You can run Theano on multiple CPU cores with the OMP_NUM_THREADS=[number_of_cpu_cores]
flag.
Example:
OMP_NUM_THREADS=4 python gpu_test.py
The script theano/misc/check_blas.py
outputs information regarding which BLAS is used:
cd [theano_git_directory]
OMP_NUM_THREADS=4 python theano/misc/check_blas.py