What functions benefit from the multi threading? The examples they give are matrix PCA and SVD, which is cool, but would this help normal library functions? (E.g lm() and glm())
Various linear solvers (either via normal equations, QR, etc.) all have really fast multi-threaded implementations in, e.g. OpenBLAS. These could directly benefit lm() and glm(). That said - there's no reason why you couldn't already call out to these (multithreaded) libraries with (single threaded) R.