How to parallelise a 2D time evolution - c++

Question

I have a C++ code that performs a time evolution of four variables that live on a 2D spatial grid. To save some time, I tried to parallelise my code with OpenMP but I just cannot get it to work: No matter how many cores I use, the runtime stays basically the same or increases. (My code does use 24 cores or however many I specify, so the compilation is not a problem.)
I have the feeling that the runtime for one individual time-step is too short and the overhead of producing threads kills the potential speed-up.
The layout of my code is:
for (int t = 0; t < max_time_steps; t++) {
// do some book-keeping
...
// perform time step
// (1) calculate righthand-side of ODE:
for (int i = 0; i < nr; i++) {
for (int j = 0; j < ntheta; j++) {
rhs[0][i][j] = A0[i][j] + B0[i][j] + ...;
rhs[1][i][j] = A1[i][j] + B1[i][j] + ...;
rhs[2][i][j] = A2[i][j] + B2[i][j] + ...;
rhs[3][i][j] = A3[i][j] + B3[i][j] + ...;
}
}
// (2) perform Euler step (or Runge-Kutta, ...)
for (int d = 0; d < 4; d++) {
for (int i = 0; i < nr; i++) {
for (int j = 0; j < ntheta; j++) {
next[d][i][j] = current[d][i][j] + time_step * rhs[d][i][j];
}
}
}
}
I thought this code should be fairly easy to parallelise... I put "#pragma omp parellel for" in front of the (1) and (2) loops, and I also specified the number of cores (e.g. 4 cores for loop (2) since there are four variables) but there is simply no speed-up whatsoever.
I have found that OpenMP is fairly smart about when to create/destroy the threads. I.e. it realises that threads are required soon again and then they're only put asleep to save overhead time.
I think one "problem" is that my time step is coded in a subroutine (I'm using RK4 instead of Euler) and the computation of the righthand-side is again in another subroutine that is called by the time_step() function. So, I believe that due to this, OpenMP cannot see that the threads should be kept open for longer and hence the threads are created and destroyed at every time step.
Would it be helpful to put a "#pragma omp parallel" in front of the time-loop so that the threads are created at the very beginning? And then do the actual parallelisation for the righthand-side (1) and the Euler step (2)? But how do I do that?
I have found numerous examples for how to parallelise nested for loops, but none of them were concerned with the setup where the inner loops have been sourced out to separate modules. Would this an obstacle for parallelising?
I have now removed the d loops (by making the indices explicit) and collapsed the i and j loops (by running over the entire 2D array with one variable only).
The code looks like:
for (int t = 0; t < max_time_steps; t++) {
// do some book-keeping
...
// perform time step
// (1) calculate righthand-side of ODE:
#pragma omp parallel for
for (int i = 0; i < nr*ntheta; i++) {
rhs[0][0][i] = A0[0][i] + B0[0][i] + ...;
rhs[1][0][i] = A1[0][i] + B1[0][i] + ...;
rhs[2][0][i] = A2[0][i] + B2[0][i] + ...;
rhs[3][0][i] = A3[0][i] + B3[0][i] + ...;
}
// (2) perform Euler step (or Runge-Kutta, ...)
#pragma omp parallel for
for (int i = 0; i < nr*ntheta; i++) {
next[0][0][i] = current[0][0][i] + time_step * rhs[0][0][i];
next[1][0][i] = current[1][0][i] + time_step * rhs[1][0][i];
next[2][0][i] = current[2][0][i] + time_step * rhs[2][0][i];
next[3][0][i] = current[3][0][i] + time_step * rhs[3][0][i];
}
}
The size of nr*ntheta is 400*40=1600 and I a make max_time_steps=1000 time steps. Still, the parallelisation does not result in a speed-up:
Runtime without OpenMP (result of time on the command line):
real 0m23.597s
user 0m23.496s
sys 0m0.076s
Runtime with OpenMP (24 cores)
real 0m23.162s
user 7m47.026s
sys 0m0.905s
I do not understand what's happening here.
One peculiarity that I don't show in my code snippet above is that my variables are not actually doubles but a self-defined struct of two doubles which resemble real and imaginary part. But I think this should not make a difference.
Just wanted to report some success after I left the parallelisation alone for a while. The code evolved for a year and now I went back to parallelisation. This time, I can say that OpenMP does it's job and reduces the required walltime.
While the code evolved overall, this particular loop that I've shown above did not really change; merely two things: a) The resolution is higher so that it covers about 10 times as many points and b) the number of calculations per loop also is about 10-fold (maybe even more).
My only explanation why it works now and didn't work a little over a year ago, is that, when I tried to parallelise the code last time, it wasn't computationally expensive enough and the speed-up was killed by the OpenMP overhead. One single loop now requires about 200-300ms whereas that time required must have been in the single digit ms last time.
I can see such effect when comparing gcc and the Intel compiler (which are doing a very different job when vectorizing):
a) Using gcc, one loop needs about 300ms without OpenMP, and on two cores only 52% of the time is required --> near perfect optimization.
b) Using icpc, one loop needs about 160ms without OpenMP, and on two cores it needs 60% of the time --> good optimization but about 20% less effective.
When going for more than two cores, the speed-up is not large enough to make it worthwhile.