On 24 October 2023 at 08:15, Dirk Eddelbuettel wrote:
| 
| On 24 October 2023 at 15:55, Ivan Krylov wrote:
| | В Tue, 24 Oct 2023 10:37:48 +0000
| | "Helske, Jouni" <jouni.hel...@jyu.fi> пишет:
| | 
| | > Examples with CPU time > 2.5 times elapsed time
| | >           user system elapsed ratio
| | > exchange 1.196   0.04   0.159 7.774
| | 
| | I've downloaded the archived copy of the package from the CRAN FTP
| | server, installed it and tried:
| | 
| | library(bssm)
| | Sys.setenv("OMP_THREAD_LIMIT" = 2)
| | data("exchange")
| | model <- svm(
| |  exchange, rho = uniform(0.97,-0.999,0.999),
| |  sd_ar = halfnormal(0.175, 2), mu = normal(-0.87, 0, 2)
| | )
| | system.time(particle_smoother(model, particles = 500))
| | #    user  system elapsed
| | #   0.515   0.000   0.073
| | 
| | I set a breakpoint on clone() [*] and got quite a few calls creating
| | OpenMP threads with the following call stack:
| | 
| | #0  clone () at ../sysdeps/unix/sysv/linux/x86_64/clone.S:52
| | <...>
| | #4  0x00007ffff7314e0a in GOMP_parallel () from
| | /usr/lib/x86_64-linux-gnu/libgomp.so.1
| |  <-- RcppArmadillo code below
| | #5 0x00007ffff38f5f00 in
| | arma::eglue_core<arma::eglue_div>::apply<arma::Mat<double>,
| | arma::eOp<arma::eOp<arma::Col<double>, arma::eop_exp>,
| | arma::eop_scalar_times>, arma::eOp<arma::eOp<arma::Col<double>,
| | arma::eop_scalar_div_post>, arma::eop_square> > (outP=..., x=...) at
| | .../library/RcppArmadillo/include/armadillo_bits/mp_misc.hpp:69
| | #6 0x00007ffff3a31246 in
| | arma::Mat<double>::operator=<arma::eOp<arma::eOp<arma::Col<double>,
| | arma::eop_exp>, arma::eop_scalar_times>,
| | arma::eOp<arma::eOp<arma::Col<double>, arma::eop_scalar_div_post>,
| | arma::eop_square>, arma::eglue_div> (X=..., this=0x7fffffff36f0) at
| | .../library/RcppArmadillo/include/armadillo_bits/Proxy.hpp:226
| | #7
| | 
arma::Col<double>::operator=<arma::eGlue<arma::eOp<arma::eOp<arma::Col<double>,
| | arma::eop_exp>, arma::eop_scalar_times>,
| | arma::eOp<arma::eOp<arma::Col<double>, arma::eop_scalar_div_post>,
| | arma::eop_square>, arma::eglue_div> > ( X=..., this=0x7fffffff36f0) at
| | .../library/RcppArmadillo/include/armadillo_bits/Col_meat.hpp:535
| |  <-- bssm code below
| | #8  ssm_ung::laplace_iter (this=0x7fffffff15e0, signal=...) at
| | model_ssm_ung.cpp:310
| | #9  0x00007ffff3a36e9e in ssm_ung::approximate (this=0x7fffffff15e0) at
| | .../library/RcppArmadillo/include/armadillo_bits/arrayops_meat.hpp:27
| | #10 0x00007ffff3a3b3d3 in ssm_ung::psi_filter
| | (this=this@entry=0x7fffffff15e0, nsim=nsim@entry=500, alpha=...,
| | weights=..., indices=...) at model_ssm_ung.cpp:517
| | #11 0x00007ffff3948cd7 in psi_smoother (model_=..., nsim=nsim@entry=500,
| | seed=seed@entry=1092825895, model_type=model_type@entry=3) at
| | R_psi.cpp:131
| | 
| | What does arma::eglue_core do?
| | 
| | (gdb) list
| | /* reformatted a bit */
| | library/RcppArmadillo/include/armadillo_bits/mp_misc.hpp:64
| |  int n_threads = (std::min)(
| |   int(arma_config::mp_threads),
| |   int((std::max)(int(1), int(omp_get_max_threads())))
| |  );
| | (gdb) p arma_config::mp_threads
| | $3 = 8
| | (gdb) p (int)omp_get_max_threads()
| | $4 = 16
| | (gdb) p (char*)getenv("OMP_THREAD_LIMIT")
| | $7 = 0x555556576b91 "2"
| | (gdb) p /x (int)omp_get_thread_limit()
| | $9 = 0x7fffffff
| | 
| | Sorry for misinforming you about the OMP_THREAD_LIMIT environment
| | variable: the OpenMP specification requires the program to ignore
| | modifications to the environment variables after the program has
| | started [**], so it only works if R is started with OMP_THREAD_LIMIT
| | set. Additionally, the OpenMP thread limit is not supposed to be
| | adjusted at runtime at all [***].
| | 
| | Unfortunately for our situation, Armadillo is very insistent in setting
| | its own number of threads from arma_config::mp_threads (which is
| | constexpr 8 unless you set preprocessor directives while compiling it)
| | and omp_get_max_threads (which is the upper bound on the number of
| | threads that cannot be adjusted at runtime).
| | 
| | What I'm about to suggest is a terrible hack, but since Armadillo seems
| | to lack the option to set the number of threads at runtime, there might
| | be no other option.
| | 
| | Before you #include an Armadillo header, every time:
| | 
| | 1. #include <omp.h> so that the OpenMP functions are declared and the
| | #include guard is set
| | 
| | 2. Define a static inline function get_number_of_threads returning the
| | desired number of threads as an int (e.g. referencing an extern int
| | number_of_threads stored elsewhere)
| | 
| | 3. #define omp_get_max_threads get_number_of_threads
| | 
| | Now if you provide an API for the R code to get and set this number, it
| | should be possible to control the number of threads used by OpenMP code
| | in Armadillo. Basically, a data.table::setDTthreads() for the copy of
| | Armadillo inlined inside your package.
| | 
| | If you then compile your package with a large #define
| | ARMA_OPENMP_THREADS, it will both be able to use more than 8 threads
| | *and* limit itself when needed.
| | 
| | An alternative course of action is compiling your package with #define
| | ARMA_OPENMP_THREADS 2 and giving up on more OpenMP threads inside calls
| | to Armadillo.
| 
| We should work on adding such a run-time setter of the number of cores to
| RcppArmadillo so that examples can dial down to 2 cores.  I have been doing
| just that in package tiledb (via a setting internal to the TileDB Core
| library) for 'ages' now and RcppArmadillo could and should offer the same.

A run-time setter won't work, Armadillo uses a constexpr. But we may have
looked in error at the _wrong_ OpenMP environment variable.  Can you please
try with OMP_NUM_THREADS=2 (instead of OMP_THREAD_LIMIT) ?  

Dirk
 
| Dirk
| 
| | -- 
| | Best regards,
| | Ivan
| | 
| | [*]
| | https://github.com/tidymodels/textrecipes/pull/251#issuecomment-1775549814
| | 
| | [**]
| | https://www.openmp.org/spec-html/5.2/openmpch21.html#x432-59000021
| | 
| | [***]
| | https://www.openmp.org/wp-content/uploads/OpenMPRefCard-5-2-web.pdf#page=15
| | 
| | ______________________________________________
| | R-package-devel@r-project.org mailing list
| | https://stat.ethz.ch/mailman/listinfo/r-package-devel
| 
| -- 
| dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org
| 
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-- 
dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org

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