Other libraries, like BLAS, enable parallelism by default.  As someone who 
parallelizes around these libraries I'm pretty comfortable setting environment 
variables on my system to control it.  If Arrow wanted to look for 
`OMP_NUM_THREADS` and follow that I suspect that that would capture the intent 
of many users.

[ Full content available at: https://github.com/apache/arrow/pull/2478 ]
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