Eigen.Parallel

Some of 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: -fopenmp. You can control the number of threads that will be used using either by the OpenMP API or by Eigen's API using the following priority:

1. OMP_NUM_THREADS=n ./my_program
2. setNbThreads n

Unless setNbThreads has been called, Eigen uses the number of threads specified by OpenMP. You can restore this behaviour by calling setNbThreads n

Currently, the following algorithms can make use of multi-threading: general matrix - matrix products PartialPivLU.

Documentation

setNbThreads :: Int -> IO ()

Sets the max number of threads reserved for Eigen

getNbThreads :: IO Int

Gets the max number of threads reserved for Eigen