High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics processing units (GPUs) to implement a PGA and visualise the results using disjoint minimal spanning trees (MSTs). We demonstrate that our GPU PGA, implemented on a commercially available general purpose GPU, is able to recover stock clusters in sub-second speed, based on a subset of stocks in the South African market. This represents a pragmatic choice for low-cost, scalable parallel computing and is significantly faster than a prototype serial implementation in an optimised C-based fourth-generation programming language, although the results are not directly comparable due to compiler differences. Combined with fast online intraday correlation matrix estimation from high frequency data for cluster identification, the proposed implementation offers cost-effective, near-real-time risk assessment for financial practitioners.Comment: 10 pages, 5 figures, 4 tables, More thorough discussion of implementatio

Speculative Segmented Sum for Sparse Matrix-Vector Multiplication on Heterogeneous Processors

Sparse matrix-vector multiplication (SpMV) is a central building block for scientific software and graph applications. Recently, heterogeneous processors composed of different types of cores attracted much attention because of their flexible core configuration and high energy efficiency. In this paper, we propose a compressed sparse row (CSR) format based SpMV algorithm utilizing both types of cores in a CPU-GPU heterogeneous processor. We first speculatively execute segmented sum operations on the GPU part of a heterogeneous processor and generate a possibly incorrect results. Then the CPU part of the same chip is triggered to re-arrange the predicted partial sums for a correct resulting vector. On three heterogeneous processors from Intel, AMD and nVidia, using 20 sparse matrices as a benchmark suite, the experimental results show that our method obtains significant performance improvement over the best existing CSR-based SpMV algorithms. The source code of this work is downloadable at https://github.com/bhSPARSE/Benchmark_SpMV_using_CSRComment: 22 pages, 8 figures, Published at Parallel Computing (PARCO

Performance Analysis of a Novel GPU Computation-to-core Mapping Scheme for Robust Facet Image Modeling

Though the GPGPU concept is well-known in image processing, much more work remains to be done to fully exploit GPUs as an alternative computation engine. This paper investigates the computation-to-core mapping strategies to probe the efficiency and scalability of the robust facet image modeling algorithm on GPUs. Our fine-grained computation-to-core mapping scheme shows a significant performance gain over the standard pixel-wise mapping scheme. With in-depth performance comparisons across the two different mapping schemes, we analyze the impact of the level of parallelism on the GPU computation and suggest two principles for optimizing future image processing applications on the GPU platform

SWAPHI: Smith-Waterman Protein Database Search on Xeon Phi Coprocessors

The maximal sensitivity of the Smith-Waterman (SW) algorithm has enabled its wide use in biological sequence database search. Unfortunately, the high sensitivity comes at the expense of quadratic time complexity, which makes the algorithm computationally demanding for big databases. In this paper, we present SWAPHI, the first parallelized algorithm employing Xeon Phi coprocessors to accelerate SW protein database search. SWAPHI is designed based on the scale-and-vectorize approach, i.e. it boosts alignment speed by effectively utilizing both the coarse-grained parallelism from the many co-processing cores (scale) and the fine-grained parallelism from the 512-bit wide single instruction, multiple data (SIMD) vectors within each core (vectorize). By searching against the large UniProtKB/TrEMBL protein database, SWAPHI achieves a performance of up to 58.8 billion cell updates per second (GCUPS) on one coprocessor and up to 228.4 GCUPS on four coprocessors. Furthermore, it demonstrates good parallel scalability on varying number of coprocessors, and is also superior to both SWIPE on 16 high-end CPU cores and BLAST+ on 8 cores when using four coprocessors, with the maximum speedup of 1.52 and 1.86, respectively. SWAPHI is written in C++ language (with a set of SIMD intrinsics), and is freely available at http://swaphi.sourceforge.net.Comment: A short version of this paper has been accepted by the IEEE ASAP 2014 conferenc

UPIR: Toward the Design of Unified Parallel Intermediate Representation for Parallel Programming Models

The complexity of heterogeneous computing architectures, as well as the demand for productive and portable parallel application development, have driven the evolution of parallel programming models to become more comprehensive and complex than before. Enhancing the conventional compilation technologies and software infrastructure to be parallelism-aware has become one of the main goals of recent compiler development. In this paper, we propose the design of unified parallel intermediate representation (UPIR) for multiple parallel programming models and for enabling unified compiler transformation for the models. UPIR specifies three commonly used parallelism patterns (SPMD, data and task parallelism), data attributes and explicit data movement and memory management, and synchronization operations used in parallel programming. We demonstrate UPIR via a prototype implementation in the ROSE compiler for unifying IR for both OpenMP and OpenACC and in both C/C++ and Fortran, for unifying the transformation that lowers both OpenMP and OpenACC code to LLVM runtime, and for exporting UPIR to LLVM MLIR dialect.Comment: Typos corrected. Format update