Squashed 'third_party/eigen/' changes from 61d72f6..cf794d3
Change-Id: I9b814151b01f49af6337a8605d0c42a3a1ed4c72
git-subtree-dir: third_party/eigen
git-subtree-split: cf794d3b741a6278df169e58461f8529f43bce5d
diff --git a/doc/TopicMultithreading.dox b/doc/TopicMultithreading.dox
index 7db2b0e..47c9b26 100644
--- a/doc/TopicMultithreading.dox
+++ b/doc/TopicMultithreading.dox
@@ -8,13 +8,13 @@
* 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 Eiegn's API using the following priority:
+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 bahavior by calling \code setNbThreads(0); \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( );
@@ -22,8 +22,12 @@
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 matrix - matrix products
- * PartialPivLU
+ - 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
@@ -39,6 +43,10 @@
}
\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.
*/