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I extended the README.rst, setup script and general interface to support OpenMP multithreading. The num_threads parameter can be used to specify the number of working threads.
Adding support for OSX was a little bit tricky. The default OSX compiler clang (which is a special OSX version of clang and overwrites the gcc compiler) does not support OpenMP builds. Therefore, one has to brew-install an independent gcc compiler. For this case, the setup script looks for other manually installed gcc compilers and applies the most recent version for the compilation.
@ericmjonas The respective commit 29c800a includes a few hacky changes. Maybe you can have a look at the most recent version and test it.
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