int main (int argc, char **argv)
{
FILE *file;
int i;
int loopnum;
fptype * buffer;
int * buffer2;
int rv;
/* #ifdef PARSEC_VERSION */
/* #define __PARSEC_STRING(x) #x */
/* #define __PARSEC_XSTRING(x) __PARSEC_STRING(x) */
/* printf("PARSEC Benchmark Suite Version "__PARSEC_XSTRING(PARSEC_VERSION)"\n"); */
/* fflush(NULL); */
/* #else */
/* printf("PARSEC Benchmark Suite\n"); */
/* fflush(NULL); */
/* #endif //PARSEC_VERSION */
/* #ifdef ENABLE_PARSEC_HOOKS */
/* __parsec_bench_begin(__parsec_blackscholes); */
/* #endif */
/* if (argc != 4) */
/* { */
/* printf("Usage:\n\t%s <nthreads> <inputFile> <outputFile>\n", argv[0]); */
/* exit(1); */
/* } */
nThreads = 1; /* atoi(argv[1]); */
/* char *inputFile = argv[2]; */
/* char *outputFile = argv[3]; */
//Read input data from file
/* file = fopen(inputFile, "r"); */
/* if(file == NULL) { */
/* printf("ERROR: Unable to open file `%s'.\n", inputFile); */
/* exit(1); */
/* } */
rv = /* f */scanf(/* file, */ "%i", &numOptions);
if(rv != 1) {
/* printf("ERROR: Unable to read from file `%s'.\n", inputFile); */
printf("ERROR: unable to read from stdin\n");
/* fclose(file); */
exit(1);
}
/* if(nThreads > numOptions) { */
/* printf("WARNING: Not enough work, reducing number of threads to match number of options.\n"); */
/* nThreads = numOptions; */
/* } */
/* #if !defined(ENABLE_THREADS) && !defined(ENABLE_OPENMP) && !defined(ENABLE_TBB) */
if(nThreads != 1) {
printf("Error: <nthreads> must be 1 (serial version)\n");
exit(1);
}
/* #endif */
// alloc spaces for the option data
data = (OptionData*)malloc(numOptions*sizeof(OptionData));
prices = (fptype*)malloc(numOptions*sizeof(fptype));
for ( loopnum = 0; loopnum < numOptions; ++ loopnum )
{
rv = /* f */scanf(/* file, */
"%f %f %f %f %f %f %c %f %f",
&data[loopnum].s,
&data[loopnum].strike,
&data[loopnum].r,
&data[loopnum].divq,
&data[loopnum].v,
&data[loopnum].t,
&data[loopnum].OptionType,
&data[loopnum].divs,
&data[loopnum].DGrefval);
if(rv != 9) {
/* printf("ERROR: Unable to read from file `%s'.\n", inputFile); */
/* fclose(file); */
printf("Error: Unable to read from stdin\n");
exit(1);
}
}
/* rv = fclose(file); */
/* if(rv != 0) { */
/* printf("ERROR: Unable to close file `%s'.\n", inputFile); */
/* exit(1); */
/* } */
/* #ifdef ENABLE_THREADS */
/* MAIN_INITENV(,8000000,nThreads); */
/* #endif */
printf("Num of Options: %d\n", numOptions);
printf("Num of Runs: %d\n", NUM_RUNS);
#define PAD 256
#define LINESIZE 64
buffer = (fptype *) malloc(5 * numOptions * sizeof(fptype) + PAD);
sptprice = (fptype *) (((unsigned long long)buffer + PAD) & ~(LINESIZE - 1));
strike = sptprice + numOptions;
rate = strike + numOptions;
volatility = rate + numOptions;
otime = volatility + numOptions;
buffer2 = (int *) malloc(numOptions * sizeof(fptype) + PAD);
otype = (int *) (((unsigned long long)buffer2 + PAD) & ~(LINESIZE - 1));
for (i=0; i<numOptions; i++) {
otype[i] = (data[i].OptionType == 'P') ? 1 : 0;
sptprice[i] = data[i].s;
strike[i] = data[i].strike;
rate[i] = data[i].r;
volatility[i] = data[i].v;
otime[i] = data[i].t;
}
printf("Size of data: %d\n", numOptions * (sizeof(OptionData) + sizeof(int)));
/* #ifdef ENABLE_PARSEC_HOOKS */
/* __parsec_roi_begin(); */
/* #endif */
/* #ifdef ENABLE_THREADS */
/* #ifdef WIN32 */
/* HANDLE *threads; */
/* int *nums; */
/* threads = (HANDLE *) malloc (nThreads * sizeof(HANDLE)); */
/* nums = (int *) malloc (nThreads * sizeof(int)); */
/* for(i=0; i<nThreads; i++) { */
/* nums[i] = i; */
