Create SECURITY.md

SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+It is generally recommended to use the latest release as this project
+does not maintain multiple stable branches and providing packages e.g.
+for Linux distributions is outside our scope. In particular, versions
+before 0.3.18 can be assumed to carry the out-of-bounds-read error in
+the LAPACK ?LARRV family of functions that was the subject of 
+CVE-2021-4048
+
+## Reporting a Vulnerability
+
+If you suspect that you have found a vulnerability - a defect that could
+be abused to compromise the security of a user's code or systems - please
+do not use the normal github issue tracker (except perhaps to post a general
+warning if you deem that necessary). Instead, please contact the project 
+maintainers through the email addresses given in their github user profiles.
+Defects found in the "lapack-netlib" subtree should ideally be reported to
+the maintainers of the reference implementation of LAPACK, lapack@icl.itk.edu