Modular Acceleration: Tricky Cases of Functional High-performance Computing

TY - GEN

T1 - Modular Acceleration: Tricky Cases of Functional High-performance Computing

AU - Henriksen, Troels

AU - Elsman, Martin

AU - Oancea, Cosmin E.

PY - 2018

Y1 - 2018

N2 - This case study examines the data-parallel functional implementation of three algorithms: generation of quasi-random Sobol numbers, breadth-first search, and calibration of Heston market parameters via a least-squares procedure. We show that while all these problems permit elegant functional implementations, good performance depends on subtle issues that must be confronted in both the implementations of the algorithms themselves, as well as the compiler that is responsible for ultimately generating high-performance code. In particular, we demonstrate a modular technique for generating quasi-random Sobol numbers in an efficient manner, study the efficient implementation of an irregular graph algorithm without sacrificing parallelism, and argue for the utility of nested regular data parallelism in the context of nonlinear parameter calibration.

AB - This case study examines the data-parallel functional implementation of three algorithms: generation of quasi-random Sobol numbers, breadth-first search, and calibration of Heston market parameters via a least-squares procedure. We show that while all these problems permit elegant functional implementations, good performance depends on subtle issues that must be confronted in both the implementations of the algorithms themselves, as well as the compiler that is responsible for ultimately generating high-performance code. In particular, we demonstrate a modular technique for generating quasi-random Sobol numbers in an efficient manner, study the efficient implementation of an irregular graph algorithm without sacrificing parallelism, and argue for the utility of nested regular data parallelism in the context of nonlinear parameter calibration.

KW - Compilers

KW - GPU

KW - Parallelism

UR - http://www.scopus.com/inward/record.url?scp=85056766137&partnerID=8YFLogxK

U2 - 10.1145/3264738.3264740

DO - 10.1145/3264738.3264740

M3 - Article in proceedings

SN - 978-1-4503-5813-2

SP - 10

EP - 21

BT - FHPC 2018 - Proceedings of the 7th ACM SIGPLAN International Workshop on Functional High-Performance Computing, co-located with ICFP 2018

A2 - Rainey, Mike

A2 - Davis, Kei

PB - Association for Computing Machinery

CY - New York, NY, USA

T2 - 7th ACM SIGPLAN International Workshop on Functional High-Performance Computing

Y2 - 29 September 2018 through 29 September 2018

ER -