Eigen paralelization
From Medusa: Coordinate Free Mehless Method implementation
General Eigen parallelism: https://eigen.tuxfamily.org/dox/TopicMultiThreading.html
Eigen uses number of threads specified my OpenMP, unless Eigen::setNbThreads(n);
was called.
Exectuion on PC with 4 cores and 8 hyperthreads:
Execution on Intel Phi: