Use of deprecated LAPACK routines about slicot-reference

[VasileSima4]

Thank you for your comment.

Indeed, dlatzm is called 29 times in eight SLICOT routines, while zlatzm is called once in two routines. Most of these routines are low-level ones, and calling BLAS 3 subroutines instead of BLAS 2 xlatzm will not improve the efficiency. In any case, there is no plan at this time to make such (not easy) replacements. However, to avoid compiling all deprecated LAPACK routines, I added xlatzm in a new sub-directory, src_aux, and updated the makefiles to compile and link them.

[ilayn]

Thank you @VasileSima4, just a gentle reminder that there is also gegs and possibly more that are deprecated. I didn't mean to imply that these affect the performance but are a source of "code rot" as systems move to modern versions of LAPACK which is at v3.11.0 right now.

Code change is indeed not trivial but that's what I meant with "if there is any interest" I can do the changes and you can decide whether they are correct or not. The new functions are not that different than the deprecated ones.