Optimal processor assignment for pipeline computations

The availability of large scale multitasked parallel architectures introduces the following processor assignment problem for pipelined computations. Given a set of tasks and their precedence constraints, along with their experimentally determined individual responses times for different processor sizes, find an assignment of processor to tasks. Two objectives are of interest: minimal response given a throughput requirement, and maximal throughput given a response time requirement. These assignment problems differ considerably from the classical mapping problem in which several tasks share a processor; instead, it is assumed that a large number of processors are to be assigned to a relatively small number of tasks. Efficient assignment algorithms were developed for different classes of task structures. For a p processor system and a series parallel precedence graph with n constituent tasks, an O(np2) algorithm is provided that finds the optimal assignment for the response time optimization problem; it was found that the assignment optimizing the constrained throughput in O(np2log p) time. Special cases of linear, independent, and tree graphs are also considered

Integration of tools for the Design and Assessment of High-Performance, Highly Reliable Computing Systems (DAHPHRS), phase 1

Systems for Space Defense Initiative (SDI) space applications typically require both high performance and very high reliability. These requirements present the systems engineer evaluating such systems with the extremely difficult problem of conducting performance and reliability trade-offs over large design spaces. A controlled development process supported by appropriate automated tools must be used to assure that the system will meet design objectives. This report describes an investigation of methods, tools, and techniques necessary to support performance and reliability modeling for SDI systems development. Models of the JPL Hypercubes, the Encore Multimax, and the C.S. Draper Lab Fault-Tolerant Parallel Processor (FTPP) parallel-computing architectures using candidate SDI weapons-to-target assignment algorithms as workloads were built and analyzed as a means of identifying the necessary system models, how the models interact, and what experiments and analyses should be performed. As a result of this effort, weaknesses in the existing methods and tools were revealed and capabilities that will be required for both individual tools and an integrated toolset were identified

Redundancy management for efficient fault recovery in NASA's distributed computing system

The management of redundancy in computer systems was studied and guidelines were provided for the development of NASA's fault-tolerant distributed systems. Fault recovery and reconfiguration mechanisms were examined. A theoretical foundation was laid for redundancy management by efficient reconfiguration methods and algorithmic diversity. Algorithms were developed to optimize the resources for embedding of computational graphs of tasks in the system architecture and reconfiguration of these tasks after a failure has occurred. The computational structure represented by a path and the complete binary tree was considered and the mesh and hypercube architectures were targeted for their embeddings. The innovative concept of Hybrid Algorithm Technique was introduced. This new technique provides a mechanism for obtaining fault tolerance while exhibiting improved performance

Convenient Multiple Directions of Stratification

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice of the directions of stratification and the allocation rule within each strata. Several choices have been proposed but, even if they provide variance reduction, their implementation is computationally intensive and not applicable to realistic payoffs, in particular not to Asian options with barrier. Moreover, all these previously published methods employ orthogonal directions for multiple stratification. In this work we investigate the use of algorithms producing convenient directions, generally non-orthogonal, combining a lower computational cost with a comparable variance reduction. In addition, we study the accuracy of optimal allocation in terms of variance reduction compared to the Latin Hypercube Sampling. We consider the directions obtained by the Linear Transformation and the Principal Component Analysis. We introduce a new procedure based on the Linear Approximation of the explained variance of the payoff using the law of total variance. In addition, we exhibit a novel algorithm that permits to correctly generate normal vectors stratified along non-orthogonal directions. Finally, we illustrate the efficiency of these algorithms in the computation of the price of different path-dependent options with and without barriers in the Black-Scholes and in the Cox-Ingersoll-Ross markets.Comment: 21 pages, 11 table

