Support mew multi thread multi chain sampling

[wds15]

Is your feature request related to a problem? Please describe.
It would be great to make use of the new feature of multi thread, multi chain sampling in 2.28

Describe the solution you'd like
Better use of ressources

Describe alternatives you've considered
Na

Additional context
Nope

[rok-cesnovar]

I have this mostly ready yeah. Will finish it up after the release is all done tomorrow (only annoucements missing). There was already an issue created for this #534

[wds15]

oh... I did not know that...then we can close this issue?

Great to have this in cmdstanr soon! Will you make a release for that feature? I'd guess that makes sense, no?

[rok-cesnovar]

Lets close this one to keep the communication in one place.

Will you make a release for that feature?

A new release is overdue anyways so I think it makes sense yes.