[configuration] Make cmake configuration fail early upon boost or openBLAS installation failure

[lambdaxdotx]

TLDR: This PR introduces a couple of checks for the cmake configuration process to make it fail upon the installation failure of either boost or openblas.

Problem

At the moment, whenever any tools/download_*.sh script fails, the configuration process continues w/o any explicit message, for failing only at the end. This may surprise and mislead the (non-dev) user: issue #481 seems to be an example of that.

Catching the erratic state of the configuration and fail early seems a better strategy to me.

Proposed solution

• Make tools/download_*.sh exit on any failure by passing the -e to /bin/bash
• Check the exit code of those scripts in the CMakeLists.txt and fail accordingly.

Let me know what you think.

[lambdaxdotx]

The CI fails because the download_boost.sh fails at some point. In particular, this means that the script was already failing.

The next step, I guess, is to look at the precise command that fails in the script and let maintainers decide how to proceed.

[AleksandarZeljic]

Thanks for submitting the PR. I am pretty sure that the failure has nothing to do with the PR. A recent PR was pushed into master after passing CI checks, but once integrated failed because boost wasn't downloaded correctly only to suddenly work again without intervention. I will look into this.

[lambdaxdotx]

Hi @AleksandarZeljic

Thanks for giving this PR some attention. Let me know if you need help.