For Debian Jessie and Stretch installing the following packages resolves the issue:
sudo apt install libblas3 liblapack3 liblapack-dev libblas-dev
Your next issue is very likely going to be a missing Fortran compiler, resolve this by installing it like this:
sudo apt install gfortran
If you want an optimized scipy, you can also install the optional libatlas-base-dev package:
sudo apt install libatlas-base-dev
If you have any issue with a missing Python.h file like this:
Python.h: No such file or directory
Then have a look at this post: https://stackoverflow.com/a/21530768/209532