我写了一个（可能效率低下，但无论如何..）Rcpp 代码使用内联来模拟随机SEIR 模型。串行版本可以完美地编译和工作，但是因为我需要从中模拟很多次，而且在我看来这似乎是一个令人尴尬的并行问题（只需要再次模拟其他参数值并返回一个带有结果的矩阵）我试图添加 #pragma omp parallel for和编译-fopenmp -lgomp但是......繁荣！即使是非常小的例子，我也会遇到段错误！我尝试添加setenv("OMP_STACKSIZE","24M",1);超过 24M 的值，但仍然发生段错误。
我将简要解释一下代码，因为它有点长（我试图缩短它，但结果发生了变化，我无法重现它..）：我有两个嵌套循环，内部循环执行给定参数集的模型和外部的改变参数。
可能发生竞态条件的唯一原因是，如果代码试图在循环内部并行执行一组指令（由于模型结构，这无法完成，在迭代t时它取决于迭代t-1）而不是并行化外部，但是如果我没记错的话，parallel for如果把它放在外面的话，这就是构造函数默认做的事情......
这基本上是我试图运行的代码形式：
mat result(n_param,T_MAX);
#pragma omp parallel for
for(int i=0,i<n_param_set;i++){
t=0;
rowvec jnk(T_MAX);
while(t < T_MAX){
...
jnk(t) = something(jnk(t-1));
...
t++;
}
result.row(i)=jnk;
}
return wrap(result);
我的问题是：我如何告诉编译器我只想并行计算外部循环（甚至像每个线程的 n_loops/n_threads 一样静态地分配它们）而不是内部循环（实际上是不可并行化的）？
真正的代码涉及更多一些，如果您真的愿意，我将在此处展示它以方便重现，但我只是询问 OpenMP 的行为。请注意，唯一的 OpenMP 指令出现在第 行122。
library(Rcpp);library(RcppArmadillo);library(inline)
misc='
#include <math.h>
#define _USE_MATH_DEFINES
#include <omp.h>
using namespace arma;
template <typename T> int sgn(T val) {
return (T(0) < val) - (val < T(0));
}
uvec rmultinomial(int n,vec prob)
{
int K = prob.n_elem;
uvec rN = zeros<uvec>(K);
double p_tot = sum(prob);
double pp;
for(int k = 0; k < K-1; k++) {
if(prob(k)>0) {
pp = prob[k] / p_tot;
rN(k) = ((pp < 1.) ? (rbinom(1,(double) n, pp))(0) : n);
n -= rN[k];
} else
rN[k] = 0;
if(n <= 0) /* we have all*/
return rN;
p_tot -= prob[k]; /* i.e. = sum(prob[(k+1):K]) */
}
rN[K-1] = n;
return rN;
}
'
model_and_summary='
mat SEIR_sim_plus_summaries()
{
vec alpha;
alpha << 0.002 << 0.0045;
vec beta;
beta << 0.01 << 0.01;
vec gamma;
gamma << 1.0/14.0 << 1.0/14.0;
vec sigma;
sigma << 1.0/(3.5) << 1.0/(3.5);
vec phi;
phi << 0.8 << 0.8;
int S_0 = 800;
int E_0 = 100;
int I_0 = 100;
int R_0 = 0;
int pop = 1000;
double tau = 0.01;
double t_0 = 0;
vec obs_time;
obs_time << 1 << 2 << 3 << 4 << 5 << 6 << 7 << 8 << 9 << 10 << 11 << 12 << 13 << 14 << 15 << 16 << 17 << 18 << 19 << 20 << 21 << 22 << 23 << 24;
const int n_obs = obs_time.n_elem;
const int n_part = alpha.n_elem;
mat stat(n_part,6);
//#pragma omp parallel for
for(int k=0;k<n_part;k++) {
ivec INC_i(n_obs);
ivec INC_o(n_obs);
// Event variables
double alpha_t;
int nX; //current number of people moving
vec rates(8);
uvec trans(4); // current transitions, e.g. from S to E,I,R,Universe
vec r(4); // rates e.g. from S to E, I, R, Univ.
