Added a more scalable non blocking thread pool

unsupported/Eigen/CXX11/ThreadPool

@@ -0,0 +1,69 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_MODULE
+#define EIGEN_CXX11_THREADPOOL_MODULE
+
+//#include <Eigen/Core>
+#include "Core"
+
+#include <Eigen/src/Core/util/DisableStupidWarnings.h>
+
+/** \defgroup CXX11_ThreadPool_Module C++11 ThreadPool Module
+  *
+  * This module provides 2 threadpool implementations
+  *  - a simple reference implementation
+  *  - a faster non blocking implementation
+  *
+  * This module requires C++11.
+  *
+  * \code
+  * #include <Eigen/CXX11/ThreadPool>
+  * \endcode
+  */
+
+//#include <vector>
+
+//#include "src/Core/util/EmulateArray.h"
+//#include "src/Core/util/MaxSizeVector.h"
+//#include "third_party/eigen3/Eigen/src/Core/util/Macros.h"
+
+
+// Emulate the cxx11 functionality that we need if the compiler doesn't support it.
+// Visual studio 2015 doesn't advertise itself as cxx11 compliant, although it
+// supports enough of the standard for our needs
+
+#if __cplusplus > 199711L || EIGEN_COMP_MSVC >= 1900
+#include <cstddef>
+#include <cstring>
+#include <stdint.h>
+#include <time.h>
+
+#include <vector>
+#include <atomic>
+#include <condition_variable>
+#include <deque>
+#include <mutex>
+#include <thread>
+#include <functional>
+#include <memory>
+
+#include "src/ThreadPool/EventCount.h"
+#include "src/ThreadPool/RunQueue.h"
+#include "src/ThreadPool/ThreadPoolInterface.h"
+#include "src/ThreadPool/ThreadEnvironment.h"
+#include "src/ThreadPool/SimpleThreadPool.h"
+#include "src/ThreadPool/NonBlockingThreadPool.h"
+
+#endif
+
+#include <Eigen/src/Core/util/ReenableStupidWarnings.h>
+
+#endif // EIGEN_CXX11_THREADPOOL_MODULE
+

unsupported/Eigen/CXX11/src/ThreadPool/EventCount.h

@@ -0,0 +1,234 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Dmitry Vyukov <dvyukov@google.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_EVENTCOUNT_H_
+#define EIGEN_CXX11_THREADPOOL_EVENTCOUNT_H_
+
+namespace Eigen {
+
+// EventCount allows to wait for arbitrary predicates in non-blocking
+// algorithms. Think of condition variable, but wait predicate does not need to
+// be protected by a mutex. Usage:
+// Waiting thread does:
+//
+//   if (predicate)
+//     return act();
+//   EventCount::Waiter& w = waiters[my_index];
+//   ec.Prewait(&w);
+//   if (predicate) {
+//     ec.CancelWait(&w);
+//     return act();
+//   }
+//   ec.CommitWait(&w);
+//
+// Notifying thread does:
+//
+//   predicate = true;
+//   ec.Notify(true);
+//
+// Notify is cheap if there are no waiting threads. Prewait/CommitWait are not
+// cheap, but they are executed only if the preceeding predicate check has
+// failed.
+//
+// Algorihtm outline:
+// There are two main variables: predicate (managed by user) and state_.
+// Operation closely resembles Dekker mutual algorithm:
+// https://en.wikipedia.org/wiki/Dekker%27s_algorithm
+// Waiting thread sets state_ then checks predicate, Notifying thread sets
+// predicate then checks state_. Due to seq_cst fences in between these
+// operations it is guaranteed than either waiter will see predicate change
+// and won't block, or notifying thread will see state_ change and will unblock
+// the waiter, or both. But it can't happen that both threads don't see each
+// other changes, which would lead to deadlock.
+class EventCount {
+ public:
+  class Waiter;
+
+  EventCount(std::vector<Waiter>& waiters) : waiters_(waiters) {
+    eigen_assert(waiters.size() < (1 << kWaiterBits) - 1);
+    // Initialize epoch to something close to overflow to test overflow.
