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68 lines
3.7 KiB
Plaintext
68 lines
3.7 KiB
Plaintext
namespace Eigen {
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/** \page TopicMultiThreading Eigen and multi-threading
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\section TopicMultiThreading_MakingEigenMT Make Eigen run in parallel
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Some %Eigen's algorithms can exploit the multiple cores present in your hardware.
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To this end, it is enough to enable OpenMP on your compiler, for instance:
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- GCC: \c -fopenmp
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- ICC: \c -openmp
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- MSVC: check the respective option in the build properties.
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You can control the number of threads that will be used using either the OpenMP API or %Eigen's API using the following priority:
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\code
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OMP_NUM_THREADS=n ./my_program
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omp_set_num_threads(n);
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Eigen::setNbThreads(n);
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\endcode
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Unless `setNbThreads` has been called, %Eigen uses the number of threads specified by OpenMP.
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You can restore this behavior by calling `setNbThreads(0);`.
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You can query the number of threads that will be used with:
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\code
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n = Eigen::nbThreads( );
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\endcode
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You can disable %Eigen's multi threading at compile time by defining the \link TopicPreprocessorDirectivesPerformance EIGEN_DONT_PARALLELIZE \endlink preprocessor token.
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Currently, the following algorithms can make use of multi-threading:
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- general dense matrix - matrix products
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- PartialPivLU
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- row-major-sparse * dense vector/matrix products
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- ConjugateGradient with \c Lower|Upper as the \c UpLo template parameter.
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- BiCGSTAB with a row-major sparse matrix format.
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- LeastSquaresConjugateGradient
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\warning On most OS it is <strong>very important</strong> to limit the number of threads to the number of physical cores, otherwise significant slowdowns are expected, especially for operations involving dense matrices.
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Indeed, the principle of hyper-threading is to run multiple threads (in most cases 2) on a single core in an interleaved manner.
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However, %Eigen's matrix-matrix product kernel is fully optimized and already exploits nearly 100% of the CPU capacity.
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Consequently, there is no room for running multiple such threads on a single core, and the performance would drops significantly because of cache pollution and other sources of overheads.
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At this stage of reading you're probably wondering why %Eigen does not limit itself to the number of physical cores?
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This is simply because OpenMP does not allow to know the number of physical cores, and thus %Eigen will launch as many threads as <i>cores</i> reported by OpenMP.
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\section TopicMultiThreading_UsingEigenWithMT Using Eigen in a multi-threaded application
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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:
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\code
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#include <Eigen/Core>
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int main(int argc, char** argv)
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{
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Eigen::initParallel();
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...
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}
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\endcode
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\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.
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\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.
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For thread-safe random generator, we recommend the use of c++11 random generators (\link DenseBase::NullaryExpr(Index, const CustomNullaryOp&) example \endlink) or `boost::random`.
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In the case your application is parallelized with OpenMP, you might want to disable %Eigen's own parallelization as detailed in the previous section.
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\warning Using OpenMP with custom scalar types that might throw exceptions can lead to unexpected behaviour in the event of throwing.
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*/
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}
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