Docs: Add example program for threaded encoding.

I didn't add -DLZMA_UNSTABLE to Makefile so one has to
specify it manually as long as LZMA_UNSTABLE is needed.
diff --git a/doc/examples/04_compress_easy_mt.c b/doc/examples/04_compress_easy_mt.c
new file mode 100644
index 0000000..121d3b1
--- /dev/null
+++ b/doc/examples/04_compress_easy_mt.c
@@ -0,0 +1,184 @@
+///////////////////////////////////////////////////////////////////////////////
+//
+/// \file       04_compress_easy_mt.c
+/// \brief      Compress in multi-call mode using LZMA2 in multi-threaded mode
+///
+/// Usage:      ./04_compress_easy_mt < INFILE > OUTFILE
+///
+/// Example:    ./04_compress_easy_mt < foo > foo.xz
+//
+//  Author:     Lasse Collin
+//
+//  This file has been put into the public domain.
+//  You can do whatever you want with this file.
+//
+///////////////////////////////////////////////////////////////////////////////
+
+#include <stdbool.h>
+#include <stdlib.h>
+#include <stdio.h>
+#include <string.h>
+#include <errno.h>
+#include <lzma.h>
+
+
+static bool
+init_encoder(lzma_stream *strm)
+{
+	// The threaded encoder takes the options as pointer to
+	// a lzma_mt structure.
+	lzma_mt mt = {
+		// No flags are needed.
+		.flags = 0,
+
+		// Set the number of threads to use.
+		// FIXME: Add how to autodetect a reasonable number.
+		.threads = 4,
+
+		// Let liblzma determine a sane block size.
+		.block_size = 0,
+
+		// Use no timeout for lzma_code() calls by setting timeout
+		// to zero. That is, sometimes lzma_code() might block for
+		// a long time (from several seconds to even minutes).
+		// If this is not OK, for example due to progress indicator
+		// needing updates, specify a timeout in milliseconds here.
+		// See the documentation of lzma_mt in lzma/container.h for
+		// information how to choose a reasonable timeout.
+		.timeout = 0,
+
+		// Use the default preset (6) for LZMA2.
+		// To use a preset, filters must be set to NULL.
+		.preset = LZMA_PRESET_DEFAULT,
+		.filters = NULL,
+
+		// Use CRC64 for integrity checking. See also
+		// 01_compress_easy.c about choosing the integrity check.
+		.check = LZMA_CHECK_CRC64,
+	};
+
+	// Initialize the threaded encoder.
+	lzma_ret ret = lzma_stream_encoder_mt(strm, &mt);
+
+	if (ret == LZMA_OK)
+		return true;
+
+	const char *msg;
+	switch (ret) {
+	case LZMA_MEM_ERROR:
+		msg = "Memory allocation failed";
+		break;
+
+	case LZMA_OPTIONS_ERROR:
+		// We are no longer using a plain preset so this error
+		// message has been edited accordingly compared to
+		// 01_compress_easy.c.
+		msg = "Specified filter chain is not supported";
+		break;
+
+	case LZMA_UNSUPPORTED_CHECK:
+		msg = "Specified integrity check is not supported";
+		break;
+
+	default:
+		msg = "Unknown error, possibly a bug";
+		break;
+	}
+
+	fprintf(stderr, "Error initializing the encoder: %s (error code %u)\n",
+			msg, ret);
+	return false;
+}
+
+
+// This function is identical to the one in 01_compress_easy.c.
+static bool
+compress(lzma_stream *strm, FILE *infile, FILE *outfile)
+{
+	lzma_action action = LZMA_RUN;
+
+	uint8_t inbuf[BUFSIZ];
+	uint8_t outbuf[BUFSIZ];
+
+	strm->next_in = NULL;
+	strm->avail_in = 0;
+	strm->next_out = outbuf;
+	strm->avail_out = sizeof(outbuf);
+
+	while (true) {
+		if (strm->avail_in == 0 && !feof(infile)) {
+			strm->next_in = inbuf;
+			strm->avail_in = fread(inbuf, 1, sizeof(inbuf),
+					infile);
+
+			if (ferror(infile)) {
+				fprintf(stderr, "Read error: %s\n",
+						strerror(errno));
+				return false;
+			}
+
+			if (feof(infile))
+				action = LZMA_FINISH;
+		}
+
+		lzma_ret ret = lzma_code(strm, action);
+
+		if (strm->avail_out == 0 || ret == LZMA_STREAM_END) {
+			size_t write_size = sizeof(outbuf) - strm->avail_out;
+
+			if (fwrite(outbuf, 1, write_size, outfile)
+					!= write_size) {
+				fprintf(stderr, "Write error: %s\n",
+						strerror(errno));
+				return false;
+			}
+
+			strm->next_out = outbuf;
+			strm->avail_out = sizeof(outbuf);
+		}
+
+		if (ret != LZMA_OK) {
+			if (ret == LZMA_STREAM_END)
+				return true;
+
+			const char *msg;
+			switch (ret) {
+			case LZMA_MEM_ERROR:
+				msg = "Memory allocation failed";
+				break;
+
+			case LZMA_DATA_ERROR:
+				msg = "File size limits exceeded";
+				break;
+
+			default:
+				msg = "Unknown error, possibly a bug";
+				break;
+			}
+
+			fprintf(stderr, "Encoder error: %s (error code %u)\n",
+					msg, ret);
+			return false;
+		}
+	}
+}
+
+
+extern int
+main(void)
+{
+	lzma_stream strm = LZMA_STREAM_INIT;
+
+	bool success = init_encoder(&strm);
+	if (success)
+		success = compress(&strm, stdin, stdout);
+
+	lzma_end(&strm);
+
+	if (fclose(stdout)) {
+		fprintf(stderr, "Write error: %s\n", strerror(errno));
+		success = false;
+	}
+
+	return success ? EXIT_SUCCESS : EXIT_FAILURE;
+}
diff --git a/doc/examples/Makefile b/doc/examples/Makefile
index 644dc32..0f3d185 100644
--- a/doc/examples/Makefile
+++ b/doc/examples/Makefile
@@ -12,7 +12,8 @@
 PROGS = \
 	01_compress_easy \
 	02_decompress \
-	03_compress_custom
+	03_compress_custom \
+	04_compress_easy_mt
 
 all: $(PROGS)