Fortran OpenMP code much slower than its not parallel version

Question

I want to solve the Random Walk problem, so i wrote a fortran sequental code and now i need to parallel this code.

subroutine random_walk(walkers)

implicit none
include "omp_lib.h"
integer :: i, j, col, row, walkers,m,n,iter
real, dimension(:, :), allocatable :: matrix, res
real :: point, z


col = 12
row = 12


allocate (matrix(row, col), res(row, col))

! Read from file
open(2, file='matrix.txt')
    do i = 1, row
        read(2, *)(matrix(i, j), j=1,col)
    end do

res = matrix


! Solve task

!$omp parallel private(i,j,m,n,point,iter) 

!$omp do collapse(2) 

do i= 2, 11        
    do j=2, 11  

        m = i
        n = j
        iter = 1
        point = 0

        do while (iter <= walkers)
            call random_number(z)
            if (z <= 0.25) m = m - 1
            if (z > 0.25 .and. z <= 0.5) n = n +1
            if (z > 0.5 .and. z <= 0.75) m = m +1
            if (z > 0.75) n = n - 1

            if (m == 1 .or. m == 12 .or. n == 1 .or. n == 12) then 
                point = point + matrix(m, n)
                m = i
                n = j
                iter = iter + 1
            end if

        end do
        point = point / walkers           

        res(i, j) = point    
    end do        
end do

!$omp end do
!$omp end parallel    

! Write to file
open(2, file='out_omp.txt')
    do i = 1, row
        write(2, *)(res(i, j), j=1,col)
    end do    
contains    

end

So, the problem is that parallel program computes MUCH lesser than its sequential version. Where is the mistake?(except my terrible code)

Update: for now the code is with !$omp do directives, but the result is still the same: it is much lesser than its sequential version.

It is hard for others to help you without a Minimal, Complete, and Verifiable example. Also, it would help if you could state with more detail your goals and design choices. — Pierre de Buyl
– Pierre de Buyl, Commented Mar 24, 2018 at 20:52
a better option is to use several !$omp section and get rid of the (ugly imho) if (thrd_num ...) — Gilles Gouaillardet
– Gilles Gouaillardet, Commented Mar 25, 2018 at 1:49
I'm trying to make each thread calculate the separate matrix fragment. Thread 0 is for (2:6;2:6), Thread 1 is for (7:11;2:6), Thread 2 is for (2:6;7:11), Thread 3 is for (7:11;7:11). That is why i need this ugly 'if (thrd_num ...)'. — Dmitry
– Dmitry, Commented Mar 25, 2018 at 9:03
unless you want to control the mapping (e.g. which thread does what) which I doubt, you do not need this. anyway, just use OpenMP sections correctly, see stackoverflow.com/questions/2770911/… for an example — Gilles Gouaillardet
– Gilles Gouaillardet, Commented Mar 25, 2018 at 9:48

Franz · Accepted Answer · 2018-03-25 23:19:47Z

Most probably, the behavior is related to the random number extraction. RANDOM_NUMBER Fortran procedure is not even guaranteed to be thread-safe but it is thread-safe at least in GNU compiler thanks to a GNU extension. But in any case the performances seem to be very bad as you note.

If you switch to a different thread-safe random number generator, the scalability of your code can be good. I used the classical ran2.f generator:

http://www-star.st-and.ac.uk/~kw25/research/montecarlo/ran2.f

modified to make it thread-safe. If I am not wrong, to do that:

in the calling unit declare and define:

integer :: iv(32), iy, idum2, idum

idum2 = 123456789 ; iv(:) = 0 ; iy = 0
in OpenMP directives add idum as private and idum2, iv, iy as firstprivate (by the way you need to add z as private too)
in the parallel section add (before do) idum = - omp_get_thread_num() to have different random numbers for different threads
from ran2 function remove DATA and SAVE lines e pass idum2, iv, iy as arguments:

FUNCTION ran2(idum, iv, iy, idum2)
call ran2 instead of random_number intrinsic z = ran2(idum, iv, iy, idum2)

With walkers=100000 (GNU compiler) these are my times:

1 thread   => 4.7s
2 threads  => 2.4s
4 threads  => 1.5s
8 threads  => 0.78s
16 threads => 0.49s

Not strictly related to the question but I have to say that extracting a real number for each 4 "bit"s info you need (+1 or -1) and the usage of conditionals can be probably changed using a more efficient strategy.

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