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cygwin -- fix some sagelib setup.py issues and Sconstruct issues involving library includes #3248

@williamstein

Description

@williamstein
  1. Something involving the python library in SConstruct that affect c_lib

  2. Something library ordering issues that break matrix_real_double_dense in setup.py

  3. Choosing ATLAS instead of GSL by default in setup.py

CC: @craigcitro

Component: porting: Cygwin

Keywords: editor_wstein

Issue created by migration from https://trac.sagemath.org/ticket/3248

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