[WIP] Releasing the GIL in the inner loop of coordinate descent

- [x] release the GIL in the dual gap check (need to replace numpy calls by BLAS equivalents)
- [x] release the GIL in the sparse input variant
- [x] release the GIL for the precomputed Gram matrix variant
- [ ] benchmark the scaling for instance by hacking the cross_val_score function to make it possible to use the threading backend instead of multiprocessing
What is the natural memory layout of the precomputed array when you pass `precompute=True` to the constructor? If it's not C, wouldn't it be possible to stay in F order instead to sparse a memory copy?