/* threads[i] = CreateThread(0, 0, bs_thread, &nums[i], 0, 0); */
/* } */
/* WaitForMultipleObjects(nThreads, threads, TRUE, INFINITE); */
/* free(threads); */
/* free(nums); */
/* #else */
/* int *tids; */
/* tids = (int *) malloc (nThreads * sizeof(int)); */
/* for(i=0; i<nThreads; i++) { */
/* tids[i]=i; */
/* CREATE_WITH_ARG(bs_thread, &tids[i]); */
/* } */
/* WAIT_FOR_END(nThreads); */
/* free(tids); */
/* #endif //WIN32 */
/* #else //ENABLE_THREADS */
/* #ifdef ENABLE_OPENMP */
/* { */
/* int tid=0; */
/* omp_set_num_threads(nThreads); */
/* bs_thread(&tid); */
/* } */
/* #else //ENABLE_OPENMP */
/* #ifdef ENABLE_TBB */
/* tbb::task_scheduler_init init(nThreads); */
/* int tid=0; */
/* bs_thread(&tid); */
/* #else //ENABLE_TBB */
//serial version
int tid=0;
bs_thread(&tid);
/* #endif //ENABLE_TBB */
/* #endif //ENABLE_OPENMP */
/* #endif //ENABLE_THREADS */
/* #ifdef ENABLE_PARSEC_HOOKS */
/* __parsec_roi_end(); */
/* #endif */
//Write prices to output file
/* file = fopen(outputFile, "w"); */
/* if(file == NULL) { */
/* printf("ERROR: Unable to open file `%s'.\n", outputFile); */
/* exit(1); */
/* } */
rv = /* f */printf(/* file, */"%i\n", numOptions);
if(rv < 0) {
/* printf("ERROR: Unable to write to file `%s'.\n", outputFile); */
/* fclose(file); */
printf("ERROR: Unable to write to stdout\n");
exit(1);
}
for(i=0; i<numOptions; i++) {
rv = /* f */printf(/* file, */"%.18f\n", prices[i]);
if(rv < 0) {
/* printf("ERROR: Unable to write to file `%s'.\n", outputFile); */
/* fclose(file); */
printf("ERROR: Unable to write to stdout\n");
exit(1);
}
}
/* rv = fclose(file); */
/* if(rv != 0) { */
/* printf("ERROR: Unable to close file `%s'.\n", outputFile); */
/* exit(1); */
/* } */
#ifdef ERR_CHK
printf("Num Errors: %d\n", numError);
#endif
free(data);
free(prices);
/* #ifdef ENABLE_PARSEC_HOOKS */
/* __parsec_bench_end(); */
/* #endif */
return 0;
}
int main(int argc, char **argv) {
FILE *file;
int i;
int loopnum;
fptype * buffer;
int * buffer2;
int rv;
printf("PARSEC Benchmark Suite\n");
if(argc != 4) {
printf("Usage:\n\t%s <nthreads> <inputFile> <outputFile>\n", argv[0]);
exit(1);
}
nThreads = atoi(argv[1]);
char *inputFile = argv[2];
char *outputFile = argv[3];
//Read input data from file
file = fopen(inputFile, "r");
if(file == NULL) {
printf("ERROR: Unable to open file `%s'.\n", inputFile);
exit(1);
}
rv = fscanf(file, "%i", &numOptions);
if(rv != 1) {
printf("ERROR: Unable to read from file `%s'.\n", inputFile);
fclose(file);
exit(1);
}
if(nThreads > numOptions) {
printf("WARNING: Not enough work, reducing number of threads to match number of options.\n");
nThreads = numOptions;
}
// alloc spaces for the option data
data = (OptionData*)malloc( numOptions * sizeof(OptionData) );
prices = (fptype*)malloc( numOptions * sizeof(fptype) );
for(loopnum = 0; loopnum < numOptions; ++loopnum) {
rv =
fscanf(file,
"%f %f %f %f %f %f %c %f %f",
&data[loopnum].s,
&data[loopnum].strike,
&data[loopnum].r,
&data[loopnum].divq,
&data[loopnum].v,
&data[loopnum].t,
&data[loopnum].OptionType,
&data[loopnum].divs,
&data[loopnum].DGrefval);
if(rv != 9) {
printf("ERROR: Unable to read from file `%s'.\n", inputFile);
fclose(file);
exit(1);
}
}
rv = fclose(file);
if(rv != 0) {
printf("ERROR: Unable to close file `%s'.\n", inputFile);
exit(1);
}
printf("Num of Options: %d\n", numOptions);
printf("Num of Runs: %d\n", NUM_RUNS);
#define PAD 256
#define LINESIZE 64
buffer = (fptype *) malloc(5 * numOptions * sizeof(fptype) + PAD);
