> From:
[hidden email]> To:
[hidden email]> CC:
[hidden email];
[hidden email];
[hidden email]> Subject: Re: [Quantlib-dev] OpenMP - current usage in ql
>
> 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
>
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>
> On 15 June 2014 17:18, <
[hidden email]> 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 <
[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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> >>
> >>
> >>
> >> --
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> >>
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