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@(@\newcommand{\W}[1]{ \; #1 \; } \newcommand{\R}[1]{ {\rm #1} } \newcommand{\B}[1]{ {\bf #1} } \newcommand{\D}[2]{ \frac{\partial #1}{\partial #2} } \newcommand{\DD}[3]{ \frac{\partial^2 #1}{\partial #2 \partial #3} } \newcommand{\Dpow}[2]{ \frac{\partial^{#1}}{\partial {#2}^{#1}} } \newcommand{\dpow}[2]{ \frac{ {\rm d}^{#1}}{{\rm d}\, {#2}^{#1}} }@)@
A Simple OpenMP AD: Example and Test

Purpose
This example demonstrates how CppAD can be used in a OpenMP multi-threading environment.

Source Code

# include <cppad/cppad.hpp>
# include <omp.h>
# define NUMBER_THREADS  4

namespace {
     // structure with problem specific information
     typedef struct {
          // function argument (worker input)
          double          x;
          // This structure would also have return information in it,
          // but this example only returns the ok flag
     } problem_specific;
     // =====================================================================
     // General purpose code you can copy to your application
     // =====================================================================
     using CppAD::thread_alloc;
     // ------------------------------------------------------------------
     // used to inform CppAD when we are in parallel execution mode
     bool in_parallel(void)
     {     return omp_in_parallel() != 0; }
     // ------------------------------------------------------------------
     // used to inform CppAD of the current thread number
     size_t thread_number(void)
     {     return static_cast<size_t>( omp_get_thread_num() ); }
     // ------------------------------------------------------------------
     // structure with information for one thread
     typedef struct {
          // false if an error occurs, true otherwise (worker output)
          bool               ok;
     } thread_one_t;
     // vector with information for all threads
     thread_one_t thread_all_[NUMBER_THREADS];
     // ------------------------------------------------------------------
     // function that calls all the workers
     bool worker(problem_specific* info);
     bool run_all_workers(size_t num_threads, problem_specific* info_all[])
     {     bool ok = true;

          // initialize thread_all_
          int thread_num, int_num_threads = int(num_threads);
          for(thread_num = 0; thread_num < int_num_threads; thread_num++)
          {     // initialize as false to make sure gets called for all threads
               thread_all_[thread_num].ok         = false;
          }

          // turn off dynamic thread adjustment
          omp_set_dynamic(0);

          // set the number of OpenMP threads
          omp_set_num_threads( int_num_threads );

          // setup for using CppAD::AD<double> in parallel
          thread_alloc::parallel_setup(
               num_threads, in_parallel, thread_number
          );
          thread_alloc::hold_memory(true);
          CppAD::parallel_ad<double>();

          // execute worker in parallel
# pragma omp parallel for
     for(thread_num = 0; thread_num < int_num_threads; thread_num++)
          thread_all_[thread_num].ok = worker(info_all[thread_num]);
// end omp parallel for

          // set the number of OpenMP threads to one
          omp_set_num_threads(1);

          // now inform CppAD that there is only one thread
          thread_alloc::parallel_setup(1, CPPAD_NULL, CPPAD_NULL);
          thread_alloc::hold_memory(false);
          CppAD::parallel_ad<double>();

          // check to ok flag returned by during calls to work by other threads
          for(thread_num = 1; thread_num < int_num_threads; thread_num++)
               ok &= thread_all_[thread_num].ok;

          return ok;
     }
     // =====================================================================
     // End of General purpose code
     // =====================================================================
     // function that does the work for one thread
     bool worker(problem_specific* info)
     {     using CppAD::NearEqual;
          using CppAD::AD;
          bool ok = true;

          // CppAD::vector uses the CppAD fast multi-threading allocator
          CppAD::vector< AD<double> > ax(1), ay(1);
          ax[0] = info->x;
          Independent(ax);
          ay[0] = sqrt( ax[0] * ax[0] );
          CppAD::ADFun<double> f(ax, ay);

          // Check function value corresponds to the identity
          double eps = 10. * CppAD::numeric_limits<double>::epsilon();
          ok        &= NearEqual(ay[0], ax[0], eps, eps);

          // Check derivative value corresponds to the identity.
          CppAD::vector<double> d_x(1), d_y(1);
          d_x[0] = 1.;
          d_y    = f.Forward(1, d_x);
          ok    &= NearEqual(d_x[0], 1., eps, eps);

          return ok;
     }
}
bool simple_ad(void)
{     bool ok = true;
     size_t num_threads = NUMBER_THREADS;

     // Check that no memory is in use or avialable at start
     // (using thread_alloc in sequential mode)
     size_t thread_num;
     for(thread_num = 0; thread_num < num_threads; thread_num++)
     {     ok &= thread_alloc::inuse(thread_num) == 0;
          ok &= thread_alloc::available(thread_num) == 0;
     }

     // initialize info_all
     problem_specific *info, *info_all[NUMBER_THREADS];
     for(thread_num = 0; thread_num < num_threads; thread_num++)
     {     // problem specific information
          size_t min_bytes(sizeof(info)), cap_bytes;
          void*  v_ptr = thread_alloc::get_memory(min_bytes, cap_bytes);
          info         = static_cast<problem_specific*>(v_ptr);
          info->x      = double(thread_num) + 1.;
          info_all[thread_num] = info;
     }

     ok &= run_all_workers(num_threads, info_all);

     // go down so that free memory for other threads before memory for master
     thread_num = num_threads;
     while(thread_num--)
     {     // delete problem specific information
          void* v_ptr = static_cast<void*>( info_all[thread_num] );
          thread_alloc::return_memory( v_ptr );
          // check that there is no longer any memory inuse by this thread
          ok &= thread_alloc::inuse(thread_num) == 0;
          // return all memory being held for future use by this thread
          thread_alloc::free_available(thread_num);
     }

     return ok;
}

Input File: example/multi_thread/openmp/simple_ad_openmp.cpp