+    state_ = kStackMask | (kEpochMask - kEpochInc * waiters.size() * 2);
+  }
+
+  ~EventCount() {
+    // Ensure there are no waiters.
+    eigen_assert((state_.load() & (kStackMask | kWaiterMask)) == kStackMask);
+  }
+
+  // Prewait prepares for waiting.
+  // After calling this function the thread must re-check the wait predicate
+  // and call either CancelWait or CommitWait passing the same Waiter object.
+  void Prewait(Waiter* w) {
+    w->epoch = state_.fetch_add(kWaiterInc, std::memory_order_relaxed);
+    std::atomic_thread_fence(std::memory_order_seq_cst);
+  }
+
+  // CommitWait commits waiting.
+  void CommitWait(Waiter* w) {
+    w->state = Waiter::kNotSignaled;
+    // Modification epoch of this waiter.
+    uint64_t epoch =
+        (w->epoch & kEpochMask) +
+        (((w->epoch & kWaiterMask) >> kWaiterShift) << kEpochShift);
+    uint64_t state = state_.load(std::memory_order_seq_cst);
+    for (;;) {
+      if (int64_t((state & kEpochMask) - epoch) < 0) {
+        // The preceeding waiter has not decided on its fate. Wait until it
+        // calls either CancelWait or CommitWait, or is notified.
+        std::this_thread::yield();
+        state = state_.load(std::memory_order_seq_cst);
+        continue;
+      }
+      // We've already been notified.
+      if (int64_t((state & kEpochMask) - epoch) > 0) return;
+      // Remove this thread from prewait counter and add it to the waiter list.
+      eigen_assert((state & kWaiterMask) != 0);
+      uint64_t newstate = state - kWaiterInc + kEpochInc;
+      newstate = (newstate & ~kStackMask) | (w - &waiters_[0]);
+      if ((state & kStackMask) == kStackMask)
+        w->next.store(nullptr, std::memory_order_relaxed);
+      else
+        w->next.store(&waiters_[state & kStackMask], std::memory_order_relaxed);
+      if (state_.compare_exchange_weak(state, newstate,
+                                       std::memory_order_release))
+        break;
+    }
+    Park(w);
+  }
+
+  // CancelWait cancels effects of the previous Prewait call.
+  void CancelWait(Waiter* w) {
+    uint64_t epoch =
+        (w->epoch & kEpochMask) +
+        (((w->epoch & kWaiterMask) >> kWaiterShift) << kEpochShift);
+    uint64_t state = state_.load(std::memory_order_relaxed);
+    for (;;) {
+      if (int64_t((state & kEpochMask) - epoch) < 0) {
+        // The preceeding waiter has not decided on its fate. Wait until it
+        // calls either CancelWait or CommitWait, or is notified.
+        std::this_thread::yield();
+        state = state_.load(std::memory_order_relaxed);
+        continue;
+      }
+      // We've already been notified.
+      if (int64_t((state & kEpochMask) - epoch) > 0) return;
+      // Remove this thread from prewait counter.
+      eigen_assert((state & kWaiterMask) != 0);
+      if (state_.compare_exchange_weak(state, state - kWaiterInc + kEpochInc,
+                                       std::memory_order_relaxed))
+        return;
+    }
+  }
+
+  // Notify wakes one or all waiting threads.
+  // Must be called after changing the associated wait predicate.
+  void Notify(bool all) {
+    std::atomic_thread_fence(std::memory_order_seq_cst);
+    uint64_t state = state_.load(std::memory_order_acquire);
+    for (;;) {
+      // Easy case: no waiters.
+      if ((state & kStackMask) == kStackMask && (state & kWaiterMask) == 0)
+        return;
+      uint64_t waiters = (state & kWaiterMask) >> kWaiterShift;
+      uint64_t newstate;
+      if (all) {
+        // Reset prewait counter and empty wait list.
+        newstate = (state & kEpochMask) + (kEpochInc * waiters) + kStackMask;
+      } else if (waiters) {
+        // There is a thread in pre-wait state, unblock it.
+        newstate = state + kEpochInc - kWaiterInc;
+      } else {
+        // Pop a waiter from list and unpark it.
