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<div class="title"><a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a> and multi-threading </div>  </div>
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<div class="textblock"><h1><a class="anchor" id="TopicMultiThreading_MakingEigenMT"></a>
Make Eigen run in parallel</h1>
<p>Some <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a>'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: <code>-fopenmp</code> ICC: <code>-openmp</code> 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 <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a>'s API using the following priority: </p><div class="fragment"><div class="line">OMP_NUM_THREADS=n ./my_program</div><div class="line">omp_set_num_threads(n);</div><div class="line">Eigen::setNbThreads(n);</div></div><!-- fragment --><p> Unless setNbThreads has been called, <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a> uses the number of threads specified by OpenMP. You can restore this behavior by calling</p><div class="fragment"><div class="line">setNbThreads(0); </div></div><!-- fragment --><p> You can query the number of threads that will be used with: </p><div class="fragment"><div class="line">n = Eigen::nbThreads( );</div></div><!-- fragment --><p> You can disable <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a>'s multi threading at compile time by defining the EIGEN_DONT_PARALLELIZE preprocessor token.</p>
<p>Currently, the following algorithms can make use of multi-threading:</p><ul>
<li>general dense matrix - matrix products</li>
<li><a class="el" href="classEigen_1_1PartialPivLU.html" title="LU decomposition of a matrix with partial pivoting, and related features. ">PartialPivLU</a></li>
<li>row-major-sparse * dense vector/matrix products</li>
<li><a class="el" href="classEigen_1_1ConjugateGradient.html" title="A conjugate gradient solver for sparse (or dense) self-adjoint problems. ">ConjugateGradient</a> with <code>Lower|Upper</code> as the <code>UpLo</code> template parameter.</li>
<li><a class="el" href="classEigen_1_1BiCGSTAB.html" title="A bi conjugate gradient stabilized solver for sparse square problems. ">BiCGSTAB</a> with a row-major sparse matrix format.</li>
<li><a class="el" href="classEigen_1_1LeastSquaresConjugateGradient.html" title="A conjugate gradient solver for sparse (or dense) least-square problems. ">LeastSquaresConjugateGradient</a></li>
</ul>
<h1><a class="anchor" id="TopicMultiThreading_UsingEigenWithMT"></a>
Using Eigen in a multi-threaded application</h1>
<p>In the case your own application is multithreaded, and multiple threads make calls to <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a>, then you have to initialize <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a> by calling the following routine <b>before</b> creating the threads: </p><div class="fragment"><div class="line"><span class="preprocessor">#include &lt;Eigen/Core&gt;</span></div><div class="line"></div><div class="line"><span class="keywordtype">int</span> main(<span class="keywordtype">int</span> argc, <span class="keywordtype">char</span>** argv)</div><div class="line">{</div><div class="line">  Eigen::initParallel();</div><div class="line">  </div><div class="line">  ...</div><div class="line">}</div></div><!-- fragment --><dl class="section note"><dt>Note</dt><dd>With <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a> 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 <code>initParallel()</code> is optional.</dd></dl>
<dl class="section warning"><dt>Warning</dt><dd>note that all functions generating random matrices are <b>not</b> re-entrant nor thread-safe. Those include <a class="el" href="classEigen_1_1DenseBase.html#ae814abb451b48ed872819192dc188c19">DenseBase::Random()</a>, and <a class="el" href="classEigen_1_1DenseBase.html#ac476e5852129ba32beaa1a8a3d7ee0db">DenseBase::setRandom()</a> 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.</dd></dl>
<p>In the case your application is parallelized with OpenMP, you might want to disable <a class="el" href="namespaceEigen.html" title="Namespace containing all symbols from the Eigen library. ">Eigen</a>'s own parallization as detailed in the previous section. </p>
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