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

[ranjan]

> +  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.
> +      int selectedFunction;
> +    
> +      selectedFunction=std::rand()%numFunctions;

I think std::rand()  is std::rand() is thread safe. 
I have written a sample prog to test it.
https://github.com/ranjan1990/random_dumb/blob/master/output.
I have 4 cores and each  row of this matrix  is for each thread.
I got distribution is uniform in each row. So I think std::rand() is threadsafe. 

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