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Merge pull request #13 from DCM-UPB/mpi_wrapper
Mpi wrapper
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‎config_template.sh

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# C++ compiler
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CC="g++"
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# MPI compiler wrapper
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MPICC="mpic++"
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# C++ flags (std=c++11 is necessary)
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FLAGS="-std=c++11 -Wall -Werror"
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‎debug/unittests/README.md

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## Unit Test 2
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`ut2/`: Like ut1, but with one one-dimensional and one three-dimensional observable.
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## Unit Test 3
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`ut3/`: Like ut1, but checking with fixed number of findMRT2step/decorrelation steps and fixed blocking technique

‎debug/unittests/ut3/main.cpp

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#include "MCIntegrator.hpp"
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#include "MCISamplingFunctionInterface.hpp"
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#include <iostream>
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#include <math.h>
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#include <assert.h>
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using namespace std;
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class ThreeDimGaussianPDF: public MCISamplingFunctionInterface{
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public:
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ThreeDimGaussianPDF(): MCISamplingFunctionInterface(3, 1){}
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~ThreeDimGaussianPDF(){}
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void samplingFunction(const double *in, double * protovalues){
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protovalues[0] = (in[0]*in[0]) + (in[1]*in[1]) + (in[2]*in[2]);
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}
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double getAcceptance(const double * protoold, const double * protonew){
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return exp(-protonew[0]+protoold[0]);
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}
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};
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class XSquared: public MCIObservableFunctionInterface{
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public:
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XSquared(): MCIObservableFunctionInterface(3, 1){}
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~XSquared(){}
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void observableFunction(const double * in, double * out){
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out[0] = in[0] * in[0];
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}
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};
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int main(){
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const long NMC = 10000;
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const double CORRECT_RESULT = 0.5;
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ThreeDimGaussianPDF * pdf = new ThreeDimGaussianPDF();
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XSquared * obs = new XSquared();
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MCI * mci = new MCI(3);
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mci->setSeed(5649871);
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mci->addSamplingFunction(pdf);
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mci->addObservable(obs);
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// the integral should provide 0.5 as answer!
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double * x = new double[3];
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x[0] = 5.; x[1] = -5.; x[2] = 10.;
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double * average = new double;
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double * error = new double;
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// this integral will give a wrong answer! This is because the starting point is very bad and initialDecorrelation is skipped (as well as the MRT2step automatic setting)
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mci->setX(x);
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mci->integrate(NMC, average, error, 0, 0);
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assert( abs(average[0]-CORRECT_RESULT) > 2.*error[0] );
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// this integral, instead, will provide the right answer
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mci->setX(x);
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mci->integrate(NMC, average, error, 10, 1000);
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assert( abs(average[0]-CORRECT_RESULT) < 2.*error[0] );
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// now, doing an integral without finding again the MRT2step and doing the initialDecorrelation will also result in a correct result
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mci->integrate(NMC, average, error, 0, 0);
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assert( abs(average[0]-CORRECT_RESULT) < 2.*error[0] );
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// and using fixed blocking also gives the same result
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mci->integrate(NMC, average, error, 0, 0, 15);
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assert( abs(average[0]-CORRECT_RESULT) < 2.*error[0] );
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delete pdf;
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delete obs;
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delete mci;
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delete [] x;
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delete average;
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delete error;
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return 0;
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}

‎doc/user_manual.pdf

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‎doc/user_manual.tex

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Data (\verb+x+) are supposed to be organised as a $\verb+n+ \times \verb+ndim+$ matrix.
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% subsection multidimensional_estimations (end)
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\section{MPI-MCI} % (fold)
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\label{sec:mpimci}
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It is possible to use Message Passing Interface (MPI) for evaluating the MC integrals
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in parallel. The library provides a namespace \verb+MPIMCI+ that contains a few
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simple methods to use for creating a parallel MC program. Although the MCI library can be
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compiled without any MPI implementation present, to use the MPIMCI methods in
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executable code you need OpenMPI or an alternative implementation.
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\\\\Then just use MPIMCI in your code as follows and compile\&run the executable with your system's MPI wrappers (e.g mpic++ and mpirun).
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\begin{verbatim}
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#include "MPIMCI.hpp"
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// start of main
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const int myrank = MPIMCI::init();
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// ...
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MPIMCI::integrate(mci, Nmc, average, error);
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// ...
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if (myrank==0) { /* printout etc. */ }
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// ...
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MPIMCI::finalize();
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// end of main
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\end{verbatim}
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Remember not to encapsulate any code within \verb+if (myrank==0){}+ clauses,
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that is actually relevant to all threads. Typically this means only file and
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console output belongs there.
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\\\\For further information on options and use, check out \verb+ex2+ and the \verb+MPIMCI.hpp+ header file.
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% section mpivmc (end)
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\printindex

