MATLAB mex file.

try_compile statements rather than a cuDNN specific variable.

Find cudnn fix

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.