Partially reverts https://gitlab.onelab.info/gmsh/gmsh/-/commit/8becbc0bca57e5f823a36327a400d2d3688b3dba
which could not possibly have worked with system alglib.

--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -774,7 +774,7 @@
 
 if(ENABLE_ALGLIB)
   find_library(ALGLIB_LIB alglib)
-  find_path(ALGLIB_INC "stdafx.h" PATH_SUFFIXES libalglib)
+  find_path(ALGLIB_INC "stdafx.h" PATH_SUFFIXES alglib)
   if(ENABLE_SYSTEM_CONTRIB AND ALGLIB_LIB AND ALGLIB_INC)
     list(APPEND EXTERNAL_LIBRARIES ${ALGLIB_LIB})
     list(APPEND EXTERNAL_INCLUDES ${ALGLIB_INC})