caffe2/caffe2/utils/mkl/mkl_memory.h: avoid shadowing warnings
caffe2/caffe2/utils/mkl/mkl_memory.h: avoid shadowing warnings

Summary:
Fix warnings exposed by gcc-4.9.x's -Wshadow-compatible-local
(and/or the stricter -Wshadow-local) options.  Note that these
are both less onerous than -Wshadow.
I plan to enable one of them for all of fbcode, soon.

Rename inner "convert" to "convert2".

Reviewed By: Yangqing

Differential Revision: D4347297

fbshipit-source-id: 7494aedbaeeb2e5356db0612f5f32077f7ffd30b

xzturn/caffe2,bwasti/caffe2,pietern/caffe2,pietern/caffe2,xzturn/caffe2,bwasti/caffe2,Yangqing/caffe2,caffe2/caffe2,davinwang/caffe2,davinwang/caffe2,bwasti/caffe2,Yangqing/caffe2,davinwang/caffe2,sf-wind/caffe2,sf-wind/caffe2,davinwang/caffe2,pietern/caffe2,xzturn/caffe2,xzturn/caffe2,Yangqing/caffe2,xzturn/caffe2,pietern/caffe2,bwasti/caffe2,davinwang/caffe2,sf-wind/caffe2,Yangqing/caffe2,sf-wind/caffe2,Yangqing/caffe2,pietern/caffe2,bwasti/caffe2,sf-wind/caffe2