Hi
I am wondering
whether anyone has experience with the stability issue when compiling ublas with
Intel C++ Compiler for Windows (ICC 9.1).
Problem arises when
parallel code is generated (boost library 1.33.1). The parallelization scheme is
quite simple. There are four threads for a four-core machine. Each thread dumps
output to a ublas matrix. They then got accumulated into a final matrix when
four threads all come back.
ublas::matrix<double> output(n1, n2);
output.clear();
std::vector<
ublas::matrix<double> >
outputVec;
for (unsigned i = 0; i < 4; ++i)
{
ublas::matrix<double> um(n1, n2);
um.clear();
outputVec.push_back(um);
}
#pragma omp
parallel
{
#pragma omp
sections
{
#pragma omp section
{ outputVec[0] =
doSomething();}
#pragma omp section
{ outputVec[1] =
doSomething();}
#pragma omp section
{ outputVec[2] =
doSomething();}
#pragma omp section
{ outputVec[3] =
doSomething();}
}
#pragma omp
barrier
for (unsigned i = 0; i < 4; ++i)
output +=
outputVec[i];
If ICC "Generate parallel code /QOpenmp"
option is selected, output is unstable. If ICC "Generate sequential code
/QOpenmp-stubs" option is selected, output is STABLE, but of course I no longer
enjoy the speed boost because omp directives are
ignored.
The whole
parallelization scheme is perfectly stable if std::vector based matrix is
used rather than ublas, which is considerably slower than
ublas.
How can I get a
stable paralyzed ublas-based implementation? Any input is much
appreciated.
Thanks
Sarah
This is not an offer (or solicitation of an offer) to buy/sell the securities/instruments mentioned or an official confirmation. Morgan Stanley may deal as principal in or own or act as market maker for securities/instruments mentioned or may advise the issuers.
This is not research and is not from MS Research but it may refer to a research analyst/research report. Unless indicated, these views are the author’s and may differ from those of Morgan Stanley research or others in the Firm. We do not represent this is accurate or complete and we may not update this. Past performance is not indicative of future returns. For additional information, research reports and important disclosures, contact me or see
https://secure.ms.com/servlet/cls. You should not use e-mail to request, authorize or effect the purchase or sale of any security or instrument, to send transfer instructions, or to effect any other transactions. We cannot guarantee that any such requests received via e-mail will be processed in a timely manner. This communication is solely for the addressee(s) and may contain confidential information. We do not waive confidentiality by mistransmission. Contact me if you do not wish to receive these communications. In the UK, this communication is directed in the UK to those persons who are market counterparties or intermediate customers (as defined in the UK Financial Services Authority’s rules).