Purge CMSIS-DSP after moving it off into own repository

https://github.com/ARM-software/CMSIS-DSP

- Fixup to dependencies of CMSIS-NN
  NN does not actually have a dependency to CMSIS-DSP.
  Instead the dependencies exist transitively.
- Remove DSP files from gen_pack.sh
- Update README.md after moving off CMSIS-DSP