http://quantlib.414.s1.nabble.com/Multithreading-and-LazyObject-tp15310p15389.html
good question. I don't think there's a way to make other
look like it was completed even though it isn't... I don't think we
> Hi,
>
> I am currently trying to parallelize some computations in some pricing
> engines (using the OpenMP API). There is a complication due to calls
> to a lazy object model_ within a loop like this
>
> #pragma omp parallel for default(shared) firstprivate(p) if(expiry0>settlement)
> for (Size k = 0; k < (expiry0 > settlement ? npv0.size() : 1);
> k++) {
> [...]
> model_->zerobond(arguments_.fixedPayDates[l],
> expiry0, z[k], discountCurve_);
>
> The problem is that the first call triggers performCalculations() in
> model_ and before it has finished a call from another thread might
> occur, in which model_ is considered to be computed already, because
> in LazyObject the calculated_ flag is set to true right before the
> actual computation has started
>
> inline void LazyObject::calculate() const {
> if (!calculated_ && !frozen_) {
> calculated_ = true; // prevent infinite recursion in
> // case of bootstrapping
> try {
> performCalculations();
> } catch (...) {
> calculated_ = false;
> throw;
> }
> }
> }
>
> Of course it would not be desirable to trigger performCalculations()
> from two threads either. We'd rather need a mechanism which makes all
> threads wait until the first thread which triggered
> performCalculations() has finished (I guess). Also the check of the
> calculated_ flag and assignments to this variable would have to be
> made thread safe.
>
> I worked around this problem just by ensuring that model_ is
> calculated before the parallelized loop by a dummy call (at low
> additional cost)
>
> #ifdef _OPENMP
> if(expiry0>settlement)
> model_->numeraire(QL_EPSILON);
> #endif
>
> I wonder however if someone has a more general and neater solution for this ?
>
> I am not interested in general multithreading ability at the moment,
> but more in this kind of "local" parallelizations, which seem quite
> attractive (the bermudan swaption engine above is already faster by a
> factor of 5 (on 8 cores), which is ok imo given the small effort to
> adapt the code).
>
> Thanks
> Peter
>
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