‎examples/README.md

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## Example 1
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`ex1/`: integration of a 1-dimensional quadratic function, without and with a sampling function.
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## Example 2
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`ex2/`: like ex2, but using the MPI wrapper for parallel integration. Pass the wanted number of threads to run.sh.

‎examples/ex2/main.cpp

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#include "mpi.h"
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#include <iostream>
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#include <cmath>
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#include <math.h>
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#include <fstream>
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#include "MCIntegrator.hpp"
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#include "MPIMCI.hpp"
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// Observable functions
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class Parabola: public MCIObservableFunctionInterface{
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public:
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Parabola(const int &ndim): MCIObservableFunctionInterface(ndim, 1) {}
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void observableFunction(const double * in, double * out){
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out[0] = 4.*in[0] - in[0]*in[0];
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}
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};
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class NormalizedParabola: public MCIObservableFunctionInterface{
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public:
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NormalizedParabola(const int &ndim): MCIObservableFunctionInterface(ndim, 1) {}
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void observableFunction(const double * in, double * out){
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out[0] = (4. - in[0]) * 5.;
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if (std::signbit(in[0])) out[0] = -out[0];
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}
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};
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// Sampling function
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// the 48 is for normalization (even if not strictly necessary)
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class NormalizedLine: public MCISamplingFunctionInterface{
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public:
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NormalizedLine(const int &ndim): MCISamplingFunctionInterface(ndim, 1) {}
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void samplingFunction(const double * in, double * protovalue){
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protovalue[0] = 0.2 * abs(in[0]);
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}
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double getAcceptance(const double * protoold, const double * protonew){
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return protonew[0] / protoold[0];
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}
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};
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int main() {
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using namespace std;
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int myrank = MPIMCI::init(); // first run custom MPI init
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if (myrank == 0) {
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// intro
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cout << "We want to compute the integral" << endl;
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cout << " Integral[-1:3] dx (4x - x^2)" << endl << endl;
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cout << "Notice that we can re-write the integral as" << endl;
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cout << " Integral[-1:3] dx (5*sign(x)*(4-x) * |x|/5)" << endl;
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cout << "where g(x)=|x|/5 is a candidate sampling function since it's positive on the domain [-1:3] and its integral on the domain is equal to 1." << endl << endl;
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cout << "We start by initializing MPI and setting the MCI:" << endl;
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}
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const int ndim = 1;
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MCI * mci = new MCI(ndim);
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// seed the different MPI threads from a file
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MPIMCI::setSeed(mci, "rseed.txt", 0); // offset x -> start from the x-th seed in file
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if (myrank == 0) cout << "ndim = " << mci->getNDim() << endl;
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// set the integration range to [-1:3]
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double ** irange = new double*[ndim];
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irange[0] = new double[2];
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irange[0][0] = -1.;
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irange[0][1] = 3.;
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mci->setIRange(irange);
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if (myrank == 0) cout << "irange = [ " << mci->getIRange(0, 0) << " ; " << mci->getIRange(0, 1) << " ]" << endl;
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// initial walker position
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double * initpos = new double[ndim];
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initpos[0] = -0.5;
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mci->setX(initpos);
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if (myrank == 0) cout << "initial walker position = " << mci->getX(0) << endl;
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// initial MRT2 step
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double * step = new double[ndim];
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step[0] = 0.5;
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mci->setMRT2Step(step);
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if (myrank == 0) cout << "MRT2 step = " << mci->getMRT2Step(0) << endl;
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// target acceptance rate
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double * targetacceptrate = new double[1];
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targetacceptrate[0] = 0.7;
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mci->setTargetAcceptanceRate(targetacceptrate);
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if (myrank == 0) {
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cout << "Acceptance rate = " << mci->getTargetAcceptanceRate() << endl;
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cout << endl << endl;
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// first way of integrating
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cout << "We first compute the integral without setting a sampling function." << endl;
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cout << " f(x) = (4x - x^2) " << endl;
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cout << " g(x) = - " << endl << endl;
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}
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// observable
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MCIObservableFunctionInterface * obs = new Parabola(ndim);
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mci->addObservable(obs);
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if (myrank == 0) {
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cout << "Number of observables set = " << mci->getNObs() << endl;
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// sampling function
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cout << "Number of sampling function set = " << mci->getNSampF() << endl;
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}
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// integrate
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const long Nmc = 1000000;
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double * average = new double[mci->getNObsDim()];
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double * error = new double[mci->getNObsDim()];
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MPIMCI::integrate(mci, Nmc, average, error);
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if (myrank == 0) {
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cout << "The integral gives as result = " << average[0] << " +- " << error[0] << endl;
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cout << "--------------------------------------------------------" << endl << endl;
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// second way of integrating
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cout << "Now we compute the integral using a sampling function." << endl;
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cout << " f(x) = 5*sign(x)*(4-x) " << endl;
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cout << " g(x) = |x|/5 " << endl << endl;
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}
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// observable
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delete obs;
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obs = new NormalizedParabola(ndim);
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mci->clearObservables(); // we first remove the old observable
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mci->addObservable(obs);
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if (myrank == 0) cout << "Number of observables set = " << mci->getNObs() << endl;
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// sampling function
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MCISamplingFunctionInterface * sf = new NormalizedLine(ndim);
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mci->addSamplingFunction(sf);
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if (myrank == 0) cout << "Number of sampling function set = " << mci->getNSampF() << endl;
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// integrate
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MPIMCI::integrate(mci, Nmc, average, error);
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if (myrank == 0) {
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cout << "The integral gives as result = " << average[0] << " +- " << error[0] << endl;
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cout << "--------------------------------------------------------" << endl << endl;
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// final comments
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cout << "Using a sampling function in this case gives worse performance. In fact, the error bar is larger." << endl;
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cout << "This implies that the variance of the re-factored f(x) written for introducing a sampling function, is larger than the original f(x)." << endl;
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}
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// deallocate per-thread allocations
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delete sf;
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delete obs;
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delete[] targetacceptrate;
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delete[] step;
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delete[] initpos;
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delete[] irange[0];
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delete[] irange;
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delete[] average;
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delete[] error;
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delete mci;
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// finalize MPI
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MPIMCI::finalize();
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// end
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return 0;
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}

