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

[Peter C. <pca...@gm...>]

oh yes, my timings below are total CPU time rather than wall clock
time ( I usually measure the latter by just counting seconds in my
head ... ). That was unfair, sorry ! With the time command I get (for
the AmericanOptionTest)

g++ -O3 -fopenmp

OMP_NUM_THREADS=1   real = 1.925s
OMP_NUM_THREADS=2   real = 1.468s
OMP_NUM_THREADS=3   real = 1.590s
OMP_NUM_THREADS=4   real = 1.647s
OMP_NUM_THREADS=5   real = 1.780s
OMP_NUM_THREADS=6   real = 1.838s
OMP_NUM_THREADS=7   real = 2.081s
OMP_NUM_THREADS=8   real = 2.282s

g++ -O3

real = 1.638s

still, the point is the same imo. WIth 8 cores I'd expect maybe a
speed-up factor of 4 to 6. What we instead see is something around 1
(often below 1 as it seems), so effectively all the additional cpu
time is eaten up by the overhead for multiple threads. That's not
worth it, is it ? I didn't try many optimizations with omp yet, but
what I see in "good" cases are the 4-6 above. I wouldn't parallelize
for much below.

best regards
Peter














On 15 June 2014 17:18,  <ja...@fr...> wrote:
> Hi,
> Have you tried to use only the 4 physical threads of your cpu? I dont use OpenMP but I use boost threads and hyperthreading does very weird things; one is that over 4 threads (in this case) scaling stops being linear, which makes sense. Luigi, your 2 cpus are physical, right?
> just a shot.
> Best
>
>
> ----- Original Message -----
>> 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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