Try buid LIBMF with OpenMP again (#3297)

* Try buiid omp again

* Add LIBMF's fix

Author: wschin

src/Native/MatrixFactorizationNative/CMakeLists.txt

@@ -8,7 +8,12 @@ include_directories(libmf)
 if(UNIX)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -Wall -O3 -pthread -std=c++0x -march=native")
     set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -fopenmp")
+    if (APPLE)
+        include_directories("/usr/local/opt/libomp/include")
+        link_directories("/usr/local/opt/libomp/lib")
+    endif()
 endif()
+
 if(WIN32)
     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} /W4 /nologo /O2 /EHsc /D \"_CRT_SECURE_NO_DEPRECATE\" /openmp")
     set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")