This page documents the parallelization system developped by Marco Ratto for Dynare.

The idea is to provide a general framework in Dynare for parallelizing tasks which require very little inter-process communication.

The implementation is done by running several MATLAB or Octave processes, either on local or on remote machines. Communication between master and slave processes are done through SMB on Windows and SSH on UNIX. Input and output data, and also some short status messages, are exchanged through network filesystems.

Currently the system works only with homogenous grids: only Windows or only Unix machines.

Routines currently parallelized:

1. Requirements

1.1. For a Windows grid

  1. a standard Windows network (SMB) must be in place
  2. PsTools must be installed in the path of the master Windows machine

1.2. For a UNIX grid

  1. MATLAB executable must be in the path of the slave machines
  2. SSH must be installed on the master and on the slave machines
  3. SSH keys must be installed so that the SSH connections from the slaves to the master can be done without passwords, or using an SSH agent (see SshKeysHowto)

2. Usage

The parallelization mechanism is triggered by the use of options_.parallel. By default, this option is equal to zero, no parallelization is used.

To trigger the parallelization, this option must be filled with a vector of structures. Each structure represents a slave machine (possibly using several CPU cores on the machine).

The fields are:

There is currently no interface in the preprocessor to construct this option structure vector; this has to be done by hand by the user in the MOD file.

2.1. Example syntax for win and unix, for local parallel runs (assuming quad-core)

All empty fields, except Local and NumCPU

options_.parallel = struct('Local', 1, 'PcName','', 'NumCPU', [0:3], 'user','','passwd','',
'RemoteDrive', '', 'RemoteFolder','', 'MatlabOctavePath', '', 'DynarePath', '');

2.2. Example Windows syntax for remote runs

options_.parallel = struct('Local', 0, 'PcName','RemotePCName','NumCPU', [4:6], 'user',
'DEPT\JohnSmith','passwd','****', 'RemoteDrive', 'C', 'RemoteFolder','dynare_calcs\Remote');

2.2.1. Example to use several remote PC's to build a grid

A vector of parallel structures has to be built:

options_.parallel = struct('Local', 0, 'PcName','RemotePCName1','NumCPU', [0:3], 
'user', 'DEPT\JohnSmith', 'passwd','****', 'RemoteDrive', 'C', 'RemoteFolder','dynare_calcs\Remote');

options_.parallel(2) = struct('Local', 0, 'PcName','RemotePCName2','NumCPU', [0:3], 
'user', 'DEPT\JohnSmith','passwd','****', 'RemoteDrive', 'D', 'RemoteFolder','dynare_calcs\Remote');

options_.parallel(3) = struct('Local', 0, 'PcName','RemotePCName3','NumCPU', [0:1], 
'user','DEPT\JohnSmith','passwd','****', 'RemoteDrive', 'C', 'RemoteFolder','dynare_calcs\Remote');

options_.parallel(4) = struct('Local', 0, 'PcName','RemotePCName4','NumCPU', [0:3], 
'user','DEPT\JohnSmith','passwd','****', 'RemoteDrive', 'C', 'RemoteFolder','dynare_calcs\Remote');

2.2.2. Example of combining local and remote runs

options_.parallel=struct('Local', 1, 'PcName','','NumCPU', [0:3],
 'user','','passwd','','RemoteDrive', '', 'RemoteFolder','');

options_.parallel(2)=struct('Local', 0, 'PcName','RemotePCName','NumCPU', [0:1], 
'user','DEPT\JohnSmith','passwd','****', 'RemoteDrive', 'C', 'RemoteFolder','dynare_calcs\Remote');

2.3. Example Unix syntax for remote runs

2.3.1. Example with only one remote slave

options_.parallel=struct('Local', 0, 'PcName','name.domain.org','NumCPU', [0:3], 
'user','JohnSmith','passwd','', 'RemoteDrive', '', 'RemoteFolder','/home/rattoma/Remote','MatlabOctavePath', 'matlab', 'DynarePath', '/home/rattoma/dynare/matlab');

2.3.2. Example of combining local and remote runs (on unix):

options_.parallel=struct('Local', 1, 'PcName','','NumCPU', [0:3], 
'user','','passwd','','RemoteDrive', '', 'RemoteFolder','','MatlabOctavePath', '', 'DynarePath', '');

options_.parallel(2)=struct('Local', 0, 'PcName','name.domain.org','NumCPU', [0:3], 'user','JohnSmith','passwd','', 'RemoteDrive', '', 'RemoteFolder','/home/rattoma/Remote','MatlabOctavePath', 'matlab', 'DynarePath', '/home/rattoma/dynare/matlab');

3. Informations for the Dynare developers

3.1. General architecture of the system

The generic parallelization system is organized around two routines: masterParallel and fParallel.

A more complete developer documentation (but a bit outdated) is in parallel.pdf.

3.2. Improvements to be made (by decreasing order of importance)

3.3. Interface

Node Options

type

default

Meaning

Req. Local Win

Req. Remote Win

Req. Local Unix

Req. Remote Unix

Name

string

empty

name of the node

*

*

*

*

CPUnbr

Integer

Linux: all available CPU's; Windows: needs to be set by the user

Number of CPU's to be used on that computer

*

*

*

*

ComputerName

string

localhost (implies options_.parallel(?).Local=1)

Computer name on the network or IP address

*

*

UserName

string

empty (result of getenv("USER") for linux/mac)

required for remote login

*

Password

string

empty

required for remote login (only under Windows)

*

RemoteDrive

string

empty

Drive to be used on remote computer

*

RemoteDirectory

string

empty

Directory to be used on remote computer

*

*

DynarePath

string

empty

path to matlab directory within the Dynare installation directory

MatlabOctavePath

string

empty

path to MATLAB or Octave executable

SingleCompThread

boolean

true

disable MATLAB's native multithreading ?

Cluster Options

type

default

Meaning

Required

Name

string

empty

name of the node

*

Members

string

empty

list of members in this cluster

*

preamble, options_ definitions, global initializations, etc...

InitializeComputationalEnviroment(options_);

... all dynare computations ...

if options_.parallel_info.leaveSlaveOpen == 1,
    closeSlave(options_.parallel,options_.parallel_info.RemoteTmpFolder),
end

diary off

...