User-Friendly Parallel Computations with Econometric Examples

This paper shows how a high level matrix programming language may be used to perform Monte Carlo simulation, bootstrapping, estimation by maximum likelihood and GMM, and kernel regression in parallel on symmetric multiprocessor computers or clusters of workstations. The implementation of parallelization is done in a way such that an investigator may use the programs without any knowledge of parallel programming. A bootable CD that allows rapid creation of a cluster for parallel computing is introduced. Examples show that parallelization can lead to important reductions in computational time. Detailed discussion of how the Monte Carlo problem was parallelized is included as an example for learning to write parallel programs for Octave.parallel computing, Monte Carlo, bootstrapping,maximum likelihood, GMM, kernel regression

Analysis of a parallelized nonlinear elliptic boundary value problem solver with application to reacting flows

A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n

Distributed Correlation-Based Feature Selection in Spark

CFS (Correlation-Based Feature Selection) is an FS algorithm that has been successfully applied to classification problems in many domains. We describe Distributed CFS (DiCFS) as a completely redesigned, scalable, parallel and distributed version of the CFS algorithm, capable of dealing with the large volumes of data typical of big data applications. Two versions of the algorithm were implemented and compared using the Apache Spark cluster computing model, currently gaining popularity due to its much faster processing times than Hadoop's MapReduce model. We tested our algorithms on four publicly available datasets, each consisting of a large number of instances and two also consisting of a large number of features. The results show that our algorithms were superior in terms of both time-efficiency and scalability. In leveraging a computer cluster, they were able to handle larger datasets than the non-distributed WEKA version while maintaining the quality of the results, i.e., exactly the same features were returned by our algorithms when compared to the original algorithm available in WEKA.Comment: 25 pages, 5 figure

Evaluating kernels on Xeon Phi to accelerate Gysela application

This work describes the challenges presented by porting parts ofthe Gysela code to the Intel Xeon Phi coprocessor, as well as techniques used for optimization, vectorization and tuning that can be applied to other applications. We evaluate the performance of somegeneric micro-benchmark on Phi versus Intel Sandy Bridge. Several interpolation kernels useful for the Gysela application are analyzed and the performance are shown. Some memory-bound and compute-bound kernels are accelerated by a factor 2 on the Phi device compared to Sandy architecture. Nevertheless, it is hard, if not impossible, to reach a large fraction of the peek performance on the Phi device,especially for real-life applications as Gysela. A collateral benefit of this optimization and tuning work is that the execution time of Gysela (using 4D advections) has decreased on a standard architecture such as Intel Sandy Bridge.Comment: submitted to ESAIM proceedings for CEMRACS 2014 summer school version reviewe

Tackling Exascale Software Challenges in Molecular Dynamics Simulations with GROMACS

GROMACS is a widely used package for biomolecular simulation, and over the last two decades it has evolved from small-scale efficiency to advanced heterogeneous acceleration and multi-level parallelism targeting some of the largest supercomputers in the world. Here, we describe some of the ways we have been able to realize this through the use of parallelization on all levels, combined with a constant focus on absolute performance. Release 4.6 of GROMACS uses SIMD acceleration on a wide range of architectures, GPU offloading acceleration, and both OpenMP and MPI parallelism within and between nodes, respectively. The recent work on acceleration made it necessary to revisit the fundamental algorithms of molecular simulation, including the concept of neighborsearching, and we discuss the present and future challenges we see for exascale simulation - in particular a very fine-grained task parallelism. We also discuss the software management, code peer review and continuous integration testing required for a project of this complexity.Comment: EASC 2014 conference proceedin