# thread_testing_matrixinverse_MKL6.txt
#
# Tests matrix inversion using the 'parallelMatrixInv' function.
#
# MRO 3.3.0 (x64) is used with the MKL BLAS library. The number of MKL threads is fixed at 6.
# The number of RcppParallel threads is varied from 1 to 6 (the number of physical cores in 
# the machine).
# The matrix inversion is repeated five times for each setting.



> source('G:/Temp/dynamic model/roll_lm_test/20160823/20160823.R', echo=TRUE)

> # setwd("G:/Temp/dynamic model/roll_lm_test/20160823/")
> 
> # install.packages("Rcpp", repos = "http://cran.us.r-project.org",
> #                  .... [TRUNCATED] 

> library(RcppParallel)

Attaching package: ‘RcppParallel’

The following object is masked from ‘package:Rcpp’:

    LdFlags


> sourceCpp("20160823.cpp")

> n_vars <- 150

> n_obs <- 1000

> set.seed(1)

> x <- array(rnorm(n_obs * n_vars * n_vars), dim = c(n_vars, n_vars, n_obs))

> try(setMKLthreads(6), silent = T)

> RcppThreads <- 1

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 1

> times
[[1]]
   user  system elapsed 
   6.37    0.47    1.28 

[[2]]
   user  system elapsed 
   6.71    0.59    1.22 

[[3]]
   user  system elapsed 
   6.51    0.70    1.21 

[[4]]
   user  system elapsed 
   6.33    0.68    1.24 

[[5]]
   user  system elapsed 
   6.77    0.73    1.26 


> RcppThreads <- 2

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 2

> times
[[1]]
   user  system elapsed 
   9.03    1.02    1.03 

[[2]]
   user  system elapsed 
  11.90    1.42    1.19 

[[3]]
   user  system elapsed 
  10.12    1.17    1.12 

[[4]]
   user  system elapsed 
  10.08    1.29    1.09 

[[5]]
   user  system elapsed 
  10.22    1.27    1.00 


> RcppThreads <- 3

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 3

> times
[[1]]
   user  system elapsed 
   4.54    0.89    0.81 

[[2]]
   user  system elapsed 
   4.06    1.26    0.89 

[[3]]
   user  system elapsed 
   3.98    0.71    0.84 

[[4]]
   user  system elapsed 
   3.69    0.83    0.84 

[[5]]
   user  system elapsed 
   3.67    0.97    0.86 


> RcppThreads <- 4

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 4

> times
[[1]]
   user  system elapsed 
   4.18    1.73    0.87 

[[2]]
   user  system elapsed 
   4.51    1.42    0.88 

[[3]]
   user  system elapsed 
   4.62    1.09    0.88 

[[4]]
   user  system elapsed 
   4.79    1.81    0.95 

[[5]]
   user  system elapsed 
   4.03    1.31    0.84 


> RcppThreads <- 5

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 5

> times
[[1]]
   user  system elapsed 
   4.35    1.30    0.84 

[[2]]
   user  system elapsed 
   4.75    2.50    0.97 

[[3]]
   user  system elapsed 
   4.51    1.97    0.89 

[[4]]
   user  system elapsed 
   4.66    2.51    0.98 

[[5]]
   user  system elapsed 
   4.93    3.43    1.12 


> RcppThreads <- 6

> RcppParallel::setThreadOptions(numThreads = RcppThreads)

> times <- list()

> for (i in 1:5){
+   times[[i]] <- 
+     system.time(parallelMatrixInv(x))
+ }

> tryCatch(getMKLthreads(), error = function(e) print('MKL BLAS library not in use'))
[1] 6

> print(RcppThreads)
[1] 6

> times
[[1]]
   user  system elapsed 
   5.39    3.17    1.09 

[[2]]
   user  system elapsed 
   4.98    2.95    1.06 

[[3]]
   user  system elapsed 
   4.99    1.71    0.92 

[[4]]
   user  system elapsed 
   5.30    3.34    1.10 

[[5]]
   user  system elapsed 
   5.48    2.69    1.08