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September 7, 2012 20:06
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mpi something
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| ///////////////////// | |
| // THE MPI SECTION // | |
| ///////////////////// | |
| MPI::Init(); | |
| // Next, use GSL to optimize over this | |
| nll_mpi(start_vector, ua, ub, Xmat, Ymat, TASK_PARAM, false); | |
| VectorXd test_vector = start_vector; | |
| double INCREMENT = 0.1; | |
| double my_result; | |
| rank = MPI::COMM_WORLD.Get_rank(); | |
| size = MPI::COMM_WORLD.Get_size(); | |
| for(int vec_idx = 0; vec_idx < SP.N_params; vec_idx++ ) { | |
| cout << "========================================" << endl; | |
| cout << "MODIFYING start_vector POSITION " << vec_idx << " POSITIVE" << endl; | |
| // POSITIVE | |
| for(int i = 0; i < 100; ++i) { | |
| test_vector(vec_idx) = start_vector(vec_idx) + (double(i) * INCREMENT); | |
| my_result = nll_mpi(test_vector,ua, ub, Xmat, Ymat, TASK_PARAM, false); | |
| cout << vec_idx << "," << i << ": " << test_vector.transpose() << " : " << my_result << endl; | |
| } | |
| cout << "========================================" << endl; | |
| cout << "MODIFYING start_vector POSITION " << vec_idx << " NEGATIVE" << endl; | |
| // NEGATIVE | |
| for (int i = 0; i < 100; ++i) { | |
| test_vector(vec_idx) = start_vector(vec_idx) - (double(i) * INCREMENT); | |
| my_result = nll_mpi(test_vector,ua, ub, Xmat, Ymat, TASK_PARAM, false); | |
| cout << vec_idx << "," << i << ": " << test_vector.transpose() << " : " << my_result << endl; | |
| } | |
| } | |
| MPI::Finalize(); | |
| // END MPI SECTION |
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| double nll_mpi( const VectorXd& theta, | |
| const MatrixXd& ua, | |
| const MatrixXd& ub, | |
| const MatrixXd& Xmat, | |
| const MatrixXd& Ymat, | |
| task_param TP, | |
| bool OUTPUT=false | |
| ) { | |
| const int root = 0; | |
| int n = ua.rows(); | |
| int nr = ua.cols(); | |
| int rank; | |
| int size; | |
| int remaining_tasks = TP.N_TASKS; | |
| rank = MPI::COMM_WORLD.Get_rank(); | |
| size = MPI::COMM_WORLD.Get_size(); | |
| int row_ary[2]; | |
| int * row_ary_ptr = row_ary; | |
| int START_ROW = TP.START_ROW; | |
| int END_ROW = TP.END_ROW; | |
| int Nslaves = size - 1; | |
| int cur_task_size; | |
| double TOTAL_NLL_SUM[1]; | |
| double * recv_buffer = TOTAL_NLL_SUM; | |
| double NLL_SUBTOTAL[1]; | |
| double * send_buffer = NLL_SUBTOTAL; | |
| if(rank == 0) { | |
| // SUBDIVIDE THE MATRICES INTO ROWS | |
| for(int ii = 1; ii <= Nslaves; ++ii) { | |
| cur_task_size = ( (remaining_tasks > (2 * (n/Nslaves)))) ? | |
| n/Nslaves : remaining_tasks; | |
| row_ary[START_ROW] = (ii-1)*(n/Nslaves); | |
| row_ary[END_ROW] = ((ii-1)*(n/Nslaves) + cur_task_size - 1); | |
| remaining_tasks -= cur_task_size; | |
| // MPI_send to rank ii the start and end row | |
| MPI_Send(row_ary_ptr, 2, MPI_INT, ii, 0, MPI::COMM_WORLD); | |
| } | |
| } else { | |
| // RECEIVE ROW ASSIGNMENT, CALCULATE NLL FOR ROW GROUP | |
| // RECEIVE AND OUTPUT ASSIGNMENT | |
| MPI_Recv(row_ary_ptr, 2, MPI_INT, root, 0, MPI::COMM_WORLD, NULL); | |
| cur_task_size = row_ary_ptr[END_ROW] - row_ary_ptr[START_ROW] + 1; | |
| if(OUTPUT) { | |
| cout << "Workstation " << rank << " gets " << cur_task_size; | |
| cout << " " << "Firms: " << row_ary_ptr[START_ROW] << " to " << row_ary_ptr[END_ROW] << endl; | |
| } | |
| // FOR EACH ROW, CALCULATE THE NLL | |
| double total_sub_nll = 0.0; | |
| double ll = 0.0; | |
| for(int rii = row_ary_ptr[START_ROW]; | |
| rii <= row_ary_ptr[END_ROW]; | |
| ++rii) { | |
| ll = nll_singleton(rii, theta, ua, ub, Xmat, Ymat); | |
| total_sub_nll += ll; | |
| if(rii < 0) { | |
| cout << "========================================" << endl; | |
| cout << "rii: " << rii << endl; | |
| cout << "ua: " << ua.row(rii) << endl; | |
| cout << "ub: " << ub.row(rii) << endl; | |
| cout << "Xmat: " << Xmat.row(rii) << endl; | |
| cout << "Ymat: " << Ymat.row(rii) << endl; | |
| } | |
| // cout << "ll: " << ll << endl; | |
| } | |
| total_sub_nll *= -1.0; | |
| if(OUTPUT) { | |
| cout << "Workstation " << rank << " calcs " << total_sub_nll << endl; | |
| } | |
| send_buffer[0] = total_sub_nll; | |
| } | |
| MPI_Reduce(send_buffer, recv_buffer, 1, MPI_DOUBLE, | |
| MPI_SUM, root, MPI::COMM_WORLD); | |
| // if(rank == 0) { | |
| // cout << "TOTAL NLL: " << recv_buffer[0] << endl; | |
| // } | |
| MPI_Barrier(MPI::COMM_WORLD); | |
| return recv_buffer[0]; | |
| } |
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double nll_mpi( const VectorXd& theta,
const MatrixXd& ua,
const MatrixXd& ub,
const MatrixXd& Xmat,
const MatrixXd& Ymat,
task_param TP,
bool OUTPUT=false
) {
}