ensure no nested parallelism in froll

NEWS.md

@@ -333,6 +333,8 @@
 
 19. Ellipsis elements like `..1` are correctly excluded when searching for variables in "up-a-level" syntax inside `[`, [#5460](https://github.com/Rdatatable/data.table/issues/5460). Thanks @ggrothendieck for the report and @MichaelChirico for the fix.
 
+20. Rolling functions now ensure there is no nested parallelism. It could have happened for vectorized input and `adaptive=TRUE`, [#7352](https://github.com/Rdatatable/data.table/issues/7352). Thanks @jangorecki for the fix.
+
 ### NOTES
 
 1. The following in-progress deprecations have proceeded:

inst/tests/froll.Rraw

@@ -741,7 +741,7 @@ test(6000.177, frollmean(x, n, align="left"), output=c(
 nn = c(1:4,2:3,1:4)
 test(6000.178, frollmean(x, nn, adaptive=TRUE), output=c(
   "frollfunR: allocating memory for results 1x1",
-  "frollfunR: .*sequentially.*single rolling computation.*",
+  "frollfunR: .*sequentially because adaptive.*",
   "frollfunR: 1:",
   "frolladaptivemeanFast: running for input length 10, hasnf 0, narm 0",
   "frolladaptivefun: processing fun 0 algo 0 took.*",
@@ -773,7 +773,7 @@ test(6000.181, frollmean(x, n, algo="exact"), output=c(
   "frollfunR: processing.*took.*"))
 test(6000.182, frollmean(x, nn, adaptive=TRUE), output=c(
   "frollfunR: allocating memory for results 1x1",
-  "frollfunR: .*sequentially.*single rolling computation.*",
+  "frollfunR: .*sequentially because adaptive.*",
   "frollfunR: 1:",
   "frolladaptivemeanFast: running for input length 10, hasnf 0, narm 0",
   "frolladaptivemeanFast: non-finite values are present in input, re-running with extra care for NFs",
@@ -1444,6 +1444,13 @@ test(6001.731, frollvar(y, 3)[4L], 0)
 test(6001.732, frollsd(y, 3)[4L], 0)
 test(6001.733, frollvar(y, c(3,3,3,3), adaptive=TRUE)[4L], 0)
 test(6001.734, frollsd(y, c(3,3,3,3), adaptive=TRUE)[4L], 0)
+test(6001.740, frollvar(c(1.5,2.5,2,NA), c(3,3)), list(c(NA,NA,0.25,NA), c(NA,NA,0.25,NA)), output="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE)) # ensure no nested parallelism in rolling functions #7352
+test(6001.741, frollsd(c(1.5,2.5,2,NA), c(3,3)), list(c(NA,NA,0.5,NA), c(NA,NA,0.5,NA)), output="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE))
+test(6001.742, frollvar(c(1.5,2.5,2,1.5), c(3,3)), list(c(NA,NA,0.25,0.25), c(NA,NA,0.25,0.25)), notOutput="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE)) # no NA - no fallback to exact
+test(6001.743, frollsd(c(1.5,2.5,2,1.5), c(3,3)), list(c(NA,NA,0.5,0.5), c(NA,NA,0.5,0.5)), notOutput="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE))
+test(6001.744, frollvar(c(1.5,2.5,2,NA), 3), c(NA,NA,0.25,NA), notOutput="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE)) # not vectorized - no outer parallelism
+test(6001.745, frollsd(c(1.5,2.5,2,NA), 3), c(NA,NA,0.5,NA), notOutput="running sequentially, because outer parallelism has been used", options=c(datatable.verbose=TRUE))
+test(6001.750, frollvar(c(1.5,2.5,2,1.5), rep(3,4), adaptive=TRUE), c(NA,NA,0.25,0.25), output="sequentially because adaptive=TRUE is already parallelised within each rolling computation", options=c(datatable.verbose=TRUE)) # adaptive also disables outer parallelism
 test(6001.781, frollapply(FUN=var, 1:3, 0), c(NA_real_,NA_real_,NA_real_))
 test(6001.782, frollapply(FUN=var, 1:3, 0, fill=99), c(NA_real_,NA_real_,NA_real_))
 test(6001.783, frollapply(FUN=var, c(1:2,NA), 0), c(NA_real_,NA_real_,NA_real_))

