[Developers] interfacing with openblas for large problems

[Jim Ianelli - NOAA Federal]

Seems like a worthwhile enterprise.

Looking at the site there are a number of interesting aspects of OpenBlas
that could help with ideas for the Foundation, not least of which is their
balance sheet and funding model:

https://docs.google.com/spreadsheet/ccc?key=0AghkTjXe2lDndE1UZml0dGpaUzJmZGhvenBZd1F2R1E&usp=sharing#gid=0

also hadn't heard of:
https://www.bountysource.com/faq
before, looks like something of interest.

also an aside but a useful git-branching model...:
http://nvie.com/files/Git-branching-model.pdf

so back to the question, how can we as a community help with the interface
work? I suppose steps might be something like:

   1. pick some example function sets
   2. map the variable types appropriately (so they will work with ADMB
   3. write adjoint code for dvar functions (?)
   4. test against current ADMB implmentations
   5. ...

thanks for the interest dave.

jim



On Mon, Aug 4, 2014 at 12:31 PM, dave fournier <davef at otter-rsch.com> wrote:

> I wonder if there is any interest in doing a bit of work to interface some
> of the common
> function like ludecomp and choleski decomp with the openblas versions.
>
> this is not too difficult once one figures out the boring stuff like the
> fact that matrices are strored
> by column in contiguous arrays.
>
> we are now looking at ever larger problems.  I compared the admb lu decomp
> of a 2,000x2,000 matrix
> from numerical recipes with the openblas version.
>
> Time for openblas               lu decomp 172.05 ms
> Time for numerical recipes lu decomp 22102.9     ms
>
> which is about 125 times faster
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-- 

James Ianelli
NMFS/NOAA Building 4
7600 Sand Pt Way NE
Seattle WA 98115

 206 526 6510

Visit the ADMB project http://admb-project.org/
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