Julia 实现模特卡罗积分的并行性计算

Julia 实现模特卡罗积分的并行性计算

其串行思想如下：

using Base.Threads

N = 10000
startIdx = 0.0
endIdx = 3.1415926

result = 0.0
for i in 1:N
    xi = startIdx + (endIdx - startIdx) * rand() 
    y = 0.0 
    for j in 1:100 
        y += sin(xi) + cos(xi) + sqrt(xi) + sqrt(xi)
    end
    global  result += y
end
a =  0.0
a = result
println(a)
yMean = a / Float64(N)
result1 = (endIdx - startIdx) * yMean
print(result1)

这并不是我们想要的结果，我们想提高其速度

并行如下

using Base.Threads

function compute()
    N = 10000
a = 0.0
b = 3.1415926
coprogramNum = 4

X = Array{Float64}(undef, N)
for k in 1:N
   global  X[k] = a + (b - a) * rand()
end


acc = Atomic{Float64}(0)
@threads for i in 1:N
    xi = X[i] 
    y = 0.0 
    for j in 1:100 
        y += sin(xi) + cos(xi) + sqrt(xi) + sqrt(xi)
    end
    atomic_add!(acc,y)
end
ys =  0.0
ys = acc[]
#println(a)
 yMean = ys / Float64(N)
 result1 = (b - a) * yMean
 print("julia计算的积分值=",result1)
# print("result1")
end
@time compute()

我们也可以通过 @everywhere广播性， @parallel进行并行计算

宏命令@everywhere

‘它是一个表达式的广播，会把表达式在所有进程上执行。但它不会返回Future对象，看不到结果，所以一般用于广播声明，之后的表达式仍使用@fetch等“单体命令”远程调用以返回结果。当然，我们可以取巧一点，把一些不需要返回结果的、所有进程共有的表达式也用@everywhere广播出去，然后只对最后必须返回结果的表达式使用“单体命令”拿回结果即可。这样写起来会简洁点。’

#@everywhere
using Distributed
@everywhere function compute(N::Int)
    ySum = 0.0  # counts number of points that have radial coordinate < 1, i.e. in circle
    for i = 1:N
        xi = 3.1415926 * rand()  # random variable in 0-3.1415926
        for j in 1:100 
            ySum += sin(xi) + cos(xi) + sqrt(xi) + sqrt(xi)
        end
    end
    return ySum   
end
function parallel_computation(N::Int; ncores::Int=4)
    # compute sum of result's estimated among all cores in parallel
    #
    ySum = @parallel (+) for i=1:ncores
        compute(ceil(Int, N / ncores))
    end
    yMean = ySum / Float64(N)
    result1 = 3.1415926 * yMean
    print("julia计算的积分值=",result1)
    return result1
end
@time print(compute(10000))
@time parallel_computation(10000)