Support use of dlib a cross-compiled ExternalProject

the former works with a wider range of tools in the STL.

automatic step size reduction code a little.

This follows convention which simplifies using dlib as a CMake
ExternalProject.

since sometimes gfortran isn't available and openblas should already be linked
to gfortran if it was needed.

scripts so they attempt to verify the version of cuDNN you have installed and
print a useful message if that isn't the case.