I have a very large diagonal matrix that I need to split for parallel computation. Due to data locality issues it makes no sense to iterate through the matrix and split every n-th calculation between n threads. Currently, I am dividing k x k diagonal matrix in the following way but it yields unequal partitions in terms of the number of the calculations (smallest piece calculates a few times longer than the largest).
def split_matrix(k, n):
split_points = [round(i * k / n) for i in range(n + 1)]
split_ranges = [(split_points[i], split_points[i + 1],) for i in range(len(split_points) - 1)]
return split_ranges
import numpy as np
k = 100
arr = np.zeros((k,k,))
idx = 0
for i in range(k):
for j in range(i + 1, k):
arr[i, j] = idx
idx += 1
def parallel_calc(array, k, si, endi):
for i in range(si, endi):
for j in range(k):
# do some expensive calculations
for start_i, stop_i in split_matrix(k, cpu_cnt):
parallel_calc(arr, k, start_i, stop_i)
Do you have any suggestions as to the implementation or library function?
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