ensmallen: add OpenMP support #24553
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Summary
Changes to recipe: ensmallen/*
Motivation
Add parallelism support to the library.
Details
Adds OpenMP support via
llvm-openmpfor all compilers. Enabled by default, which matches the project config: https://github.com/mlpack/ensmallen/blob/ensmallen-1.16.2/CMakeLists.txt#L7