// // 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); } } } }