Explicitly release the GIL on calls to the pardiso #14
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Explicitly release the GIL on calls to the pardiso functions.
I had thought this was already working, however all we did by adding
nogil
to the function declaration, e.g.was declare that it could be ran without the GIL. In order to release the GIL in Cython you need to explicitly release it in a context manager. As explained in the Cython documentation here.
So I've now done through and explicitly released the GIL on all calls to the pardiso C functions.