ATLAS can provide SMP support for the Level 3 BLAS via Posix threads.
If you choose to build a threaded library, ATLAS will compile all
aspects of the library (including the serial components) with the 
threaded compiler/link flags.  Most machines can use the serial
library even when it is compiled with threaded options, but this
is not guaranteed to work, so if you want a true serial library,
answer no to threading below.
