[CppAD] using CppAD threadsafe

[Stefan Vigerske]

Hi,

I try to use CppAD 20110101.0 in a multithreading environment (pthreads).
That is, there are several threads running in parallel, each one using 
CppAD to compute derivatives.
If I use CppAD like I am used to, I get strange error messages or 
segmentation faults.
Looking a bit around, it seems that CppAD stores the tapes in some 
static global variable.

But I saw these OpenMP stuff, so I compiled my code with -fopenmp.
Now I still get an error:
CppAD 20110101.0 error from a known source:
Independent: cannot create a new tape because
a previous tape is still active (for this thread).
AD<Base>::abort_recording() would abort this previous recording.
Error detected by false result for
     ADBase::tape_ptr() == CPPAD_NULL
at line 172 in the file
     lib/cppad/local/independent.hpp
OpenMP: thread_num = 0

I guess this is because CppAD cannot distinguish the different threads 
that I'm using, thus always assumes it is called from thread 0.
It seems to use omp_get_thread_num to get the thread number, but a 
printf tells me that this is always 0, which isn't suprising, since the 
program I'm using uses the pthreads library for parallelization, so how 
should omp_get_thread_num() know?

I also printed omp_get_max_threads() and this gives me 4, on a quad-core 
machine. Seems ok. So I doubt that calling 
omp_alloc::set_max_num_threads(number) would make any difference.
In the documentation it says something about calling 
CppAD::omp_alloc::set_max_num_threads, but this function, or the whole 
omp_alloc, does not seem to exists in the CppAD version that I'm using.

Any idea how to make CppAD threadsafe?

Stefan

-- 
Stefan Vigerske
Humboldt University Berlin, Numerical Mathematics
http://www.math.hu-berlin.de/~stefan