如何解决在通过4个线程将OpenMP共享变量与关键同步技术并行使用后,输出结果不同
这是我的全部代码
#define NUM_THREADS 4
int main(int argc,char **argv) {
int nthreads = NUM_THREADS;
omp_set_num_threads(nthreads);
int num_sims = 10000000; // Number of simulated asset paths
double S = 100.0; // Option price
double K = 100.0; // Strike price
double r = 0.05; // Risk-free rate (5%)
double v = 0.2; // Volatility of the underlying (20%)
double T = 1.0; // One year until expiry
double S_adjust = S * exp(T*(r - 0.5*v*v));
double S_cur = 0.0;
double call = 0.0;
double put = 0.0;
double ans_call = 0.0;
double ans_put = 0.0;
double start_time = omp_get_wtime();
#pragma omp parallel shared (num_sims,S_cur,S_adjust)
{
for (int i = 0; i < num_sims; i++) {
double gauss_bm = gaussian_box_muller();
S_cur = S_adjust * exp(sqrt(v*v*T)*gauss_bm);
#pragma omp critical
{
call += std::max(S_cur - K,0.0);
put += std::max(K - S_cur,0.0);
}
}
ans_call = (call / static_cast<double>(num_sims)) * exp(-r * T);
ans_put = (put / static_cast<double>(num_sims)) * exp(-r * T);
}
double end_time = omp_get_wtime();
// Finally we output the parameters and prices
std::cout << "Number of Paths: " << num_sims << std::endl;
std::cout << "Underlying: " << S << std::endl;
std::cout << "Strike: " << K << std::endl;
std::cout << "Risk-Free Rate: " << r << std::endl;
std::cout << "Volatility: " << v << std::endl;
std::cout << "Maturity: " << T << std::endl;
std::cout << "Call Price: " << ans_call << std::endl;
std::cout << "Put Price: " << ans_put << std::endl;
printf("Work took %f seconds\n",end_time - start_time);
}
gaussian_box_muller()
只是一个计算。
double gaussian_box_muller() {
double x = 0.0;
double y = 0.0;
double euclid_sq = 0.0;
do {
x = 2.0 * rand() / static_cast<double>(RAND_MAX) - 1;
y = 2.0 * rand() / static_cast<double>(RAND_MAX) - 1;
euclid_sq = x * x + y * y;
} while (euclid_sq >= 1.0);
return x * sqrt(-2 * log(euclid_sq) / euclid_sq);
}
输出应为 通话价格:10.4532 卖价:5.57238
但是当我使用4个线程时结果出来 通话价格:42.1826 卖价:21.9396
我可以知道我的共享变量错误吗?
版权声明:本文内容由互联网用户自发贡献,该文观点与技术仅代表作者本人。本站仅提供信息存储空间服务,不拥有所有权,不承担相关法律责任。如发现本站有涉嫌侵权/违法违规的内容, 请发送邮件至 dio@foxmail.com 举报,一经查实,本站将立刻删除。