[Developers] c++ amp with admb

[dave fournier]

A while back Matthrew pointed out to me that development on C++AMP for
linux is an ongoing project which should be watched.

For those whio don't know AMP is a microsoft development which is 
supposed to greatly
simplify parallel processing on GPU's/CPUs.

Having done the LU decopmposition code I wondered it it could benefit 
from C++ AMP.

that is a bit difficult for a newbie sio I decided to start with a 
simple matrix multiplication example.

I have attached the code.  the zip file includes a script for compiling 
the example.


class dvector
{
     // ....................

  public:
    double * data (void) const { return v+index_min; }

};

class dmatrix
{
     // ............................................
  public:
    double * data (void) const { return m[index_min].data(); }

};

One technicality is that the AMP library expects the matrix or vector 
class to have a member function  data
which returns a pointer to the numbers in the vector.  I added this to 
the dvector and dmatrix classes.

Another technicality is that the AMP library expects the matrix to be 
stored in
contiguous memory.  I have accomplished this for the dmatrices in the 
example by using the make_dmatrix function.

Otherwise all seems to work except that the AMP code for a 2,000 x 2,000 
matrix runs less than half as fast as the
ADMB matrix multiply.  I have no GPU driver on my laptop so AMP is using 
the CPU.  This works as top
reports CPU usage of 792% which indicates that 8 threads are running.

Suggestions for improvements would be welcome.



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