Large Scale Parallel Computations in R through Elemental

Even though in recent years the scale of statistical analysis problems has increased tremendously, many statistical software tools are still limited to single-node computations. However, statistical analyses are largely based on dense linear algebra operations, which have been deeply studied, optimized and parallelized in the high-performance-computing community. To make high-performance distributed computations available for statistical analysis, and thus enable large scale statistical computations, we introduce RElem, an open source package that integrates the distributed dense linear algebra library Elemental into R. While on the one hand, RElem provides direct wrappers of Elemental's routines, on the other hand, it overloads various operators and functions to provide an entirely native R experience for distributed computations. We showcase how simple it is to port existing R programs to Relem and demonstrate that Relem indeed allows to scale beyond the single-node limitation of R with the full performance of Elemental without any overhead.Comment: 16 pages, 5 figure

Deductive Verification of Parallel Programs Using Why3

The Message Passing Interface specification (MPI) defines a portable message-passing API used to program parallel computers. MPI programs manifest a number of challenges on what concerns correctness: sent and expected values in communications may not match, resulting in incorrect computations possibly leading to crashes; and programs may deadlock resulting in wasted resources. Existing tools are not completely satisfactory: model-checking does not scale with the number of processes; testing techniques wastes resources and are highly dependent on the quality of the test set. As an alternative, we present a prototype for a type-based approach to programming and verifying MPI like programs against protocols. Protocols are written in a dependent type language designed so as to capture the most common primitives in MPI, incorporating, in addition, a form of primitive recursion and collective choice. Protocols are then translated into Why3, a deductive software verification tool. Source code, in turn, is written in WhyML, the language of the Why3 platform, and checked against the protocol. Programs that pass verification are guaranteed to be communication safe and free from deadlocks. We verified several parallel programs from textbooks using our approach, and report on the outcome.Comment: In Proceedings ICE 2015, arXiv:1508.0459

Implementation of novel methods of global and nonsmooth optimization : GANSO programming library

We discuss the implementation of a number of modern methods of global and nonsmooth continuous optimization, based on the ideas of Rubinov, in a programming library GANSO. GANSO implements the derivative-free bundle method, the extended cutting angle method, dynamical system-based optimization and their various combinations and heuristics. We outline the main ideas behind each method, and report on the interfacing with Matlab and Maple packages. <br /

Learning from the Success of MPI

The Message Passing Interface (MPI) has been extremely successful as a portable way to program high-performance parallel computers. This success has occurred in spite of the view of many that message passing is difficult and that other approaches, including automatic parallelization and directive-based parallelism, are easier to use. This paper argues that MPI has succeeded because it addresses all of the important issues in providing a parallel programming model.Comment: 12 pages, 1 figur