Support for running tests under valgrind

It would be nice if there was an easy way to run test programs also under valgrind to make sure they leak no resources.

Any such support should also offer a way to pass additional options to valgrind, in particular whitelisting functions from the report in case third-party libraries do not make sure to free all resources. For example OpenMPI fails to do so and needs a suppression file (at least that was mentioned in https://bugs.debian.org/732160).