src/data.table.h

@@ -249,9 +249,9 @@ void frollprodFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill,
 void frollprodExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
 void frollmedianFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par);
 void frollmedianExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
-void frollvarFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
-void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
-void frollsdFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
+void frollvarFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par);
+void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par);
+void frollsdFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par);
 void frollsdExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose);
 
 // frolladaptive.c

src/froll.c

@@ -77,14 +77,16 @@ void frollfun(rollfun_t rfun, unsigned int algo, const double *x, uint64_t nx, a
     break;
   case VAR :
     if (algo==0) {
-      frollvarFast(x, nx, ans, k, fill, narm, hasnf, verbose);
+      frollvarFast(x, nx, ans, k, fill, narm, hasnf, verbose, par); // par is used only when NAs - fallback to exact, to know if outer parallelism has been applied
     } else if (algo==1) {
-      frollvarExact(x, nx, ans, k, fill, narm, hasnf, verbose);
+      if (!par) // par should be true because frollvarExact at this place was invoked directly, and not by fallback, so algo=exact have been used explicitly, then outer parallelism in frollR.c is disabled already
+        internal_error(__func__, "par=FALSE but should be TRUE, algo=exact should have disabled outer parallelism for vectorized input so frollvarExact should be allowed to go parallel"); // # nocov
+      frollvarExact(x, nx, ans, k, fill, narm, hasnf, verbose, par);
     }
     break;
   case SD :
     if (algo==0) {
-      frollsdFast(x, nx, ans, k, fill, narm, hasnf, verbose);
+      frollsdFast(x, nx, ans, k, fill, narm, hasnf, verbose, par); // par is used only when NAs - fallback to exact, to know if outer parallelism has been applied
     } else if (algo==1) {
       frollsdExact(x, nx, ans, k, fill, narm, hasnf, verbose);
     }
@@ -1146,7 +1148,7 @@ void frollprodExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill
   no support for NFs, redirecting to exact
   Welford wmean and m2 would have to be recalculated on each NF element
  */
-void frollvarFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose) {
+void frollvarFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par) {
   if (verbose)
     snprintf(end(ans->message[0]), 500, _("%s: running for input length %"PRIu64", window %d, hasnf %d, narm %d\n"), "frollvarFast", (uint64_t)nx, k, hasnf, (int)narm);
   if (k == 0 || k == 1) { // var(scalar) is also NA
@@ -1205,16 +1207,16 @@ void frollvarFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill,
   if (truehasnf) {
     if (verbose)
       snprintf(end(ans->message[0]), 500, _("%s: non-finite values are present in input, redirecting to frollvarExact using has.nf=TRUE\n"), __func__);
-    frollvarExact(x, nx, ans, k, fill, narm, /*hasnf=*/true, verbose);
+    frollvarExact(x, nx, ans, k, fill, narm, /*hasnf=*/true, verbose, par);
     return;
   }
 }
 
