Builds without support for OpenMP failed with the old code. Fix this:
* Add OPENMP_CXXFLAGS for ccmain.
* Replace unconditional -fopenmp by OPENMP_CXXFLAGS for lstm.
* Always use _OPENMP for conditional compilation.
* Remove OPENMP as there is already _OPENMP.
* Include omp.h conditionally.
Signed-off-by: Stefan Weil <sw@weilnetz.de>