Add another OpenMP test

cpp_thread_test/test_gemm_omp.cc

@@ -1 +1,90 @@
+#include <cblas.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <math.h>
+
+#include <vector>
+
+//------------------------------------------------------------------------------
+void fill_rand( int m, int n, double* A, int ld )
+{
+    for (int j = 0; j < n; ++j) {
+        for (int i = 0; i < m; ++i) {
+            A[ i + j*ld ] = rand() / double(RAND_MAX);
+        }
+    }
+}
+
+//------------------------------------------------------------------------------
+inline double max_nan( double x, double y )
+{
+    return (isnan(y) || (y) >= (x) ? (y) : (x));
+}
+
+//------------------------------------------------------------------------------
+int main( int argc, char** argv )
+{
+    int batch_size = 1000;
+    int n = 50;
+    if (argc > 1)
+        batch_size = atoi( argv[1] );
+    if (argc > 2)
+        n = atoi( argv[2] );
+    printf( "batch_size %d, n %d\n", batch_size, n );
+
+    int ld = n;
+    double alpha = 3.1416;
+    double beta  = 2.7183;
+
+    printf( "init\n" );
+    std::vector<double*> A_array( batch_size ),
+                         B_array( batch_size ),
+                         C_array( batch_size ),
+                         D_array( batch_size );
+    for (int i = 0; i < batch_size; ++i) {
+        A_array[ i ] = new double[ ld*n ];
+        B_array[ i ] = new double[ ld*n ];
+        C_array[ i ] = new double[ ld*n ];
+        D_array[ i ] = new double[ ld*n ];
+        fill_rand( n, n, A_array[ i ], ld );
+        fill_rand( n, n, B_array[ i ], ld );
+        fill_rand( n, n, C_array[ i ], ld );
+        std::copy( C_array[ i ], C_array[ i ] + ld*n, D_array[ i ] );
+    }
+
+    printf( "test\n" );
+    for (int i = 0; i < batch_size; ++i) {
+        cblas_dgemm( CblasColMajor, CblasNoTrans, CblasNoTrans, n, n, n,
+                     alpha, A_array[ i ], ld, B_array[ i ], ld,
+                     beta,  C_array[ i ], ld );
+    }
+
+    printf( "test OpenMP\n" );
+    #pragma omp parallel for
+    for (int i = 0; i < batch_size; ++i) {
+        cblas_dgemm( CblasColMajor, CblasNoTrans, CblasNoTrans, n, n, n,
+                     alpha, A_array[ i ], ld, B_array[ i ], ld,
+                     beta,  D_array[ i ], ld );
+    }
+
+    printf( "compare\n" );
+    double max_error = 0;
+    for (int i = 0; i < batch_size; ++i) {
+        // norm( D - C )
+        cblas_daxpy( ld*n, -1.0, C_array[ i ], 1, D_array[ i ], 1 );
+        double error = cblas_dnrm2( ld*n, D_array[ i ], 1 );
+        max_error = max_nan( error, max_error );
+    }
+    printf( "max error %.2e\n", max_error );
+
+    printf( "delete\n" );
+    for (int i = 0; i < batch_size; ++i) {
+        delete [] A_array[ i ];
+        delete [] B_array[ i ];
+        delete [] C_array[ i ];
+    }
+
+    printf( "done\n" );
+    return 0;
+}