Jialei gh297 speed up gpu computation on ei grad ei

********* PEOPLE *************
Primary reviewer: @suntzu86 

Reviewers: @sc932 

********* DESCRIPTION **************
Branch Name: jialei_gh297_speed_up_gpu_computation_on_EI_gradEI
Ticket(s)/Issue(s): Closes #297 

********* TESTING DONE *************
make test
cpplint.py
oops, I goofed with the suggestion here. It should have been:
```
:chol_var_local[num_union][num_union]: blah blah
:mu_local[...]:
:etc:
```

that will format it like the parameter lists; there just isn't a ```\param``` shortcut to make a heading.