-DWITH_PERFTOOLS option does not work

Created by: laurentes

It seems that this option does not work anymore on the master branch. I don't know yet if this also affect the 1.2 branch.

The problems seems to be caused by the use of WITH_PERFTOOLS as a C-like defined variable, whereas this is initially a cmake variable. The easiest solution is to perform the inclusion check at the cmake level rather than by the C preprocessor. A good example is what was done for libsvm.