[eigen] Threaded EigenBLAS

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Hi Guys,

I was poking around the BLAS implementation in Eigen and I noticed that it cannot use OpenMP even if the compiler supports it because when it calls
general_matrix_matrix_product::run in level3_impl.h it does so with  GemmParallelInfo<> * info = 0, which forces the code into the single threaded implementation.

I am curious as to why this is the case. Was it just a matter of convenience at the time level3 BLAS API was implemented that threading was ignored or is there a fundamental problem with using the threaded general matrix-matrix product here.


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