Fix OpenMP compilation (#882) #5746

Job	Run time
build_and_run_tests (3.9, macos-13)	2m 20s
build_and_run_tests (3.9, macos-latest)	1m 43s
build_and_run_tests (3.9, ubuntu-latest)	1m 6s
build_and_run_tests (3.9, windows-latest)	2m 41s
build_and_run_tests (3.10, macos-13)	2m 2s
build_and_run_tests (3.10, macos-latest)	1m 13s
build_and_run_tests (3.10, ubuntu-latest)	1m 8s
build_and_run_tests (3.10, windows-latest)	1m 48s
build_and_run_tests (3.11, macos-13)	1m 55s
build_and_run_tests (3.11, macos-latest)	56s
build_and_run_tests (3.11, ubuntu-latest)	1m 7s
build_and_run_tests (3.11, windows-latest)	2m 14s
build_and_run_tests (3.12, macos-13)	1m 50s
build_and_run_tests (3.12, macos-latest)	54s
build_and_run_tests (3.12, ubuntu-latest)	1m 11s
build_and_run_tests (3.12, windows-latest)	2m 45s
build_and_run_tests (3.13, macos-13)	2m 53s
build_and_run_tests (3.13, macos-latest)	1m 15s
build_and_run_tests (3.13, ubuntu-latest)	1m 18s
build_and_run_tests (3.13, windows-latest)	3m 4s
build_and_run_tests (macos-13, 3.7)	3m 2s
build_and_run_tests (macos-13, 3.8)	2m 29s
build_and_run_tests (ubuntu-22.04, 3.7)	1m 11s
build_and_run_tests (ubuntu-22.04, 3.8)	1m 10s
build_and_run_tests (windows-latest, 3.8)	3m 12s
	46m 27s

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