Steps I needed to take to compile mlpack successfully on a box without root access.
Running Ubuntu 16.04 with the following configuration of ATLAS, BLAS, and LAPACK:
ii libatlas-base-dev 3.10.2-9 amd64 Automatically Tuned Linear Algebra Software, generic static
ii libatlas-dev 3.10.2-9 amd64 Automatically Tuned Linear Algebra Software, C header files
ii libatlas3-base 3.10.2-9 amd64 Automatically Tuned Linear Algebra Software, generic shared
ii libblas-common 3.6.0-2ubuntu2 amd64 Dependency package for all BLAS implementations
ii libblas-dev 3.6.0-2ubuntu2 amd64 Basic Linear Algebra Subroutines 3, static library