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Neural style transfer (NST) is a deep learning technique that produces an unprecedentedly rich style transfer from a style image to a content image. It is particularly impressive when it comes to transferring style from a painting to an image. NST was originally achieved by solving an optimization problem to match the global statistics of the style image while preserving the local geometric features of the content image. The two main drawbacks of this original approach is that it is computationally expensive and that the resolution of the output images is limited by high GPU memory requirements. Many solutions have been proposed to both accelerate NST and produce images with larger size. However, our investigation shows that these accelerated methods all compromise the quality of the produced images in the context of painting style transfer. Indeed, transferring the style of a painting is a complex task involving features at different scales, from the color palette and compositional style to the fine brushstrokes and texture of the canvas. This paper provides a solution to solve the original global optimization for ultra-high resolution (UHR) images, enabling multiscale NST at unprecedented image sizes. This is achieved by spatially localizing the computation of each forward and backward passes through the VGG network. Extensive qualitative and quantitative comparisons, as well as a \textcolor{coverletter}{perceptual study}, show that our method produces style transfer of unmatched quality for such high-resolution painting styles. By a careful comparison, we show that state-of-the-art fast methods are still prone to artifacts, thus suggesting that fast painting style transfer remains an open problem. Source code is available at https://github.com/bgalerne/scaling_painting_style_transfer.