1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
|
classdef tParallel < matlab.unittest.TestCase
methods (TestClassTeardown)
function tRemoveFigures(~)
obj = findobj('Tag', 'dynare-figure');
delete(obj)
delete(gcp('nocreate'))
end
end
methods (Test)
function tFmincon(testCase)
DynareInfoSerial = dynare('SW_2007_fmincon_parallel','nograph','nolog','-DParallel=false');
out_serial = loadResults("oo_");
p = gcp('nocreate');
if isempty( p )
p = parpool('Processes');
cobj = onCleanup(@() delete(p));
elseif ~isempty(gcp('nocreate')) && isa(p, 'parallel.ThreadPool')
delete(p)
p = parpool('Processes');
cobj = onCleanup(@() delete(p));
end
DynareInfoParallel = dynare('SW_2007_fmincon_parallel','nograph','nolog','-DParallel=true');
out_parallel = loadResults("oo_");
testCase.verifyEqual(out_serial.oo_.posterior.optimization.log_density, out_parallel.oo_.posterior.optimization.log_density, RelTol = 2e-9)
testCase.verifyEqual(out_serial.oo_.MarginalDensity.LaplaceApproximation,out_parallel.oo_.MarginalDensity.LaplaceApproximation, RelTol = 2e-7)
fprintf('Parallel optim with %d workers of %d threads was %0.2f%% faster\n', p.NumWorkers, p.NumThreads, (1-DynareInfoParallel.time.compute./DynareInfoSerial.time.compute)*100)
end
function tParallelFs2000(testCase)
c = parcluster('Processes');
c.NumThreads = floor(c.NumWorkers/2);
p = gcp('nocreate');
if ~isempty(p)
delete(p)
end
p = parpool(c, 2);
DynareInfoParallel = dynare('fs2000.mod', 'nograph','nolog');
out_parallel = loadResults("oo_");
nWork = p.NumWorkers;
nThrea = p.NumThreads;
delete(p);
DynareInfoSerial = dynare('fs2000.mod', 'nograph','nolog');
out_serial = loadResults("oo_");
testCase.verifyEqual(out_serial.oo_.posterior.optimization.log_density, out_parallel.oo_.posterior.optimization.log_density, RelTol = 2e-9)
testCase.verifyEqual(out_serial.oo_.MarginalDensity.LaplaceApproximation,out_parallel.oo_.MarginalDensity.LaplaceApproximation, RelTol = 2e-7)
% remove timing fields, these won't match
out.oo_ = rmfield(out_parallel.oo_, 'time');
out2.oo_ = rmfield(out_serial.oo_, 'time');
% Start comparison
flds1 = fields(out);
flds2 = fields(out2);
testCase.verifyEqual(flds1, flds2)
for i = 1 : numel(flds1)
testCase.verifyEqual(out.(flds1{i}), out2.(flds1{i}))
end
fprintf('Parallel optim with %d workers of %d threads was %0.2f%% faster\n', nWork, nThrea, (1-DynareInfoParallel.time.compute./DynareInfoSerial.time.compute)*100)
end
end
end
function out = loadResults(vars)
arguments
vars (1,:) string {mustBeNonempty}
end
[~,tname] = fileparts(tempname);
tname = tname+".mat";
cmd = sprintf("save %s %s", tname, strjoin(vars, " "));
evalin('base',cmd);
out = load(tname);
delete(tname)
end
|
