thread local storage for the Eigen thread count

Submitted by fabien chêne

Assigned to Nobody

Link to original bugzilla bug (#1169)
Version: 3.3 (current stable)

Description

Created attachment 654
testcase

The current way to set the number of threads in Eigen is not flexible enough, consider the following example, on a machine with 8 cores:

void f()
{
Eigen::setNbThreads( 1 );

#pragma omp parallel for num_threads( 4 )  
for( int i = 0; i < 100; ++i )  
{  
    #pragma omp parallel for num_threads( 2 )  
    for( int j = 0; j < 20; j++ )  
    {  
        // do some matrix computation  
    }  

    // sequential part:  
    Eigen::setNbThreads( 2 );  
    // do some matrix computation using eigen's parallelism.  

    Eigen::setNbThreads( 1 );  
    #pragma omp paralell for num_threads( 2 )  
    for( int j = 0; j < 20; j++ )  
    {  
        // do some matrix computation  
    }  
}  

}

The problem is that the thread count acts as a global variable (with static storage duration), and therefore it is not guarantee that the sequential part be performed with 2 threads in Eigen, and the parallel parts be performed with 1 thread in Eigen.

Would it be possible to provide a way to achieve that goal ?
The obvious answer would be to make the thread count thread local. I guess that it is not possible for compatibility reasons, and on platforms that perhaps do not have TLS support. Hence the idea would be to add a new function to set the thread count per thread:
void Eigen::setNbThreadsInThisThread( int nbThreads );

What do you think ?

testcase attached.

Attachment 654, "testcase":
TestEigen.cc