CODEWITHSUNDEEP
openmpintegrationgsl
Yuxiang Qin
Yuxiang Qin

Reputation: 11

gsl_integration_qag failed with gsl openmp

gsl_integration_qag works with 1 core (with/without openMP), but fails with multi-threads (i.e. >1).

Some information that may help...

  1. gsl-2.5

  2. #define _OPENMP 201107

  3. Depending on the number of cores, I can get error reports of:

    gsl: qag.c:248: ERROR: roundoff error prevents tolerance from being achieved (comment: usually with a small number of cores)
gsl: qag.c:257: ERROR: maximum number of subdivisions reached (comment: usually with a large number of cores)

  4. A large max iteration number given to gsl_integration_qag only delays the code to crash.

  5. The integration function is (can be more specific if needed):

    double Func(double Param1, ..., double ParamN){
  double result, error;
  gsl_function F;
  gsl_integration_workspace * w
  = gsl_integration_workspace_alloc (1000);

  struct parameters_gsl_int_ parameters_gsl = {
    .Param1 = Param1,
     ...
    .ParamN = ParamN,};

  F.function = &func_integrand;
  F.params = &parameters_gsl;

  gsl_integration_qag (&F, LOWER_LIMIT, UPPER_LIMIT, 0, 0.001,
                      1000, GSL_INTEG_GAUSS61, w, &result, &error);
  gsl_integration_workspace_free (w);

  return result;
}

  6. The OpenMP part that calls the integration is:

    void call_Func(int Nbin, double array[], double Param1[], double Param2, ... double ParamN){
  int i;
...
#pragma omp parallel shared(Nbin, array, Param1, ..., ParamN) private(i)
{
#pragma omp for    
  for (i=0; i<Nbin; i++)
    array[i] = Func(Param1[i], Param2, ..., ParamN);
}
...
}

I'm new to both GSL and openMP. I hope I am using gsl_integration_qag correctly and the definition of shared or private variables makes sense.

btw, it's the same question as this 2014 one (gsl openmp failed integration), but I couldn't find the solution in this post.

Upvotes: 0

Views: 954

Answers (1)

Yuxiang Qin
Yuxiang Qin

Reputation: 11

Problem solved...

It is actually due to func_integrand having also a term which is estimated using gsl_integration_qag. There were some global variables adopted in this calculation, which I didn't capture before.

Upvotes: 1

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