Re: [Quantlib-users] Regarding OpenMP and Open MPI library support

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

Oops — it looks Vamshi was not included.

On Fri, Jan 7, 2022 at 10:06 AM Luigi Ballabio <lui...@gm...>
wrote:

> Yes, by looking at the git logs most of the pragmas were commented out in
> commit ed061df111; the one in lattice.hpp was restored in ec35ebde89.
> This was in 2014, so probably with ancient versions of both the compilers
> and openmp.
> Vamshi, if you want to have a look, it would be useful to have an opinion
> from someone that actually knows openmp.
>
> Luigi
>
>
> On Thu, Jan 6, 2022 at 9:25 PM Peter Caspers <pca...@gm...>
> wrote:
>
>> Hi,
>>
>> in the past we saw that a "blind" usage of open mp does more harm than
>> good, see
>>
>> https://sourceforge.net/p/quantlib/mailman/message/32461242/
>>
>> so we removed most of the pragmas. It seems that the omp pragma
>> survived in lattice.hpp contrary to what is said in the mail thread, I
>> don't remember if there is a good reason for that. Maybe something to
>> review at some point. There are two more places, zabrsmilesection.hpp
>> and gaussian1dswaptionengine.cpp where I think enabling openmp gives
>> _some_ speedup although it's far from what you would hope for if I
>> remember correctly.
>>
>> grep --include="*.?pp"  -nH --null -r -e "pragma omp" *
>> ql/experimental/volatility/zabrsmilesection.hpp209:#pragma omp parallel
>> for
>> ql/methods/lattices/lattice.hpp169:        #pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp127:
>>           //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp137:
>>           //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp153:
>>       //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp172:
>>       //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp187:
>>   //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp203:
>>   //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp220:
>>   #pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp238:
>>   //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/triplebandlinearop.cpp260:
>>   //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/ninepointlinearop.cpp147:
>>  //#pragma omp parallel for
>> ql/methods/finitedifferences/operators/ninepointlinearop.cpp191:
>>  //#pragma omp parallel for
>> ql/methods/finitedifferences/parallelevolver.hpp51:
>> //#pragma omp parallel for
>> ql/methods/finitedifferences/parallelevolver.hpp102:
>> //#pragma omp parallel for
>> ql/methods/finitedifferences/stepcondition.hpp48:            //#pragma
>> omp parallel for
>> ql/pricingengines/swaption/gaussian1dswaptionengine.cpp118:#pragma omp
>> parallel for default(shared) firstprivate(p) if(expiry0>settlement)
>>
>> Thanks
>> Peter
>>
>> On Thu, 6 Jan 2022 at 13:18, Jonathan Sweemer <sw...@gm...> wrote:
>> >
>> > Hi Vamshi,
>> >
>> > OpenMP is only wired into a few places in QuantLib so if your program
>> doesn't use those specific code paths then you probably won't see much
>> difference in terms of speed.
>> >
>> > Moreover, QuantLib is not thread safe in general, and wasn't
>> specifically designed for thread-level parallelism. See Luigi's answer on
>> Stack Overflow for more details: https://stackoverflow.com/a/47098133
>> >
>> > The good news is that you can use multiprocessing instead of
>> multithreading with your HPC cluster to parallelize your jobs across cores
>> and nodes.
>> >
>> >
>> > On Thu, Jan 6, 2022 at 12:28 PM Vamshi Krishna <kri...@gm...>
>> wrote:
>> >>
>> >> Hiii Users
>> >>
>> >> I am new in this group and new to quantlib. I come for HPC back ground.
>> >>
>> >> I have tried some examples program with openMP but no major
>> performance gained.
>> >>
>> >> When I tried FinanceBench program which which have openMP functions
>> and shown good performance on multi cores.
>> >>
>> >> I do not, I am do correctly or not.
>> >>
>> >> If any user could help me "how to use quantlib on multi cores and
>> multiple node hpc cluster,  I will be thankful.
>> >>
>> >> Regards
>> >> Vamshi Krishna
>> >> _______________________________________________
>> >> QuantLib-users mailing list
>> >> Qua...@li...
>> >> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>> >
>> > _______________________________________________
>> > QuantLib-users mailing list
>> > Qua...@li...
>> > https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>>
>> _______________________________________________
>> QuantLib-users mailing list
>> Qua...@li...
>> https://lists.sourceforge.net/lists/listinfo/quantlib-users
>>
>