A fix for OpenMP problems on OS X

[twesterhout]

For now, we can borrow FindOpenMP.cmake from PyTorch's repo. They maintain a patched version which seems to work on Travis CI with OS X. If I can lay my hands on a Mac, I'll check whether there's a simpler workaround we can use (see points about AppleClang here https://github.com/pytorch/pytorch/tree/master/cmake/Modules).

@gcarleo @PhilipVinc and other OS X users, please let me know whether this works for you.

[gcarleo]

This works if one install openmp with brew install libomp, but otherwise it fails.
I would strongly suggest to set up openmp as an optional library. If it finds it, we use it. Otherwise nope.

[twesterhout]

This works if one install openmp with brew install libomp, but otherwise it fails.
I would strongly suggest to set up openmp as an optional library. If it finds it, we use it. Otherwise nope.

@gcarleo we have MPI in our dependencies, so one has to do brew install openmpi anyway (or whichever implementation one uses). So what's the problem with doing brew install openmpi libomp instead? OpenMP is way more portable that MPI :)

[twesterhout]

Also, PyTorch doesn't work without OpenMP, so if we're going to rely on it for NNs, we need OpenMP (see pytorch/pytorch#20030).

[gcarleo]

Alright, it's fine... we need to add a note in the web page though, I will do that with the next pip release... In any case, since we are here, would you mind adding numpy to the dependencies to be installed automatically? Thanks!

[gcarleo]

@twesterhout ? Do we add the numpy dependency in setup.py here or in another PR?

[twesterhout]

Do we add the numpy dependency in setup.py here or in another PR?

@gcarleo in another PR I think.

[gcarleo]

OK thanks, let's add numpy in another PR then