sptprice = (fptype *) ( ( (unsigned long long)buffer + PAD ) & ~(LINESIZE - 1) );
strike = sptprice + numOptions;
rate = strike + numOptions;
volatility = rate + numOptions;
otime = volatility + numOptions;
buffer2 = (int *) malloc(numOptions * sizeof(fptype) + PAD);
otype = (int *) ( ( (unsigned long long)buffer2 + PAD ) & ~(LINESIZE - 1) );
for(i = 0; i < numOptions; i++) {
otype[i] = (data[i].OptionType == 'P') ? 1 : 0;
sptprice[i] = data[i].s;
strike[i] = data[i].strike;
rate[i] = data[i].r;
volatility[i] = data[i].v;
otime[i] = data[i].t;
}
printf( "Size of data: %d\n", numOptions * ( sizeof(OptionData) + sizeof(int) ) );
// Run the program in parallel
int tid = 0;
omp_set_num_threads(nThreads);
double start_time = omp_get_wtime();
bs_thread(&tid);
double run_time = omp_get_wtime() - start_time;
printf("Completed in %f seconds \n", run_time);
//Write prices to output file
file = fopen(outputFile, "w");
if(file == NULL) {
printf("ERROR: Unable to open file `%s'.\n", outputFile);
exit(1);
}
rv = fprintf(file, "%i\n", numOptions);
if(rv < 0) {
printf("ERROR: Unable to write to file `%s'.\n", outputFile);
fclose(file);
exit(1);
}
for(i = 0; i < numOptions; i++) {
rv = fprintf(file, "%.18f\n", prices[i]);
if(rv < 0) {
printf("ERROR: Unable to write to file `%s'.\n", outputFile);
fclose(file);
exit(1);
}
}
rv = fclose(file);
if(rv != 0) {
printf("ERROR: Unable to close file `%s'.\n", outputFile);
exit(1);
}
#ifdef ERR_CHK
printf("Num Errors: %d\n", numError);
#endif
free(data);
free(prices);
return 0;
}
DWORD WINAPI bs_thread(LPVOID tid_ptr){
#else
int bs_thread(void *tid_ptr) {
#endif
int i, j;
fptype price;
fptype priceDelta;
int tid = *(int *)tid_ptr;
int start = tid * (numOptions / nThreads);
int end = start + (numOptions / nThreads);
for (j=0; j<NUM_RUNS; j++) {
#ifdef ENABLE_OPENMP
#pragma omp parallel for
for (i=0; i<numOptions; i++) {
#else //ENABLE_OPENMP
for (i=start; i<end; i++) {
#endif //ENABLE_OPENMP
/* Calling main function to calculate option value based on
* Black & Sholes's equation.
*/
price = BlkSchlsEqEuroNoDiv( sptprice[i], strike[i],
rate[i], volatility[i], otime[i],
otype[i], 0);
prices[i] = price;
#ifdef ERR_CHK
priceDelta = data[i].DGrefval - price;
if( fabs(priceDelta) >= 1e-4 ){
printf("Error on %d. Computed=%.5f, Ref=%.5f, Delta=%.5f\n",
i, price, data[i].DGrefval, priceDelta);
numError ++;
}
#endif
}
}
return 0;
}
int main (int argc, char **argv)
{
FILE *file;
int i;
int loopnum;
fptype * buffer;
int * buffer2;
int rv;
#ifdef PARSEC_VERSION
#define __PARSEC_STRING(x) #x
#define __PARSEC_XSTRING(x) __PARSEC_STRING(x)
printf("PARSEC Benchmark Suite Version "__PARSEC_XSTRING(PARSEC_VERSION)"\n");
fflush(NULL);
#else
printf("PARSEC Benchmark Suite\n");
fflush(NULL);
#endif //PARSEC_VERSION
#ifdef ENABLE_PARSEC_HOOKS
__parsec_bench_begin(__parsec_blackscholes);
#endif
if (argc != 4)
{
printf("Usage:\n\t%s <nthreads> <inputFile> <outputFile>\n", argv[0]);
exit(1);
}
nThreads = atoi(argv[1]);
char *inputFile = argv[2];
char *outputFile = argv[3];
//Read input data from file
file = fopen(inputFile, "r");
if(file == NULL) {
printf("ERROR: Unable to open file %s.\n", inputFile);
exit(1);
}
rv = fscanf(file, "%i", &numOptions);
if(rv != 1) {
printf("ERROR: Unable to read from file %s.\n", inputFile);
fclose(file);
exit(1);
}
if(nThreads > numOptions) {
printf("WARNING: Not enough work, reducing number of threads to match number of options.\n");
nThreads = numOptions;
}
#if !defined(ENABLE_THREADS) && !defined(ENABLE_OPENMP)
