PERF: support parallel calculation of nancorr
This is a proposal for using openmp to speedup the nancorr function (used by pd.DataFrame.corr).

If this is something that is useful, it can probably be implemented for other cython algorithms implemented in algos.pyx.

Also, the interface has to be decided on: how to choose whether to use parallelization or not, how many cpus, schedule strategy for the prange, etc.

I am not sure what the implications are for adding openmp to compilation and linkage in terms of portability.

Using 4 cpus I got ~60% speedup on a pd.DataFrame.corr (of size 20000 x 1300).
Hello @noamher! Thanks for updating the PR.





Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on January 16, 2019 at 08:57 Hours UTC @noamher : Thanks for opening this PR!  While the performance increases sounds appealing from the onset, a couple of points that could improve this proposal:

* Given the degree of personal uncertainty in your own implementation, we generally prefer that you open an issue **PRIOR TO** the PR.  The issue is a better place to iron out those uncertainties before making a concrete proposal to change the code.

* You should run the ASV benchmarks (under the `asv_bench` directory) to provide more concrete evidence that this is indeed a performance speedup.  If the tests don't indicate any performance speedup, trying adding your new benchmark to provide that evidence. I don't think we're quite ready for this. We need to do some more discussion on when and how we'll use parallelism. I agree, this is out of scope for now w/o further API discussion. We don't have a generic parallelism story ATM. this would have to be threaded down to the function and have the abilitty to generically turn parallelism on/off at a much higher level for other frameworks.

@noamher if you would open an issue and try to reference a couple of open issues (pls do a search). for discussions. @noamher the memory view changes are ok, would take a PR on those. @jreback I'll open a relevant issue and see if I can find other relevant issues.

I'll do the memory view changes.