Fix Lua examples for running under Lua 5.2

Includes cherry picking parts of
ce2760f77e

Examples/lua/embed/embed.c

@@ -18,6 +18,10 @@ We will be using the luaL_dostring()/lua_dostring() function to call into lua
 #include <lauxlib.h>
 #include <lualib.h>
 
+#if LUA_VERSION_NUM > 501
+#define lua_open luaL_newstate
+#endif
+
 /* the SWIG wrappered library */
 extern int luaopen_example(lua_State*L);