simple_ad_bthread.cpp

A Simple Boost Threading AD: Example and Test

Purpose

This example demonstrates how CppAD can be used in a boost multi-threading environment.

Source Code

# include <cppad/cppad.hpp>
# include <boost/thread.hpp>
# define NUMBER_THREADS  4

namespace {
   // structure with problem specific information
   typedef struct {
      // function argument (worker input)
      double          x;
      // This structure would also have return information in it,
      // but this example only returns the ok flag
   } problem_specific;
   // =====================================================================
   // General purpose code you can copy to your application
   // =====================================================================
   using CppAD::thread_alloc;
   // ------------------------------------------------------------------
   // thread specific point to the thread number (initialize as null)
   void cleanup(size_t*)
   {  return; }
   boost::thread_specific_ptr<size_t> thread_num_ptr_(cleanup);

   // Are we in sequential mode; i.e., other threads are waiting for
   // master thread to set up next job ?
   bool sequential_execution_ = true;

   // used to inform CppAD when we are in parallel execution mode
   bool in_parallel(void)
   {  return ! sequential_execution_; }

   // used to inform CppAD of current thread number thread_number()
   size_t thread_number(void)
   {  // return thread_all_[thread_num].thread_num
      return *thread_num_ptr_.get();
   }
   // ---------------------------------------------------------------------
   // structure with information for one thread
   typedef struct {
      // number for this thread (thread specific points here)
      size_t            thread_num;
      // pointer to this boost thread
      boost::thread*    bthread;
      // false if an error occurs, true otherwise
      bool              ok;
      // pointer to problem specific information
      problem_specific* info;
   } thread_one_t;
   // vector with information for all threads
   thread_one_t thread_all_[NUMBER_THREADS];
   // --------------------------------------------------------------------
   // function that initializes the thread and then calls actual worker
   bool worker(size_t thread_num, problem_specific* info);
   void run_one_worker(size_t thread_num)
   {  bool ok = true;

      // The master thread should call worker directly
      ok &= thread_num != 0;

      // This is not the master thread, so thread specific infromation
      // has not yet been set. We use it to inform other routines
      // of this threads number.
      // We must do this before calling thread_alloc::thread_num().
      thread_num_ptr_.reset(& thread_all_[thread_num].thread_num);

      // Check the value of thread_alloc::thread_num().
      ok = thread_num == thread_alloc::thread_num();

      // Now do the work
      ok &= worker(thread_num, thread_all_[thread_num].info);

      // pass back ok information for this thread
      thread_all_[thread_num].ok = ok;

      // no return value
      return;
   }
   // ----------------------------------------------------------------------
   // function that calls all the workers
   bool run_all_workers(size_t num_threads, problem_specific* info_all[])
   {  bool ok = true;

      // initialize thread_all_ (execpt for pthread_id)
      size_t thread_num;
      for(thread_num = 0; thread_num < num_threads; thread_num++)
      {  // pointed to by thread specific info for this thread
         thread_all_[thread_num].thread_num = thread_num;
         // initialize as false to make sure worker gets called by other
         // threads. Note that thread_all_[0].ok does not get used
         thread_all_[thread_num].ok         = false;
         // problem specific information
         thread_all_[thread_num].info       = info_all[thread_num];
      }

      // master bthread number
      thread_num_ptr_.reset(& thread_all_[0].thread_num);

      // Now thread_number() has necessary information for this thread
      // (number zero), and while still in sequential mode,
      // call setup for using CppAD::AD<double> in parallel mode.
      thread_alloc::parallel_setup(
         num_threads, in_parallel, thread_number
      );
      thread_alloc::hold_memory(true);
      CppAD::parallel_ad<double>();

      // inform CppAD that we now may be in parallel execution mode
      sequential_execution_ = false;

      // This master thread is already running, we need to create
      // num_threads - 1 more threads
      thread_all_[0].bthread = nullptr;
      for(thread_num = 1; thread_num < num_threads; thread_num++)
      {  // Create the thread with thread number equal to thread_num
         thread_all_[thread_num].bthread =
            new boost::thread(run_one_worker, thread_num);
      }

      // now call worker for the master thread
      thread_num = thread_alloc::thread_num();
      ok &= thread_num == 0;
      ok &= worker(thread_num, thread_all_[thread_num].info);

      // now wait for the other threads to finish
      for(thread_num = 1; thread_num < num_threads; thread_num++)
      {  thread_all_[thread_num].bthread->join();
         delete thread_all_[thread_num].bthread;
         thread_all_[thread_num].bthread = nullptr;
      }

      // Inform CppAD that we now are definately back to sequential mode
      sequential_execution_ = true;

      // now inform CppAD that there is only one thread
      thread_alloc::parallel_setup(1, nullptr, nullptr);
      thread_alloc::hold_memory(false);
      CppAD::parallel_ad<double>();

      // check to ok flag returned by during calls to work by other threads
      for(thread_num = 1; thread_num < num_threads; thread_num++)
         ok &= thread_all_[thread_num].ok;

      return ok;
   }
   // =====================================================================
   // End of General purpose code
   // =====================================================================
   // function that does the work for one thread
   bool worker(size_t thread_num, problem_specific* info)
   {  bool ok = true;

      // CppAD::vector uses the CppAD fast multi-threading allocator
      CppAD::vector< CppAD::AD<double> > ax(1), ay(1);
      ax[0] = info->x;
      Independent(ax);
      ay[0] = sqrt( ax[0] * ax[0] );
      CppAD::ADFun<double> f(ax, ay);

      // Check function value corresponds to the identity
      double eps = 10. * CppAD::numeric_limits<double>::epsilon();
      ok        &= CppAD::NearEqual(ay[0], ax[0], eps, eps);

      // Check derivative value corresponds to the identity.
      CppAD::vector<double> d_x(1), d_y(1);
      d_x[0] = 1.;
      d_y    = f.Forward(1, d_x);
      ok    &= CppAD::NearEqual(d_x[0], 1., eps, eps);

      return ok;
   }
}
bool simple_ad(void)
{  bool ok = true;
   size_t num_threads = NUMBER_THREADS;

   // Check that no memory is in use or avialable at start
   // (using thread_alloc in sequential mode)
   size_t thread_num;
   for(thread_num = 0; thread_num < num_threads; thread_num++)
   {  ok &= thread_alloc::inuse(thread_num) == 0;
      ok &= thread_alloc::available(thread_num) == 0;
   }

   // initialize info_all
   problem_specific *info, *info_all[NUMBER_THREADS];
   for(thread_num = 0; thread_num < num_threads; thread_num++)
   {  // problem specific information
      size_t min_bytes(sizeof(info)), cap_bytes;
      void*  v_ptr = thread_alloc::get_memory(min_bytes, cap_bytes);
      info         = static_cast<problem_specific*>(v_ptr);
      info->x      = double(thread_num) + 1.;
      info_all[thread_num] = info;
   }

   ok &= run_all_workers(num_threads, info_all);

   // go down so that free memory for other threads before memory for master
   thread_num = num_threads;
   while(thread_num--)
   {  // delete problem specific information
      void* v_ptr = static_cast<void*>( info_all[thread_num] );
      thread_alloc::return_memory( v_ptr );
      // check that there is no longer any memory inuse by this thread
      ok &= thread_alloc::inuse(thread_num) == 0;
      // return all memory being held for future use by this thread
      thread_alloc::free_available(thread_num);
   }

   return ok;
}