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model reduction works on ubuntu

Jianfeng Yan requested to merge _transfer-jianfengyan/vegafemv4.0:build_model_reduction into master
  1. Install MKL and change lib path in CMake/External/FindMKL.cmake if necessary
  2. Install ARPACK and arpack++ (this is optional), and add path to CMake/External/FindARPACK.cmake. On ubuntu after installation there is a single static lib file.
  3. In order to build utilities we need to install OpenGL, GLUT, GLEW, wxWidgets. Anther lib GLUI is shipped with vega, so you don't have to install it.
Edited by Jianfeng Yan

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