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I got a solution to the problem I had, but if fails to be a solution to "use a precompiled Atlas". After some unsuccessful tries to copy in the required libraries and headers (it compiled ok, but there was an incompatibility somewhere and I always got these failing clapack dependency - very annoying) I found a possible solution to my original problem: the inability to compile atlas.

It seems that the build procedure for Atlas was rewritten recently by Volker Braun to address exactly such problems. It already has a positive review and will be in the next sage releases. Track-ticket with new atlas spkg download. I just needed to replace the old atlas spkg with the new one, Atlas built successfully.

With the old Atlas Package it stopped with: CageEdge detection failed, unable to build Atlas

I am sure with the right combination of precompiled libraries and headers also my first approch would work: (http://ask.sagemath.org/question/107/building-atlas), but I stick with the new Atlas package :-)