update compile documentation

- add CUDA and AMD APP SDK dependency to linux compile guide
- add AMD APP SDK dependency to windows compile guide

doc/compile_Linux.md

 # Compile **xmr-stak** for Linux
 
+## Install Dependencies
+
+### AMD APP SDK 3.0 (only needed to use AMD GPUs)
+
+- download and install the latest version from [http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/](http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/)
+
+### Cuda 8.0+ (only needed to use NVIDIA GPUs)
+
+- donwload and install [https://developer.nvidia.com/cuda-downloads](https://developer.nvidia.com/cuda-downloads)
+- for minimal install choose `Custom installation options` during the install and select
+    - CUDA/Develpment
+    - CUDA/Runtime
+    - Driver components
+
 ### GNU Compiler
 ```
     # Ubuntu / Debian

doc/compile_Windows.md

@@ -29,6 +29,10 @@
     - CUDA/Runtime
     - Driver components
 
+### AMD APP SDK 3.0 (only needed to use AMD GPUs)
+
+- download and install the latest version from [http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/](http://developer.amd.com/amd-accelerated-parallel-processing-app-sdk/)
+
 ### Dependencies OpenSSL/Hwloc and Microhttpd
 
 - download the precompiled binary from [https://github.com/fireice-uk/xmr-stak-dep/releases/download/v1/xmr-stak-dep.zip](https://github.com/fireice-uk/xmr-stak-dep/releases/download/v1/xmr-stak-dep.zip)