/* StarPU --- Runtime system for heterogeneous multicore architectures. * * Copyright (C) 2020 Université de Bordeaux, CNRS (LaBRI UMR 5800), Inria * Copyright (C) 2019 Mael Keryell * * StarPU is free software; you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation; either version 2.1 of the License, or (at * your option) any later version. * * StarPU is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * * See the GNU Lesser General Public License in COPYING.LGPL for more details. */ #include #include #include #include #include "../includes/sorting.h" void cpu_black_scholes(void **, void *); void gpu_black_scholes(void **, void *); static struct starpu_codelet cl = { .cpu_funcs = {cpu_black_scholes}, .cuda_funcs = {gpu_black_scholes}, .nbuffers = 7, .modes = {STARPU_R, STARPU_R, STARPU_R, STARPU_R, STARPU_R, STARPU_W, STARPU_W} }; void black_scholes_with_starpu(double *S, double *K, double *R, double *T, double *sig, double *call_res, double *put_res, unsigned nbr_data, unsigned nslices) { starpu_data_handle_t S_handle, K_handle, R_handle, T_handle, SIG_handle, CRES_handle, PRES_handle; starpu_vector_data_register(&S_handle, STARPU_MAIN_RAM, (uintptr_t)S, nbr_data, sizeof(double)); starpu_vector_data_register(&K_handle, STARPU_MAIN_RAM, (uintptr_t)K, nbr_data, sizeof(double)); starpu_vector_data_register(&R_handle, STARPU_MAIN_RAM, (uintptr_t)R, nbr_data, sizeof(double)); starpu_vector_data_register(&T_handle, STARPU_MAIN_RAM, (uintptr_t)T, nbr_data, sizeof(double)); starpu_vector_data_register(&SIG_handle, STARPU_MAIN_RAM, (uintptr_t)sig, nbr_data, sizeof(double)); starpu_vector_data_register(&CRES_handle, STARPU_MAIN_RAM, (uintptr_t)call_res, nbr_data, sizeof(double)); starpu_vector_data_register(&PRES_handle, STARPU_MAIN_RAM, (uintptr_t)put_res, nbr_data, sizeof(double)); struct starpu_data_filter f = { .filter_func = starpu_vector_filter_block, .nchildren = nslices }; /* printf("%f %f\n", nslices, nbr_data); */ starpu_data_partition(S_handle, &f); starpu_data_partition(K_handle, &f); starpu_data_partition(R_handle, &f); starpu_data_partition(T_handle, &f); starpu_data_partition(SIG_handle, &f); starpu_data_partition(CRES_handle, &f); starpu_data_partition(PRES_handle, &f); unsigned taskid; for (taskid = 0; taskid < nslices; taskid++){ struct starpu_task *task = starpu_task_create(); task->cl = &cl; task->handles[0] = starpu_data_get_sub_data(S_handle, 1, taskid); task->handles[1] = starpu_data_get_sub_data(K_handle, 1, taskid); task->handles[2] = starpu_data_get_sub_data(R_handle, 1, taskid); task->handles[3] = starpu_data_get_sub_data(T_handle, 1, taskid); task->handles[4] = starpu_data_get_sub_data(SIG_handle, 1, taskid); task->handles[5] = starpu_data_get_sub_data(CRES_handle, 1, taskid); task->handles[6] = starpu_data_get_sub_data(PRES_handle, 