TopicMultithreading.dox 3.7 KB

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  1. namespace Eigen {
  2. /** \page TopicMultiThreading Eigen and multi-threading
  3. \section TopicMultiThreading_MakingEigenMT Make Eigen run in parallel
  4. Some %Eigen's algorithms can exploit the multiple cores present in your hardware.
  5. To this end, it is enough to enable OpenMP on your compiler, for instance:
  6. - GCC: \c -fopenmp
  7. - ICC: \c -openmp
  8. - MSVC: check the respective option in the build properties.
  9. You can control the number of threads that will be used using either the OpenMP API or %Eigen's API using the following priority:
  10. \code
  11. OMP_NUM_THREADS=n ./my_program
  12. omp_set_num_threads(n);
  13. Eigen::setNbThreads(n);
  14. \endcode
  15. Unless `setNbThreads` has been called, %Eigen uses the number of threads specified by OpenMP.
  16. You can restore this behavior by calling `setNbThreads(0);`.
  17. You can query the number of threads that will be used with:
  18. \code
  19. n = Eigen::nbThreads( );
  20. \endcode
  21. You can disable %Eigen's multi threading at compile time by defining the \link TopicPreprocessorDirectivesPerformance EIGEN_DONT_PARALLELIZE \endlink preprocessor token.
  22. Currently, the following algorithms can make use of multi-threading:
  23. - general dense matrix - matrix products
  24. - PartialPivLU
  25. - row-major-sparse * dense vector/matrix products
  26. - ConjugateGradient with \c Lower|Upper as the \c UpLo template parameter.
  27. - BiCGSTAB with a row-major sparse matrix format.
  28. - LeastSquaresConjugateGradient
  29. \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.
  30. Indeed, the principle of hyper-threading is to run multiple threads (in most cases 2) on a single core in an interleaved manner.
  31. However, %Eigen's matrix-matrix product kernel is fully optimized and already exploits nearly 100% of the CPU capacity.
  32. 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.
  33. At this stage of reading you're probably wondering why %Eigen does not limit itself to the number of physical cores?
  34. 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.
  35. \section TopicMultiThreading_UsingEigenWithMT Using Eigen in a multi-threaded application
  36. 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:
  37. \code
  38. #include <Eigen/Core>
  39. int main(int argc, char** argv)
  40. {
  41. Eigen::initParallel();
  42. ...
  43. }
  44. \endcode
  45. \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.
  46. \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.
  47. 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`.
  48. In the case your application is parallelized with OpenMP, you might want to disable %Eigen's own parallelization as detailed in the previous section.
  49. \warning Using OpenMP with custom scalar types that might throw exceptions can lead to unexpected behaviour in the event of throwing.
  50. */
  51. }