If OpenBLAS is built using add_subdirectory(OpenBlas) as part of another project
then the paths set by CMAKE_XXX_DIR are relative to the parent project
and not the OpenBLAS project.
Instead of generating separate object files for each permutation of
defines for a source file, GenerateNamedObjects now writes an entirely
new source file and inserts the defines as #define c statements.
This solves a problem I ran into with ar.exe where it was refusing to
link objects that had the same filename despite having different paths.
This function takes a set of sources and a set of preprocessor
definitions. It will iterate over the sources and build an object
file for each combination of preprocessor definitions for each
source file.