nobody in their right mind implements numerical algorithms in python (except as a proof of concept). you’re supposed to use libraries like numpy because they implement the stuff in C/C++.
numpy also uses OpenBLAS or Intel MKL for a lot of the heavy lifting. and those ARE multithreaded (yes, “even” when used from python).
raspberry pi 4 doesn’t (yet?) have OpenCL support. the 3B does have some support, and a bunch of caveats (“memory-access speed”)