add auto build script

Makefile

@@ -1,5 +1,5 @@
 export CC  = gcc
-export CXX = g++
+export CXX = clang++
 export LDFLAGS= -pthread -lm 
 
 export CFLAGS = -Wall -O3 -msse2  -Wno-unknown-pragmas -fPIC -pedantic 

README.md

@@ -30,7 +30,7 @@ Features
 
 Build
 =====
-* Simply type make
+* Run ```bash build.sh``` (you can also type make)
 * If your compiler does not come with OpenMP support, it will fire an warning telling you that the code will compile into single thread mode, and you will get single thread xgboost
 * You may get a error: -lgomp is not found
   - You can type ```make no_omp=1```, this will get you single thread xgboost

build.sh

@@ -0,0 +1,11 @@
+#!/bin/bash
+if make; then
+    echo "Successfully build multi-thread xgboost"
+else
+    echo "-----------------------------"
+    echo "Building multi-thread xgboost failed"
+    echo "Start to build single-thread xgboost"
+    make clean
+    make no_omp=1
+    echo "Successfully build single-thread xgboost"
+fi