**  If you have sudo (root) access you could install the ATLAS package on your
** machine, e.g. 'sudo apt-get install libatlas-dev libatlas-base-dev' or
** 'sudo yum install atlas.x86_64' or 'sudo zypper install libatlas3-devel',
** or on cygwin, install atlas from the installer GUI; and then run ./configure
** again.
**
**  Otherwise (or if you prefer OpenBLAS for speed), you could go the OpenBLAS
** route: cd to ../tools, type 'extras/install_openblas.sh', cd back to here,
** and type './configure  --openblas-root=../tools/OpenBLAS/install'

Perhaps encourage the use of MKL for speed. Maybe mention OpenBLAS, but the "for speed" recommendation is no longer correct, certainly not for the Intel CPU.

Also, refer to install_mkl if MKL is missing from ./configure with no args.

[stale]

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