Ubuntu 14.04 build issues

[chaubold]

• the file ${PYTHON-SITE-PACKAGES-PATH}/easy-install.pth needs to list all .egg's or they won't be found
• VTK has problems building with the current (Ubuntu 14.04 repos) OpenGL includes. vtkXOpenGLRenderWindow.cxx:30 needs to be uncommented to say #define GLX_GLXEXT_LEGACY

[chaubold]

if we only build with ATLAS and not openblas (and no blas is installed on the system), mlpack compilation fails.