Parallelize when building relatively big matrices

src/matrix.cpp

@@ -20,6 +20,7 @@ arma::mat create_tridiagonal(
     A(0, 0) = d(0);
     A(0, 1) = e(0);
 
+    #pragma omp parallel for if(n > 50)
     for (int i = 1; i < n-1; i++) {
         A(i, i-1) = a(i-1);
         A(i, i) = d(i);