Mention problems when using potentially throwing scalars and OpenMP
diff --git a/doc/TopicMultithreading.dox b/doc/TopicMultithreading.dox
index 97190b5..7a8ff30 100644
--- a/doc/TopicMultithreading.dox
+++ b/doc/TopicMultithreading.dox
@@ -61,6 +61,7 @@
In the case your application is parallelized with OpenMP, you might want to disable %Eigen's own parallelization as detailed in the previous section.
+\warning Using OpenMP with custom scalar types that might throw exceptions can lead to unexpected behaviour in the event of throwing.
*/
}