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Add valgrind checks to the CI

Merged Swann Perarnau requested to merge add-valgrind-checks into staging

Adds an extra CI step that runs valgrind on all of our unit tests, tutorials, and benchmarks.

Needs some extra care with OpenMP code, as it tends to behave strangely under tools like valgrind.

Fixing #68 (closed).

Edited by Swann Perarnau