Status of parallelization on Windows

Good question. For as long as I have been involved in OpenMx development, we have built OpenMx binaries with CRAN's official Windows toolchain, which has included gcc v4.6.3. We have never been able to build thread-safe OpenMP-enabled Windows binaries--they invariably crash. I have personally built a multihreaded Windows binary, run a parallelized loop under gdb, and watched as the current thread overran its array limit. Our consensus is that there is a compiler bug.

I have several times tentatively raised the possibility of trying a newer version of gcc, or perhaps a different optimizer (maybe Intel's), but have done so with more than a little trepidation. Per the R Installation and Administration Manual (emphasis in original):

We have found that the build process for R is quite sensitive to the choice of tools: please follow our instructions exactly, even to the choice of particular versions of the tools. The build process for add-on packages is somewhat more forgiving, but we recommend using the exact toolset at first, and only substituting other tools once you are familiar with the process.

This appendix contains a lot of prescriptive comments. They are here as a result of bitter experience. Please do not report problems to the R mailing lists unless you have followed all the prescriptions.

In other words, it may take quite a bit of trial-and-error to get a different compiler to work (if it ever does). OpenMP-enabled Windows binaries are not currently a development priority, though we would be eager to hear from anyone who can set up a build environment that can produce thread-safe such builds.

Rob,

Note that the latest toolchains use a newer gcc. From the official site you linked.

R 3.3.0 and later use a toolchain based on gcc 4.9.3 and mingw-w64 v3, put together by Jeroen Ooms and others. See the project page for details.

They also use a new CXX standard. Maybe this is worth trying again?