+        Waiter* w = &waiters_[state & kStackMask];
+        Waiter* wnext = w->next.load(std::memory_order_relaxed);
+        uint64_t next = kStackMask;
+        if (wnext != nullptr) next = wnext - &waiters_[0];
+        // Note: we don't add kEpochInc here. ABA problem on the lock-free stack
+        // can't happen because a waiter is re-pushed onto the stack only after
+        // it was in the pre-wait state which inevitably leads to epoch
+        // increment.
+        newstate = (state & kEpochMask) + next;
+      }
+      if (state_.compare_exchange_weak(state, newstate,
+                                       std::memory_order_acquire)) {
+        if (!all && waiters) return;  // unblocked pre-wait thread
+        if ((state & kStackMask) == kStackMask) return;
+        Waiter* w = &waiters_[state & kStackMask];
+        if (!all) w->next.store(nullptr, std::memory_order_relaxed);
+        Unpark(w);
+        return;
+      }
+    }
+  }
+
+  class Waiter {
+    friend class EventCount;
+    std::atomic<Waiter*> next;
+    std::mutex mu;
+    std::condition_variable cv;
+    uint64_t epoch;
+    unsigned state;
+    enum {
+      kNotSignaled,
+      kWaiting,
+      kSignaled,
+    };
+    // Prevent false sharing with other Waiter objects in the same vector.
+    char pad_[128];
+  };
+
+ private:
+  // State_ layout:
+  // - low kStackBits is a stack of waiters committed wait.
+  // - next kWaiterBits is count of waiters in prewait state.
+  // - next kEpochBits is modification counter.
+  static const uint64_t kStackBits = 16;
+  static const uint64_t kStackMask = (1ull << kStackBits) - 1;
+  static const uint64_t kWaiterBits = 16;
+  static const uint64_t kWaiterShift = 16;
+  static const uint64_t kWaiterMask = ((1ull << kWaiterBits) - 1)
+                                      << kWaiterShift;
+  static const uint64_t kWaiterInc = 1ull << kWaiterBits;
+  static const uint64_t kEpochBits = 32;
+  static const uint64_t kEpochShift = 32;
+  static const uint64_t kEpochMask = ((1ull << kEpochBits) - 1) << kEpochShift;
+  static const uint64_t kEpochInc = 1ull << kEpochShift;
+  std::atomic<uint64_t> state_;
+  std::vector<Waiter>& waiters_;
+
+  void Park(Waiter* w) {
+    std::unique_lock<std::mutex> lock(w->mu);
+    while (w->state != Waiter::kSignaled) {
+      w->state = Waiter::kWaiting;
+      w->cv.wait(lock);
+    }
+  }
+
+  void Unpark(Waiter* waiters) {
+    Waiter* next = nullptr;
+    for (Waiter* w = waiters; w; w = next) {
+      next = w->next.load(std::memory_order_relaxed);
+      unsigned state;
+      {
+        std::unique_lock<std::mutex> lock(w->mu);
+        state = w->state;
+        w->state = Waiter::kSignaled;
+      }
+      // Avoid notifying if it wasn't waiting.
+      if (state == Waiter::kWaiting) w->cv.notify_one();
+    }
+  }
+
+  EventCount(const EventCount&) = delete;
+  void operator=(const EventCount&) = delete;
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_EVENTCOUNT_H_

unsupported/Eigen/CXX11/src/ThreadPool/NonBlockingThreadPool.h

@@ -0,0 +1,232 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Dmitry Vyukov <dvyukov@google.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H
+#define EIGEN_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H
+
+
+namespace Eigen {
+
+template <typename Environment>
+class NonBlockingThreadPoolTempl : public Eigen::ThreadPoolInterface {
+ public:
+  typedef typename Environment::Task Task;
+  typedef RunQueue<Task, 1024> Queue;
+
+  NonBlockingThreadPoolTempl(int num_threads, Environment env = Environment())
+      : env_(env),
+        threads_(num_threads),
+        queues_(num_threads),
+        waiters_(num_threads),
+        blocked_(),
+        spinning_(),
+        done_(),
+        ec_(waiters_) {
+    for (int i = 0; i < num_threads; i++) queues_.push_back(new Queue());
+    for (int i = 0; i < num_threads; i++)
+      threads_.push_back(env_.CreateThread([this, i]() { WorkerLoop(i); }));
+  }
+
+  ~NonBlockingThreadPoolTempl() {
+    done_.store(true, std::memory_order_relaxed);
+    // Now if all threads block without work, they will start exiting.
