xeigtsts is crashed on Windows with USE_OPENMP=1

[xianyi]

As same as report in #286 , xeigtsts is crashed on Windows 32/64 bit with USE_OPENMP=1.

[crazyi]

Hi @xianyi
I was confused by openmp and the native multi-threads feathers in Openblas, and I don't know whether I am right on these:

1. Openmp can not work together with the native multi-threads feathers in Openblas? These two are always work alone?
2. Once I use USE_OPENMP=1, the makefile will automatically disable the native multi-threads feathers in Openblas, and vice versa?

[xianyi]

For question 1,
if you call OpenBLAS in OpenMP parallel region, it will conflict with OpenMP threading. You can set the environment export OPENBLAS_NUM_THREADS=1 before the binary running. Or, call openblas_set_num_threads(1) function before the OpenMP parallel region in the program.

For question 2,
if you use USE_OPENMP=1, OpenBLAS will disable native multi-threaading (win32 thread or pthread).