//
// Math.NET Numerics, part of the Math.NET Project
// http://numerics.mathdotnet.com
// http://github.com/mathnet/mathnet-numerics
//
// Copyright (c) 2009-2016 Math.NET
//
// Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation
// files (the "Software"), to deal in the Software without
// restriction, including without limitation the rights to use,
// copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the
// Software is furnished to do so, subject to the following
// conditions:
//
// The above copyright notice and this permission notice shall be
// included in all copies or substantial portions of the Software.
//
// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
// EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES
// OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
// NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
// HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
// WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
// FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR
// OTHER DEALINGS IN THE SOFTWARE.
//
using System;
using System.Threading.Tasks;
using MathNet.Numerics.Providers.FourierTransform;
using MathNet.Numerics.Providers.LinearAlgebra;
namespace MathNet.Numerics
{
///
/// Sets parameters for the library.
///
public static class Control
{
static int _maxDegreeOfParallelism;
static int _blockSize;
static int _parallelizeOrder;
static int _parallelizeElements;
static ILinearAlgebraProvider _linearAlgebraProvider;
static IFourierTransformProvider _fourierTransformProvider;
static readonly object _staticLock = new object();
static Control()
{
ConfigureAuto();
}
public static void ConfigureAuto()
{
// Random Numbers & Distributions
CheckDistributionParameters = true;
// Parallelization & Threading
ThreadSafeRandomNumberGenerators = true;
_maxDegreeOfParallelism = Environment.ProcessorCount;
_blockSize = 512;
_parallelizeOrder = 64;
_parallelizeElements = 300;
TaskScheduler = TaskScheduler.Default;
}
public static void UseManaged()
{
LinearAlgebraControl.UseManaged();
FourierTransformControl.UseManaged();
}
///
/// Use a specific provider if configured, e.g. using
/// environment variables, or fall back to the best providers.
///
public static void UseDefaultProviders()
{
LinearAlgebraControl.UseDefault();
FourierTransformControl.UseDefault();
}
///
/// Use the best provider available.
///
public static void UseBestProviders()
{
LinearAlgebraControl.UseBest();
FourierTransformControl.UseBest();
}
#if NATIVE
///
/// Use the Intel MKL native provider for linear algebra.
/// Throws if it is not available or failed to initialize, in which case the previous provider is still active.
///
public static void UseNativeMKL()
{
LinearAlgebraControl.UseNativeMKL();
FourierTransformControl.UseNativeMKL();
}
///
/// Use the Intel MKL native provider for linear algebra, with the specified configuration parameters.
/// Throws if it is not available or failed to initialize, in which case the previous provider is still active.
///
[CLSCompliant(false)]
[Obsolete("Will be removed in the next major version. Use the enums in the Common namespace instead.")]
public static void UseNativeMKL(
Providers.LinearAlgebra.Mkl.MklConsistency consistency = Providers.LinearAlgebra.Mkl.MklConsistency.Auto,
Providers.LinearAlgebra.Mkl.MklPrecision precision = Providers.LinearAlgebra.Mkl.MklPrecision.Double,
Providers.LinearAlgebra.Mkl.MklAccuracy accuracy = Providers.LinearAlgebra.Mkl.MklAccuracy.High)
{
LinearAlgebraControl.UseNativeMKL(
(Providers.Common.Mkl.MklConsistency)consistency,
(Providers.Common.Mkl.MklPrecision)precision,
(Providers.Common.Mkl.MklAccuracy)accuracy);
FourierTransformControl.UseNativeMKL();
}
///
/// Use the Intel MKL native provider for linear algebra, with the specified configuration parameters.
/// Throws if it is not available or failed to initialize, in which case the previous provider is still active.
///
[CLSCompliant(false)]
public static void UseNativeMKL(
Providers.Common.Mkl.MklConsistency consistency = Providers.Common.Mkl.MklConsistency.Auto,
Providers.Common.Mkl.MklPrecision precision = Providers.Common.Mkl.MklPrecision.Double,
Providers.Common.Mkl.MklAccuracy accuracy = Providers.Common.Mkl.MklAccuracy.High)
{
LinearAlgebraControl.UseNativeMKL(consistency, precision, accuracy);
FourierTransformControl.UseNativeMKL();
}
///
/// Try to use the Intel MKL native provider for linear algebra.
///
///
/// True if the provider was found and initialized successfully.
/// False if it failed and the previous provider is still active.
///
public static bool TryUseNativeMKL()
{
bool linearAlgebra = LinearAlgebraControl.TryUseNativeMKL();
bool fourierTransform = FourierTransformControl.TryUseNativeMKL();
return linearAlgebra || fourierTransform;
}
///
/// Use the Nvidia CUDA native provider for linear algebra.
/// Throws if it is not available or failed to initialize, in which case the previous provider is still active.
///
public static void UseNativeCUDA()
{
LinearAlgebraControl.UseNativeCUDA();
}
///
/// Try to use the Nvidia CUDA native provider for linear algebra.
