[Developers] interfacing with openblas for large problems

[dave fournier]

On 08/04/2014 02:47 PM, Jim Ianelli - NOAA Federal wrote:

I found that there is a higher level lapack routine which works just 
like the ADMB solve.

You can see how simple the interface with ADMB becomes.
In linux all you need is an include file and to link with two libraries.


> 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 
> <mailto: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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