Docs: add compile_brainpylib documentation

docs/tutorial_advanced/compile_brainpylib.rst

@@ -1,4 +1,47 @@
 Compile GPU operators in brainpylib
 ===================================
 
+``brainpylib`` is designed to provide dedicated operators for sparse
+and event-based synaptic computation.
+We have already published CPU version of ``brainpylib`` on Pypi and users can install the CPU version by following instructions:
+
+.. code-block:: bash
+
+    pip install brainpylib
+
+This section aims to introduce how to build up and install the GPU version. We currently did not provide GPU wheel on Pypi
+and users need to build ``brainpylib`` from source. There are some prerequisites first:
+
+- Linux platform.
+- Nvidia GPU series required.
+- CUDA and cuDNN have installed.
+
+We have tested whole building process on Nvidia RTX A6000 GPU with CUDA 11.6 version.
+
+Building ``brainpylib`` GPU version
+------------------------
+
+First, obtain the BrainPy source code:
+
+.. code-block:: bash
+
+    git clone https://github.com/PKU-NIP-Lab/BrainPy.git
+    cd BrainPy/extensions
+
+In ``extensions`` directory, users can compile GPU wheel:
+
+.. code-block:: bash
+
+    python setup_cuda.py bdist_wheel
+
+After compilation, it's convenient for users to install the package through following instructions:
+
+.. code-block:: bash
+
+    pip install dist/brainpylib-*.whl
+
+``brainpylib-*.whl`` is the generated file from compilation, which is located in ``dist`` folder.
+
+Now users have successfully install GPU version of ``brainpylib``, and we recommend users to check if ``brainpylib`` can
+be imported in the Python script.