Executing matrix multiply on a process oriented data flow machine

The Process-Oriented Dataflow System (PODS) is an execution model that combines the von Neumann and dataflow models of computation to gain the benefits of each. Central to PODS is the concept of array distribution and its effects on partitioning and mapping of processes.In PODS arrays are partitioned by simply assigning consecutive elements to each processing element (PE) equally. Since PODS uses single assignment, there will be only one producer of each element. This producing PE owns that element and will perform the necessary computations to assign it. Using this approach the filling loop is distributed across the PEs. This simple partitioning and mapping scheme provides excellent results for executing scientific code on MIMD machines. In this way PODS allows MIMD machines to exploit vector and data parallelism easily while still providing the flexibility of MIMD over SIMD for multi-user systems.In this paper, the classic matrix multiply algorithm, with 1024 data points, is executed on a PODS simulator and the results are presented and discussed. Matrix multiply is a good example because it has several interesting properties: there are multiple code-blocks; a new array must be dynamically allocated and distributed; there is a loop-carried dependency in the innermost loop; the two input arrays have different access patterns; and the sizes of the input arrays are not known at compile time. Matrix multiply also forms the basis for many important scientific algorithms such as: LU decomposition, convolution, and the Fast-Fourier Transform.The results show that PODS is comparable to both Iannucci's Hybrid Architecture and MIT's TTDA in terms of overhead and instruction power. They also show that PODS easily distributes the work load evenly across the PEs. The key result is that PODS can scale matrix multiply in a near linear fashion until there is little or no work to be performed for each PE. Then overhead and message passing become a major component of the execution time. With larger problems (e.g., >/=16k data points) this limit would be reached at around 256 PEs

Task allocation in a distributed computing system

A conceptual framework is examined for task allocation in distributed systems. Application and computing system parameters critical to task allocation decision processes are discussed. Task allocation techniques are addressed which focus on achieving a balance in the load distribution among the system's processors. Equalization of computing load among the processing elements is the goal. Examples of system performance are presented for specific applications. Both static and dynamic allocation of tasks are considered and system performance is evaluated using different task allocation methodologies

Mapping unstructured grid problems to the connection machine

We present a highly parallel graph mapping technique that enables one to solve unstructured grid problems on massively parallel computers. Many implicit and explicit methods for solving discretizated partial differential equations require each point in the discretization to exchange data with its neighboring points every time step or iteration. The time spent communicating can limit the high performance promised by massively parallel computing. To eliminate this bottleneck, we map the graph of the irregular problem to the graph representing the interconnection topology of the computer such that the sum of the distances that the messages travel is minimized. We show that, in comparison to a naive assignment of processors, our heuristic mapping algorithm significantly reduces the communication time on the Connection Machine, CM-2

Efficient mapping algorithms for scheduling robot inverse dynamics computation on a multiprocessor system

Two efficient mapping algorithms for scheduling the robot inverse dynamics computation consisting of m computational modules with precedence relationship to be executed on a multiprocessor system consisting of p identical homogeneous processors with processor and communication costs to achieve minimum computation time are presented. An objective function is defined in terms of the sum of the processor finishing time and the interprocessor communication time. The minimax optimization is performed on the objective function to obtain the best mapping. This mapping problem can be formulated as a combination of the graph partitioning and the scheduling problems; both have been known to be NP-complete. Thus, to speed up the searching for a solution, two heuristic algorithms were proposed to obtain fast but suboptimal mapping solutions. The first algorithm utilizes the level and the communication intensity of the task modules to construct an ordered priority list of ready modules and the module assignment is performed by a weighted bipartite matching algorithm. For a near-optimal mapping solution, the problem can be solved by the heuristic algorithm with simulated annealing. These proposed optimization algorithms can solve various large-scale problems within a reasonable time. Computer simulations were performed to evaluate and verify the performance and the validity of the proposed mapping algorithms. Finally, experiments for computing the inverse dynamics of a six-jointed PUMA-like manipulator based on the Newton-Euler dynamic equations were implemented on an NCUBE/ten hypercube computer to verify the proposed mapping algorithms. Computer simulation and experimental results are compared and discussed