Efficient exit from multithreaded application (specifics)

I've read a few sources on proper methods of bubbling a message out from a thread to all other threads to exit gracefully (every thread performs it's own exit routine). Of these, I liked the idea of a global atomic boolean that can be flagged from any thread, and all other threads check this flag to perform an exit routine - when all threads are joined, the main thread can then exit the application.

Purely computation threads would probably be handled differently, right?

Is this efficient and safe? Is there a better way to do this?

Thanks!

In Windows, I use QueueUserAPC to call a function which throws an exception, causing threads to exit cleanly.

I wrote more about the details in this answer here:

How do I guarantee fast shutdown of my win32 app?

In summary, here's what happens:

Say thread A wants to terminate thread B (and then C, D, ...)

• Thread A calls QueueUserAPC(), passing the handle to thread B and the address of a function which will throw an Exception of class MyThreadExit.
• Thread B runs normally until it calls something that checks for alertable waits. Maybe WaitForSingleObjectEx, maybe SleepEx, or something else.
• At this point, thread B runs the APC function passed earlier, causing the exception to be thrown in Thread B.
• All stack-allocated objects get automatically destructed correctly as the exception makes thread B 'unwind' its stack.
• The outermost thread function of thread B will catch the exception.
• Thread B now exits, possibly signalling to Thread A that it's done.