/*********************** Initialize **********************/
int S_curr = S_0;
int S_prev = S_0;
int E_curr = E_0;
int E_prev = E_0;
int I_curr = I_0;
int I_prev = I_0;
int R_curr = R_0;
int R_prev = R_0;
int IncI_curr = 0;
int IncI_prev = 0;
int IncO_curr = 0;
int IncO_prev = 0;
double t_curr = t_0;
int t_idx =0;
while( t_idx < n_obs ) {
// next time preparation
t_curr += tau;
S_prev = S_curr;
E_prev = E_curr;
I_prev = I_curr;
R_prev = R_curr;
IncI_prev = IncI_curr;
IncO_prev = IncO_curr;
/*********************** description (rates) of the events **********************/
alpha_t = alpha(k)*(1+phi(k)*sin(2*M_PI*(t_curr+0)/52)); //real contact rate, time expressed in weeks
rates(0) = (alpha_t * ((double)I_curr / (double)pop ) * ((double)S_curr)); //e+1, s-1, r,i one s get infected (goes in E, not yey infectous)
rates(1) = (sigma(k) * E_curr); //e-1, i+1, r,s one exposed become infectous (goes in I) INCIDENCE!!
rates(2) = (gamma(k) * I_curr); //i-1, s,e, r+1 one i recover
rates(3) = (beta(k) * I_curr); //i-1, s, r,e one i dies
rates(4) = (beta(k) * R_curr); //i,e, s, r-1 one r dies
rates(5) = (beta(k) * E_curr); //e-1, s, r,i one e dies
rates(6) = (beta(k) * S_curr); //s-1 e, i ,r one s dies
rates(7) = (beta(k) * pop); //s+1 one susc is born
// Let the events occour
/*********************** S compartement **********************/
if((rates(0)+rates(6))>0){
nX = rbinom(1,S_prev,1-exp(-(rates(0)+rates(6))*tau))(0);
r(0) = rates(0)/(rates(0)+rates(6)); r(1) = 0.0; r(2) = 0; r(3) = rates(6)/(rates(0)+rates(6));
trans = rmultinomial(nX, r);
S_curr -= nX;
E_curr += trans(0);
I_curr += trans(1);
R_curr += trans(2);
//trans(3) contains dead individual, who disappear...we could avoid this using sequential conditional binomial
}
/*********************** E compartement **********************/
if((rates(1)+rates(5))>0){
nX = rbinom(1,E_prev,1-exp(-(rates(1)+rates(5))*tau))(0);
r(0) = 0.0; r(1) = rates(1)/(rates(1)+rates(5)); r(2) = 0.0; r(3) = rates(5)/(rates(1)+rates(5));
trans = rmultinomial(nX, r);
S_curr += trans(0);
E_curr -= nX;
I_curr += trans(1);
R_curr += trans(2);
IncI_curr += trans(1);
}
/*********************** I compartement **********************/
if((rates(2)+rates(3))>0){
nX = rbinom(1,I_prev,1-exp(-(rates(2)+rates(3))*tau))(0);
r(0) = 0.0; r(1) = 0.0; r(2) = rates(2)/(rates(2)+rates(3)); r(3) = rates(3)/(rates(2)+rates(3));
trans = rmultinomial(nX, r);
S_curr += trans(0);
E_curr += trans(1);
I_curr -= nX;
R_curr += trans(2);
IncO_curr += trans(2);
}
/*********************** R compartement **********************/
if(rates(4)>0){
nX = rbinom(1,R_prev,1-exp(-rates(4)*tau))(0);
r(0) = 0.0; r(1) = 0.0; r(2) = 0.0; r(3) = rates(4)/rates(4);
trans = rmultinomial(nX, r);
S_curr += trans(0);
E_curr += trans(1);
I_curr += trans(2);
R_curr -= nX;
}
/*********************** Universe **********************/
S_curr += pop - (S_curr+E_curr+I_curr+R_curr); //it should be poisson, but since the pop is fixed...
