src/optimization/Problem.cpp

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

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

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:	1938
Committed:	Thu Oct 31 15:32:17 2013 UTC (11 years, 6 months ago) by gezelter
File size:	878 byte(s)
Log Message:	Some MPI include re-ordering to work with the Intel MPI implementation.
#	User	Rev	Content
1	gezelter	1741	#ifdef IS_MPI
2			#include <mpi.h>
3			#endif
4
5	gezelter	1938	#include "config.h"
6			#include "optimization/Problem.hpp"
7	gezelter	1741
8			namespace QuantLib {
9			RealType Problem::DotProduct(DynamicVector<RealType>& v1,
10			DynamicVector<RealType>& v2){
11			RealType dp = dot(v1, v2);
12			#ifdef IS_MPI
13			// in parallel, we need to add up the contributions from all
14			// processors:
15			MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dp, 1, MPI::REALTYPE,
16			MPI::SUM);
17			#endif
18			return dp;
19			}
20
21			RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) {
22
23			RealType dot = grad_f.lengthSquare();
24			#ifdef IS_MPI
25			// in parallel, we need to add up the contributions from all
26			// processors:
27			MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dot, 1, MPI::REALTYPE,
28			MPI::SUM);
29			#endif
30			return dot;
31
32			}
33			}