lauraperge / computational-finance-parallel-programming-assignment

Implementation of Barrier and Semaphore in C++

Computational-Finance-Parallel-Programming-Assignment

Implementation of Semaphore and Barrier in C++

Exercises:

Short version:

Use mutexes and condition variables to implement semaphore and barrier classes as outlined on page 71-73 in Antoine Savine (2017), \Elements of Modern Computa- tional Finance"; the C++11 curriculum. Test your code.

Hint/intructions:

The implementation can be done in many ways; there isn't an STL version yet. Simple Google searches should get you useable, running code. From this you can then work forwards to illustrate what semaphores and barriers do (two test examples below) and work backwards to how they do it (and possibly improve to code).

Two test examples:

• A library has 5 copies of a certain book on C++11. 50 people want to borrow the book. Decribe/simulate the borrowing process with a semaphore. (What if the borrowers take a random time to finish the book?)
• Use a barrier to implement the classical so-called divide-and-conquer algorithm (page 73 in the C++11 curriculum) for adding up the entires in a vector. (What if the number of entries isn't a power of 2?)