Hi, I am trying to do some simple computations inside a single or double loop, and I would like to parallelize the computations inside the loops, and so far I couldn’t figure it out. Here is a simple example of what I want to do using Optim const n_z = 5 const n_b = 5 const J = 60 const Ht_grid …

Would simple @threads as described in the manual not work? It seems you wouldn’t run into race conditions/your code seems threadsafe.

You should start by putting the main code in a function. You should be able to use DistributedArrays.jl for the parallelization.

This is one of the domains that I am still very unclear on, maybe you can help me with this. At what point does it become better to use things like DistributedArrays and multiprocessing-style parallelism over shard-memory parallelism? Personally I haven’t found a usecase of these things yet, but adm…

You can benchmark both. I’ve found it has changed as Julia has developed and also depends on the specific problem. I didn’t take (have) the time to figure out exactly why. But, it might be easy to test a simplified version of your problem.

Is there any chance you can show how it’s done? Either on my example or on a simpler one? Thanks

[image] myroslav: for i_z in 1:n_z, i_b in 1:n_b Threads.@threads for i_z=1:n_z for i_b=1:n_b ... end end This should work, if I remember correct nested threading works. If not you might need to squash the two indices into 1. Oh and remember to run export JULIA_NUM…

I’m not sure what that does. But threading only the outer loop usually better. I tried threading on the OP’s code with BenchmarkTools and found no difference in speed using all four cores. You need something in the loop that uses more cpu time per iteration.

Wrap the code in a function so that you can benchmark it: function runexample() Threads.@threads for i_z in 1:n_z for i_b in 1:n_b y = pension_grid[i_z] ... Then do julia> using BenchmarkTools; julia> @btime runexample() 4.274 ms (202029 allocations: 3.12…

It doesn’t work or it doesn’t provide any speedup. I assume that in the actual code a bit more is happening than in the MWE? I agree on the statement that you should usually only thread outer loop, I just saw that it were only 5 iterations so I thought that maybe doing the full 10 would be at least …

Running simple loop in parallel

New to Julia

dpsanders June 26, 2018, 2:51pm 2

Please provide a minimal working example, and quote your code

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Running simple loop in parallel

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