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author | Gael Guennebaud <g.gael@free.fr> | 2018-11-14 14:42:29 +0100 |
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committer | Gael Guennebaud <g.gael@free.fr> | 2018-11-14 14:42:29 +0100 |
commit | 4263f23c28723e018bb83d52916897f1ecbc8d98 (patch) | |
tree | 36b942eed45ae8f375da14f1513970af2cdc3b11 /doc/TopicMultithreading.dox | |
parent | db529ae4ec563094b07ab480c632c42c1c460839 (diff) |
Improve doc on multi-threading and warn about hyper-threading
Diffstat (limited to 'doc/TopicMultithreading.dox')
-rw-r--r-- | doc/TopicMultithreading.dox | 34 |
1 files changed, 23 insertions, 11 deletions
diff --git a/doc/TopicMultithreading.dox b/doc/TopicMultithreading.dox index bc394f484..97190b5a8 100644 --- a/doc/TopicMultithreading.dox +++ b/doc/TopicMultithreading.dox @@ -4,22 +4,25 @@ namespace Eigen { \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: +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 threads 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 +Unless `setNbThreads` has been called, %Eigen uses the number of threads specified by OpenMP. +You can restore this behavior by calling `setNbThreads(0);`. 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. +You can disable %Eigen's multi threading at compile time by defining the \link TopicPreprocessorDirectivesPerformance EIGEN_DONT_PARALLELIZE \endlink preprocessor token. Currently, the following algorithms can make use of multi-threading: - general dense matrix - matrix products @@ -29,9 +32,17 @@ Currently, the following algorithms can make use of multi-threading: - BiCGSTAB with a row-major sparse matrix format. - LeastSquaresConjugateGradient +\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. + +Indeed, the principle of hyper-threading is to run multiple threads (in most cases 2) on a single core in an interleaved manner. +However, %Eigen's matrix-matrix product kernel is fully optimized and already exploits nearly 100% of the CPU capacity. +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. +At this stage of reading you're probably wondering why %Eigen does not limit itself to the number of physical cores? +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. + \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: +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> @@ -43,11 +54,12 @@ int main(int argc, char** argv) } \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. +\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. +\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 c++11 random generators (\link DenseBase::NullaryExpr(Index, const CustomNullaryOp&) example \endlink) or `boost::random`. -In the case your application is parallelized with OpenMP, you might want to disable Eigen's own parallelization as detailed in the previous section. +In the case your application is parallelized with OpenMP, you might want to disable %Eigen's own parallelization as detailed in the previous section. */ |