+    // But note that threads can continue to work arbitrary long,
+    // block, submit new work, unblock and otherwise live full life.
+    ec_.Notify(true);
+
+    // Join threads explicitly to avoid destruction order issues.
+    for (size_t i = 0; i < threads_.size(); i++) delete threads_[i];
+    for (size_t i = 0; i < threads_.size(); i++) delete queues_[i];
+  }
+
+  void Schedule(std::function<void()> fn) {
+    Task t = env_.CreateTask(std::move(fn));
+    PerThread* pt = GetPerThread();
+    if (pt->pool == this) {
+      // Worker thread of this pool, push onto the thread's queue.
+      Queue* q = queues_[pt->index];
+      t = q->PushFront(std::move(t));
+    } else {
+      // A free-standing thread (or worker of another pool), push onto a random
+      // queue.
+      Queue* q = queues_[Rand(&pt->rand) % queues_.size()];
+      t = q->PushBack(std::move(t));
+    }
+    // Note: below we touch this after making w available to worker threads.
+    // Strictly speaking, this can lead to a racy-use-after-free. Consider that
+    // Schedule is called from a thread that is neither main thread nor a worker
+    // thread of this pool. Then, execution of w directly or indirectly
+    // completes overall computations, which in turn leads to destruction of
+    // this. We expect that such scenario is prevented by program, that is,
+    // this is kept alive while any threads can potentially be in Schedule.
+    if (!t.f)
+      ec_.Notify(false);
+    else
+      env_.ExecuteTask(t);  // Push failed, execute directly.
+  }
+
+ private:
+  typedef typename Environment::EnvThread Thread;
+
+  struct PerThread {
+    bool inited;
+    NonBlockingThreadPoolTempl* pool;  // Parent pool, or null for normal threads.
+    unsigned index;         // Worker thread index in pool.
+    unsigned rand;          // Random generator state.
+  };
+
+  Environment env_;
+  MaxSizeVector<Thread*> threads_;
+  MaxSizeVector<Queue*> queues_;
+  std::vector<EventCount::Waiter> waiters_;
+  std::atomic<unsigned> blocked_;
+  std::atomic<bool> spinning_;
+  std::atomic<bool> done_;
+  EventCount ec_;
+
+  // Main worker thread loop.
+  void WorkerLoop(unsigned index) {
+    PerThread* pt = GetPerThread();
+    pt->pool = this;
+    pt->index = index;
+    Queue* q = queues_[index];
+    EventCount::Waiter* waiter = &waiters_[index];
+    std::vector<Task> stolen;
+    for (;;) {
+      Task t;
+      if (!stolen.empty()) {
+        t = std::move(stolen.back());
+        stolen.pop_back();
+      }
+      if (!t.f) t = q->PopFront();
+      if (!t.f) {
+        if (Steal(&stolen)) {
+          t = std::move(stolen.back());
+          stolen.pop_back();
+          while (stolen.size()) {
+            Task t1 = q->PushFront(std::move(stolen.back()));
+            stolen.pop_back();
+            if (t1.f) {
+              // There is not much we can do in this case. Just execute the
+              // remaining directly.
+              stolen.push_back(std::move(t1));
+              break;
+            }
+          }
+        }
+      }
+      if (t.f) {
+        env_.ExecuteTask(t);
+        continue;
+      }
+      // Leave one thread spinning. This reduces latency.
+      if (!spinning_ && !spinning_.exchange(true)) {
+        bool nowork = true;
+        for (int i = 0; i < 1000; i++) {
+          if (!OutOfWork()) {
+            nowork = false;
+            break;
+          }
+        }
+        spinning_ = false;
+        if (!nowork) continue;
+      }
+      if (!WaitForWork(waiter)) return;
+    }
+  }
+
+  // Steal tries to steal work from other worker threads in best-effort manner.
