Parfor error appears all of a sudden

I am a new Matlab user. My matlab code was running perfectly fine. All of a sudden, I started getting this error:

The source code (<unknown>) for the parfor-loop that is trying to execute on the worker could not be found.

Caused by:

Unrecognized function or variable 'Flag'.

Error using remoteParallelFunction (line 84)

Worker unable to find file.

Unrecognized function or variable 'Flag'.

I wasn't getting this error on the same code previously and I haven't changed anything in my code since. I don't have any file function or variable named "Flag". Your suggestions on how to resolve this would be appreciated.

Thank you

[Damian Pietrus]

Could you provide some more information about what your parfor loop looks like? Are you running your parfor on your local machine or are you running on a cluster?

[HZ]

Thank you for your reply. I am using parfor with a function in financial toolbox:

parfor i = 1:size(M2,1)

yld(i) = bndyield(M2vwap(i), M2COUPON(i)/100, ...

datetime(year(M2stlmnt_dt(i)), month(M2stlmnt_dt(i)), day(M2stlmnt_dt(i))), ...

datetime(year(M2MATURITY(i)), month(M2MATURITY(i)), day(M2MATURITY(i))), ...

'Period', M2INTEREST_FREQUENCY(i), 'Basis', 5);

end

M2 is the data matrix.

[Edric Ellis]

It seems as though there's a problem with the code you're calling, and parfor is (perhaps wrongly) interpreting that problem as a missing-code problem. Could you try wrapping the body of your parfor loop like this:

parfor i = 1:size(M2,1)
    try
        yld(i) = bndyield(. . .);
    catch ME
        disp(getReport(ME))
        rethrow(ME)
    end
end

This will still fail, but hopefully it will give us more of a clue as to where things are going wrong.

[HZ]

Thank you. The same code was working fine until I updated the dataset and added a few more rows. With your suggestion, here is what I am getting:

Error in bndyield (line 259)
if Flag < 0
    
    Error in parallel_function>make_general_channel/channel_general (line 832)
    O = F(C{:});
    
    Error in remoteParallelFunction (line 67)
    out = parallel.internal.pool.serialize(feval(channel, channelArgs{:}));
    Analyzing and transferring files to the workers ...done.
        Unrecognized function or variable 'Flag'.
    
    Error in bndyield (line 259)
    if Flag < 0
        
        Error in parallel_function>make_general_channel/channel_general (line 832)
        O = F(C{:});
        
        Error in remoteParallelFunction (line 67)
        out = parallel.internal.pool.serialize(feval(channel, channelArgs{:}));
        The source code (<unknown>) for the parfor-loop that is trying to execute on the worker could
        not be found.
        
        Caused by:
        Unrecognized function or variable 'Flag'.
        Error using remoteParallelFunction (line 84)
        Worker unable to find file.
        Unrecognized function or variable 'Flag'.

[HZ]

Could this mean that bndyield function breaks down when the value comes out to be negative? If so, is there a way within parfor to put in a condition that whenever bndyield isn't coming out positive, make it NaN?

[Brahmadev]

Hi, could you share the data you are using or a sample of the data that is causing this issue? You mentioned that you updated the dataset, how did you do so? Manually or programmatically? I used the following random data for your code and could not reproduce the issue.

% Sample data generation
numDataPoints = 10; % Number of data points

% Generate random data for M2vwap, M2COUPON, M2stlmnt_dt, M2MATURITY, and M2INTEREST_FREQUENCY
M2vwap = rand(numDataPoints, 1);
M2COUPON = rand(numDataPoints, 1) * 10; % Assuming coupon rates between 0 and 10%
M2stlmnt_dt = datetime('today') - caldays(randi([1, 365], numDataPoints, 1)); % Random settlement dates within the last year
M2MATURITY = M2stlmnt_dt + calyears(randi([1, 10], numDataPoints, 1)); % Maturity dates are settlement dates + random number of years (1-10)
M2INTEREST_FREQUENCY =[4,3,6,12,4,12,6,1,4,3];

% Preallocate yld array
yld = zeros(numDataPoints, 1);

% Perform the calculation in parallel
parfor i = 1:numDataPoints
    yld(i) = bndyield(M2vwap(i), M2COUPON(i)/100, ...
        datetime(year(M2stlmnt_dt(i)), month(M2stlmnt_dt(i)), day(M2stlmnt_dt(i))), ...
        datetime(year(M2MATURITY(i)), month(M2MATURITY(i)), day(M2MATURITY(i))), ...
        'Period', M2INTEREST_FREQUENCY(i), 'Basis', 5);
end

% Display the calculated yields
disp(yld);

[HZ]

The problem got solved as I forced any non-calculatable value to NaN. Basically the concern is that the function is designed to calculate bndyield when the result is positive or it gives an error. The following solves it.

parfor i = 1:size(M2, 1)
    try
        yld(i) = bndyield(...);
    catch
        yld(i) = NaN;
    end
end