Need to add OpenMP flag.

google-research / torchsde

Differentiable SDE solvers with GPU support and efficient sensitivity analysis.

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Need to add OpenMP flag. #54

Closed patrick-kidger closed 3 years ago

patrick-kidger commented 3 years ago

setup.py doesn't currently enable OpenMP for the C++ extensions. (Which by-the-by we may wish to think about the future of as maintaining those is going to be rather a hassle.)

See e.g. https://github.com/patrick-kidger/signatory/blob/master/setup.py#L33 for an example of how to enable the OpenMP flags.

(Whilst we're at it we should also add the fvisibility flag; see the same example.)

patrick-kidger commented 3 years ago

Closing as we don't currently use C++.