 /* fast rolling var - exact
  */
-void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose) {
+void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par) {
   if (verbose)
-    snprintf(end(ans->message[0]), 500, _("%s: running in parallel for input length %"PRIu64", window %d, hasnf %d, narm %d\n"), "frollvarExact", (uint64_t)nx, k, hasnf, (int)narm);
+    snprintf(end(ans->message[0]), 500, _("%s: running %s for input length %"PRIu64", window %d, hasnf %d, narm %d\n"), "frollvarExact", par ? "in parallel" : "sequentially, because outer parallelism has been used,", (uint64_t)nx, k, hasnf, (int)narm);
   if (k == 0 || k == 1) { // var(scalar) is also NA
     if (verbose)
       snprintf(end(ans->message[0]), 500, _("%s: window width of size %d, returning all NA vector\n"), __func__, k);
@@ -1228,7 +1230,7 @@ void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill,
   }
   bool truehasnf = hasnf>0;
   if (!truehasnf || !narm) {
-    #pragma omp parallel for num_threads(getDTthreads(nx, true)) shared(truehasnf)
+    #pragma omp parallel for if (par) num_threads(getDTthreads(nx, true)) shared(truehasnf)
     for (uint64_t i=k-1; i<nx; i++) {
       if (narm && truehasnf) {
         continue;
@@ -1271,7 +1273,7 @@ void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill,
     }
   }
   if (truehasnf && narm) {
-    #pragma omp parallel for num_threads(getDTthreads(nx, true))
+    #pragma omp parallel for if (par) num_threads(getDTthreads(nx, true))
     for (uint64_t i=k-1; i<nx; i++) {
       long double wsum = 0.0;
       int nc = 0;
@@ -1317,10 +1319,10 @@ void frollvarExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill,
 
 /* fast rolling sd - fast
  */
-void frollsdFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose) {
+void frollsdFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose, bool par) {
   if (verbose)
     snprintf(end(ans->message[0]), 500, _("%s: calling sqrt(frollvarFast(...))\n"), "frollsdFast");
-  frollvarFast(x, nx, ans, k, fill, narm, hasnf, verbose);
+  frollvarFast(x, nx, ans, k, fill, narm, hasnf, verbose, par);
   for (uint64_t i=k-1; i<nx; i++) {
     ans->dbl_v[i] = sqrt(ans->dbl_v[i]);
   }
@@ -1331,7 +1333,7 @@ void frollsdFast(const double *x, uint64_t nx, ans_t *ans, int k, double fill, b
 void frollsdExact(const double *x, uint64_t nx, ans_t *ans, int k, double fill, bool narm, int hasnf, bool verbose) {
   if (verbose)
     snprintf(end(ans->message[0]), 500, _("%s: calling sqrt(frollvarExact(...))\n"), "frollsdExact");
-  frollvarExact(x, nx, ans, k, fill, narm, hasnf, verbose);
+  frollvarExact(x, nx, ans, k, fill, narm, hasnf, verbose, /*par=*/true); // par=true because frollsdExact at this place was invoked directly, and not by fallback, so algo=exact have been used explicitly, then outer parallelism in frollR.c is disabled already. If it would be algo=fast then sdFast -> varFast -> NAs -> varExact, so sdExact is no emplyed in the process, nothing redirects to sdExact
   for (uint64_t i=k-1; i<nx; i++) {
     ans->dbl_v[i] = sqrt(ans->dbl_v[i]);
   }

src/frollR.c

@@ -193,12 +193,14 @@ SEXP frollfunR(SEXP fun, SEXP xobj, SEXP kobj, SEXP fill, SEXP algo, SEXP align,
   else
     internal_error(__func__, "invalid %s argument in %s function should have been caught earlier", "algo", "rolling"); // # nocov
 
-  bool par = nx*nk>1 && ialgo==0;
+  bool par = nx*nk>1 && ialgo==0 && !badaptive; // for algo=exact and !badaptive we parallelize inside
   if (verbose) {
     if (par) {
       Rprintf(_("%s: computing %d column(s) and %d window(s) in parallel\n"), __func__, nx, nk);
     } else if (ialgo==1) {
       Rprintf(_("%s: computing %d column(s) and %d window(s) sequentially because algo='exact' is already parallelised within each rolling computation\n"), __func__, nx, nk);
+    } else if (badaptive) {
+      Rprintf(_("%s: computing %d column(s) and %d window(s) sequentially because adaptive=TRUE is already parallelised within each rolling computation\n"), __func__, nx, nk);
     } else if (nx*nk==1) {
       Rprintf(_("%s: computing %d column(s) and %d window(s) sequentially as there is only single rolling computation\n"), __func__, nx, nk);
     }