Add a note on initParallel being optional in C++11.

doc/TopicMultithreading.dox

@@ -43,6 +43,8 @@ int main(int argc, char** argv)
 }
 \endcode
 
+\note With Eigen 3.3, and a fully C++11 compliant compiler (i.e., <a href="http://en.cppreference.com/w/cpp/language/storage_duration#Static_local_variables">thread-safe static local variable initialization</a>), then calling \c initParallel() is optional.
+
 \warning note that all functions generating random matrices are \b not re-entrant nor thread-safe. Those include DenseBase::Random(), and DenseBase::setRandom() despite a call to Eigen::initParallel(). This is because these functions are based on std::rand which is not re-entrant. For thread-safe random generator, we recommend the use of boost::random or c++11 random feature.
 
 In the case your application is parallelized with OpenMP, you might want to disable Eigen's own parallization as detailed in the previous section.