Changeset 129

Timestamp:

06/25/08 17:14:36 (17 years ago)

Author:

smidl

Message:

preklad na aligatoru

Files:

• CMakeLists.txt (modified) (2 diffs)
• bdm/CMakeLists.txt (modified) (1 diff)
• bdm/estim/libPF.h (modified) (5 diffs)
• bdm/stat/libEF.cpp (modified) (1 diff)
• bdm/stat/libEF.h (modified) (1 diff)
• tests/CMakeLists.txt (modified) (1 diff)

CMakeLists.txt

@@ -29 +29 @@
 FIND_PACKAGE(ITPP REQUIRED)
 FIND_PACKAGE(ACML COMPONENTS)
-FIND_PACKAGE(XSD REQUIRED)
-FIND_PACKAGE(XERCES REQUIRED)
+# FIND_PACKAGE(XSD REQUIRED)
+# FIND_PACKAGE(XERCES REQUIRED)
 
 IF(ITPP_FOUND)
@@ -51 +51 @@
 ENDIF(XERCES_FOUND)
 
+# Local ettings should be written to file called CMakeLists.local
+# Use this option for machine-specific options, such as prallel architectures
+INCLUDE(CMakeLists.local OPTIONAL)      
 
 # Recurse into the "dbm" and "tests" subdirectories.  This does not actually

bdm/CMakeLists.txt

@@ -4 +4 @@
 SET(BdmStat stat/libDS.cpp stat/libDS.h stat/libFN.cpp stat/libFN.h stat/libBM.cpp stat/libBM.h stat/libEF.cpp stat/libEF.h stat/loggers.cpp stat/loggers.h stat/emix.cpp stat/emix.h)
 SET(BdmEstim estim/libKF.cpp estim/libKF.h estim/libPF.cpp estim/libPF.h estim/arx.cpp estim/arx.h)
+SET(BdmUI userinfo.cpp userinfo.h)
 
+add_library (bdm itpp_ext.cpp  osutils.cpp osutils.h ${BdmMath} ${BdmStat} ${BdmEstim})
 
-add_library (bdm itpp_ext.cpp userinfo.cpp userinfo.h osutils.cpp osutils.h ${BdmMath} ${BdmStat} ${BdmEstim})
-

bdm/estim/libPF.h

@@ -147 +147 @@
         double WL = 0.0;
 
-cout << est.mean();
-
-        for ( i=0;i<n;i++ ) {
+        #pragma omp parallel for
+        for ( i=0;i<n;i++ ) {   
                 //generate new samples from paramater evolution model;
                 _samples ( i ) = par.samplecond ( _samples ( i ), llsP ( i ) );
@@ -155 +154 @@
                 Bms[i]->bayes ( dt );
                 lls ( i ) = Bms[i]->_ll(); // lls above is also in proposal her must be lls(i) =, not +=!!
-
                 if ( lls ( i ) >mlls ) mlls=lls ( i ); //find maximum likelihood (for numerical stability)
         }
 
-cout << min(lls) << "'" << max(lls)<<endl;
-
         if ( false) {
+                #pragma omp parallel for reduction(+:sumLWL,sumL2WL) private(WL)
                 for ( i=0;i<n;i++ ) {
                         WL = _w ( i ) *exp ( llsP ( i ) ); //using old weights!
@@ -172 +169 @@
         double sum_w=0.0;
         // compute weights
+        #pragma omp parallel for
         for ( i=0;i<n;i++ ) {
                 _w ( i ) *= exp ( lls ( i ) - mlls ); // multiply w by likelihood
@@ -189 +187 @@
                 // Resample Bms!
 
+                #pragma omp parallel for
                 for ( i=0;i<n;i++ ) {
                         if ( ind ( i ) !=i ) {//replace the current Bm by a new one
@@ -203 +202 @@
                 };
                 cout << '.';
-cout << est.mean() << endl;             
         }
 }

bdm/stat/libEF.cpp

@@ -59 +59 @@
         for ( i=0; i<rv.count(); i++ ) {
                 GamRNG.setup ( alpha ( i ),beta ( i ) );
+                #pragma omp critical
                 smp ( i ) = GamRNG();
         }

bdm/stat/libEF.h

@@ -205 +205 @@
         double evalpdflog ( const vec &val ) const  {return lnk;}
         vec sample() const {
-                vec smp ( rv.count() ); UniRNG.sample_vector ( rv.count(),smp );
+                vec smp ( rv.count() ); 
+                #pragma omp critical
+                UniRNG.sample_vector ( rv.count(),smp );
                 return low+elem_mult(distance,smp);
         }

tests/CMakeLists.txt

@@ -31 +31 @@
 
 add_executable (blas_test blas_test.cpp)
-target_link_libraries (blas_test ${BdmLibs})
+target_link_libraries (blas_test itpp)
 
 add_executable (test0 test0.cpp)