75 lines
1.9 KiB
C++
75 lines
1.9 KiB
C++
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#include "common.hpp"
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#include <omp.h>
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//int bs_omp(void *tid_ptr) {
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// printf("OMP version\n");
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//
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// int i, j;
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// float price;
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// float priceDelta;
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// int tid = *(int *)tid_ptr;
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//
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// int start = tid * (numOptions / nThreads);
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// int end = start + (numOptions / nThreads);
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//
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// for (j=0; j<NUM_RUNS; j++) {
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// #pragma omp parallel for private(i, price, priceDelta)
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// for(i=0; i<numOptions; i++) {
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// //for (i=start; i<end; i++) {
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// /* Calling main function to calculate option value based on
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// * Black & Scholes's equation.
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// */
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// price = BlkSchlsEqEuroNoDiv( sptprice[i], strike[i],
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// rate[i], volatility[i], otime[i],
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// otype[i], 0);
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// prices[i] = price;
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//
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//#ifdef ERR_CHK
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// priceDelta = data[i].DGrefval - price;
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// if( fabs(priceDelta) >= 1e-4 ){
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// printf("Error on %d. Computed=%.5f, Ref=%.5f, Delta=%.5f\n",
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// i, price, data[i].DGrefval, priceDelta);
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// numError ++;
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// }
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//#endif
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// }
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// }
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//
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// return 0;
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//}
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void bs_omp_parallel_for(unsigned num_threads) {
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omp_set_num_threads(num_threads);
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int i, j;
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float price;
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for (j=0; j<NUM_RUNS; j++) {
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#pragma omp parallel for private(i, price) schedule(static)
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for (i=0; i<numOptions; i++) {
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/* Calling main function to calculate option value based on
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* Black & Scholes's equation.
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*/
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price = BlkSchlsEqEuroNoDiv( sptprice[i], strike[i],
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rate[i], volatility[i], otime[i],
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otype[i], 0);
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prices[i] = price;
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#ifdef ERR_CHK
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check_error(i, price);
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#endif
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}
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}
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}
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std::chrono::microseconds measure_time_omp(unsigned num_threads) {
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auto beg = std::chrono::high_resolution_clock::now();
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bs_omp_parallel_for(num_threads);
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auto end = std::chrono::high_resolution_clock::now();
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return std::chrono::duration_cast<std::chrono::microseconds>(end - beg);
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}
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