Added a main file which reads in options from the command line.

Plus some more changes to the code to comply with the changes
made to the BregmanBall class (keeping around both left and right
centroids and radii).

The given main file also tests the correctness of the left NN
search for a given data set and a test real data set is also
added.

For some reason, the left NN search test fails sometimes for the example set
I have added with the KL-divergence (while passing with the L2 divergence).
Can you please take a look to see if I did something wrong with the 
KL-divergence of the left-NN search while modifying it to make it compile?