You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
54 lines
2.5 KiB
54 lines
2.5 KiB
namespace Eigen {
|
|
|
|
/** \page TopicMultiThreading Eigen and multi-threading
|
|
|
|
\section TopicMultiThreading_MakingEigenMT Make Eigen run in parallel
|
|
|
|
Some Eigen's algorithms can exploit the multiple cores present in your hardware. To this end, it is enough to enable OpenMP on your compiler, for instance:
|
|
* GCC: \c -fopenmp
|
|
* ICC: \c -openmp
|
|
* MSVC: check the respective option in the build properties.
|
|
You can control the number of thread that will be used using either the OpenMP API or Eigen's API using the following priority:
|
|
\code
|
|
OMP_NUM_THREADS=n ./my_program
|
|
omp_set_num_threads(n);
|
|
Eigen::setNbThreads(n);
|
|
\endcode
|
|
Unless setNbThreads has been called, Eigen uses the number of threads specified by OpenMP. You can restore this behavior by calling \code setNbThreads(0); \endcode
|
|
You can query the number of threads that will be used with:
|
|
\code
|
|
n = Eigen::nbThreads( );
|
|
\endcode
|
|
You can disable Eigen's multi threading at compile time by defining the EIGEN_DONT_PARALLELIZE preprocessor token.
|
|
|
|
Currently, the following algorithms can make use of multi-threading:
|
|
- general dense matrix - matrix products
|
|
- PartialPivLU
|
|
- row-major-sparse * dense vector/matrix products
|
|
- ConjugateGradient with \c Lower|Upper as the \c UpLo template parameter.
|
|
- BiCGSTAB with a row-major sparse matrix format.
|
|
- LeastSquaresConjugateGradient
|
|
|
|
\section TopicMultiThreading_UsingEigenWithMT Using Eigen in a multi-threaded application
|
|
|
|
In the case your own application is multithreaded, and multiple threads make calls to Eigen, then you have to initialize Eigen by calling the following routine \b before creating the threads:
|
|
\code
|
|
#include <Eigen/Core>
|
|
|
|
int main(int argc, char** argv)
|
|
{
|
|
Eigen::initParallel();
|
|
|
|
...
|
|
}
|
|
\endcode
|
|
|
|
\note With Eigen 3.3, and a fully C++11 compliant compiler (i.e., <a href="http://en.cppreference.com/w/cpp/language/storage_duration#Static_local_variables">thread-safe static local variable initialization</a>), then calling \c initParallel() is optional.
|
|
|
|
\warning note that all functions generating random matrices are \b not re-entrant nor thread-safe. Those include DenseBase::Random(), and DenseBase::setRandom() despite a call to Eigen::initParallel(). This is because these functions are based on std::rand which is not re-entrant. For thread-safe random generator, we recommend the use of boost::random or c++11 random feature.
|
|
|
|
In the case your application is parallelized with OpenMP, you might want to disable Eigen's own parallization as detailed in the previous section.
|
|
|
|
*/
|
|
|
|
}
|