[MRG] DOC Adds explicit reference to clang (#13093)

doc/developers/advanced_installation.rst

@@ -165,6 +165,31 @@ On Red Hat and clones (e.g. CentOS), install the dependencies using::
 
     sudo yum -y install gcc gcc-c++ numpy python-devel scipy
 
+Mac OSX
+-------
+
+The default C compiler, Apple-clang, on Mac OSX does not directly support
+OpenMP. The first solution to build scikit-learn is to install another C
+compiler such as gcc or llvm-clang. Another solution is to enable OpenMP
+support on the default Apple-clang. In the following we present how to
+configure this second option.
+
+You first need to install the OpenMP library::
+
+    brew install libomp
+
+Then you need to set the following environment variables::
+
+    export CC=/usr/bin/clang
+    export CXX=/usr/bin/clang++
+    export CPPFLAGS="$CPPFLAGS -Xpreprocessor -fopenmp"
+    export CFLAGS="$CFLAGS -I/usr/local/opt/libomp/include"
+    export CXXFLAGS="$CXXFLAGS -I/usr/local/opt/libomp/include"
+    export LDFLAGS="$LDFLAGS -L/usr/local/opt/libomp/lib -lomp"
+    export DYLD_LIBRARY_PATH=/usr/local/opt/libomp/lib
+
+Finally you can build the package using the standard command.
+
 
 Windows
 -------