Install openblas via apt-get `sudo apt-get install openblas-dev`

apt-cache search openblas

libblas-test - Basic Linear Algebra Subroutines 3, testing programs
libopenblas-base - Optimized BLAS (linear algebra) library based on GotoBLAS2
libopenblas-dev - Optimized BLAS (linear algebra) library based on GotoBLAS2

So sudo apt-get install libopenblas-dev solved the problem.