add switch to enable threading (+ MPI?)

[wds15]

Summary:

Right now it is a matter of specifying appropriate compile time defines like -DSTAN_THREADS in order to switch threading support on. We should consider changing stanc to have an option which turns on threading independent of compiler settings.

Description:

I guess all what we need to do is to add into the services a flag which will then cause the parser to output at the right position a #define STAN_THREADS.

The same logic can be applied to MPI (and possibly GPU).

The goal is to have a consistent way for the interfaces to request threading being enabled.

Reproducible Steps:

NA

Current Output:

NA

Expected Output:

NA

Additional Information:

Provide any additional information here.

Current Version:

v2.18.0