Experiences with porting and modelling wavefront algorithms on many-core architectures

We are currently investigating the viability of many-core architectures for the acceleration of wavefront applications and this report focuses on graphics processing units (GPUs) in particular. To this end, we have implemented NASA’s LU benchmark – a real world production-grade application – on GPUs employing NVIDIA’s Compute Unified Device Architecture (CUDA). This GPU implementation of the benchmark has been used to investigate the performance of a selection of GPUs, ranging from workstation-grade commodity GPUs to the HPC "Tesla” and "Fermi” GPUs. We have also compared the performance of the GPU solution at scale to that of traditional high perfor- mance computing (HPC) clusters based on a range of multi- core CPUs from a number of major vendors, including Intel (Nehalem), AMD (Opteron) and IBM (PowerPC). In previous work we have developed a predictive “plug-and-play” performance model of this class of application running on such clusters, in which CPUs communicate via the Message Passing Interface (MPI). By extending this model to also capture the performance behaviour of GPUs, we are able to: (1) comment on the effects that architectural changes will have on the performance of single-GPU solutions, and (2) make projections regarding the performance of multi-GPU solutions at larger scale

On the acceleration of wavefront applications using distributed many-core architectures

In this paper we investigate the use of distributed graphics processing unit (GPU)-based architectures to accelerate pipelined wavefront applications—a ubiquitous class of parallel algorithms used for the solution of a number of scientific and engineering applications. Specifically, we employ a recently developed port of the LU solver (from the NAS Parallel Benchmark suite) to investigate the performance of these algorithms on high-performance computing solutions from NVIDIA (Tesla C1060 and C2050) as well as on traditional clusters (AMD/InfiniBand and IBM BlueGene/P). Benchmark results are presented for problem classes A to C and a recently developed performance model is used to provide projections for problem classes D and E, the latter of which represents a billion-cell problem. Our results demonstrate that while the theoretical performance of GPU solutions will far exceed those of many traditional technologies, the sustained application performance is currently comparable for scientific wavefront applications. Finally, a breakdown of the GPU solution is conducted, exposing PCIe overheads and decomposition constraints. A new k-blocking strategy is proposed to improve the future performance of this class of algorithm on GPU-based architectures

Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk

At the heart of the analytical pipeline of a modern quantitative insurance/reinsurance company is a stochastic simulation technique for portfolio risk analysis and pricing process referred to as Aggregate Analysis. Support for the computation of risk measures including Probable Maximum Loss (PML) and the Tail Value at Risk (TVAR) for a variety of types of complex property catastrophe insurance contracts including Cat eXcess of Loss (XL), or Per-Occurrence XL, and Aggregate XL, and contracts that combine these measures is obtained in Aggregate Analysis. In this paper, we explore parallel methods for aggregate risk analysis. A parallel aggregate risk analysis algorithm and an engine based on the algorithm is proposed. This engine is implemented in C and OpenMP for multi-core CPUs and in C and CUDA for many-core GPUs. Performance analysis of the algorithm indicates that GPUs offer an alternative HPC solution for aggregate risk analysis that is cost effective. The optimised algorithm on the GPU performs a 1 million trial aggregate simulation with 1000 catastrophic events per trial on a typical exposure set and contract structure in just over 20 seconds which is approximately 15x times faster than the sequential counterpart. This can sufficiently support the real-time pricing scenario in which an underwriter analyses different contractual terms and pricing while discussing a deal with a client over the phone.Comment: Proceedings of the Workshop at the International Conference for High Performance Computing, Networking, Storage and Analysis (SC), 2012, 8 page