src/optimization/Problem.cpp

#include "config.h"
#include "optimization/Problem.hpp"

#ifdef IS_MPI
#include <mpi.h>
#endif


namespace QuantLib {
  RealType Problem::DotProduct(DynamicVector<RealType>& v1, 
                               DynamicVector<RealType>& v2){ 
    RealType dp = dot(v1, v2);
#ifdef IS_MPI
    // in parallel, we need to add up the contributions from all
    // processors:
    MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dp, 1, MPI::REALTYPE, 
                              MPI::SUM);
#endif
    return dp;    
  }

  RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) { 
    
    RealType dot = grad_f.lengthSquare();
#ifdef IS_MPI
    // in parallel, we need to add up the contributions from all
    // processors:
    MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dot, 1, MPI::REALTYPE, 
                              MPI::SUM);
#endif
    return dot;

  } 
}
Revision:	1741
Committed:	Tue Jun 5 18:02:44 2012 UTC (13 years, 5 months ago) by gezelter
File size:	879 byte(s)
Log Message:	Adding initial import of optimization library
#	Content
1	#include "config.h"
2	#include "optimization/Problem.hpp"
3
4	#ifdef IS_MPI
5	#include <mpi.h>
6	#endif
7
8
9	namespace QuantLib {
10	RealType Problem::DotProduct(DynamicVector<RealType>& v1,
11	DynamicVector<RealType>& v2){
12	RealType dp = dot(v1, v2);
13	#ifdef IS_MPI
14	// in parallel, we need to add up the contributions from all
15	// processors:
16	MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dp, 1, MPI::REALTYPE,
17	MPI::SUM);
18	#endif
19	return dp;
20	}
21
22	RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) {
23
24	RealType dot = grad_f.lengthSquare();
25	#ifdef IS_MPI
26	// in parallel, we need to add up the contributions from all
27	// processors:
28	MPI::COMM_WORLD.Allreduce(MPI::IN_PLACE, &dot, 1, MPI::REALTYPE,
29	MPI::SUM);
30	#endif
31	return dot;
32
33	}
34	}