[docs] Add notes in installation guide, including ones about OpenMP (#4520)

docs/Installation-Guide.rst

@@ -129,6 +129,8 @@ On Linux LightGBM can be built using **CMake** and **gcc** or **Clang**.
 
 **Note**: glibc >= 2.14 is required.
 
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 Also, you may want to read `gcc Tips <./gcc-Tips.rst>`__.
 
 macOS
@@ -437,6 +439,8 @@ On Linux an MPI version of LightGBM can be built using **Open MPI**, **CMake** a
 
 **Note**: glibc >= 2.14 is required.
 
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 macOS
 ^^^^^
 
@@ -544,6 +548,10 @@ To build LightGBM GPU version, run the following commands:
   # cmake -DUSE_GPU=1 -DOpenCL_LIBRARY=/usr/local/cuda/lib64/libOpenCL.so -DOpenCL_INCLUDE_DIR=/usr/local/cuda/include/ ..
   make -j4
 
+**Note**: glibc >= 2.14 is required.
+
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 Windows
 ^^^^^^^
 
@@ -626,6 +634,10 @@ To build LightGBM CUDA version, run the following commands:
   cmake -DUSE_CUDA=1 ..
   make -j4
 
+**Note**: glibc >= 2.14 is required.
+
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 Build HDFS Version
 ~~~~~~~~~~~~~~~~~~
 
@@ -655,6 +667,10 @@ On Linux a HDFS version of LightGBM can be built using **CMake** and **gcc**.
      #   ..
      make -j4
 
+**Note**: glibc >= 2.14 is required.
+
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 Build Java Wrapper
 ~~~~~~~~~~~~~~~~~~
 
@@ -730,6 +746,10 @@ On Linux a Java wrapper of LightGBM can be built using **Java**, **SWIG**, **CMa
      cmake -DUSE_SWIG=ON ..
      make -j4
 
+**Note**: glibc >= 2.14 is required.
+
+**Note**: In some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 macOS
 ^^^^^
 

python-package/README.rst

@@ -26,7 +26,7 @@ Compiled library that is included in the wheel file supports both **GPU** and **
 
 For **Windows** users, `VC runtime <https://support.microsoft.com/en-us/help/2977003/the-latest-supported-visual-c-downloads>`_ is needed if **Visual Studio** (2015 or newer) is not installed.
 
-For **Linux** users, **glibc** >= 2.14 is required.
+For **Linux** users, **glibc** >= 2.14 is required. Also, in some rare cases, when you hit ``OSError: libgomp.so.1: cannot open shared object file: No such file or directory`` error during importing LightGBM, you need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
 
 For **macOS** (we provide wheels for 3 newest macOS versions) users:
 
@@ -45,6 +45,8 @@ Build from Sources
 
 For **Linux** and **macOS** users, installation from sources requires installed `CMake`_.
 
+For **Linux** users, **glibc** >= 2.14 is required. Also, in some rare cases you may need to install OpenMP runtime library separately (use your package manager and search for ``lib[g|i]omp`` for doing this).
+
 For **macOS** users, you can perform installation either with **Apple Clang** or **gcc**.
 
 - In case you prefer **Apple Clang**, you should install **OpenMP** (details for installation can be found in `Installation Guide <https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#apple-clang>`__) first and **CMake** version 3.16 or higher is required.
@@ -60,7 +62,7 @@ Build Threadless Version
 
     pip install lightgbm --install-option=--nomp
 
-All requirements, except the **OpenMP** requirement for **macOS** users, from `Build from Sources section <#build-from-sources>`__ apply for this installation option as well.
+All requirements, except the **OpenMP** requirement, from `Build from Sources section <#build-from-sources>`__ apply for this installation option as well.
 
 It is **strongly not recommended** to use this version of LightGBM!
 
@@ -128,6 +130,10 @@ Build HDFS Version
 
     pip install lightgbm --install-option=--hdfs
 
+All requirements from `Build from Sources section <#build-from-sources>`__ apply for this installation option as well.
+
+**HDFS** library is needed: details for installation can be found in `Installation Guide <https://github.com/microsoft/LightGBM/blob/master/docs/Installation-Guide.rst#build-hdfs-version>`__.
+
 Note that the installation process of HDFS version was tested only on **Linux**.
 
 Build with MinGW-w64 on Windows