Use parallel reduce threading primitive in covariance algorithm

[Vika-F]

Description

Add a comprehensive description of proposed changes

List associated issue number(s) if exist(s): #6 (for example)

Documentation PR (if needed): #1340 (for example)

Benchmarks PR (if needed): IntelPython/scikit-learn_bench#155 (for example)

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[david-cortes-intel]

Wouldn't it be better to make a NUMA-aware version of this function that would first reduce within nodes and then globally?

[Vika-F]

@david-cortes-intel Thank you for looking into this.

I would prefer to go step-by-step with NUMA.
If a non-NUMA version is enough to improve performance, I would be more likely to add it first.
If not, than I'll probably add NUMA awareness into the primitives.

I also have to say that this version of the code is just an initial quick and dirty commit. The code will change a lot further. At least it should pass the testing and all the tbb:: stuff should be moved into threading layer.