///
///
/// True if the provider was found and initialized successfully.
/// False if it failed and the previous provider is still active.
///
public static bool TryUseNativeCUDA()
{
bool linearAlgebra = LinearAlgebraControl.TryUseNativeCUDA();
return linearAlgebra;
}
///
/// Use the OpenBLAS native provider for linear algebra.
/// Throws if it is not available or failed to initialize, in which case the previous provider is still active.
///
public static void UseNativeOpenBLAS()
{
LinearAlgebraControl.UseNativeOpenBLAS();
}
///
/// Try to use the OpenBLAS native provider for linear algebra.
///
///
/// True if the provider was found and initialized successfully.
/// False if it failed and the previous provider is still active.
///
public static bool TryUseNativeOpenBLAS()
{
bool linearAlgebra = LinearAlgebraControl.TryUseNativeOpenBLAS();
return linearAlgebra;
}
///
/// Try to use any available native provider in an undefined order.
///
///
/// True if one of the native providers was found and successfully initialized.
/// False if it failed and the previous provider is still active.
///
public static bool TryUseNative()
{
bool linearAlgebra = LinearAlgebraControl.TryUseNative();
bool fourierTransform = FourierTransformControl.TryUseNative();
return linearAlgebra || fourierTransform;
}
#endif
public static void UseSingleThread()
{
_maxDegreeOfParallelism = 1;
ThreadSafeRandomNumberGenerators = false;
LinearAlgebraProvider.InitializeVerify();
FourierTransformProvider.InitializeVerify();
}
public static void UseMultiThreading()
{
_maxDegreeOfParallelism = Environment.ProcessorCount;
ThreadSafeRandomNumberGenerators = true;
LinearAlgebraProvider.InitializeVerify();
FourierTransformProvider.InitializeVerify();
}
///
/// Gets or sets a value indicating whether the distribution classes check validate each parameter.
/// For the multivariate distributions this could involve an expensive matrix factorization.
/// The default setting of this property is true.
///
public static bool CheckDistributionParameters { get; set; }
///
/// Gets or sets a value indicating whether to use thread safe random number generators (RNG).
/// Thread safe RNG about two and half time slower than non-thread safe RNG.
///
///
/// true to use thread safe random number generators ; otherwise, false.
///
public static bool ThreadSafeRandomNumberGenerators { get; set; }
///
/// Optional path to try to load native provider binaries from.
///
public static string NativeProviderPath { get; set; }
///
/// Gets or sets the linear algebra provider. Consider to use UseNativeMKL or UseManaged instead.
///
/// The linear algebra provider.
public static ILinearAlgebraProvider LinearAlgebraProvider
{
get
{
if (_linearAlgebraProvider == null)
{
lock (_staticLock)
{
if (_linearAlgebraProvider == null)
{
LinearAlgebraControl.UseDefault();
}
}
}
return _linearAlgebraProvider;
}
set
{
value.InitializeVerify();
// only actually set if verification did not throw
_linearAlgebraProvider = value;
}
}
///
/// Gets or sets the fourier transform provider. Consider to use UseNativeMKL or UseManaged instead.
///
/// The linear algebra provider.
public static IFourierTransformProvider FourierTransformProvider
{
get
{
if (_fourierTransformProvider == null)
{
lock (_staticLock)
{
if (_fourierTransformProvider == null)
{
FourierTransformControl.UseDefault();
}
}
}
return _fourierTransformProvider;
}
set
{
value.InitializeVerify();
// only actually set if verification did not throw
_fourierTransformProvider = value;
}
}
///
/// Gets or sets a value indicating how many parallel worker threads shall be used
/// when parallelization is applicable.
///
/// Default to the number of processor cores, must be between 1 and 1024 (inclusive).
public static int MaxDegreeOfParallelism
{
get { return _maxDegreeOfParallelism; }
set
{
_maxDegreeOfParallelism = Math.Max(1, Math.Min(1024, value));
// Reinitialize providers:
LinearAlgebraProvider.InitializeVerify();
FourierTransformProvider.InitializeVerify();
}
}
///
/// Gets or sets the TaskScheduler used to schedule the worker tasks.
///
public static TaskScheduler TaskScheduler { get; set; }
///
/// Gets or sets the the block size to use for
/// the native linear algebra provider.
///
/// The block size. Default 512, must be at least 32.
public static int BlockSize
{
get { return _blockSize; }
set { _blockSize = Math.Max(32, value); }
}
///
/// Gets or sets the order of the matrix when linear algebra provider
/// must calculate multiply in parallel threads.
///
/// The order. Default 64, must be at least 3.
internal static int ParallelizeOrder
{
get { return _parallelizeOrder; }
set { _parallelizeOrder = Math.Max(3, value); }
}
///
/// Gets or sets the number of elements a vector or matrix
/// must contain before we multiply threads.
///
/// Number of elements. Default 300, must be at least 3.
internal static int ParallelizeElements
{
get { return _parallelizeElements; }
set { _parallelizeElements = Math.Max(3, value); }
}
}
}