+  bool Steal(std::vector<Task>* stolen) {
+    if (queues_.size() == 1) return false;
+    PerThread* pt = GetPerThread();
+    unsigned lastq = pt->index;
+    for (unsigned i = queues_.size(); i > 0; i--) {
+      unsigned victim = Rand(&pt->rand) % queues_.size();
+      if (victim == lastq && queues_.size() > 2) {
+        i++;
+        continue;
+      }
+      // Steal half of elements from a victim queue.
+      // It is typical to steal just one element, but that assumes that work is
+      // recursively subdivided in halves so that the stolen element is exactly
+      // half of work. If work elements are equally-sized, then is makes sense
+      // to steal half of elements at once and then work locally for a while.
+      if (queues_[victim]->PopBackHalf(stolen)) return true;
+      lastq = victim;
+    }
+    // Just to make sure that we did not miss anything.
+    for (unsigned i = queues_.size(); i > 0; i--)
+      if (queues_[i - 1]->PopBackHalf(stolen)) return true;
+    return false;
+  }
+
+  // WaitForWork blocks until new work is available, or if it is time to exit.
+  bool WaitForWork(EventCount::Waiter* waiter) {
+    // We already did best-effort emptiness check in Steal, so prepare blocking.
+    ec_.Prewait(waiter);
+    // Now do reliable emptiness check.
+    if (!OutOfWork()) {
+      ec_.CancelWait(waiter);
+      return true;
+    }
+    // Number of blocked threads is used as termination condition.
+    // If we are shutting down and all worker threads blocked without work,
+    // that's we are done.
+    blocked_++;
+    if (done_ && blocked_ == threads_.size()) {
+      ec_.CancelWait(waiter);
+      // Almost done, but need to re-check queues.
+      // Consider that all queues are empty and all worker threads are preempted
+      // right after incrementing blocked_ above. Now a free-standing thread
+      // submits work and calls destructor (which sets done_). If we don't
+      // re-check queues, we will exit leaving the work unexecuted.
+      if (!OutOfWork()) {
+        // Note: we must not pop from queues before we decrement blocked_,
+        // otherwise the following scenario is possible. Consider that instead
+        // of checking for emptiness we popped the only element from queues.
+        // Now other worker threads can start exiting, which is bad if the
+        // work item submits other work. So we just check emptiness here,
+        // which ensures that all worker threads exit at the same time.
+        blocked_--;
+        return true;
+      }
+      // Reached stable termination state.
+      ec_.Notify(true);
+      return false;
+    }
+    ec_.CommitWait(waiter);
+    blocked_--;
+    return true;
+  }
+
+  bool OutOfWork() {
+    for (unsigned i = 0; i < queues_.size(); i++)
+      if (!queues_[i]->Empty()) return false;
+    return true;
+  }
+
+  PerThread* GetPerThread() {
+    static thread_local PerThread per_thread_;
+    PerThread* pt = &per_thread_;
+    if (pt->inited) return pt;
+    pt->inited = true;
+    pt->rand = std::hash<std::thread::id>()(std::this_thread::get_id());
+    return pt;
+  }
+
+  static unsigned Rand(unsigned* state) {
+    return *state = *state * 1103515245 + 12345;
+  }
+};
+
+typedef NonBlockingThreadPoolTempl<StlThreadEnvironment> NonBlockingThreadPool;
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_NONBLOCKING_THREAD_POOL_H

unsupported/Eigen/CXX11/src/ThreadPool/RunQueue.h

@@ -0,0 +1,210 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Dmitry Vyukov <dvyukov@google.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_
+#define EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_
+
+
+namespace Eigen {
+
+// RunQueue is a fixed-size, partially non-blocking deque or Work items.
+// Operations on front of the queue must be done by a single thread (owner),
+// operations on back of the queue can be done by multiple threads concurrently.
+//
+// Algorithm outline:
+// All remote threads operating on the queue back are serialized by a mutex.
