Practical Sparse Matrices in C++ with Hybrid Storage and Template-Based Expression Optimisation

Despite the importance of sparse matrices in numerous fields of science, software implementations remain difficult to use for non-expert users, generally requiring the understanding of underlying details of the chosen sparse matrix storage format. In addition, to achieve good performance, several formats may need to be used in one program, requiring explicit selection and conversion between the formats. This can be both tedious and error-prone, especially for non-expert users. Motivated by these issues, we present a user-friendly and open-source sparse matrix class for the C++ language, with a high-level application programming interface deliberately similar to the widely used MATLAB language. This facilitates prototyping directly in C++ and aids the conversion of research code into production environments. The class internally uses two main approaches to achieve efficient execution: (i) a hybrid storage framework, which automatically and seamlessly switches between three underlying storage formats (compressed sparse column, Red-Black tree, coordinate list) depending on which format is best suited and/or available for specific operations, and (ii) a template-based meta-programming framework to automatically detect and optimise execution of common expression patterns. Empirical evaluations on large sparse matrices with various densities of non-zero elements demonstrate the advantages of the hybrid storage framework and the expression optimisation mechanism.Comment: extended and revised version of an earlier conference paper arXiv:1805.0338

Practical Sparse Matrices in C++ with Hybrid Storage and Template-Based Expression Optimisation

Despite the importance of sparse matrices in numerous fields of science, software implementations remain difficult to use for non-expert users, generally requiring the understanding of underlying details of the chosen sparse matrix storage format. In addition, to achieve good performance, several formats may need to be used in one program, requiring explicit selection and conversion between the formats. This can be both tedious and error-prone, especially for non-expert users. Motivated by these issues, we present a user-friendly and open-source sparse matrix class for the C++ language, with a high-level application programming interface deliberately similar to the widely used MATLAB language. This facilitates prototyping directly in C++ and aids the conversion of research code into production environments. The class internally uses two main approaches to achieve efficient execution: (i) a hybrid storage framework, which automatically and seamlessly switches between three underlying storage formats (compressed sparse column, Red-Black tree, coordinate list) depending on which format is best suited and/or available for specific operations, and (ii) a template-based meta-programming framework to automatically detect and optimise execution of common expression patterns. Empirical evaluations on large sparse matrices with various densities of non-zero elements demonstrate the advantages of the hybrid storage framework and the expression optimisation mechanism.Comment: extended and revised version of an earlier conference paper arXiv:1805.0338

A metadata-enhanced framework for high performance visual effects

This thesis is devoted to reducing the interactive latency of image processing computations in visual effects. Film and television graphic artists depend upon low-latency feedback to receive a visual response to changes in effect parameters. We tackle latency with a domain-specific optimising compiler which leverages high-level program metadata to guide key computational and memory hierarchy optimisations. This metadata encodes static and dynamic information about data dependence and patterns of memory access in the algorithms constituting a visual effect – features that are typically difficult to extract through program analysis – and presents it to the compiler in an explicit form. By using domain-specific information as a substitute for program analysis, our compiler is able to target a set of complex source-level optimisations that a vendor compiler does not attempt, before passing the optimised source to the vendor compiler for lower-level optimisation. Three key metadata-supported optimisations are presented. The first is an adaptation of space and schedule optimisation – based upon well-known compositions of the loop fusion and array contraction transformations – to the dynamic working sets and schedules of a runtimeparameterised visual effect. This adaptation sidesteps the costly solution of runtime code generation by specialising static parameters in an offline process and exploiting dynamic metadata to adapt the schedule and contracted working sets at runtime to user-tunable parameters. The second optimisation comprises a set of transformations to generate SIMD ISA-augmented source code. Our approach differs from autovectorisation by using static metadata to identify parallelism, in place of data dependence analysis, and runtime metadata to tune the data layout to user-tunable parameters for optimal aligned memory access. The third optimisation comprises a related set of transformations to generate code for SIMT architectures, such as GPUs. Static dependence metadata is exploited to guide large-scale parallelisation for tens of thousands of in-flight threads. Optimal use of the alignment-sensitive, explicitly managed memory hierarchy is achieved by identifying inter-thread and intra-core data sharing opportunities in memory access metadata. A detailed performance analysis of these optimisations is presented for two industrially developed visual effects. In our evaluation we demonstrate up to 8.1x speed-ups on Intel and AMD multicore CPUs and up to 6.6x speed-ups on NVIDIA GPUs over our best hand-written implementations of these two effects. Programmability is enhanced by automating the generation of SIMD and SIMT implementations from a single programmer-managed scalar representation

Hierarchical reinforcement learning for trading agents

Autonomous software agents, the use of which has increased due to the recent growth in computer power, have considerably improved electronic commerce processes by facilitating automated trading actions between the market participants (sellers, brokers and buyers). The rapidly changing market environments pose challenges to the performance of such agents, which are generally developed for specific market settings. To this end, this thesis is concerned with designing agents that can gradually adapt to variable, dynamic and uncertain markets and that are able to reuse the acquired trading skills in new markets. This thesis proposes the use of reinforcement learning techniques to develop adaptive trading agents and puts forward a novel software architecture based on the semi-Markov decision process and on an innovative knowledge transfer framework. To evaluate my approach, the developed trading agents are tested in internationally well-known market simulations and their behaviours when buying or/and selling in the retail and wholesale markets are analysed. The proposed approach has been shown to improve the adaptation of the trading agent in a specific market as well as to enable the portability of the its knowledge in new markets

