Multithread covariance estimation.

1. Multithread the inversion of J'J.
2. Simplify the dense rank truncation loop.
3. Minor correction to building documentation.

Change-Id: Ide932811c0f28dc6c253809339fb2caa083865b5

docs/source/building.rst

@@ -72,7 +72,7 @@ platform. Start by installing all the dependencies.
 .. code-block:: bash
 
      # CMake
-     sudo apt-hey install cmake
+     sudo apt-get install cmake
      # gflags
      tar -xvzf gflags-2.0.tar.gz
      cd gflags-2.0