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CppAD-> Install Introduction AD ADFun multi_thread library cppad_ipopt_nlp Example preprocessor Appendix

multi_thread-> parallel_ad thread_test.cpp

Headings-> Purpose CPPAD_MAX_NUM_THREADS parallel_setup hold_memory Parallel AD Initialization Same Thread Parallel Prohibited Contents

Using CppAD in a Multi-Threading Environment
Purpose
Extra steps and care must be taken to use CppAD in parallel execution mode. This section collects this information in one place.

CPPAD_MAX_NUM_THREADS
If the preprocessor symbol CPPAD_MAX_NUM_THREADS is defined before including any CppAD header files, it must be an integer greater than or equal to 4 and it specifies an absolute maximum for the number of threads that CppAD should support. Otherwise, CppAD may, or may not, define this preprocessor symbol and impose an unspecified absolute maximum of its own. Currently, CppAD sets this maximum to 48 and this maximum is only expected to increase if it does change. In the future, the need for this maximum may be eliminated.

parallel_setup
Using any of the following routines in a multi-threading environment requires that thread_alloc::parallel_setup has been completed: CppAD::vector , CheckSimpleVector , CheckNumericType , parallel_ad .

hold_memory
Memory allocation should be much faster after calling hold_memory with value equal to true. This may even be true if there is only one thread.

Parallel AD
One must first call thread_alloc::parallel_setup and then call parallel_ad before using AD types in parallel execution mode.

Initialization
The following routines must be called at least once before being used in parallel mode: CheckSimpleVector , CheckNumericType , discrete functions , nan , Rosen34 , Runge45 .

Same Thread
Some operations must be preformed by the same thread: ADFun , Independent , Dependent .

Parallel Prohibited
The following routine cannot be called in parallel mode: ErrorHandler constructor .

Contents

parallel_ad	Enable AD Calculations During Parallel Mode
thread_test.cpp	Run Multi-Threading Examples and Speed Tests

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Input File: omh/multi_thread.omh