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Fix race conditions in differential evolution (#1063)

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Through a combination of silly mistakes, I missed a pile of race conditions in the OpenMP threading.

Switch to C++ threading. Note that this change requires serial generation of trial vectors.

Hopefully I can figure out to parallelize the generation of trial vectors to reduce the serial section a la Ahmdahl's law,
while simultaneously keeping thread sanitizer happy.
This commit is contained in:
Nick
2024-01-17 10:20:41 -08:00
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parent 79b4015d4d
commit de9a1a0ee5
12 changed files with 620 additions and 393 deletions
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README.md
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@@ -38,11 +38,13 @@ All the implementations are fully generic and support the use of arbitrary "real
These functions also provide the basis of support for the TR1 special functions.
### Root Finding and Function Minimisation
### Root Finding
A comprehensive set of root-finding algorithms over the real line, both with derivatives and derivative free.
Also function minimisation via Brent's Method.
### Optimization
Minimization of cost functions via Brent's method and differential evolution.
### Polynomials and Rational Functions