Currently two configuration files are used for Linux (config.h) and Windows (config_msvc.h). On Linux the config file is generated automatically from config.h.in. These two files should be merged into a single one and generated automatically using cmake.
Two additional configuration variables HAVE_ACML and HAVE_MKL are used only in config_msvc.h (for Windows). These two could be replaced by HAVE_BLAS_ACML and HAVE_BLAS_MKL, respectively.