Added duality gap and rho max computations

Duality gap is computed with return_costs=True.

rho max is the value of the regularization parameter above which the
resulting matrix is completely sparse (will be useful for cross-validated
estimator)
First implementation of GroupSparseCovarianceCV
Parallel computation in GroupSparseCovarianceCV
Better duality gap computation

The computation now seems to always give positive duality gap.
Added tolerance-based stop criterion

The duality gap is compared to a tolerance value. Computation is
stopped if gap is smaller than tolerance.