[mlpack-git] [mlpack/mlpack] psgd simple (#635)

[ranjan]

> +  const size_t numFunctions = function.NumFunctions();
> +
> +  // To keep track of where we are and how things are going.
> +  double overallObjective = 0;
> +  //get maximum number of threads that will be running. with is defined by OMP_NUM_THREADS
> +  size_t num_thread=omp_get_max_threads();
> +
> +
> +  //vector of iterate. length of tIterate is same as number of threads available.
> +  std::vector<arma::mat> tIterate; 
> +
> +  //initializing each element of tIterate with initial iterate value 
> +  for(size_t i=0;i<num_thread;i++)
> +  {
> +    tIterate.push_back(iterate);
> +  }

Yes It can be done.

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