I started working on this awhile ago and it works with the PG library mostly, although the pixels are printed upside down because of how GL does it.
I didn't get very many or all GU/GUM functions implemented correctly or at all because I was trinkering with scegumdrawarray.
In it's current state, it isn't very useable because I was tinkering with it.
At the moment I was trying to get the lines example to work. The vertices WERE displayed but they were displayed incorrectly so I started messing with it and it doesn't show it anymore.
I don't even know what display lists do so I didn't do much with those besides at the start when I started playing with them.
I tried out afew console applications and they worked and Nems hello world displayed correctly besides the fact that it was drawn upside down and the colors were abit off. I also tried simpleturn and it work fantastically.
Right now threading doesn't work, but it would be easy to implement with pthreads or maybe even SDL_threads.
I didn't get all of the ctrl functions going because I prolly implemented the one I was using wrong anyway, I don't know if it waits for the key to be pressed or not(couldn't remember which ones did and didn't).
I used GL for the graphics because the PSP was based around OpenGL anyway and of course, because GL is cross-platform.
Here is the zip file.
http://bdo.ktserv.com/PSPPCLib.zip
Have fun with an incomplete library for compiling PSP programs on the computer.