Wrong python and additional build option

[JohanMabille]

The following argument can be passed to cmake in order to fix wrong python detection:

-DPYTHON_EXECUTABLE:FILEPATH=path_to_python.

I guess it is equivalent to -DPYTHON_EXECUTABLE=`which python` but I'm not sure.

This should be added to the build section of the documentation (or in a troubleshooting section).

[SylvainCorlay]

Yes, we do this in the build of the conda recipe. This should definitely be documented.