alloccate less

1 files changed, 14 insertions, 4 deletions

diff --git a/src/lossdistrib.c b/src/lossdistrib.c
index e09c9bf..7028e7f 100644
--- a/src/lossdistrib.c
+++ b/src/lossdistrib.c
@@ -518,12 +518,19 @@ void BCloss_recov_dist(const double *defaultprob, const int *dim1, const int *di
     for(int t = 0; t < (*dim2); t++) {
         memset(Lw, 0, (*N) * (*n) * sizeof(double));
         memset(Rw, 0, (*N) * (*n) * sizeof(double));
+        static double* gshocked;
+        static double* Sshocked;
+        static double* Rshocked;
+        #pragma omp threadprivate(gshocked, Sshocked, Rshocked)
+        #pragma omp parallel
+        {
+            gshocked = malloc((*dim1) * sizeof(double));
+            Sshocked = malloc((*dim1) * sizeof(double));
+            Rshocked = malloc((*dim1) * sizeof(double));
+        }
         #pragma omp parallel for
         for(int i = 0; i < *n; i++) {
-            double* gshocked = malloc((*dim1) * sizeof(double));
-            double* Sshocked = malloc((*dim1) * sizeof(double));
-            double* Rshocked = malloc((*dim1) * sizeof(double));
-            for(int j=0; j < (*dim1); j++) {
+            for(int j = 0; j < (*dim1); j++) {
                 double g = defaultprob[j + (*dim1) * t];
                 gshocked[j] = shockprob(g, rho[j], Z[i], 0);
                 Sshocked[j] = shockseverity(1-recov[j], Z[i], rho[j], g);
@@ -533,6 +540,9 @@ void BCloss_recov_dist(const double *defaultprob, const int *dim1, const int *di
                         Lw + i * (*N));
             lossdistrib(gshocked, dim1, issuerweights, Rshocked , N, N, defaultflag,
                         Rw + i * (*N));
+        }
+        #pragma omp parallel
+        {
             free(gshocked);
             free(Sshocked);
             free(Rshocked);