Note however that with the current version of the code, not having OpenMP will severely limit the performance, especially on quad-core machines, since an important factor in the speed comes from the parallel processing of the independent problem instances.

But I suppose there may be another technical option to support multiple cores

For what it's worth (no idea what the order of magnitude of the technical risk is for something like this in a library like numpy), it's actually quite simple to dynamically test for OpenMP support at install time.

Basically, just try to compile a simple OpenMP test program in a subprocess. If that succeeds, then great, we can add -fopenmp as a compilation flag. If not, don't do that.