+// This ensures that at most two threads access state: owner and one remote
+// thread (Size aside). The algorithm ensures that the occupied region of the
+// underlying array is logically continuous (can wraparound, but no stray
+// occupied elements). Owner operates on one end of this region, remote thread
+// operates on the other end. Synchronization between these threads
+// (potential consumption of the last element and take up of the last empty
+// element) happens by means of state variable in each element. States are:
+// empty, busy (in process of insertion of removal) and ready. Threads claim
+// elements (empty->busy and ready->busy transitions) by means of a CAS
+// operation. The finishing transition (busy->empty and busy->ready) are done
+// with plain store as the element is exclusively owned by the current thread.
+//
+// Note: we could permit only pointers as elements, then we would not need
+// separate state variable as null/non-null pointer value would serve as state,
+// but that would require malloc/free per operation for large, complex values
+// (and this is designed to store std::function<()>).
+template <typename Work, unsigned kSize>
+class RunQueue {
+ public:
+  RunQueue() : front_(), back_() {
+    // require power-of-two for fast masking
+    eigen_assert((kSize & (kSize - 1)) == 0);
+    eigen_assert(kSize > 2);            // why would you do this?
+    eigen_assert(kSize <= (64 << 10));  // leave enough space for counter
+    for (unsigned i = 0; i < kSize; i++)
+      array_[i].state.store(kEmpty, std::memory_order_relaxed);
+  }
+
+  ~RunQueue() { eigen_assert(Size() == 0); }
+
+  // PushFront inserts w at the beginning of the queue.
+  // If queue is full returns w, otherwise returns default-constructed Work.
+  Work PushFront(Work w) {
+    unsigned front = front_.load(std::memory_order_relaxed);
+    Elem* e = &array_[front & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kEmpty ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return w;
+    front_.store(front + 1 + (kSize << 1), std::memory_order_relaxed);
+    e->w = std::move(w);
+    e->state.store(kReady, std::memory_order_release);
+    return Work();
+  }
+
+  // PopFront removes and returns the first element in the queue.
+  // If the queue was empty returns default-constructed Work.
+  Work PopFront() {
+    unsigned front = front_.load(std::memory_order_relaxed);
+    Elem* e = &array_[(front - 1) & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kReady ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return Work();
+    Work w = std::move(e->w);
+    e->state.store(kEmpty, std::memory_order_release);
+    front = ((front - 1) & kMask2) | (front & ~kMask2);
+    front_.store(front, std::memory_order_relaxed);
+    return w;
+  }
+
+  // PushBack adds w at the end of the queue.
+  // If queue is full returns w, otherwise returns default-constructed Work.
+  Work PushBack(Work w) {
+    std::unique_lock<std::mutex> lock(mutex_);
+    unsigned back = back_.load(std::memory_order_relaxed);
+    Elem* e = &array_[(back - 1) & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kEmpty ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return w;
+    back = ((back - 1) & kMask2) | (back & ~kMask2);
+    back_.store(back, std::memory_order_relaxed);
+    e->w = std::move(w);
+    e->state.store(kReady, std::memory_order_release);
+    return Work();
+  }
+
+  // PopBack removes and returns the last elements in the queue.
+  // Can fail spuriously.
+  Work PopBack() {
+    if (Empty()) return 0;
+    std::unique_lock<std::mutex> lock(mutex_, std::try_to_lock);
+    if (!lock) return Work();
+    unsigned back = back_.load(std::memory_order_relaxed);
+    Elem* e = &array_[back & kMask];
+    uint8_t s = e->state.load(std::memory_order_relaxed);
+    if (s != kReady ||
+        !e->state.compare_exchange_strong(s, kBusy, std::memory_order_acquire))
+      return Work();
+    Work w = std::move(e->w);
+    e->state.store(kEmpty, std::memory_order_release);
+    back_.store(back + 1 + (kSize << 1), std::memory_order_relaxed);
+    return w;
+  }
+
+  // PopBackHalf removes and returns half last elements in the queue.
+  // Returns number of elements removed. But can also fail spuriously.
