2008 Jun 17 - Tue

Concurrency aka MultiThreading

A number of my projects are approaching the phase where some of their feature sets will work better with some form of background processing. In a trading application, plowing through historical data on thousands of symbols looking for patterns would be best left to a background task, rather than rendering the user-interface frozen during the, well, duration. For Radius, with a listener on an accounting port, and one on an authorization port, the two threads need to coordinate access to resources.

Windows has a native threads API, but that isn't necessarily portable between operating systems. My trading application is in Windows, and the Radius application in on Linux. Using the same API on both platforms wuold be cool.

As I already use the Boost tools in their various forms, Boost::Thread would be a good candidate. The Boost documentation isn't exactly overflowing with examples. Dr. Dobb's Portal saves the day with an article dating from May 2002 entitled The Boost.Threads Library. It has good examples covering the basics:

• Thread Creation (boost::thread)
• Mutexes (boost::mutex), which protects one thread from another
• Condition Variables (boost::condition), which are good for getting data into and out of a thread
• Thread Local Storage (boost::thread_specific_ptr), for keeping thread specific storage separate from other threads
• Once Routines (boost::call_once), for making sure statics are initialized once and only once

For mutexes, protecting code regions can be as easy as declaring a mutex:

boost::mutex CodeProtectionMutex;

And then putting a scoped lock in the code encountered by multiple threads:

{ // some scope some where
  // ... some code
boost::mutex::scoped_lock lock(CodeProtectionMutex);
  // .. some more code, which is protected by the lock
} // the scope exit, no unlock is required as the destructor does the work

After reviewing the examples, making use of the Boost documentation should be an easier task. As such, boost::thread documentation should be reviewed anywa as boost::thread has gone through some changes since that article.

Paul Bridger has also written a tutorial on multithreading making use of the boost::thread class. The navigation through the tutorial isn't the greatest, but the content is good.

Making use of boost::thread as a base, Philipp Henkel has written threadpool. It has been brought up to date for use with boost v1.35. It provides a dead easy solution to making use of a limited number of worker threads to carry out tasks:

    pool tp(2);  //create a 2 thread pool
    
    // Add some tasks to the pool.
    tp.schedule(&first_task);
    tp.schedule(&second_task);
    tp.schedule(&third_task);  // this task waits until of the other two completes

In the similar vein to Henkel, Ted Yuan has a boost::thread based C++ Producer-Consumer Concurrency Template Library.

Zoltán Porkoláb has written an article on Distributed Programming and Metaprogramming in C++. It has many examples and goes into some additional examples for boost::thread. His article also introduces bind and tuples, which are good backgrounds to boost::lambda.

Back to boost for a second. You can't find it from the boost home page, but here is a good link to Boost Libraries Listed Alphabetically.

boost::thread is a basic threading library. Going above and beyond multi-threading grunt work, Intel's Thread Building Blocks has higher level constructs for getting multiple threads going. For example, it has a 'for' construct for simultaneously executing multiple elements of the for statement. Good tutorials and background information can be read through Kevin Farnham's Blog.

Building further on the Threading Building Blocks is something of simulating interest: go parallel looks to be chock full of content related to multi-core and multi-threaded programming.

From the theoretical perspective, I came across an HP paper called Foundations of the C++ Concurrency Memory Model, and written by Hans-J. Boehm and Sarita V. Adve. I havn't read it all the way through, but at some time, I think the bibiliography may be a worthy read in itself.

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