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Merge branch 'doc' of git.dynare.org:wmutschl/dynare 

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Sébastien Villemot 2023-09-28 15:38:17 +02:00
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37
doc/manual/source/the-configuration-file.rst
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@ -276,20 +276,35 @@ lines starting with a hashtag (#).
.. option:: NumberOfThreadsPerJob = INTEGER
Sets the number of threads assigned to each remote MATLAB/Octave run.
Needs to be an exact divisor of the number :opt:`CPUnbr <CPUnbr = INTEGER | [INTEGER:INTEGER]>` of cores.
Particularly, for very large models setting the number of threads per job to 2 might be the faster choice,
but this depends on your hardware, model and estimation task, so you should experiment with different values.
The default value is ``1``, see also related option :opt:`SingleCompThread <SingleCompThread = BOOLEAN>`.
This option controls the distribution of jobs (e.g. MCMC chains) across additional MATLAB instances that are run in parallel.
Needs to be an exact divisor of the number of cores.
The formula :opt:`CPUnbr <CPUnbr = INTEGER | [INTEGER:INTEGER]>` divided by :opt:`NumberOfThreadsPerJob <NumberOfThreadsPerJob = INTEGER>`
calculates the number of MATLAB/Octave instances that will be launched in parallel,
where each instance will then execute a certain number of jobs sequentially.
For example, if you run a MCMC estimation with 24 chains on a 12 core machine, setting ``CPUnbr = 12`` and ``NumberOfThreadsPerJob = 4``
will launch 3 MATLAB instances in parallel, each of which will compute 8 chains sequentially.
Note that this option does not dictate the number of maximum threads utilized by each MATLAB/Octave instance,
see related option :opt:`SingleCompThread <SingleCompThread = BOOLEAN>` for this.
Particularly for very large models, setting this option to 2 might distribute the workload in a
more efficient manner, depending on your hardware and task specifics.
It’s advisable to experiment with different values to achieve optimal performance.
The default value is ``1``.
.. option:: SingleCompThread = BOOLEAN
Whether or not to disable MATLAB’s native multithreading.
The default value is ``false``. Option meaningless under Octave.
Note: By default, MATLAB tries to speed up calculations by spreading them out over your computer’s threads.
However, tests have shown that for certain tasks, like MCMC estimations, MATLAB’s attempt to multitask
can actually slow things down when parallel computing is turned on. Setting this option to ``true``
starts the additional instances of MATLAB in a single thread mode using MATLAB’s ``-singleCompThread`` startup option.
This option allows you to enable or disable MATLAB’s native multithreading capability. When set to ``true``,
the additional MATLAB instances are initiated in single thread mode utilizing the ``-singleCompThread`` startup option,
thereby disabling MATLAB’s native multithreading. When set to ``false``, MATLAB’s native multithreading
is enabled, e.g. the actual number of threads utilized by each MATLAB instance is usually determined by the number of CPU cores
(you can check this by running ``maxNumCompThreads`` in MATLAB’s command window).
Note: While MATLAB aims to accelerate calculations by distributing them across your computer’s threads,
certain tasks, like MCMC estimations, may exhibit slowdowns with MATLAB’s multitasking especially when Dynare’s parallel computing is turned on
as we do not use MATLAB’s parallel toolbox.
So in many cases it is advisable to set this setting to ``true``.
If you want to have more control, you can manually add the MATLAB command `maxNumCompThreads(N)` at the beginning of `fParallel.m`.
The default value is ``false``. This option is ineffective under Octave.
.. option:: OperatingSystem = OPERATING_SYSTEM

3
matlab/parallel/fParallel.m
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@ -45,6 +45,9 @@ diary off;
delete( [fname,'_',int2str(whoiam),'.log']);
diary( [fname,'_',int2str(whoiam),'.log']);
% MATLAB only: uncomment to set the maximum number of threads (don't forget to set SingleCompThread to false in your configuration file)
% maxNumCompThreads(2);
% Configure dynare environment.
dynareroot = dynare_config();