I got this Rcpp
implementation to the rmvnorm
function of the mvtnorm
package, and I was wondering what I'd need to add in order for it to use openmp so it can take advantage of multiple cores.
I though this ought to do it:
library(Rcpp)
library(RcppArmadillo)
library(inline)
settings <- getPlugin("RcppArmadillo")
settings$env$PKG_CXXFLAGS <- paste('-fopenmp', settings$env$PKG_CXXFLAGS)
settings$env$PKG_LIBS <- paste('-fopenmp -lgomp', settings$env$PKG_LIBS)
code <- '
#include <omp.h>
using namespace Rcpp;
int cores = 1;
cores = as<int>(cores_);
omp_set_num_threads(cores);
int n = as<int>(n_);
arma::vec mu = as<arma::vec>(mu_);
arma::mat sigma = as<arma::mat>(sigma_);
int ncols = sigma.n_cols;
#pragma omp parallel for schedule(static)
arma::mat Y = arma::randn(n, ncols);
return wrap(arma::repmat(mu, 1, n).t() + Y * arma::chol(sigma));
'
rmvnorm.rcpp <- cxxfunction(signature(n_="integer", mu_="numeric", sigma_="matrix", cores_="integer"), body=code, plugin="RcppArmadillo", settings=settings, verbose=TRUE)
But apparently I'm wrong as I'm getting this compilation error message:
Compilation argument:
/software/free/Linux/redhat_5_x86_64/pkgs/r_3.0.2/lib64/R/bin/R CMD SHLIB file50825babe43a.cpp 2> file50825babe43a.cpp.err.txt
/software/free/Linux/redhat_5_x86_64/pkgs/gcc_4.5.3/bin/g++ -I/software/free/Linux/redhat_5_x86_64/pkgs/r_3.0.2/lib64/R/include -DNDEBUG -I/usr/local/include -I"/software/free/Linux/redhat_5_x86_64/pkgs/r_3.0.2/lib64/R/library/RcppArmadillo/include" -I"/software/free/Linux/redhat_5_x86_64/pkgs/r_3.0.2/lib64/R/library/Rcpp/include" -fopenmp -fpic -g -O2 -c file50825babe43a.cpp -o file50825babe43a.o
In file included from file50825babe43a.cpp:31:0:
/software/free/Linux/redhat_5_x86_64/pkgs/gcc_4.5.3/lib/gcc/x86_64-unknown-linux-gnu/4.5.3/include/omp.h: In function 'SEXPREC* file50825babe43a(SEXPREC*, SEXPREC*, SEXPREC*, SEXPREC*)':
/software/free/Linux/redhat_5_x86_64/pkgs/gcc_4.5.3/lib/gcc/x86_64-unknown-linux-gnu/4.5.3/include/omp.h:56:8: error: expected unqualified-id before string constant
file50825babe43a.cpp:35:26: error: 'omp_set_num_threads' was not declared in this scope
file50825babe43a.cpp:41:1: error: for statement expected before 'arma'
make: *** [file50825babe43a.o] Error 1
ERROR(s) during compilation: source code errors or compiler configuration errors!
. . .
Error in compileCode(f, code, language = language, verbose = verbose) :
Compilation ERROR, function(s)/method(s) not created! In file included from file50825babe43a.cpp:31:0:
/software/free/Linux/redhat_5_x86_64/pkgs/gcc_4.5.3/lib/gcc/x86_64-unknown-linux-gnu/4.5.3/include/omp.h: In function 'SEXPREC* file50825babe43a(SEXPREC*, SEXPREC*, SEXPREC*, SEXPREC*)':
/software/free/Linux/redhat_5_x86_64/pkgs/gcc_4.5.3/lib/gcc/x86_64-unknown-linux-gnu/4.5.3/include/omp.h:56:8: error: expected unqualified-id before string constant
file50825babe43a.cpp:35:26: error: 'omp_set_num_threads' was not declared in this scope
file50825babe43a.cpp:41:1: error: for statement expected before 'arma'
make: *** [file50825babe43a.o] Error 1
I may be missing something trivial but I don't know what it is.
The OpenMP standard was formulated in 1997 as an API for writing portable, multithreaded applications. It started as a Fortran-based standard, but later grew to include C and C++. The current version is OpenMP 2.0, and Visual C++® 2005 supports the full standard. OpenMP is also supported by the Xbox 360™ platform.
OpenMP is a library for parallel programming in the SMP (symmetric multi-processors, or shared-memory processors) model. When programming with OpenMP, all threads share memory and data. OpenMP supports C, C++ and Fortran. The OpenMP functions are included in a header file called omp.
OpenMP is an implementation of multithreading, a method of parallelizing whereby a primary thread (a series of instructions executed consecutively) forks a specified number of sub-threads and the system divides a task among them.
This has been covered before:
There are two posts at the Rcpp Gallery about OpenMP and Rcpp
There is also an (older, may need an update) example directory OpenMP
in the sources which also gets copied into your installation
And Rcpp Attributes defines a plugin for OpenMP
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