But I still think even Distributions.Wishart internally would implement X*X'. But, I was expecting to parallelize the code like this: I need to generate 100 instances of the matrix, and I have 10 threads on my computer. Is it not possible that the work is parallelly divided among all the threads such that each gets to handle 10 matrices and I get a 10x speed up? I am new to this, so this might sound naive.