Splines linear solver dense

[blegouix]

• Add LAPACK in the cmake (effectively use LAPACKE).
• Add SplinesLinearProblemDense
• Add tests calling SplinesLinearProblemDense (even if they are supposed to build more specific band linear problems, which are not available yet).
• DO NOT use SplinesLinearProblemDense in SplineBuilder (LAPACK backend unavailable)

This is out of the scope of the MR but I did one or two very minor changes due to misses from previous MR, like renaming splines_linear_solver files to splines_linear_problem or fixing docstring.