summaryrefslogtreecommitdiff
path: root/homeworks/hw-9.org
diff options
context:
space:
mode:
Diffstat (limited to 'homeworks/hw-9.org')
-rw-r--r--homeworks/hw-9.org222
1 files changed, 222 insertions, 0 deletions
diff --git a/homeworks/hw-9.org b/homeworks/hw-9.org
new file mode 100644
index 0000000..de58d2a
--- /dev/null
+++ b/homeworks/hw-9.org
@@ -0,0 +1,222 @@
+#+TITLE: Homework 9
+#+AUTHOR: Elizabeth Hunt
+#+LATEX_HEADER: \notindent \notag \usepackage{amsmath} \usepackage[a4paper,margin=1in,portrait]{geometry}
+#+LATEX: \setlength\parindent{0pt}
+#+OPTIONS: toc:nil
+
+* Question One
+
+With a ~matrix_dimension~ set to 700, I consistently see about a 3x improvement in performance on my
+10-thread machine. The serial implementation gives an average ~0.189s~ total runtime, while the below
+parallel implementation runs in about ~0.066s~ after the cpu cache has filled on the first run.
+
+#+BEGIN_SRC c
+#include <math.h>
+#include <omp.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <time.h>
+
+#define matrix_dimension 700
+
+int n = matrix_dimension;
+float sum;
+
+int main() {
+ float A[n][n];
+ float x0[n];
+ float b[n];
+ float x1[n];
+ float res[n];
+
+ srand((unsigned int)(time(NULL)));
+
+ // not worth parallellization - rand() is not thread-safe
+ for (int i = 0; i < n; i++) {
+ for (int j = 0; j < n; j++) {
+ A[i][j] = ((float)rand() / (float)(RAND_MAX) * 5.0);
+ }
+ x0[i] = ((float)rand() / (float)(RAND_MAX) * 5.0);
+ }
+
+#pragma omp parallel for private(sum)
+ for (int i = 0; i < n; i++) {
+ sum = 0.0;
+ for (int j = 0; j < n; j++) {
+ sum += fabs(A[i][j]);
+ }
+ A[i][i] += sum;
+ }
+
+#pragma omp parallel for private(sum)
+ for (int i = 0; i < n; i++) {
+ sum = 0.0;
+ for (int j = 0; j < n; j++) {
+ sum += A[i][j];
+ }
+ b[i] = sum;
+ }
+
+ float tol = 0.0001;
+ float error = 10.0 * tol;
+ int maxiter = 100;
+ int iter = 0;
+
+ while (error > tol && iter < maxiter) {
+#pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ float temp_sum = b[i];
+ for (int j = 0; j < n; j++) {
+ temp_sum -= A[i][j] * x0[j];
+ }
+ res[i] = temp_sum;
+ x1[i] = x0[i] + res[i] / A[i][i];
+ }
+
+ sum = 0.0;
+#pragma omp parallel for reduction(+ : sum)
+ for (int i = 0; i < n; i++) {
+ float val = x1[i] - x0[i];
+ sum += val * val;
+ }
+ error = sqrt(sum);
+
+#pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ x0[i] = x1[i];
+ }
+
+ iter++;
+ }
+
+ for (int i = 0; i < n; i++)
+ printf("x[%d] = %6f \t res[%d] = %6f\n", i, x1[i], i, res[i]);
+
+ return 0;
+}
+
+#+END_SRC
+
+* Question Two
+
+I only see lowerings in performance (likely due to overhead) on my machine using OpenMP until
+~matrix_dimension~ becomes quite large, about ~300~ in testing. At ~matrix_dimension=1000~, I see another
+about 3x improvement in total runtime (including initialization & I/O which was untouched, so, even further
+improvements could be made) on my 10-thread machine; from around ~0.174~ seconds to ~.052~.
+
+#+BEGIN_SRC c
+ #include <math.h>
+ #include <stdio.h>
+ #include <stdlib.h>
+ #include <time.h>
+
+ #ifdef _OPENMP
+ #include <omp.h>
+ #else
+ #define omp_get_num_threads() 0
+ #define omp_set_num_threads(int) 0
+ #define omp_get_thread_num() 0
+ #endif
+
+ #define matrix_dimension 1000
+
+ int n = matrix_dimension;
+ float ynrm;
+
+ int main() {
+ float A[n][n];
+ float v0[n];
+ float v1[n];
+ float y[n];
+ //
+ // create a matrix
+ //
+ // not worth parallellization - rand() is not thread-safe
+ srand((unsigned int)(time(NULL)));
+ float a = 5.0;
+ for (int i = 0; i < n; i++) {
+ for (int j = 0; j < n; j++) {
+ A[i][j] = ((float)rand() / (float)(RAND_MAX)*a);
+ }
+ v0[i] = ((float)rand() / (float)(RAND_MAX)*a);
+ }
+ //
+ // modify the diagonal entries for diagonal dominance
+ // --------------------------------------------------
+ //
+ for (int i = 0; i < n; i++) {
+ float sum = 0.0;
+ for (int j = 0; j < n; j++) {
+ sum = sum + fabs(A[i][j]);
+ }
+ A[i][i] = A[i][i] + sum;
+ }
+ //
+ // generate a vector of ones
+ // -------------------------
+ //
+ for (int j = 0; j < n; j++) {
+ v0[j] = 1.0;
+ }
+ //
+ // power iteration test
+ // --------------------
+ //
+ float tol = 0.0000001;
+ float error = 10.0 * tol;
+ float lam1, lam0;
+ int maxiter = 100;
+ int iter = 0;
+
+ while (error > tol && iter < maxiter) {
+ #pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ y[i] = 0;
+ for (int j = 0; j < n; j++) {
+ y[i] = y[i] + A[i][j] * v0[j];
+ }
+ }
+
+ ynrm = 0.0;
+ #pragma omp parallel for reduction(+ : ynrm)
+ for (int i = 0; i < n; i++) {
+ ynrm += y[i] * y[i];
+ }
+ ynrm = sqrt(ynrm);
+
+ #pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ v1[i] = y[i] / ynrm;
+ }
+
+ #pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ y[i] = 0.0;
+ for (int j = 0; j < n; j++) {
+ y[i] += A[i][j] * v1[j];
+ }
+ }
+
+ lam1 = 0.0;
+ #pragma omp parallel for reduction(+ : lam1)
+ for (int i = 0; i < n; i++) {
+ lam1 += v1[i] * y[i];
+ }
+
+ error = fabs(lam1 - lam0);
+ lam0 = lam1;
+
+ #pragma omp parallel for
+ for (int i = 0; i < n; i++) {
+ v0[i] = v1[i];
+ }
+
+ iter++;
+ }
+
+ printf("in %d iterations, eigenvalue = %f\n", iter, lam1);
+ }
+#+END_SRC
+
+* Question Three
+[[https://static.simponic.xyz/lizfcm.pdf]]