Le 19/08/2021 à 19:01, Sokol Serguei a écrit :
Le 19/08/2021 à 17:41, Sokol Serguei a écrit :
Le 19/08/2021 à 17:04, Naeem Khoshnevis a écrit :

Thank you so much, everyone, for responding to this email.


Dirk,

  * I didn't think about testing _equality_ of doubles because the
    numbers are significantly different (e.g., instead of 0.5,
    chooses 1.5). However, that is a valid point, and I should be
    aware of that.
  * You are right about the serial runs. Whenever I deactivate
    OpenMP, the results are correct.


Serguei,

  * Thanks for the comments. Yes, I agree. It seems outer is a better
    option. We have started with outer. However, outer builds the
    entire matrix of differences first, then finds the minimum index.
    In our application, it requires 200 GB of memory to build that
    matrix.

This problem was hardly foreseeable from examples in hand. But I still think that a pure R solution can be a runner:

   ac=a*sc
   bc=b*sc
   out=vapply(seq_along(bc), function(i) which.min(abs(ac-bc[i])+cd[i]), integer(1))

Further optimizing: "+cd[i]" does not change the result of which.min() so it can be dropped. The same reasoning can be applied to "*sc". As the problem is reduced to searching the index of the closest value in 'a' to 'b[i]', it can be solved in O(log(n)) time (instead of O(n)) by binary search if 'a' can be sorted before operations. If 'b' can also be sorted, then the whole timing can be further reduced. E.g. we can use findInterval() implementing such optimal searching. However, its result should be post-processed to find value indexes instead of interval ones and get back to original indexes instead of sorted ones. Something like:

    oa=order(a)
    ob=order(b)
    ao=a[oa]
    bo=b[ob]
    i=findInterval(bo, ao) # main work is done here
    ii=i+ifelse(i < n & ao[i+1]-bo < bo-ao[i], 1, 0)
oops... Here 'n' is length(b). It was defined in my environment, so the snipet worked as expected when I copy/pasted it. But it may be not your case. Sorry.

Best,
Serguei.

    out=oa[ii]
    out[ob]=out

Serguei.

Best,
Serguei.

  * Rcpp does the job with around 10 MB. That is why I switched to
    Rcpp. Please let me know your thoughts.


      Iñaki,

  * Thanks for your suggestion. Yes, the problem is shared values,
    and it resolved the issue. I really appreciate it.


Best regards,
Naeem

On Thu, Aug 19, 2021 at 4:56 AM Iñaki Ucar <iu...@fedoraproject.org <mailto:iu...@fedoraproject.org>> wrote:

    On Thu, 19 Aug 2021 at 04:53, Dirk Eddelbuettel <e...@debian.org
    <mailto:e...@debian.org>> wrote:
    >
    >
    > Naeem,
    >
    > I would simplify, simplify, simplify -- as 'Rcpp FAQ 7.31'
    reminds us all,
    > testing _equality_ of doubles is challenging anyway.
    >
    > Besides, it may make sense to would ascertain first you get
    what you want in
    > _purely serial modes_ and then move to OpenMP.

    Exactly. Serial execution should be fine. I.e., if you set the number
    of threads to 1, then all platforms will return the same result.
    However, you have defined a number of variables outside the parallel
    region, and then you modify them inside the parallel region. OpenMP
    takes those variables as shared by default, which leads to the
    unexpected results you are getting. You need to tell OpenMP that
    those
    variables are threadprivate. Or you could just define them inside the
    parallel region, so that OpenMP knows that they are private without
    additional hints.

-- Iñaki Úcar


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