[Dune] [#931] provide patches/updated version of alglib

[Dune]

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The following task has a new comment added:

FS#931 - provide patches/updated version of alglib
User who did this - Christian Engwer (christi)

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For similar jobs we have been using GMP. Is this a viable option here? It provides arbitrary precision computations (needed to compute quad points and/or weights), it is LGPL, so it should go very well with the GPL+Exception of Dune.
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http://www.dune-project.org/flyspray/index.php?do=details&task_id=931#comment3217

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