if(nThreads != 1) {
printf("Error: <nthreads> must be 1 (serial version)\n");
exit(1);
}
#endif
// alloc spaces for the option data
data = (OptionData*)malloc(numOptions*sizeof(OptionData));
prices = (fptype*)malloc(numOptions*sizeof(fptype));
for ( loopnum = 0; loopnum < numOptions; ++ loopnum )
{
rv = fscanf(file, "%f %f %f %f %f %f %c %f %f", &data[loopnum].s, &data[loopnum].strike, &data[loopnum].r, &data[loopnum].divq, &data[loopnum].v, &data[loopnum].t, &data[loopnum].OptionType, &data[loopnum].divs, &data[loopnum].DGrefval);
if(rv != 9) {
printf("ERROR: Unable to read from file %s with loopnum %d.\n", inputFile, loopnum);
fclose(file);
exit(1);
}
}
rv = fclose(file);
if(rv != 0) {
printf("ERROR: Unable to close file %s.\n", inputFile);
exit(1);
}
#ifdef ENABLE_THREADS
// pthread_mutexattr_init( &_M4_normalMutexAttr);
// pthread_mutexattr_settype( &_M4_normalMutexAttr, PTHREAD_MUTEX_NORMAL);
_M4_numThreads = nThreads;
{
int _M4_i;
for ( _M4_i = 0; _M4_i < MAX_THREADS; _M4_i++) {
_M4_threadsTable[_M4_i] = -1;
}
}
;
#endif
printf("Num of Options: %d\n", numOptions);
printf("Num of Runs: %d\n", NUM_RUNS);
#define PAD 256
#define LINESIZE 64
buffer = (fptype *) malloc(5 * numOptions * sizeof(fptype) + PAD);
sptprice = (fptype *) (((unsigned long long)buffer + PAD) & ~(LINESIZE - 1));
strike = sptprice + numOptions;
rate = strike + numOptions;
volatility = rate + numOptions;
otime = volatility + numOptions;
buffer2 = (int *) malloc(numOptions * sizeof(fptype) + PAD);
otype = (int *) (((unsigned long long)buffer2 + PAD) & ~(LINESIZE - 1));
for (i=0; i<numOptions; i++) {
otype[i] = (data[i].OptionType == 'P') ? 1 : 0;
sptprice[i] = data[i].s;
strike[i] = data[i].strike;
rate[i] = data[i].r;
volatility[i] = data[i].v;
otime[i] = data[i].t;
}
printf("Size of data: %d\n", numOptions * (sizeof(OptionData) + sizeof(int)));
#ifdef ENABLE_PARSEC_HOOKS
__parsec_roi_begin();
#endif
#ifdef ENABLE_THREADS
int tids[nThreads];
pthread_t thread_table[nThreads];
for(i=0; i<nThreads; i++) {
tids[i]=i;
}
for(i=0; i<nThreads; i++) {
// fprintf(stderr, "create %d thread\n", i);
pthread_create(&thread_table[i],NULL,(void *(*)(void *))bs_thread,(void *)&tids[i]);
}
for(i=0; i<nThreads; i++) {
pthread_join(thread_table[i], NULL);
}
#else//ENABLE_THREADS
#ifdef ENABLE_OPENMP
{
int tid=0;
omp_set_num_threads(nThreads);
bs_thread(&tid);
}
#else //ENABLE_OPENMP
#ifdef WIN32
if (nThreads > 1)
{
HANDLE threads[MAX_THREADS];
int nums[MAX_THREADS];
for(i=0; i<nThreads; i++) {
nums[i] = i;
threads[i] = CreateThread(0, 0, bs_thread, &nums[i], 0, 0);
}
WaitForMultipleObjects(nThreads, threads, TRUE, INFINITE);
} else
#endif
{
int tid=0;
bs_thread(&tid);
}
#endif //ENABLE_OPENMP
#endif //ENABLE_THREADS
#ifdef ENABLE_PARSEC_HOOKS
__parsec_roi_end();
#endif
//Write prices to output file
file = fopen(outputFile, "w");
if(file == NULL) {
printf("ERROR: Unable to open file %s.\n", outputFile);
exit(1);
}
rv = fprintf(file, "%i\n", numOptions);
if(rv < 0) {
printf("ERROR: Unable to write to file %s.\n", outputFile);
fclose(file);
exit(1);
}
for(i=0; i<numOptions; i++) {
rv = fprintf(file, "%.18f\n", prices[i]);
if(rv < 0) {
printf("ERROR: Unable to write to file %s.\n", outputFile);
fclose(file);
exit(1);
}
}
rv = fclose(file);
if(rv != 0) {
printf("ERROR: Unable to close file %s.\n", outputFile);
exit(1);
}
#ifdef ERR_CHK
printf("Num Errors: %d\n", numError);
#endif
free(data);
free(prices);
#ifdef ENABLE_PARSEC_HOOKS
__parsec_bench_end();
#endif
return 0;
}