1, taskid); starpu_task_submit(task); } starpu_task_wait_for_all(); starpu_data_unpartition(S_handle, STARPU_MAIN_RAM); starpu_data_unpartition(K_handle, STARPU_MAIN_RAM); starpu_data_unpartition(R_handle, STARPU_MAIN_RAM); starpu_data_unpartition(T_handle, STARPU_MAIN_RAM); starpu_data_unpartition(SIG_handle, STARPU_MAIN_RAM); starpu_data_unpartition(CRES_handle, STARPU_MAIN_RAM); starpu_data_unpartition(PRES_handle, STARPU_MAIN_RAM); starpu_data_unregister(S_handle); starpu_data_unregister(K_handle); starpu_data_unregister(R_handle); starpu_data_unregister(T_handle); starpu_data_unregister(SIG_handle); starpu_data_unregister(CRES_handle); starpu_data_unregister(PRES_handle); } static void init_S(double *S, unsigned nbr_data) { unsigned i; for (i = 0; i < nbr_data; i++){ S[i] = 100. * rand() / (double) RAND_MAX; } } static void init_K(double *K, unsigned nbr_data) { unsigned i; for (i = 0; i < nbr_data; i++){ K[i] = 100. * rand() / (double) RAND_MAX; } } static void init_R(double *R, unsigned nbr_data) { unsigned i; for (i = 0; i < nbr_data; i++){ R[i] = rand() / (double) RAND_MAX; } } static void init_T(double *T, unsigned nbr_data) { unsigned i; for (i = 0; i < nbr_data; i++){ T[i] = 10. * rand() / (double) RAND_MAX; } } static void init_sig(double *sig, unsigned nbr_data) { unsigned i; for (i = 0; i < nbr_data; i++){ sig[i] = 10. * rand() / (double) RAND_MAX; } } double median_time(unsigned nbr_data, unsigned nslices, unsigned nbr_tests) { double exec_times[nbr_tests]; double *S = malloc(nbr_data * sizeof(double)); double *K = malloc(nbr_data * sizeof(double)); double *R = malloc(nbr_data * sizeof(double)); double *T = malloc(nbr_data * sizeof(double)); double *sig = malloc(nbr_data * sizeof(double)); double *call_res = calloc(nbr_data, sizeof(double)); double *put_res = calloc(nbr_data, sizeof(double)); double start, stop; unsigned i; for (i = 0; i < nbr_tests; i++){ init_S(S,nbr_data); init_K(K,nbr_data); init_R(R,nbr_data); init_T(T,nbr_data); init_sig(sig,nbr_data); /* S[0] = 100.; */ /* K[0] = 100.; */ /* R[0] = 0.05; */ /* T[0] = 1.0; */ /* sig[0] = 0.2; */ start = starpu_timing_now(); black_scholes_with_starpu(S, K, R, T, sig, call_res, put_res, nbr_data, nslices); stop = starpu_timing_now(); exec_times[i] = (stop - start) / 1.e6; } /* printf("%f %f\n", call_res[0], put_res[0]); */ free(S); free(K); free(R); free(T); free(sig); free(call_res); free(put_res); quicksort(exec_times, 0, nbr_tests - 1); return exec_times[nbr_tests/2]; } void display_times(unsigned start_nbr, unsigned step_nbr, unsigned stop_nbr, unsigned nslices, unsigned nbr_tests) { FILE *myfile; myfile = fopen("DAT/black_scholes_c_times.dat", "w"); unsigned nbr_data; for (nbr_data = start_nbr; nbr_data <= stop_nbr; nbr_data += step_nbr){ double t = median_time(nbr_data, nslices, nbr_tests); printf("nbr_data:\n%u\nTime:\n%f\n", nbr_data, t); fprintf(myfile, "%f\n", t); } fclose(myfile); } int main(int argc, char *argv[]) { if (argc != 6){ printf("Usage: %s start_nbr step_nbr stop_nbr nslices nbr_tests\n", argv[0]); return 1; } if (starpu_init(NULL) != EXIT_SUCCESS){ fprintf(stderr, "ERROR\n"); return 77; } unsigned start_nbr = (unsigned) atoi(argv[1]); unsigned step_nbr = (unsigned) atoi(argv[2]); unsigned stop_nbr = (unsigned) atoi(argv[3]); unsigned nslices = (unsigned) atoi(argv[4]); unsigned nbr_tests = (unsigned) atoi(argv[5]); srand(time(NULL)); display_times(start_nbr, step_nbr, stop_nbr, nslices, nbr_tests); starpu_shutdown(); return 0; }