Document the fact that Random and setRandom are not reentrant (so not thread-safe)

Eigen/src/Core/Random.h

@@ -34,6 +34,8 @@ struct functor_traits<scalar_random_op<Scalar> >
   * The parameters \a rows and \a cols are the number of rows and of columns of
   * the returned matrix. Must be compatible with this MatrixBase type.
   *
+  * \not_reentrant
+  * 
   * This variant is meant to be used for dynamic-size matrix types. For fixed-size types,
   * it is redundant to pass \a rows and \a cols as arguments, so Random() should be used
   * instead.
@@ -45,8 +47,8 @@ struct functor_traits<scalar_random_op<Scalar> >
   * This expression has the "evaluate before nesting" flag so that it will be evaluated into
   * a temporary matrix whenever it is nested in a larger expression. This prevents unexpected
   * behavior with expressions involving random matrices.
-  *
-  * \sa MatrixBase::setRandom(), MatrixBase::Random(Index), MatrixBase::Random()
+  * 
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index), DenseBase::Random()
   */
 template<typename Derived>
 inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
@@ -64,6 +66,7 @@ DenseBase<Derived>::Random(Index rows, Index cols)
   * Must be compatible with this MatrixBase type.
   *
   * \only_for_vectors
+  * \not_reentrant
   *
   * This variant is meant to be used for dynamic-size vector types. For fixed-size types,
   * it is redundant to pass \a size as argument, so Random() should be used
@@ -76,7 +79,7 @@ DenseBase<Derived>::Random(Index rows, Index cols)
   * a temporary vector whenever it is nested in a larger expression. This prevents unexpected
   * behavior with expressions involving random matrices.
   *
-  * \sa MatrixBase::setRandom(), MatrixBase::Random(Index,Index), MatrixBase::Random()
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index,Index), DenseBase::Random()
   */
 template<typename Derived>
 inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
@@ -99,8 +102,10 @@ DenseBase<Derived>::Random(Index size)
   * This expression has the "evaluate before nesting" flag so that it will be evaluated into
   * a temporary matrix whenever it is nested in a larger expression. This prevents unexpected
   * behavior with expressions involving random matrices.
+  * 
+  * \not_reentrant
   *
-  * \sa MatrixBase::setRandom(), MatrixBase::Random(Index,Index), MatrixBase::Random(Index)
+  * \sa DenseBase::setRandom(), DenseBase::Random(Index,Index), DenseBase::Random(Index)
   */
 template<typename Derived>
 inline const CwiseNullaryOp<internal::scalar_random_op<typename internal::traits<Derived>::Scalar>, Derived>
@@ -114,6 +119,8 @@ DenseBase<Derived>::Random()
   * Numbers are uniformly spread through their whole definition range for integer types,
   * and in the [-1:1] range for floating point scalar types.
   * 
+  * \not_reentrant
+  * 
   * Example: \include MatrixBase_setRandom.cpp
   * Output: \verbinclude MatrixBase_setRandom.out
   *
@@ -131,11 +138,12 @@ inline Derived& DenseBase<Derived>::setRandom()
   * and in the [-1:1] range for floating point scalar types.
   * 
   * \only_for_vectors
+  * \not_reentrant
   *
   * Example: \include Matrix_setRandom_int.cpp
   * Output: \verbinclude Matrix_setRandom_int.out
   *
-  * \sa MatrixBase::setRandom(), setRandom(Index,Index), class CwiseNullaryOp, MatrixBase::Random()
+  * \sa DenseBase::setRandom(), setRandom(Index,Index), class CwiseNullaryOp, DenseBase::Random()
   */
 template<typename Derived>
 EIGEN_STRONG_INLINE Derived&
@@ -150,13 +158,15 @@ PlainObjectBase<Derived>::setRandom(Index newSize)
   * Numbers are uniformly spread through their whole definition range for integer types,
   * and in the [-1:1] range for floating point scalar types.
   *
+  * \not_reentrant
+  * 
   * \param nbRows the new number of rows
   * \param nbCols the new number of columns
   *
   * Example: \include Matrix_setRandom_int_int.cpp
   * Output: \verbinclude Matrix_setRandom_int_int.out
   *
-  * \sa MatrixBase::setRandom(), setRandom(Index), class CwiseNullaryOp, MatrixBase::Random()
+  * \sa DenseBase::setRandom(), setRandom(Index), class CwiseNullaryOp, DenseBase::Random()
   */
 template<typename Derived>
 EIGEN_STRONG_INLINE Derived&

doc/Doxyfile.in

@@ -206,6 +206,7 @@ TAB_SIZE               = 8
 # You can put \n's in the value part of an alias to insert newlines.
 
 ALIASES                = "only_for_vectors=This is only for vectors (either row-vectors or column-vectors), i.e. matrices which are known at compile-time to have either one row or one column." \
+			 "not_reentrant=\warning This function is not re-entrant." \
                          "array_module=This is defined in the %Array module. \code #include <Eigen/Array> \endcode" \
                          "cholesky_module=This is defined in the %Cholesky module. \code #include <Eigen/Cholesky> \endcode" \
                          "eigenvalues_module=This is defined in the %Eigenvalues module. \code #include <Eigen/Eigenvalues> \endcode" \
@@ -223,6 +224,7 @@ ALIASES                = "only_for_vectors=This is only for vectors (either row-
                          "note_about_checking_solutions=This method just tries to find as good a solution as possible. If you want to check whether a solution exists or if it is accurate, just call this function to get a result and then compute the error of this result, or use MatrixBase::isApprox() directly, for instance like this: \code bool a_solution_exists = (A*result).isApprox(b, precision); \endcode This method avoids dividing by zero, so that the non-existence of a solution doesn't by itself mean that you'll get \c inf or \c nan values." \
                          "note_try_to_help_rvo=This function returns the result by value. In order to make that efficient, it is implemented as just a return statement using a special constructor, hopefully allowing the compiler to perform a RVO (return value optimization)." \
                          "nonstableyet=\warning This is not considered to be part of the stable public API yet. Changes may happen in future releases. See \ref Experimental \"Experimental parts of Eigen\"
+                         
 
 ALIASES += "eigenAutoToc=  "
 ALIASES += "eigenManualPage=\defgroup"

doc/TopicMultithreading.dox

@@ -39,6 +39,8 @@ int main(int argc, char** argv)
 }
 \endcode
 
+\warning note that all functions generating random matrices are \b not re-entrant nor thread-safe. Those include DenseBase::Random(), and DenseBase::setRandom() despite a call to Eigen::initParallel(). This is because these functions are based on std::rand which is not re-entrant. For thread-safe random generator, we recommend the use of boost::random of c++11 random feature.
+
 In the case your application is parallelized with OpenMP, you might want to disable Eigen's own parallization as detailed in the previous section.
 
 */