Native: MKL optional max threads control, integrated with Control #223

src/NativeProviders/MKL/capabilities.cpp

@@ -41,8 +41,9 @@ extern "C" {
 #endif
 
 		// COMMON/SHARED
-		case 64: return 5; // revision
+		case 64: return 6; // revision
 		case 65: return 1; // numerical consistency, precision and accuracy modes
+		case 66: return 1; // threading control
 
 		// LINEAR ALGEBRA
 		case 128: return 1;	// basic dense linear algebra
@@ -68,6 +69,11 @@ extern "C" {
 		vmlSetMode(mode);
 	}
 
+	DLLEXPORT void set_max_threads(const MKL_INT num_threads)
+	{
+		mkl_set_num_threads(num_threads);
+	}
+
 	/* Obsolete, will be dropped in the next revision */
 	DLLEXPORT void SetImprovedConsistency(void)
 	{

src/Numerics/Control.cs

@@ -54,9 +54,9 @@ namespace MathNet.Numerics
         {
             // Random Numbers & Distributions
             CheckDistributionParameters = true;
-            ThreadSafeRandomNumberGenerators = true;
 
             // Parallelization & Threading
+            ThreadSafeRandomNumberGenerators = true;
             _maxDegreeOfParallelism = Environment.ProcessorCount;
             _blockSize = 512;
             _parallelizeOrder = 64;
@@ -91,6 +91,16 @@ namespace MathNet.Numerics
         {
             _maxDegreeOfParallelism = 1;
             ThreadSafeRandomNumberGenerators = false;
+
+            LinearAlgebraProvider.InitializeVerify();
+        }
+
+        public static void UseMultiThreading()
+        {
+            _maxDegreeOfParallelism = Environment.ProcessorCount;
+            ThreadSafeRandomNumberGenerators = true;
+
+            LinearAlgebraProvider.InitializeVerify();
         }
 
         public static void UseManaged()
@@ -154,7 +164,13 @@ namespace MathNet.Numerics
         public static int MaxDegreeOfParallelism
         {
             get { return _maxDegreeOfParallelism; }
-            set { _maxDegreeOfParallelism = Math.Max(1, Math.Min(1024, value)); }
+            set
+            {
+                _maxDegreeOfParallelism = Math.Max(1, Math.Min(1024, value));
+
+                // Reinitialize providers:
+                LinearAlgebraProvider.InitializeVerify();
+            }
         }
 
         /// <summary>

src/Numerics/Providers/LinearAlgebra/Mkl/MklLinearAlgebraProvider.cs

@@ -149,11 +149,18 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
                 throw new NotSupportedException("MKL Native Provider found but too old or not compatible.");
             }
 
+            // set numerical consistency, precision and accuracy modes, if supported
             if (SafeNativeMethods.query_capability(65) > 0)
             {
                 SafeNativeMethods.set_consistency_mode((int)_consistency);
                 SafeNativeMethods.set_vml_mode((uint)_precision | (uint)_accuracy);
             }
+
+            // set threading settings, if supported
+            if (SafeNativeMethods.query_capability(66) > 0)
+            {
+                SafeNativeMethods.set_max_threads(Control.MaxDegreeOfParallelism);
+            }
         }
 
         public override string ToString()

src/Numerics/Providers/LinearAlgebra/Mkl/SafeNativeMethods.cs

@@ -41,6 +41,8 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
     [SecurityCritical]
     internal static class SafeNativeMethods
     {
+        // ReSharper disable InconsistentNaming
+
         /// <summary>
         /// Name of the native DLL.
         /// </summary>
@@ -55,6 +57,9 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
         [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
         internal static extern void set_vml_mode(uint mode);
 
+        [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
+        internal static extern void set_max_threads(int num_threads);
+
         #region BLAS
 
         [DllImport(DllName, ExactSpelling = true, SetLastError = false, CallingConvention = CallingConvention.Cdecl)]
@@ -342,6 +347,8 @@ namespace MathNet.Numerics.Providers.LinearAlgebra.Mkl
         internal static extern void z_vector_divide(int n, Complex[] x, Complex[] y, [In, Out] Complex[] result);
 
         #endregion  Vector Functions
+
+        // ReSharper restore InconsistentNaming
     }
 }