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Simplify OpenMP support setup #493

@eddelbuettel

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@eddelbuettel

In the past we somewhat complicated install-time checks for OpenMP, initially in shell scripts later in configure / autoconf code. Yet these days we pass down to our client programs to just rely on what R supplies. The default Makevars has (in both cases, .win or not) the lines

PKG_CXXFLAGS = $(SHLIB_OPENMP_CXXFLAGS)
PKG_LIBS = $(SHLIB_OPENMP_CXXFLAGS) $(LAPACK_LIBS) $(BLAS_LIBS) $(FLIBS)

which are being supplied by R. I think we can do the same for RcppArmadillo and skip the logic in configure.ac. (Apart maybe from the quick test of whether we can/cannot compile against OpenMP) and also take advantage of what R has to offer.

@coatless What do you think re macOS? Will R reflect correct what the user / has not installed, and can we rely on SHLIB_OPENMP_CXXFLAGS ?

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