Re: [Quantlib-dev] OpenMP - current usage in ql

[Luigi B. <lui...@gm...>]

Yes, the timing might be off. I suspect that the Boost timer is
reporting the total CPU time, that is, the sum of the actual time per
each CPU. On my box, if I run the BermudanSwaption example with OpenMP
enabled, it outputs:

Run completed in 2 m 35 s

but if I call it through "time", I get an output like:

real    1m19.767s
user    2m34.183s
sys     0m0.538s

that is, total CPU time 2m34s, but real time 1m19s. Being the
untrusting individual that I am, I also timed it with a stopwatch. The
elapsed time is actually 1m19s :)

This said, I still see a little slowdown in the test cases Peter
listed. My times are:

AmericanOptionTest: disabled 2.4s, enabled 3.4s (real time)
AsianOptionTest: disabled 10.6s, enabled 10.4s
BarrierOptionTest: disabled 4.9s, enabled 6.1s
DividendOptionTest: disabled 5.1s, enabled 6.5s
FdHestonTest: disabled 73.4s, enabled 76.8s
FdmLinearOpTest: disabled 11.4s, enabled 11.6s

Not much, but a bit slower anyway. I've only got 2 CPUs though (and I
compiled with -O2). Peter, what do you get on your 8 CPUs if you run
the cases via "time"?

Luigi







On Sun, Jun 15, 2014 at 3:40 PM, Joseph Wang <joe...@gm...> wrote:
>
> That's quite odd since OpenMP should not be causing such huge slowdowns.
>
> Since by default the items are not complied, I'd rather keep the pragma's
> there.
>
> Also is there any possibilities that the timing code is off?
>
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