Block kalman filter: enclose OpenMP statements in conditionals
Sébastien Villemot
parent
eb4fcb2cd7
commit
83623723d9
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@ -21,7 +21,9 @@
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#include <iostream>
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#include <fstream>
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#include <vector>
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#include "omp.h"
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#ifdef USE_OMP
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# include <omp.h>
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#endif
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#include "block_kalman_filter.h"
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using namespace std;
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//#define BLAS
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@ -507,7 +509,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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if (info != 0) fprintf(stderr, "dgetri failure with error %d\n", (int) info);
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//lik(t) = log(dF)+transpose(v)*iF*v;
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#pragma omp parallel for shared(v_pp) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(v_pp) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < size_d_index; i++)
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{
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double res = 0.0;
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@ -526,7 +530,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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if (missing_observations)
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{
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//K = P(:,mf)*iF;
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#pragma omp parallel for shared(P_mf) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(P_mf) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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{
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int j_j = 0;
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@ -543,7 +549,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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P_mf[i + j * n] = P[i + mf[j] * n];
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}
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#pragma omp parallel for shared(K) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(K) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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for (int j = 0; j < size_d_index; j++)
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{
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@ -555,7 +563,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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}
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//a = T*(a+K*v);
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#pragma omp parallel for shared(v_n) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(v_n) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = pure_obs; i < n; i++)
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{
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double res = 0.0;
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@ -564,7 +574,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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v_n[i] = res + a[i];
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}
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#pragma omp parallel for shared(a) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(a) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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{
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double res = 0.0;
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@ -585,14 +597,18 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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else
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{
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//P = T*(P-K*P(mf,:))*transpose(T)+QQ;
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#pragma omp parallel for shared(P_mf) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(P_mf) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < pp; i++)
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for (int j = pure_obs; j < n; j++)
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P_mf[i + j * pp] = P[mf[i] + j * n];
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}
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#ifdef BLAS
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#pragma omp parallel for shared(K_P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(K_P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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for (int j = i; j < n; j++)
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{
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@ -621,7 +637,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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T, &n, &one,
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P, &n);
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#else
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#pragma omp parallel for shared(K_P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(K_P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = pure_obs; i < n; i++)
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{
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unsigned int i1 = i - pure_obs;
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@ -636,7 +654,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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}
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}
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#pragma omp parallel for shared(P_t_t1) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(P_t_t1) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = pure_obs; i < n; i++)
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{
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unsigned int i1 = i - pure_obs;
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@ -650,7 +670,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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memset(tmp, 0, n * n_state * sizeof(double));
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#pragma omp parallel for shared(tmp) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(tmp) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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{
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int max_k = i_nz_state_var[i];
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@ -667,7 +689,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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memset(P, 0, n * n * sizeof(double));
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int n_n_obs = - n * pure_obs;
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#pragma omp parallel for shared(P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for (int i = 0; i < n; i++)
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{
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for (int j = i; j < n; j++)
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@ -682,7 +706,9 @@ BlockKalmanFilter::block_kalman_filter(int nlhs, mxArray *plhs[], double *P_mf,
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}
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}
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#pragma omp parallel for shared(P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#ifdef USE_OMP
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#pragma omp parallel for shared(P) num_threads(atoi(getenv("DYNARE_NUM_THREADS")))
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#endif
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for ( int i = 0; i < n; i++)
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{
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for ( int j = i ; j < n; j++)
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