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To build Scipy from sources, BLAS & LAPACK libraries need to be installed. See site.cfg.example in the Scipy source directory and

sudo apt-get install gfortran libopenblas-dev liblapack-dev

The dependency requires scipy 1.6.1 which does not have a pre-built wheel, thus a wheel will be built when installing scipy 1.6.1 which requires BLAS and LAPACK libraries to be installed.