Add some doc how to test multi-core implementation.

doc/tutorial/multi_cores.txt

@@ -20,6 +20,12 @@ The most frequent way to control the number of threads used is via the
 threads you want to use before starting the Python process. Some BLAS
 implementations support other environment variables.
 
+To test if you BLAS support OpenMP/Multiple cores, you can use the theano/misc/check_blas.py scripts from the command line like this::
+
+    OMP_NUM_THREAD=1 python theano/misc/check_blas.py -q
+    OMP_NUM_THREAD=2 python theano/misc/check_blas.py -q
+
+
 
 Parallel element wise ops with OpenMP
 =====================================
@@ -46,5 +52,13 @@ a slow one) for a vector of size ``openmp_elemwise_minsize`` with and
 without OpenMP and shows the time difference between the cases.
 
 The only way to control the number of threads used is via the
-``OMP_NUM_THREADS`` environment variable. Set it to the number of threads
-you want to use before starting the Python process.
+``OMP_NUM_THREADS`` environment variable. Set it to the number of
+threads you want to use before starting the Python process. You can
+test this with this command::
+
+
+    $OMP_NUM_THREADS=2 python theano/misc/elemwise_openmp_speedup.py
+    #The output
+
+    Fast op time without openmp 0.000533s with openmp 0.000474s speedup 1.12
+    Slow op time without openmp 0.002987s with openmp 0.001553s speedup 1.92