src/optimization/Problem.cpp

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

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

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_Allreduce(MPI_IN_PLACE, &dp, 1, MPI_REALTYPE, 
                  MPI_SUM, MPI_COMM_WORLD);
#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_Allreduce(MPI_IN_PLACE, &dot, 1, MPI_REALTYPE, 
                  MPI_SUM, MPI_COMM_WORLD);
#endif
    return dot;

  } 
}
Revision:	1969
Committed:	Wed Feb 26 14:14:50 2014 UTC (11 years, 8 months ago) by gezelter
File size:	856 byte(s)
Log Message:	Fixes to deal with deprecation of MPI C++ bindings. We've reverted back to the C calls.
#	Content
1	#ifdef IS_MPI
2	#include <mpi.h>
3	#endif
4
5	#include "config.h"
6	#include "optimization/Problem.hpp"
7
8	namespace QuantLib {
9	RealType Problem::DotProduct(DynamicVector<RealType>& v1,
10	DynamicVector<RealType>& v2){
11	RealType dp = dot(v1, v2);
12	#ifdef IS_MPI
13	// in parallel, we need to add up the contributions from all
14	// processors:
15	MPI_Allreduce(MPI_IN_PLACE, &dp, 1, MPI_REALTYPE,
16	MPI_SUM, MPI_COMM_WORLD);
17	#endif
18	return dp;
19	}
20
21	RealType Problem::computeGradientNormValue(DynamicVector<RealType>& grad_f) {
22
23	RealType dot = grad_f.lengthSquare();
24	#ifdef IS_MPI
25	// in parallel, we need to add up the contributions from all
26	// processors:
27	MPI_Allreduce(MPI_IN_PLACE, &dot, 1, MPI_REALTYPE,
28	MPI_SUM, MPI_COMM_WORLD);
29	#endif
30	return dot;
31
32	}
33	}