+  unsigned PopBackHalf(std::vector<Work>* result) {
+    if (Empty()) return 0;
+    std::unique_lock<std::mutex> lock(mutex_, std::try_to_lock);
+    if (!lock) return 0;
+    unsigned back = back_.load(std::memory_order_relaxed);
+    unsigned size = Size();
+    unsigned mid = back;
+    if (size > 1) mid = back + (size - 1) / 2;
+    unsigned n = 0;
+    unsigned start = 0;
+    for (; static_cast<int>(mid - back) >= 0; mid--) {
+      Elem* e = &array_[mid & kMask];
+      uint8_t s = e->state.load(std::memory_order_relaxed);
+      if (n == 0) {
+        if (s != kReady ||
+            !e->state.compare_exchange_strong(s, kBusy,
+                                              std::memory_order_acquire))
+          continue;
+        start = mid;
+      } else {
+        // Note: no need to store temporal kBusy, we exclusively own these
+        // elements.
+        eigen_assert(s == kReady);
+      }
+      result->push_back(std::move(e->w));
+      e->state.store(kEmpty, std::memory_order_release);
+      n++;
+    }
+    if (n != 0)
+      back_.store(start + 1 + (kSize << 1), std::memory_order_relaxed);
+    return n;
+  }
+
+  // Size returns current queue size.
+  // Can be called by any thread at any time.
+  unsigned Size() const {
+    // Emptiness plays critical role in thread pool blocking. So we go to great
+    // effort to not produce false positives (claim non-empty queue as empty).
+    for (;;) {
+      // Capture a consistent snapshot of front/tail.
+      unsigned front = front_.load(std::memory_order_acquire);
+      unsigned back = back_.load(std::memory_order_acquire);
+      unsigned front1 = front_.load(std::memory_order_relaxed);
+      if (front != front1) continue;
+      int size = (front & kMask2) - (back & kMask2);
+      // Fix overflow.
+      if (size < 0) size += 2 * kSize;
+      // Order of modification in push/pop is crafted to make the queue look
+      // larger than it is during concurrent modifications. E.g. pop can
+      // decrement size before the corresponding push has incremented it.
+      // So the computed size can be up to kSize + 1, fix it.
+      if (size > kSize) size = kSize;
+      return size;
+    }
+  }
+
+  // Empty tests whether container is empty.
+  // Can be called by any thread at any time.
+  bool Empty() const { return Size() == 0; }
+
+ private:
+  static const unsigned kMask = kSize - 1;
+  static const unsigned kMask2 = (kSize << 1) - 1;
+  struct Elem {
+    std::atomic<uint8_t> state;
+    Work w;
+  };
+  enum {
+    kEmpty,
+    kBusy,
+    kReady,
+  };
+  std::mutex mutex_;
+  // Low log(kSize) + 1 bits in front_ and back_ contain rolling index of
+  // front/back, repsectively. The remaining bits contain modification counters
+  // that are incremented on Push operations. This allows us to (1) distinguish
+  // between empty and full conditions (if we would use log(kSize) bits for
+  // position, these conditions would be indistinguishable); (2) obtain
+  // consistent snapshot of front_/back_ for Size operation using the
+  // modification counters.
+  std::atomic<unsigned> front_;
+  std::atomic<unsigned> back_;
+  Elem array_[kSize];
+
+  RunQueue(const RunQueue&) = delete;
+  void operator=(const RunQueue&) = delete;
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_RUNQUEUE_H_

unsupported/Eigen/CXX11/src/ThreadPool/SimpleThreadPool.h

@@ -0,0 +1,127 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H
+#define EIGEN_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H
+
+namespace Eigen {
+
+// The implementation of the ThreadPool type ensures that the Schedule method
+// runs the functions it is provided in FIFO order when the scheduling is done
+// by a single thread.
+// Environment provides a way to create threads and also allows to intercept
+// task submission and execution.
+template <typename Environment>
+class SimpleThreadPoolTempl : public ThreadPoolInterface {
+ public:
+  // Construct a pool that contains "num_threads" threads.
+  explicit SimpleThreadPoolTempl(int num_threads, Environment env = Environment())
+      : env_(env), threads_(num_threads), waiters_(num_threads) {
+    for (int i = 0; i < num_threads; i++) {
+      threads_.push_back(env.CreateThread([this]() { WorkerLoop(); }));
+    }
+  }
+
+  // Wait until all scheduled work has finished and then destroy the
+  // set of threads.
