use nogil version of sqrt

Author: jbrockmendel

pandas/_libs/algos.pyx

@@ -27,7 +27,10 @@ from numpy cimport (ndarray,
 cdef double NaN = <double> np.NaN
 cdef double nan = NaN
 
-from libc.math cimport sqrt, fabs
+from libc.math cimport fabs
+cdef extern from "src/headers/math.h":
+    # use this version instead of `from libc.math cimport sqrt`; see GH#18420
+    double sqrt(double x) nogil
 
 # this is our util.pxd
 from util cimport numeric, get_nat

pandas/_libs/lib.pyx

@@ -62,7 +62,10 @@ cdef int64_t NPY_NAT = util.get_nat()
 cimport util
 from util cimport is_array, _checknull
 
-from libc.math cimport sqrt, fabs
+from libc.math cimport fabs
+cdef extern from "src/headers/math.h":
+    # use this version instead of `from libc.math cimport sqrt`; see GH#18420
+    double sqrt(double x) nogil
 
 
 def values_from_object(object o):

pandas/_libs/window.pyx

@@ -37,6 +37,7 @@ from util cimport numeric
 cdef extern from "../src/headers/math.h":
     int signbit(double) nogil
     double sqrt(double x) nogil
+    # use this version instead of `from libc.math cimport sqrt`; see GH#18420
 
 
 # Cython implementations of rolling sum, mean, variance, skewness,