Computing hypergeometric functions rigorously

We present an efficient implementation of hypergeometric functions in arbitrary-precision interval arithmetic. The functions ${}_0F_1$, ${}_1F_1$, ${}_2F_1$ and ${}_2F_0$ (or the Kummer $U$-function) are supported for unrestricted complex parameters and argument, and by extension, we cover exponential and trigonometric integrals, error functions, Fresnel integrals, incomplete gamma and beta functions, Bessel functions, Airy functions, Legendre functions, Jacobi polynomials, complete elliptic integrals, and other special functions. The output can be used directly for interval computations or to generate provably correct floating-point approximations in any format. Performance is competitive with earlier arbitrary-precision software, and sometimes orders of magnitude faster. We also partially cover the generalized hypergeometric function ${}_pF_q$ and computation of high-order parameter derivatives.Comment: v2: corrected example in section 3.1; corrected timing data for case E-G in section 8.5 (table 6, figure 2); adjusted paper siz

Computing the Lambert W function in arbitrary-precision complex interval arithmetic

We describe an algorithm to evaluate all the complex branches of the Lambert W function with rigorous error bounds in interval arithmetic, which has been implemented in the Arb library. The classic 1996 paper on the Lambert W function by Corless et al. provides a thorough but partly heuristic numerical analysis which needs to be complemented with some explicit inequalities and practical observations about managing precision and branch cuts.Comment: 16 pages, 4 figure

Reproducibility, accuracy and performance of the Feltor code and library on parallel computer architectures

Feltor is a modular and free scientific software package. It allows developing platform independent code that runs on a variety of parallel computer architectures ranging from laptop CPUs to multi-GPU distributed memory systems. Feltor consists of both a numerical library and a collection of application codes built on top of the library. Its main target are two- and three-dimensional drift- and gyro-fluid simulations with discontinuous Galerkin methods as the main numerical discretization technique. We observe that numerical simulations of a recently developed gyro-fluid model produce non-deterministic results in parallel computations. First, we show how we restore accuracy and bitwise reproducibility algorithmically and programmatically. In particular, we adopt an implementation of the exactly rounded dot product based on long accumulators, which avoids accuracy losses especially in parallel applications. However, reproducibility and accuracy alone fail to indicate correct simulation behaviour. In fact, in the physical model slightly different initial conditions lead to vastly different end states. This behaviour translates to its numerical representation. Pointwise convergence, even in principle, becomes impossible for long simulation times. In a second part, we explore important performance tuning considerations. We identify latency and memory bandwidth as the main performance indicators of our routines. Based on these, we propose a parallel performance model that predicts the execution time of algorithms implemented in Feltor and test our model on a selection of parallel hardware architectures. We are able to predict the execution time with a relative error of less than 25% for problem sizes between 0.1 and 1000 MB. Finally, we find that the product of latency and bandwidth gives a minimum array size per compute node to achieve a scaling efficiency above 50% (both strong and weak)

Fourier-based schemes with modified Green operator for computing the electrical response of heterogeneous media with accurate local fields

A modified Green operator is proposed as an improvement of Fourier-based numerical schemes commonly used for computing the electrical or thermal response of heterogeneous media. Contrary to other methods, the number of iterations necessary to achieve convergence tends to a finite value when the contrast of properties between the phases becomes infinite. Furthermore, it is shown that the method produces much more accurate local fields inside highly-conducting and quasi-insulating phases, as well as in the vicinity of the phases interfaces. These good properties stem from the discretization of Green's function, which is consistent with the pixel grid while retaining the local nature of the operator that acts on the polarization field. Finally, a fast implementation of the "direct scheme" of Moulinec et al. (1994) that allows for parcimonious memory use is proposed.Comment: v2: `postprint' document (a few remaining typos in the published version herein corrected in red; results unchanged

Hierarchical Parallelisation of Functional Renormalisation Group Calculations -- hp-fRG

The functional renormalisation group (fRG) has evolved into a versatile tool in condensed matter theory for studying important aspects of correlated electron systems. Practical applications of the method often involve a high numerical effort, motivating the question in how far High Performance Computing (HPC) can leverage the approach. In this work we report on a multi-level parallelisation of the underlying computational machinery and show that this can speed up the code by several orders of magnitude. This in turn can extend the applicability of the method to otherwise inaccessible cases. We exploit three levels of parallelisation: Distributed computing by means of Message Passing (MPI), shared-memory computing using OpenMP, and vectorisation by means of SIMD units (single-instruction-multiple-data). Results are provided for two distinct High Performance Computing (HPC) platforms, namely the IBM-based BlueGene/Q system JUQUEEN and an Intel Sandy-Bridge-based development cluster. We discuss how certain issues and obstacles were overcome in the course of adapting the code. Most importantly, we conclude that this vast improvement can actually be accomplished by introducing only moderate changes to the code, such that this strategy may serve as a guideline for other researcher to likewise improve the efficiency of their codes

QCD simulations with staggered fermions on GPUs

We report on our implementation of the RHMC algorithm for the simulation of lattice QCD with two staggered flavors on Graphics Processing Units, using the NVIDIA CUDA programming language. The main feature of our code is that the GPU is not used just as an accelerator, but instead the whole Molecular Dynamics trajectory is performed on it. After pointing out the main bottlenecks and how to circumvent them, we discuss the obtained performances. We present some preliminary results regarding OpenCL and multiGPU extensions of our code and discuss future perspectives.Comment: 22 pages, 14 eps figures, final version to be published in Computer Physics Communication

Interest rate models with Markov chains

Imperial Users onl

An IoT Endpoint System-on-Chip for Secure and Energy-Efficient Near-Sensor Analytics

Near-sensor data analytics is a promising direction for IoT endpoints, as it minimizes energy spent on communication and reduces network load - but it also poses security concerns, as valuable data is stored or sent over the network at various stages of the analytics pipeline. Using encryption to protect sensitive data at the boundary of the on-chip analytics engine is a way to address data security issues. To cope with the combined workload of analytics and encryption in a tight power envelope, we propose Fulmine, a System-on-Chip based on a tightly-coupled multi-core cluster augmented with specialized blocks for compute-intensive data processing and encryption functions, supporting software programmability for regular computing tasks. The Fulmine SoC, fabricated in 65nm technology, consumes less than 20mW on average at 0.8V achieving an efficiency of up to 70pJ/B in encryption, 50pJ/px in convolution, or up to 25MIPS/mW in software. As a strong argument for real-life flexible application of our platform, we show experimental results for three secure analytics use cases: secure autonomous aerial surveillance with a state-of-the-art deep CNN consuming 3.16pJ per equivalent RISC op; local CNN-based face detection with secured remote recognition in 5.74pJ/op; and seizure detection with encrypted data collection from EEG within 12.7pJ/op.Comment: 15 pages, 12 figures, accepted for publication to the IEEE Transactions on Circuits and Systems - I: Regular Paper