Added support for thread cancellation on Linux

unsupported/Eigen/CXX11/src/ThreadPool/NonBlockingThreadPool.h

@@ -97,6 +97,12 @@ class NonBlockingThreadPoolTempl : public Eigen::ThreadPoolInterface {
       env_.ExecuteTask(t);  // Push failed, execute directly.
   }
 
+  void Cancel() {
+    for (size_t i = 0; i < threads_.size(); i++) {
+      threads_[i]->Cancel();
+    }
+  }
+
   int NumThreads() const final {
     return static_cast<int>(threads_.size());
   }

unsupported/Eigen/CXX11/src/ThreadPool/SimpleThreadPool.h

@@ -69,6 +69,12 @@ class SimpleThreadPoolTempl : public ThreadPoolInterface {
     }
   }
 
+  void Cancel() {
+    for (size_t i = 0; i < threads_.size(); i++) {
+      threads_[i]->Cancel();
+    }
+  }
+
   int NumThreads() const final {
     return static_cast<int>(threads_.size());
   }

unsupported/Eigen/CXX11/src/ThreadPool/ThreadCancel.h

@@ -0,0 +1,23 @@
+// This file is part of Eigen, a lightweight C++ template library
+// for linear algebra.
+//
+// Copyright (C) 2016 Benoit Steiner <benoit.steiner.goog@gmail.com>
+//
+// This Source Code Form is subject to the terms of the Mozilla
+// Public License v. 2.0. If a copy of the MPL was not distributed
+// with this file, You can obtain one at http://mozilla.org/MPL/2.0/.
+
+#ifndef EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H
+#define EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H
+
+// Try to come up with a portable way to cancel a thread
+#if EIGEN_OS_GNULINUX
+  #define EIGEN_THREAD_CANCEL(t)                  \
+    pthread_cancel(t.native_handle());
+  #define EIGEN_SUPPORTS_THREAD_CANCELLATION 1
+#else
+#define EIGEN_THREAD_CANCEL(t)
+#endif
+
+
+#endif  // EIGEN_CXX11_THREADPOOL_THREAD_CANCEL_H

unsupported/Eigen/CXX11/src/ThreadPool/ThreadEnvironment.h

@@ -23,6 +23,7 @@ struct StlThreadEnvironment {
    public:
     EnvThread(std::function<void()> f) : thr_(std::move(f)) {}
     ~EnvThread() { thr_.join(); }
+    void Cancel() { EIGEN_THREAD_CANCEL(thr_); }
 
    private:
     std::thread thr_;