‎examples/ex2/rseed.txt

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../../res/rseed.txt

‎examples/ex2/run.sh

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#!/bin/bash
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source ../../config.sh
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OS_NAME=$(uname)
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# Delete old compiled files
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\rm -f exe
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\rm -f *.o
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#runtime dynamic library path
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RPATH="$(pwd)/../.."
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FLAGS_TO_USE=$OPTFLAGS
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# Build the main executable
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echo "$MPICC $FLAGS $FLAGS_TO_USE -I$(pwd)/../../src/ -c *.cpp"
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$MPICC $FLAGS $FLAGS_TO_USE -Wall -I$(pwd)/../../src/ -c *.cpp
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case ${OS_NAME} in
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"Darwin")
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echo "$MPICC $FLAGS $FLAGS_TO_USE -L$(pwd)/../.. -o exe *.o -l${LIBNAME}"
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$MPICC $FLAGS $FLAGS_TO_USE -L$(pwd)/../.. -o exe *.o -l${LIBNAME}
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;;
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"Linux")
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echo "$MPICC $FLAGS $FLAGS_TO_USE -L$(pwd)/../.. -Wl,-rpath=${RPATH} -o exe *.o -l${LIBNAME}"
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$MPICC $FLAGS $FLAGS_TO_USE -L$(pwd)/../.. -Wl,-rpath=${RPATH} -o exe *.o -l${LIBNAME}
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;;
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esac
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echo "Rebuilt the executable file"
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echo ""
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echo ""
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# Run the debugging executable
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echo "Ready to run!"
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echo ""
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echo "--------------------------------------------------------------------------"
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echo ""
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echo ""
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echo ""
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mpirun -np $1 exe

‎res/rseed.txt

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