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Re: OpenMP - current usage in ql

Posted by japari on Jun 15, 2014; 3:18pm
URL: http://quantlib.414.s1.nabble.com/OpenMP-current-usage-in-ql-tp15458p15464.html

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 <[hidden email]>
> 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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