1,512 research outputs found

    Parallelized and Vectorized Tracking Using Kalman Filters with CMS Detector Geometry and Events

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    The High-Luminosity Large Hadron Collider at CERN will be characterized by greater pileup of events and higher occupancy, making the track reconstruction even more computationally demanding. Existing algorithms at the LHC are based on Kalman filter techniques with proven excellent physics performance under a variety of conditions. Starting in 2014, we have been developing Kalman-filter-based methods for track finding and fitting adapted for many-core SIMD processors that are becoming dominant in high-performance systems. This paper summarizes the latest extensions to our software that allow it to run on the realistic CMS-2017 tracker geometry using CMSSW-generated events, including pileup. The reconstructed tracks can be validated against either the CMSSW simulation that generated the hits, or the CMSSW reconstruction of the tracks. In general, the code's computational performance has continued to improve while the above capabilities were being added. We demonstrate that the present Kalman filter implementation is able to reconstruct events with comparable physics performance to CMSSW, while providing generally better computational performance. Further plans for advancing the software are discussed

    Reconstruction of Charged Particle Tracks in Realistic Detector Geometry Using a Vectorized and Parallelized Kalman Filter Algorithm

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    One of the most computationally challenging problems expected for the High-Luminosity Large Hadron Collider (HL-LHC) is finding and fitting particle tracks during event reconstruction. Algorithms used at the LHC today rely on Kalman filtering, which builds physical trajectories incrementally while incorporating material effects and error estimation. Recognizing the need for faster computational throughput, we have adapted Kalman-filter-based methods for highly parallel, many-core SIMD and SIMT architectures that are now prevalent in high-performance hardware. Previously we observed significant parallel speedups, with physics performance comparable to CMS standard tracking, on Intel Xeon, Intel Xeon Phi, and (to a limited extent) NVIDIA GPUs. While early tests were based on artificial events occurring inside an idealized barrel detector, we showed subsequently that our mkFit software builds tracks successfully from complex simulated events (including detector pileup) occurring inside a geometrically accurate representation of the CMS-2017 tracker. Here, we report on advances in both the computational and physics performance of mkFit, as well as progress toward integration with CMS production software. Recently we have improved the overall efficiency of the algorithm by preserving short track candidates at a relatively early stage rather than attempting to extend them over many layers. Moreover, mkFit formerly produced an excess of duplicate tracks; these are now explicitly removed in an additional processing step. We demonstrate that with these enhancements, mkFit becomes a suitable choice for the first iteration of CMS tracking, and eventually for later iterations as well. We plan to test this capability in the CMS High Level Trigger during Run 3 of the LHC, with an ultimate goal of using it in both the CMS HLT and offline reconstruction for the HL-LHC CMS tracker

    Optimasi Portofolio Resiko Menggunakan Model Markowitz MVO Dikaitkan dengan Keterbatasan Manusia dalam Memprediksi Masa Depan dalam Perspektif Al-Qur`an

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    Risk portfolio on modern finance has become increasingly technical, requiring the use of sophisticated mathematical tools in both research and practice. Since companies cannot insure themselves completely against risk, as human incompetence in predicting the future precisely that written in Al-Quran surah Luqman verse 34, they have to manage it to yield an optimal portfolio. The objective here is to minimize the variance among all portfolios, or alternatively, to maximize expected return among all portfolios that has at least a certain expected return. Furthermore, this study focuses on optimizing risk portfolio so called Markowitz MVO (Mean-Variance Optimization). Some theoretical frameworks for analysis are arithmetic mean, geometric mean, variance, covariance, linear programming, and quadratic programming. Moreover, finding a minimum variance portfolio produces a convex quadratic programming, that is minimizing the objective function ðð¥with constraintsð ð 𥠥 ðandð´ð¥ = ð. The outcome of this research is the solution of optimal risk portofolio in some investments that could be finished smoothly using MATLAB R2007b software together with its graphic analysis

    Impacts of the Tropical Pacific/Indian Oceans on the Seasonal Cycle of the West African Monsoon