src/optimization/Problem.cpp

#include "config.h"
#include "optimization/Problem.hpp"

#ifdef IS_MPI
#include <mpi.h>
#endif


namespace QuantLib {
  RealType Problem::DotProduct(DynamicVector<RealType>& v1, 
                               DynamicVector<RealType>& v2){ 
    RealType dp = dot(v1, v2);
#ifdef IS_MPI
    // in parallel, we need to add up the contributions from all
    // processors:
    MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dp, 1, MPI::REALTYPE, 
                              MPI::SUM);
#endif
    return dp;    
  }

  RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) { 
    
    RealType dot = grad_f.lengthSquare();
#ifdef IS_MPI
    // in parallel, we need to add up the contributions from all
    // processors:
    MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dot, 1, MPI::REALTYPE, 
                              MPI::SUM);
#endif
    return dot;

  } 
}
Revision:	1741
Committed:	Tue Jun 5 18:02:44 2012 UTC (12 years, 10 months ago) by gezelter
Original Path:	*branches/development/src/optimization/Problem.cpp*
File size:	879 byte(s)
Log Message:	Adding initial import of optimization library
#	User	Rev	Content
1	gezelter	1741	#include "config.h"
2			#include "optimization/Problem.hpp"
3
4			#ifdef IS_MPI
5			#include <mpi.h>
6			#endif
7
8
9			namespace QuantLib {
10			RealType Problem::DotProduct(DynamicVector<RealType>& v1,
11			DynamicVector<RealType>& v2){
12			RealType dp = dot(v1, v2);
13			#ifdef IS_MPI
14			// in parallel, we need to add up the contributions from all
15			// processors:
16			MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dp, 1, MPI::REALTYPE,
17			MPI::SUM);
18			#endif
19			return dp;
20			}
21
22			RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) {
23
24			RealType dot = grad_f.lengthSquare();
25			#ifdef IS_MPI
26			// in parallel, we need to add up the contributions from all
27			// processors:
28			MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dot, 1, MPI::REALTYPE,
29			MPI::SUM);
30			#endif
31			return dot;
32
33			}
34			}