FindLAPACK: Remove MKL components already provided by MKL BLAS

A surplus library libmkl_gf_... has been removed from the LAPACK
libraries serach path (when relevant, it is already provided by BLAS).
Similarly, the thread libraries do not need to be explicitly added to
the implicit LAPACK libraries, as they are already included in the
list (via BLAS libraries provided by FindBLAS).

Modules/FindLAPACK.cmake

@@ -216,9 +216,6 @@ if (BLA_VENDOR MATCHES "Intel" OR BLA_VENDOR STREQUAL "All")
       # old
       list(APPEND LAPACK_SEARCH_LIBS
         "mkl_lapack")
-      # new >= 10.3
-      list(APPEND LAPACK_SEARCH_LIBS
-        "mkl_gf_${BLAS_mkl_ILP_MODE}")
     endif()
 
     # First try empty lapack libs
@@ -230,7 +227,7 @@ if (BLA_VENDOR MATCHES "Intel" OR BLA_VENDOR STREQUAL "All")
         ""
         ""
         "${_BLAS_LIBRARIES}"
-        "${CMAKE_THREAD_LIBS_INIT};${LM}"
+        ""
         )
     endif ()
     # Then try the search libs