I would like to know if it is possible to capture a video of the iphone screen programmatically ? I saw there is an app for that but for jailbreak devices...So I do not know
Check out ScreenCaptureView, this has video-recording support built-in (see link).
What this does is it saves the contents of a UIView to a UIImage. The author suggests you can save a video of the app in use by passing the frames through AVCaptureSession.
I believe it hasn't been tested with an OpenGL subview, but assuming that it works you might be able to modify it slightly to include audio and then you'd be set.