Thanks. I guess I had to wait long enough to get the threads running and now they seem be on top gear. Hope this thing doesn't crash now!
On Thu, Dec 2, 2010 at 3:36 PM, Rainer M Krug <r.m.k...@gmail.com> wrote: > -----BEGIN PGP SIGNED MESSAGE----- > Hash: SHA1 > > On 12/02/2010 10:56 AM, Santosh Srinivas wrote: >> Hello group, > > Hi > > First of all: there is a special interest group for high performance > computing in R, which includes parallel computing, wghich would be more > appropriate to ask. But I will try anyway: > >> >> I am experimenting with parallel processing on my quad core Win 7 32 >> bit machine. Using these packages for the first time. >> >> I can see all my processor running at full performance when I use a >> smaller dataset >> >> require(snow) >> require(doSNOW) >> require(foreach) >> #change the 8 to however many cores\phys processors you have on your machine >> cl.tmp = makeCluster(rep("localhost",4), type="SOCK") >> registerDoSNOW(cl.tmp) >> >> >> optData.df <- head(pristine,100000) >> >> system.time( >> optData.df$impliedVol <- >> foreach(i=1:NROW(optData.df),.packages="RQuantLib") %dopar% >> with(optData.df[i,], >> tryCatch({EuropeanOptionImpliedVolatility(type,value,underlying, >> strike, dividendYield, riskFreeRate, maturity, >> volatility)$impliedVol}, >> error = function (ex){0})) >> ) >> >> This works fine! >> >> PROBLEM: However, when I do the same but with optData.df <- pristine >> ... which has about 3.8 million options data ... the cores do not seem >> to be fully utilized (they seem to run at 25%). >> >> I noticed some slight delay before the processing starts running ... >> when I did with the 100k dataset ... do i need to wait longer for any >> allocations to be done? > > Communication to setup the threads ould definitly take some time. > So why don't you try to increase from 100.000 to 1.000.000 and see how > long it takes to initialize the threads? > > You are not mentioning how long you wait? > > Cheers, > > Rainer > >> >> Thank you. >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. > > > - -- > Rainer M. Krug, PhD (Conservation Ecology, SUN), MSc (Conservation > Biology, UCT), Dipl. Phys. (Germany) > > Centre of Excellence for Invasion Biology > Natural Sciences Building > Office Suite 2039 > Stellenbosch University > Main Campus, Merriman Avenue > Stellenbosch > South Africa > > Tel: +33 - (0)9 53 10 27 44 > Cell: +27 - (0)8 39 47 90 42 > Fax (SA): +27 - (0)8 65 16 27 82 > Fax (D) : +49 - (0)3 21 21 25 22 44 > Fax (FR): +33 - (0)9 58 10 27 44 > email: rai...@krugs.de > > Skype: RMkrug > -----BEGIN PGP SIGNATURE----- > Version: GnuPG v1.4.10 (GNU/Linux) > Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org/ > > iEYEARECAAYFAkz3b5YACgkQoYgNqgF2egrqtQCfQKXKZln5tz5eZDTYBmbFvruH > H/4AoIOXZJ7F3lKL6QLRkaQPHZbqBDQn > =odY/ > -----END PGP SIGNATURE----- > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.