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Re: [Help-gsl] OpenMP and GSL ?

From: Jochen Küpper
Subject: Re: [Help-gsl] OpenMP and GSL ?
Date: Tue, 21 Apr 2009 22:44:17 +0200

Hi Maxime,

I would like to know if there is any plan in adding OpenMP support to GSL ?

I had looked into this myself before with limited success.
Most importantly, however, I just didn't find time to get serious about it...

OpenMP is the easiest way of parallelizing any code and require almost no work. I have myself modified the Runge-Kutta-Felhberg (4,5) algorithm to take profit of my Core 2 Duo CPU. In the attached file, I simply added a couple of #pragma that tells the compiler to split the loop in many threads. If these pragma are not understood, it does not break the compilation. If they are, you can get a speedup that is close to the number of CPUs you have in many cases.

What speed-up (in wall time) are you really seeing from these modifications?
How complex/expensive is your function evaluation?

I don't know if you guys use unit testing to test GSL, but if you do, adding OpenMP support could be very easy (since I believe that whatever change you make to a code must be tested against unit tests).

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