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This (what I think is a) bug was causing parallelization to not work for me.
If I read it correctly, configure.ac doesn't setcan_use_openmp="yes" ifopenmp_already_works="yes". As a result openmp_flag never gets set (e.g., stays an empty string) and then parallelization may not work.
For me, I was able to fix this by adding the commented line
if test x"${openmp_already_works}" = x"yes"; then arma_have_openmp="#define ARMA_USE_OPENMP" openmp_flag='$(SHLIB_OPENMP_CXXFLAGS)' ## added by jdsfiMetadata
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