Multithreaded integration

[fredrik-johansson]

It's not trivial to parallelize the main work queue, but the function evaluations in the Gaussian quadrature could be parallelized, including the computation of quadrature nodes.

It would definitely be a good idea to share the quadrature nodes between all threads. However, this becomes a bit more complicated to do correctly, because the integrand could be performing recursive integrations that also modify the nodes.

[fredrik-johansson]

The function evaluations are parallelized and although things can be improved, it works reasonably well.