On 24 October 2023 at 15:55, Ivan Krylov wrote:
| В Tue, 24 Oct 2023 10:37:48 +0000
| "Helske, Jouni" <jouni.hel...@jyu.fi> пишет:
|
| > Examples with CPU time > 2.5 times elapsed time
| > user system elapsed ratio
| > exchange 1.196 0.04 0.159 7.774
|
| I've downloaded the archived copy of the package from the CRAN FTP
| server, installed it and tried:
|
| library(bssm)
| Sys.setenv("OMP_THREAD_LIMIT" = 2)
| data("exchange")
| model <- svm(
| exchange, rho = uniform(0.97,-0.999,0.999),
| sd_ar = halfnormal(0.175, 2), mu = normal(-0.87, 0, 2)
| )
| system.time(particle_smoother(model, particles = 500))
| # user system elapsed
| # 0.515 0.000 0.073
|
| I set a breakpoint on clone() [*] and got quite a few calls creating
| OpenMP threads with the following call stack:
|
| #0 clone () at ../sysdeps/unix/sysv/linux/x86_64/clone.S:52
| <...>
| #4 0x00007ffff7314e0a in GOMP_parallel () from
| /usr/lib/x86_64-linux-gnu/libgomp.so.1
| <-- RcppArmadillo code below
| #5 0x00007ffff38f5f00 in
| arma::eglue_core<arma::eglue_div>::apply<arma::Mat<double>,
| arma::eOp<arma::eOp<arma::Col<double>, arma::eop_exp>,
| arma::eop_scalar_times>, arma::eOp<arma::eOp<arma::Col<double>,
| arma::eop_scalar_div_post>, arma::eop_square> > (outP=..., x=...) at
| .../library/RcppArmadillo/include/armadillo_bits/mp_misc.hpp:69
| #6 0x00007ffff3a31246 in
| arma::Mat<double>::operator=<arma::eOp<arma::eOp<arma::Col<double>,
| arma::eop_exp>, arma::eop_scalar_times>,
| arma::eOp<arma::eOp<arma::Col<double>, arma::eop_scalar_div_post>,
| arma::eop_square>, arma::eglue_div> (X=..., this=0x7fffffff36f0) at
| .../library/RcppArmadillo/include/armadillo_bits/Proxy.hpp:226
| #7
|
arma::Col<double>::operator=<arma::eGlue<arma::eOp<arma::eOp<arma::Col<double>,
| arma::eop_exp>, arma::eop_scalar_times>,
| arma::eOp<arma::eOp<arma::Col<double>, arma::eop_scalar_div_post>,
| arma::eop_square>, arma::eglue_div> > ( X=..., this=0x7fffffff36f0) at
| .../library/RcppArmadillo/include/armadillo_bits/Col_meat.hpp:535
| <-- bssm code below
| #8 ssm_ung::laplace_iter (this=0x7fffffff15e0, signal=...) at
| model_ssm_ung.cpp:310
| #9 0x00007ffff3a36e9e in ssm_ung::approximate (this=0x7fffffff15e0) at
| .../library/RcppArmadillo/include/armadillo_bits/arrayops_meat.hpp:27
| #10 0x00007ffff3a3b3d3 in ssm_ung::psi_filter
| (this=this@entry=0x7fffffff15e0, nsim=nsim@entry=500, alpha=...,
| weights=..., indices=...) at model_ssm_ung.cpp:517
| #11 0x00007ffff3948cd7 in psi_smoother (model_=..., nsim=nsim@entry=500,
| seed=seed@entry=1092825895, model_type=model_type@entry=3) at
| R_psi.cpp:131
|
| What does arma::eglue_core do?
|
| (gdb) list
| /* reformatted a bit */
| library/RcppArmadillo/include/armadillo_bits/mp_misc.hpp:64
| int n_threads = (std::min)(
| int(arma_config::mp_threads),
| int((std::max)(int(1), int(omp_get_max_threads())))
| );
| (gdb) p arma_config::mp_threads
| $3 = 8
| (gdb) p (int)omp_get_max_threads()
| $4 = 16
| (gdb) p (char*)getenv("OMP_THREAD_LIMIT")
| $7 = 0x555556576b91 "2"
| (gdb) p /x (int)omp_get_thread_limit()
| $9 = 0x7fffffff
|
| Sorry for misinforming you about the OMP_THREAD_LIMIT environment
| variable: the OpenMP specification requires the program to ignore
| modifications to the environment variables after the program has
| started [**], so it only works if R is started with OMP_THREAD_LIMIT
| set. Additionally, the OpenMP thread limit is not supposed to be
| adjusted at runtime at all [***].
|
| Unfortunately for our situation, Armadillo is very insistent in setting
| its own number of threads from arma_config::mp_threads (which is
| constexpr 8 unless you set preprocessor directives while compiling it)
| and omp_get_max_threads (which is the upper bound on the number of
| threads that cannot be adjusted at runtime).
|
| What I'm about to suggest is a terrible hack, but since Armadillo seems
| to lack the option to set the number of threads at runtime, there might
| be no other option.
|
| Before you #include an Armadillo header, every time:
|
| 1. #include <omp.h> so that the OpenMP functions are declared and the
| #include guard is set
|
| 2. Define a static inline function get_number_of_threads returning the
| desired number of threads as an int (e.g. referencing an extern int
| number_of_threads stored elsewhere)
|
| 3. #define omp_get_max_threads get_number_of_threads
|
| Now if you provide an API for the R code to get and set this number, it
| should be possible to control the number of threads used by OpenMP code
| in Armadillo. Basically, a data.table::setDTthreads() for the copy of
| Armadillo inlined inside your package.
|
| If you then compile your package with a large #define
| ARMA_OPENMP_THREADS, it will both be able to use more than 8 threads
| *and* limit itself when needed.
|
| An alternative course of action is compiling your package with #define
| ARMA_OPENMP_THREADS 2 and giving up on more OpenMP threads inside calls
| to Armadillo.
We should work on adding such a run-time setter of the number of cores to
RcppArmadillo so that examples can dial down to 2 cores. I have been doing
just that in package tiledb (via a setting internal to the TileDB Core
library) for 'ages' now and RcppArmadillo could and should offer the same.
Dirk
| --
| Best regards,
| Ivan
|
| [*]
| https://github.com/tidymodels/textrecipes/pull/251#issuecomment-1775549814
|
| [**]
| https://www.openmp.org/spec-html/5.2/openmpch21.html#x432-59000021
|
| [***]
| https://www.openmp.org/wp-content/uploads/OpenMPRefCard-5-2-web.pdf#page=15
|
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--
dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org
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