MATLAB: In parfor-loop, can I call a multi-threaded mex and get some speed-up

Question

I learned the concept of multi-threaded mex from undocumentedmatlab. (It seems this website is unaccessible now …)

I am wondering if I can call a multi-threaded mex in parfor-loop.

My current code looks like

parfor k=1:1e6
    result(k) = mex_wrapper(data(k));
end

mex_wrapper.c looks like

double calculate()
{
    int N=50;
    for (i=0;i<N;i++)
    {
        //...
    }
}
void mexFunction()
{
    calculate();
}

The iterations inside calculate() are independent, so I want to change the sub-routine calculate() to support multi-thread.

Although I am running parfor in process-based-environments, I am not sure if multi-threaded mex would confict with parfor.

So can I use multi-threaded mex in parfor? And would I get some speed-up by doing so?

Answer 1

You should be able to run a multi-threaded MEX file correctly inside a parfor loop. However, you will be oversubscribing your machine. For example, if your machine has 6 cores, your parfor loop will run 6 copies of your MEX function simultaneously. If each of those uses 6 threads each, you will have 36 threads active on your machine. This should work, but it will probably be less efficient than having a single-threaded MEX function. (A multithreaded MEX function inside parfor can be more useful when you have a cluster of machines - there, you might run single worker process per machine, and have each machine run the multithreaded MEX function).