[mlpack-git] [mlpack/mlpack] parallel sgd (#603)

[Stephen Tu]

> +  arma::mat sumIterate(iterate.n_rows,iterate.n_cols);
> +  size_t it;   
> +  bool halt=false;
> +  sumIterate.zeros();
> +
> +
> +
> +  #pragma omp parallel  shared(sumIterate,halt) private(it) 
> +  {
> +    it=1; 
> +    while(it!=maxIterations && halt != true)
> +    {
> +      it++;
> +
> +      int th_num=omp_get_thread_num(); //thread number is stored in which the thread is running. 
> +      arma::mat gradient(iterate.n_rows, iterate.n_cols);  //To make gradient private to each thread it is declared here.

Why not allocate this variable outside the while loop so we don't reallocate memory for the local gradient every iteration?

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