Developing numerical libraries in Java

The rapid and widespread adoption of Java has created a demand for reliable and reusable mathematical software components to support the growing number of compute-intensive applications now under development, particularly in science and engineering. In this paper we address practical issues of the Java language and environment which have an effect on numerical library design and development. Benchmarks which illustrate the current levels of performance of key numerical kernels on a variety of Java platforms are presented. Finally, a strategy for the development of a fundamental numerical toolkit for Java is proposed and its current status is described.Comment: 11 pages. Revised version of paper presented to the 1998 ACM Conference on Java for High Performance Network Computing. To appear in Concurrency: Practice and Experienc

Julia: A Fresh Approach to Numerical Computing

Bridging cultures that have often been distant, Julia combines expertise from the diverse fields of computer science and computational science to create a new approach to numerical computing. Julia is designed to be easy and fast. Julia questions notions generally held as "laws of nature" by practitioners of numerical computing: 1. High-level dynamic programs have to be slow. 2. One must prototype in one language and then rewrite in another language for speed or deployment, and 3. There are parts of a system for the programmer, and other parts best left untouched as they are built by the experts. We introduce the Julia programming language and its design --- a dance between specialization and abstraction. Specialization allows for custom treatment. Multiple dispatch, a technique from computer science, picks the right algorithm for the right circumstance. Abstraction, what good computation is really about, recognizes what remains the same after differences are stripped away. Abstractions in mathematics are captured as code through another technique from computer science, generic programming. Julia shows that one can have machine performance without sacrificing human convenience.Comment: 37 page

Improved Accuracy and Parallelism for MRRR-based Eigensolvers -- A Mixed Precision Approach

The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to tridiagonal form. For its solution, the algorithm of Multiple Relatively Robust Representations (MRRR) is among the fastest methods. Although fast, the solvers based on MRRR do not deliver the same accuracy as competing methods like Divide & Conquer or the QR algorithm. In this paper, we demonstrate that the use of mixed precisions leads to improved accuracy of MRRR-based eigensolvers with limited or no performance penalty. As a result, we obtain eigensolvers that are not only equally or more accurate than the best available methods, but also -in most circumstances- faster and more scalable than the competition

Is Your Model Susceptible to Floating-Point Errors?

This paper provides a framework that highlights the features of computer models that make them especially vulnerable to floating-point errors, and suggests ways in which the impact of such errors can be mitigated. We focus on small floating-point errors because these are most likely to occur, whilst still potentially having a major influence on the outcome of the model. The significance of small floating-point errors in computer models can often be reduced by applying a range of different techniques to different parts of the code. Which technique is most appropriate depends on the specifics of the particular numerical situation under investigation. We illustrate the framework by applying it to six example agent-based models in the literature.Floating Point Arithmetic, Floating Point Errors, Agent Based Modelling, Computer Modelling, Replication

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)

FPGA-Based Low-Power Speech Recognition with Recurrent Neural Networks

In this paper, a neural network based real-time speech recognition (SR) system is developed using an FPGA for very low-power operation. The implemented system employs two recurrent neural networks (RNNs); one is a speech-to-character RNN for acoustic modeling (AM) and the other is for character-level language modeling (LM). The system also employs a statistical word-level LM to improve the recognition accuracy. The results of the AM, the character-level LM, and the word-level LM are combined using a fairly simple N-best search algorithm instead of the hidden Markov model (HMM) based network. The RNNs are implemented using massively parallel processing elements (PEs) for low latency and high throughput. The weights are quantized to 6 bits to store all of them in the on-chip memory of an FPGA. The proposed algorithm is implemented on a Xilinx XC7Z045, and the system can operate much faster than real-time.Comment: Accepted to SiPS 201