Optimize OpenMP pragma in TreeLattice::stepback#2643
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Thanks for opening this pull request! It might take a while before we look at it, so don't worry if there seems to be no feedback. We'll get to it. |
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Thanks. @UnitedMarsupials, may you confirm that you can contribute the changes according to the QuantLib CLA at https://gist.github.com/lballabio/3cbbdf6f18e06466cba5eb5a0867d0b9? |
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This PR applies the OpenMP optimization in
TreeLattice::stepback()to cap thread participation and amortize the fork/join overhead, ensuring that threads are only used when the tree is wide enough (>= 1024) and each thread gets at least 256 iterations.All credit for the implementation logic goes to @UnitedMarsupials! I am submitting this PR to help get their proposed fix merged.
Fixes #2632