Following a previous post ("Multi-threading" the Sql Server Analysis Services Formula Engine - I #ssas #mdx ), we returned recently to the issue of multi threading and SSAS formula engine. See that last post or this post by James Serra for reference.
Honestly it's kind of amazing that something like the SSAS engine can run incredibly well using a single threaded model for each query. It's damn smart, and as long it runs smart you usually don't need brute force. :)