<p>In <a href="https://github.com/mlpack/mlpack/pull/603#discussion_r58859113">src/mlpack/core/optimizers/parallel_sgd/sgdp_impl.hpp</a>:</p>
<pre style='color:#555'>> + #pragma omp parallel shared(sumIterate,halt) private(it)
> + {
> + it=0;
> + 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;
> + function.Gradient(tIterate[th_num],selectedFunction, gradient);
> + tIterate[th_num] -= stepSize * gradient;
> +
> +
> + #pragma omp barrier //wait untill all the threads reach here
</pre>
<p>Not needed! </p>
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