compatibility issue with openmp

utils/xgboost_omp.h

@@ -0,0 +1,18 @@
+#ifndef XGBOOST_OMP_H
+#define XGBOOST_OMP_H
+/*!
+ * \file xgboost_omp.h
+ * \brief header to handle OpenMP compatibility issues
+ * 
+ * \author Tianqi Chen: tianqi.tchen@gmail.com
+ */
+
+#if defined(_OPENMP)
+#include <omp.h>
+#else
+#warning "OpenMP is not available, compile to single thread code"
+inline int omp_get_thread_num() { return 0; }
+inline int omp_get_num_threads() { return 1; }
+inline void omp_set_num_threads( int nthread ) {}
+#endif
+#endif