Separate building and running tests

In the same spirit as #851, could we split the Makefiles into:

• Makefiles to build the executables
• Shell script to run them

The target environment might not have make available, and even if it did because Makefiles recursively include each other, you end up having to copy the whole OpenBLAS folder to be able to run them on target. Since running the tests is just a matter of calling executables with the right arguments, could we split the two? That way one could simply deploy the Shell script and the executables + data to run the tests.
I'm working on splitting them right now, but I wanted to ask if there is a fundamental issue with doing that.

Also, is there a place in the config to set specific CFLAGS for building executables? I looking for a way to add -pie for test executables.

Start by reading issue #851 and the repository's recursively included Makefiles, then trace how the test executables are built and invoked. Done means the build files produce the executables while a deployable shell script runs them with their required arguments, and a documented configuration path supports test-specific CFLAGS such as -pie.