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Multiprocessor/Multithreading support for matmat/rmatmat #775

Description

@mrava87

Motivation

matmat/rmatmat are effectively a for...loop (list comprehension to be more precise) over columns of a matrix X - ie the same operator is repeatedly applied to each column.

This suggests that similar parallelism that we currently expose in the stacking operators could also be exposed at that level.

Proposal

  • Add a pool variable to matmat/rmatmat which when not None triggers a multiprocessor/multithreading version of _matmat/_rmatmat.

  • Create a MultiProcThreadLinearOperator base class that implements all common logic and subclass all stacking operators and Kronecker to it.

  • Modify Kronecker to pass the pool to matmat/rmatmat

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