I would like to use Intel DAAL in a shared memory application. I don't want to use the internal Intel DAAL parallelism, but run the Intel DAAL algorithms in custom pthreads in parallel. For example, I want to compute a cholesky kernel. To do so, I would like to "manually" create n threads, all of which share the same FileDataSource object from which they obtain a different block of data of the same file. Then, each thread would partially compute cholesky on its block of data (algorithm.compute()) and when all threads are done, the main thread would finish with (algorithm.finalizeCompute()).
I have not been able to find any specific notes on thread safety for Intel DAAL functions. It is possible? Could you please point me to some best practices?