/*********************** Save & Continue **********************/
// Check if the time is interesting for us
if(t_curr > obs_time[t_idx]){
INC_i(t_idx) = IncI_curr;
INC_o(t_idx) = IncO_curr;
IncI_curr = IncI_prev = 0;
IncO_curr = IncO_prev = 0;
t_idx++;
}
//else just go on...
}
/*********************** Finished - Starting w/ stats **********************/
// INC_i is the useful variable, how can I change its reference withour copying it?
ivec incidence = INC_i; //just so if I want to use INC_o i have to change just this...
//Scan the epidemics to recover the summary stats (naively divide the data each 52 weeks)
double n_years = ceil((double)obs_time(n_obs-1)/52.0);
vec mu_attack(n_years);
vec ratio_attack(n_years-1);
vec peak(n_years);
vec atk(52);
peak(0)=0.0;
vec tmpExplo(52); //explosiveness
vec explo(n_years);
int year=0;
int week;
for(week=0 ; week<n_obs ; week++){
if(week - 52*year > 51){
mu_attack(year) = sum( atk )/(double)pop;
if(year>0)
ratio_attack(year-1) = mu_attack(year)/mu_attack(year-1);
for(int i=0;i<52;i++){
if(atk(i)>(peak(year)/2.0)){
tmpExplo(i) = 1.0;
} else {
tmpExplo(i) = 0.0;
}
}
explo(year) = sum(tmpExplo);
year++;
peak(year)=0.0;
}
atk(week-52*year) = incidence(week);
if( peak(year) < incidence(week) )
peak(year)=incidence(week);
}
if(week - 52*year > 51){
mu_attack(year) = sum( atk )/(double)pop;
} else {
ivec idx(52);
for(int i=0;i<52;i++)
{ idx(i) = i; } //take just the updated ones...
vec tmp = atk.elem(find(idx<(week - 52*year)));
mu_attack(year) = sum( tmp )/((double)pop * (tmp.n_elem/52.0));
ratio_attack(year-1) = mu_attack(year)/mu_attack(year-1);
for(int i=0;i<tmp.n_elem;i++){
if(tmp(i)>(peak(year)/2.0)){
tmpExplo(i) = 1.0;
} else {
tmpExplo(i) = 0.0;
}
}
for(int i=tmp.n_elem;i<52;i++)
tmpExplo(i) = 0.0; //to reset the others
explo(year) = sum(tmpExplo);
}
double correlation2;
double correlation4;
vec autocorr = acf(peak);
/***** ACF *****/
if(n_years<3){
correlation2=0.0;
correlation4=0.0;
} else {
if(n_years<5){
correlation2 = autocorr(1);
correlation4 = 0.0;
} else {
correlation2 = autocorr(1);
correlation4 = autocorr(3);
}
}
rowvec jnk(6);
jnk << sum(mu_attack)/(year+1.0)
<< (sum( log(ratio_attack)%log(ratio_attack) )/(n_years-1)) - (pow(sum( log(ratio_attack) )/(n_years-1),2))
<< correlation2 << correlation4 << max(peak) << sum(explo)/n_years;
stat.row(k) = jnk;
}
return stat;
}
'
main='
std::cout << "max_num_threads " << omp_get_max_threads() << std::endl;
RNGScope scope;
mat summaries = SEIR_sim_plus_summaries();
return wrap(summaries);
'
plug = getPlugin("RcppArmadillo")
## modify the plugin for Rcpp to support OpenMP
plug$env$PKG_CXXFLAGS <- paste('-fopenmp', plug$env$PKG_CXXFLAGS)
plug$env$PKG_LIBS <- paste('-fopenmp -lgomp', plug$env$PKG_LIBS)
SEIR_sim_summary = cxxfunction(sig=signature(),main,settings=plug,inc = paste(misc,model_and_summary),verbose=TRUE)
SEIR_sim_summary()
谢谢您的帮助！
注意：在你问之前，我稍微修改了 Rcpp 多项式采样函数，只是因为我更喜欢这种方式而不是使用指针的方式......没有任何其他特殊原因！:)