Summing a Vector in Parallel with RcppParallel

JJ Allaire — written Jun 29, 2014 — source

The RcppParallel package includes high level functions for doing parallel programming with Rcpp. For example, the parallelReduce function can be used aggreggate values from a set of inputs in parallel. This article describes using RcppParallel to sum an R vector.

Serial Version

First a serial version of computing the sum of a vector. For this we use a simple call to the STL std::accumulate function:

#include <Rcpp.h>
using namespace Rcpp;

#include <algorithm>

// [[Rcpp::export]]
double vectorSum(NumericVector x) {
   return std::accumulate(x.begin(), x.end(), 0.0);
}

Parallel Version

Now we adapt our code to run in parallel. We’ll use the parallelReduce function to do this. As with the previous article describing parallelFor, we implement a “Worker” function object with our logic and RcppParallel takes care of scheduling work on threads and calling our function when required. For parallelReduce the function object has three jobs:

Implement a standard and “splitting” constructor. The standard constructor takes a pointer to the array that will be traversed and sets it’s sum variable to 0. The splitting constructor is called when work needs to be split onto other threads—it takes a reference to the instance it is being split from and simply copies the pointer to the input array and sets it’s internal sum to 0.
Implement operator() to perform the summing. Here we just call std::accumulate as we did in the serial version, but limit the accumulation to the items specified by the begin and end arguments (note that other threads will have been given the task of processing other items in the input array). We save the accumulated value in our value member variable.
Finally, we implement a join method which composes the operations of two Sum instances that were previously split. Here we simply add the accumulated sum of the instance we are being joined with to our own.

Here’s the definition of the Sum function object:

// [[Rcpp::depends(RcppParallel)]]
#include <RcppParallel.h>
using namespace RcppParallel;

struct Sum : public Worker
{
   // source vector
   const RVector<double> input;

   // accumulated value
   double value;

   // constructors
   Sum(const NumericVector input) : input(input), value(0) {}
   Sum(const Sum& sum, Split) : input(sum.input), value(0) {}

   // accumulate just the element of the range I've been asked to
   void operator()(std::size_t begin, std::size_t end) {
      value += std::accumulate(input.begin() + begin, input.begin() + end, 0.0);
   }

   // join my value with that of another Sum
   void join(const Sum& rhs) {
      value += rhs.value;
   }
};

Note that Sum derives from the RcppParallel::Worker class. This is required for function objects passed to parallelReduce.

Note also that we use the RVector<double> type for accessing the vector. This is because this code will execute on a background thread where it’s not safe to call R or Rcpp APIs. The RVector class is included in the RcppParallel package and provides a lightweight, thread-safe wrapper around R vectors.

Now that we’ve defined the functor, implementing the parallel sum function is straightforward. Just initialize an instance of Sum with the input vector and call parallelReduce:

// [[Rcpp::export]]
double parallelVectorSum(NumericVector x) {

   // declare the SumBody instance
   Sum sum(x);

   // call parallel_reduce to start the work
   parallelReduce(0, x.length(), sum);

   // return the computed sum
   return sum.value;
}

Benchmarks

A comparison of the performance of the two functions shows the parallel version performing about 4 times as fast on a machine with 4 cores:

# allocate a vector
v <- as.numeric(c(1:10000000))

# ensure that serial and parallel versions give the same result
stopifnot(identical(vectorSum(v), parallelVectorSum(v)))

# compare performance of serial and parallel
library(rbenchmark)
res <- benchmark(vectorSum(v),
                 parallelVectorSum(v),
                 order="relative")
res[,1:4]

                  test replications elapsed relative
2 parallelVectorSum(v)          100   0.248    1.000
1         vectorSum(v)          100   0.894    3.605

You can learn more about using RcppParallel at https://rcppcore.github.com/RcppParallel.

tags: parallel

Extending R with C++ and Fortran — Dirk Eddelbuettel and JBrandon Duck-Mayr
Benchmarking Rcpp code with RcppClock — Zach DeBruine
Simulation Smoother using RcppArmadillo — Tomasz Woźniak