+  ~SimpleThreadPoolTempl() {
+    {
+      // Wait for all work to get done.
+      std::unique_lock<std::mutex> l(mu_);
+      while (!pending_.empty()) {
+        empty_.wait(l);
+      }
+      exiting_ = true;
+
+      // Wakeup all waiters.
+      for (auto w : waiters_) {
+        w->ready = true;
+        w->task.f = nullptr;
+        w->cv.notify_one();
+      }
+    }
+
+    // Wait for threads to finish.
+    for (auto t : threads_) {
+      delete t;
+    }
+  }
+
+  // Schedule fn() for execution in the pool of threads. The functions are
+  // executed in the order in which they are scheduled.
+  void Schedule(std::function<void()> fn) {
+    Task t = env_.CreateTask(std::move(fn));
+    std::unique_lock<std::mutex> l(mu_);
+    if (waiters_.empty()) {
+      pending_.push_back(std::move(t));
+    } else {
+      Waiter* w = waiters_.back();
+      waiters_.pop_back();
+      w->ready = true;
+      w->task = std::move(t);
+      w->cv.notify_one();
+    }
+  }
+
+ protected:
+  void WorkerLoop() {
+    std::unique_lock<std::mutex> l(mu_);
+    Waiter w;
+    Task t;
+    while (!exiting_) {
+      if (pending_.empty()) {
+        // Wait for work to be assigned to me
+        w.ready = false;
+        waiters_.push_back(&w);
+        while (!w.ready) {
+          w.cv.wait(l);
+        }
+        t = w.task;
+        w.task.f = nullptr;
+      } else {
+        // Pick up pending work
+        t = std::move(pending_.front());
+        pending_.pop_front();
+        if (pending_.empty()) {
+          empty_.notify_all();
+        }
+      }
+      if (t.f) {
+        mu_.unlock();
+        env_.ExecuteTask(t);
+        t.f = nullptr;
+        mu_.lock();
+      }
+    }
+  }
+
+ private:
+  typedef typename Environment::Task Task;
+  typedef typename Environment::EnvThread Thread;
+
+  struct Waiter {
+    std::condition_variable cv;
+    Task task;
+    bool ready;
+  };
+
+  Environment env_;
+  std::mutex mu_;
+  MaxSizeVector<Thread*> threads_;  // All threads
+  MaxSizeVector<Waiter*> waiters_;  // Stack of waiting threads.
+  std::deque<Task> pending_;          // Queue of pending work
+  std::condition_variable empty_;          // Signaled on pending_.empty()
+  bool exiting_ = false;
+};
+
+typedef SimpleThreadPoolTempl<StlThreadEnvironment> SimpleThreadPool;
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_SIMPLE_THREAD_POOL_H

unsupported/Eigen/CXX11/src/ThreadPool/ThreadEnvironment.h

@@ -0,0 +1,38 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H
+
+namespace Eigen {
+
+struct StlThreadEnvironment {
+  struct Task {
+    std::function<void()> f;
+  };
+
+  // EnvThread constructor must start the thread,
+  // destructor must join the thread.
+  class EnvThread {
+   public:
+    EnvThread(std::function<void()> f) : thr_(f) {}
+    ~EnvThread() { thr_.join(); }
+
+   private:
+    std::thread thr_;
+  };
+
+  EnvThread* CreateThread(std::function<void()> f) { return new EnvThread(f); }
+  Task CreateTask(std::function<void()> f) { return Task{std::move(f)}; }
+  void ExecuteTask(const Task& t) { t.f(); }
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_ENVIRONMENT_H

unsupported/Eigen/CXX11/src/ThreadPool/ThreadPoolInterface.h

@@ -0,0 +1,26 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2014 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H
+
+namespace Eigen {
+
+// This defines an interface that ThreadPoolDevice can take to use
+// custom thread pools underneath.
+class ThreadPoolInterface {
+ public:
+  virtual void Schedule(std::function<void()> fn) = 0;
+
+  virtual ~ThreadPoolInterface() {}
+};
+
+}  // namespace Eigen
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_POOL_INTERFACE_H