Automatic performance optimisation of component-based enterprise systems via redundancy

Component technologies, such as J2EE and .NET have been extensively adopted for building complex enterprise applications. These technologies help address complex functionality and flexibility problems and reduce development and maintenance costs. Nonetheless, current component technologies provide little support for predicting and controlling the emerging performance of software systems that are assembled from distinct components. Static component testing and tuning procedures provide insufficient performance guarantees for components deployed and run in diverse assemblies, under unpredictable workloads and on different platforms. Often, there is no single component implementation or deployment configuration that can yield optimal performance in all possible conditions under which a component may run. Manually optimising and adapting complex applications to changes in their running environment is a costly and error-prone management task. The thesis presents a solution for automatically optimising the performance of component-based enterprise systems. The proposed approach is based on the alternate usage of multiple component variants with equivalent functional characteristics, each one optimized for a different execution environment. A management framework automatically administers the available redundant variants and adapts the system to external changes. The framework uses runtime monitoring data to detect performance anomalies and significant variations in the application's execution environment. It automatically adapts the application so as to use the optimal component configuration under the current running conditions. An automatic clustering mechanism analyses monitoring data and infers information on the components' performance characteristics. System administrators use decision policies to state high-level performance goals and configure system management processes. A framework prototype has been implemented and tested for automatically managing a J2EE application. Obtained results prove the framework's capability to successfully manage a software system without human intervention. The management overhead induced during normal system execution and through management operations indicate the framework's feasibility

Indexed dependence metadata and its applications in software performance optimisation

To achieve continued performance improvements, modern microprocessor design is tending to concentrate an increasing proportion of hardware on computation units with less automatic management of data movement and extraction of parallelism. As a result, architectures increasingly include multiple computation cores and complicated, software-managed memory hierarchies. Compilers have difficulty characterizing the behaviour of a kernel in a general enough manner to enable automatic generation of efficient code in any but the most straightforward of cases. We propose the concept of indexed dependence metadata to improve application development and mapping onto such architectures. The metadata represent both the iteration space of a kernel and the mapping of that iteration space from a given index to the set of data elements that iteration might use: thus the dependence metadata is indexed by the kernel’s iteration space. This explicit mapping allows the compiler or runtime to optimise the program more efficiently, and improves the program structure for the developer. We argue that this form of explicit interface specification reduces the need for premature, architecture-specific optimisation. It improves program portability, supports intercomponent optimisation and enables generation of efficient data movement code. We offer the following contributions: an introduction to the concept of indexed dependence metadata as a generalisation of stream programming, a demonstration of its advantages in a component programming system, the decoupled access/execute model for C++ programs, and how indexed dependence metadata might be used to improve the programming model for GPU-based designs. Our experimental results with prototype implementations show that indexed dependence metadata supports automatic synthesis of double-buffered data movement for the Cell processor and enables aggressive loop fusion optimisations in image processing, linear algebra and multigrid application case studies

Process algebra for performance evaluation

This paper surveys the theoretical developments in the field of stochastic process algebras, process algebras where action occurrences may be subject to a delay that is determined by a random variable. A huge class of resource-sharing systems – like large-scale computers, client–server architectures, networks – can accurately be described using such stochastic specification formalisms. The main emphasis of this paper is the treatment of operational semantics, notions of equivalence, and (sound and complete) axiomatisations of these equivalences for different types of Markovian process algebras, where delays are governed by exponential distributions. Starting from a simple actionless algebra for describing time-homogeneous continuous-time Markov chains, we consider the integration of actions and random delays both as a single entity (like in known Markovian process algebras like TIPP, PEPA and EMPA) and as separate entities (like in the timed process algebras timed CSP and TCCS). In total we consider four related calculi and investigate their relationship to existing Markovian process algebras. We also briefly indicate how one can profit from the separation of time and actions when incorporating more general, non-Markovian distributions

An Agent-Based Approach to Self-Organized Production

The chapter describes the modeling of a material handling system with the production of individual units in a scheduled order. The units represent the agents in the model and are transported in the system which is abstracted as a directed graph. Since the hindrances of units on their path to the destination can lead to inefficiencies in the production, the blockages of units are to be reduced. Therefore, the units operate in the system by means of local interactions in the conveying elements and indirect interactions based on a measure of possible hindrances. If most of the units behave cooperatively ("socially"), the blockings in the system are reduced. A simulation based on the model shows the collective behavior of the units in the system. The transport processes in the simulation can be compared with the processes in a real plant, which gives conclusions about the consequencies for the production based on the superordinate planning.Comment: For related work see http://www.soms.ethz.c