Re: [Gretl-users] mols() and openmp support

On Wed, 6 Nov 2013, Artur T. wrote: > Hi I just saw that the mols() function now supports > parallelization. Just out of curiosity: How high is > the efficiency gain to to be expected? Well, it depends on how big the data are and how many cores you have. On a ThinkPad with Corei7 mobile processor (2 cores + hyperthreading) the sample script below reports 6.28973 seconds single-threaded and 2.61957 seconds threaded. Note that "mp_mnk_min" is the minimum number of multiplications for which the multi-threaded code will be invoked -- set this to -1 and multi-threading never happens; set it to too small a positive value and the threading overhead will slow things down; 90000 seems about optimal for this machine. <hansl> set echo off set messages off set seed 78511231 scalar T = 500000 scalar k = 100 matrix X = {1} ~ mnormal(T, k) matrix y = mnormal(T, 1) matrix U, V print "*** vanilla" set mp_mnk_min -1 set stopwatch matrix b = mols(y, X, &U, &V) printf "elapsed: %g\n", $stopwatch print "*** openmp" set mp_mnk_min 90000 set stopwatch matrix b = mols(y, X, &U, &V) printf "elapsed: %g\n", $stopwatch </hansl> Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users