I have a working LAPACK implementation and that, as far as I read, contains BLAS.
I want to use SPARSE BLAS and as far as I understand this website, SPARSE BLAS is
It seems that g++ does not find the required header files. So you need to add
-I path_to_header_files/
to the command line arguments. I.e, the directory where you copied blas_sparse.h to your working directory.