Test requested in issue xianyi/OpenBLAS#484.
Run tests by applying the following change and then make:
diff --git a/Makefile.rule b/Makefile.rule
index bea1fe1..9852ff3 100644
--- a/Makefile.rule
+++ b/Makefile.rule
@@ -140,7 +140,7 @@ NO_AFFINITY = 1
-# UTEST_CHECK = 1
+UTEST_CHECK = 1