[Developers] A possible GPU project
dave fournier
davef at otter-rsch.com
Mon Apr 9 08:26:44 PDT 2012
On 12-04-08 07:21 PM, Matthew Supernaw wrote:
There are a number of double loops involving the Hessian in fmin.
So each one is o(n^2). Is it possible to leave the Hessian (or whatever
it is,
it has a size of 8*n*(n+1)/2 bytes) on the GPU during the entire
minimization. Then one just needs to move a few vector of size n back and
forth.
> Yeah... I see what your saying! Looks like it might work if you just run the j loop in parallel.
>
>
>
> On Apr 8, 2012, at 3:00 PM, developers-request at admb-project.org wrote:
>
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>> Today's Topics:
>>
>> 1. A possible GPU project (Matthew Supernaw)
>> 2. Re: A possible GPU project (dave fournier)
>> 3. Re: A possible GPU project (dave fournier)
>> 4. trying a new quasi newton method which might be good for GPU
>> calculations. (dave fournier)
>> 5. Re: trying a new quasi newton method which might be good for
>> GPU calculations. (dave fournier)
>>
>>
>> ----------------------------------------------------------------------
>>
>> Message: 1
>> Date: Sat, 7 Apr 2012 22:15:15 -0400
>> From: Matthew Supernaw<matthew.supernaw at noaa.gov>
>> To: "developers at admb-project.org"<developers at admb-project.org>
>> Subject: [Developers] A possible GPU project
>> Message-ID:<E2B4E23A-AB66-40A8-84DF-4CCFB18551D6 at noaa.gov>
>> Content-Type: text/plain; charset=us-ascii
>>
>>
>> Dave,
>> Great idea! Would you use opencl or cuda? I believe double precision is a add on for opencl, not sure about cuda.
>> Matthew
>>
>>
>>
>> On Apr 6, 2012, at 3:00 PM, developers-request at admb-project.org wrote:
>>
>>> A possible GPU project
>>
>> ------------------------------
>>
>> Message: 2
>> Date: Sun, 08 Apr 2012 07:32:24 -0700
>> From: dave fournier<davef at otter-rsch.com>
>> To: developers at admb-project.org
>> Subject: Re: [Developers] A possible GPU project
>> Message-ID:<4F81A178.7030601 at otter-rsch.com>
>> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>>
>>
>> On 12-04-07 07:15 PM, Matthew Supernaw wrote:
>>
>>
>> Unfortunately looking at the code in newfmin.cpp more carefully the
>> main o(n^2) loop does not look parallelizable.
>>
>>
>> int iu=n;
>> int iv=2*n;
>> int ib=3*n;
>> for (int j=2;j<=n;j++)
>> {
>> double * pd=&(h.elem(j,1));
>> double * qd=&(w.elem(iu+j));
>> double * rd=&(w.elem(iv+1));
>> double * sd=&(w.elem(ib+1));
>> for (int i=1;i<j;i++)
>> {
>> *qd-=*pd * *rd++;
>> *pd++ +=*sd++ * *qd;
>> }
>> }
>>
>>
>>
>>
>>
>>
>>
>>
>>> Dave,
>>> Great idea! Would you use opencl or cuda? I believe double precision is a add on for opencl, not sure about cuda.
>>> Matthew
>>>
>>>
>>>
>>> On Apr 6, 2012, at 3:00 PM, developers-request at admb-project.org wrote:
>>>
>>>> A possible GPU project
>>> _______________________________________________
>>> Developers mailing list
>>> Developers at admb-project.org
>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>
>>
>>
>> ------------------------------
>>
>> Message: 3
>> Date: Sun, 08 Apr 2012 07:52:55 -0700
>> From: dave fournier<davef at otter-rsch.com>
>> To: developers at admb-project.org
>> Subject: Re: [Developers] A possible GPU project
>> Message-ID:<4F81A647.4050401 at otter-rsch.com>
>> Content-Type: text/plain; charset=ISO-8859-1; format=flowed
>>
>> On 12-04-07 07:15 PM, Matthew Supernaw wrote:
>>
>> However there are other quasi newton approaches that look parallelizable.
>>
>> As usual what we need is existing code that can just be plugged in rather
>> than trying to reinvent this wheel.
>>
>>
>>
>>
>>
>>> Dave,
>>> Great idea! Would you use opencl or cuda? I believe double precision is a add on for opencl, not sure about cuda.
>>> Matthew
>>>
>>>
>>>
>>> On Apr 6, 2012, at 3:00 PM, developers-request at admb-project.org wrote:
>>>
>>>> A possible GPU project
>>> _______________________________________________
>>> Developers mailing list
>>> Developers at admb-project.org
>>> http://lists.admb-project.org/mailman/listinfo/developers
>>>
>>
>>
>> ------------------------------
>>
>> Message: 4
>> Date: Sun, 08 Apr 2012 11:25:50 -0700
>> From: dave fournier<davef at otter-rsch.com>
>> To: "'developers at admb-project.org'"<developers at admb-project.org>
>> Subject: [Developers] trying a new quasi newton method which might be
>> good for GPU calculations.
>> Message-ID:<4F81D82E.1050503 at otter-rsch.com>
>> Content-Type: text/plain; charset="iso-8859-1"; Format="flowed"
>>
>> There is a quasi newton minimizer in the GSL. It appears to use the
>> BLAS for the
>> vector matrix calculations involved in the quasi newton calcs. That
>> could lead to an
>> easy path for using a GPU. I wrote a little test program to see how it
>> works.
>>
>> The next step is to interface it with the autodif stuff to compare it to
>> the code in newfmin
>> using automatic differentiation. That should not be very hard. I hope
>> it doesn't suck.
>>
>> example is attached.
>>
>> I trust this is more interesting than discussions on organizing organizing.
>>
>>
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>> ------------------------------
>>
>> Message: 5
>> Date: Sun, 08 Apr 2012 11:32:53 -0700
>> From: dave fournier<davef at otter-rsch.com>
>> To: developers at admb-project.org
>> Subject: Re: [Developers] trying a new quasi newton method which might
>> be good for GPU calculations.
>> Message-ID:<4F81D9D5.1050109 at otter-rsch.com>
>> Content-Type: text/plain; charset="iso-8859-1"; Format="flowed"
>>
>> On 12-04-08 11:25 AM, dave fournier wrote:
>>
>> There is one gotcha with the newer versions of gcc
>> For some reason you can get unsatisfied references in the gls stuff. To
>> fix this
>> you need to use a linker option --no-as-needed. to pass this option
>> using the gcc shell
>> you need to use the -Xlinker flag as in
>>
>>
>> -Xlinker --no-as-needed -lgsl -lgslcblas
>>
>>
>>
>>
>>
>>> There is a quasi newton minimizer in the GSL. It appears to use the
>>> BLAS for the
>>> vector matrix calculations involved in the quasi newton calcs. That
>>> could lead to an
>>> easy path for using a GPU. I wrote a little test program to see how
>>> it works.
>>>
>>> The next step is to interface it with the autodif stuff to compare it
>>> to the code in newfmin
>>> using automatic differentiation. That should not be very hard. I hope
>>> it doesn't suck.
>>>
>>> example is attached.
>>>
>>> I trust this is more interesting than discussions on organizing
>>> organizing.
>>>
>>>
>>>
>>> _______________________________________________
>>> Developers mailing list
>>> Developers at admb-project.org
>>> http://lists.admb-project.org/mailman/listinfo/developers
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>> ------------------------------
>>
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>> Developers mailing list
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>> http://lists.admb-project.org/mailman/listinfo/developers
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>>
>> End of Developers Digest, Vol 38, Issue 10
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