HPX - High Performance ParalleX


Interest Calculator

HPX provides its users with several different tools to simply express parallel concepts. One of these tools is a local control object (LCO) called dataflow. An LCO is a type of component that can spawn a new thread when triggered. They are also distinguished from other components by a standard interface which allow users to understand and use them easily. Dataflows, being a LCO, is triggered when the values it depends on become available. For instance, if you have a calculation X that depends on the result of three other calculations, you could set up a dataflow that would begin the calculation X as soon as the other three calculations have returned their values. Dataflows are set up to depend on other dataflows. It is this property that makes dataflow a powerful parallelization tool. If you understand the dependencies of your calculation, you can devise a simple algorithm which sets up a dependency tree to be executed. In this example, we calculate compound interest. To calculate compound interest, one must calculate the interest made in each compound period, and then add that interest back to the principal before calculating the interest made in the next period. A practical person would of course use the formula for compound interest:

F = P(1 + i) ^ n
    F= Future value
    P= Principal
    i= Interest rate
    n= number of compound periods

Nevertheless, we have chosen for the sake of example to manually calculate the future value by iterating:

I = P * i
P = P + I

The source code for this example can be found here: interest_calculator.cpp.

To compile this program, go to your HPX build directory (see Getting Started for information on configuring and building HPX) and enter:

make examples.quickstart.interest_calculator

To run the program type:

./bin/interest_calculator --principal 100 --rate 5 --cp 6 --time 36

This should print:

Final amount: 134.01
Amount made: 34.0096

Let us begin with main, here we can see that we again are using Boost.Program Options to set our command line variables (see Fibonacci Example for more details). These options set the principal, rate, compound period, and time. It is important to note that the units of time for cp and time must be the same.

int main(int argc, char ** argv)
    options_description cmdline("Usage: " HPX_APPLICATION_STRING " [options]");

        ("principal", value<double>()->default_value(1000), "The principal [$]")
        ("rate", value<double>()->default_value(7), "The interest rate [%]")
        ("cp", value<int>()->default_value(12), "The compound period [months]")
        ("time", value<int>()->default_value(12*30), "The time money is invested [months]")

    return hpx::init(cmdline, argc, argv);

Next we look at hpx_main.

int hpx_main(variables_map & vm)
        using hpx::shared_future;
        using hpx::make_ready_future;
        using hpx::lcos::local::dataflow;
        using hpx::util::unwrapped;
        hpx::naming::id_type here = hpx::find_here();

        double init_principal=vm["principal"].as<double>(); //Initial principal
        double init_rate=vm["rate"].as<double>(); //Interest rate
        int cp=vm["cp"].as<int>(); //Length of a compound period
        int t=vm["time"].as<int>(); //Length of time money is invested

        init_rate/=100; //Rate is a % and must be converted
        t/=cp; //Determine how many times to iterate interest calculation:
               //How many full compund periods can fit in the time invested

        // In non-dataflow terms the implemented algorithm would look like:
        // int t = 5;    // number of time periods to use
        // double principal = init_principal;
        // double rate = init_rate;
        // for (int i = 0; i < t; ++i)
        // {
        //     double interest = calc(principal, rate);
        //     principal = add(principal, interest);
        // }
        // Please note the similarity with the code below!

        shared_future<double> principal = make_ready_future(init_principal);
        shared_future<double> rate = make_ready_future(init_rate);

        for (int i = 0; i < t; ++i)
            shared_future<double> interest = dataflow(unwrapped(calc), principal, rate);
            principal = dataflow(unwrapped(add), principal, interest);

        // wait for the dataflow execution graph to be finished calculating our
        // overall interest
        double result = principal.get();

        std::cout << "Final amount: " << result << std::endl;
        std::cout << "Amount made: " << result-init_principal << std::endl;

    return hpx::finalize();

Here we find our command line variables read in, the rate is converted from a percent to a decimal, the number of calculation iterations is determined, and then our dataflows are set up. Notice that we first place our principal and rate into a dataflow by passing the variables p and i_rate to an action called identity_action:


In this way hpx::lcos::dataflow_base<double> principal and rate will be initialized to p and i_rate when hpx::lcos::dataflow<identity_action> returns a value. These dataflows enter for loop and are passed to interest. Next principal and interest are passed to the reassignment of principal. This loop continues for each compound period that must be calculated. To see how interest and principal are calculated in the loop let us look at calc_action and add_action:

// Calculate interest for one period
double calc(double principal, double rate)
    return principal * rate;

// Add the amount made to the principal
double add(double principal, double interest)
    return principal + interest;

After the dataflow dependencies have been defined in hpx_main, we see the following statement:

double result = principal.get_future().get();

This statement calls hpx::future::get() on the last dataflow created by our for loop. The program will wait here until the entire dataflow tree has been calculated and the value assigned to result. The program then prints out the final value of the investment and the amount of interest made by subtracting the final value of the investment from the initial value of the investment.