MILJS is a collection of state-of-the-art, platform-independent, scalable, fast JavaScript libraries for matrix calculation and machine learning. Our core library offering a matrix calculation is called Sushi, which exhibits far better performance than any other leading machine learning libraries written in JavaScript. Especially, our matrix multiplication is 177 times faster than the fastest JavaScript benchmark. […]

March 2, 2015 by hgpu

This document describes an implementation in C of a set of randomized algorithms for computing partial Singular Value Decompositions (SVDs). The techniques largely follow the prescriptions in the article "Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions," N. Halko, P.G. Martinsson, J. Tropp, SIAM Review, 53(2), 2011, pp. 217-288, but with some […]

February 22, 2015 by hgpu

Numerical continuation methods apply predictor-corrector algorithms to track a solution path defined by a family of systems, the so-called homotopy. The systems we consider are defined by polynomials in several variables with complex coefficients. For larger dimensions and degrees, the numerical conditioning worsens and hardware double precision becomes often insufficient to reach the end of […]

January 28, 2015 by hgpu

MatConvNet is an implementation of Convolutional Neural Networks (CNNs) for MATLAB. The toolbox is designed with an emphasis on simplicity and flexibility. It exposes the building blocks of CNNs as easy-to-use MATLAB functions, providing routines for computing linear convolutions with filter banks, feature pooling, and many more. In this manner, MatConvNet allows fast prototyping of […]

December 16, 2014 by hgpu

Lattice Quantum Chromodynamics simulations typically spend most of the runtime in inversions of the Fermion Matrix. This part is therefore frequently optimized for various HPC architectures. Here we compare the performance of the Intel Xeon Phi to current Kepler-based NVIDIA Tesla GPUs running a conjugate gradient solver. By exposing more parallelism to the accelerator through […]

November 18, 2014 by hgpu

We present a library that provides optimized implementations for deep learning primitives. Deep learning workloads are computationally intensive, and optimizing the kernels of deep learning workloads is difficult and time-consuming. As parallel architectures evolve, kernels must be reoptimized for new processors, which makes maintaining codebases difficult over time. Similar issues have long been addressed in […]

October 8, 2014 by hgpu

KBLAS is a new open source high performance library that provides optimized kernels for a subset of Level 2 BLAS functionalities on CUDA-enabled GPUs. Since performance of dense matrix-vector multiplication is hindered by the overhead of memory accesses, a double-buffering optimization technique is employed to overlap data motion with computation. After identifying a proper set […]

October 8, 2014 by hgpu

I describe an approach to compiling common idioms in R code directly to native machine code and illustrate it with several examples. Not only can this yield significant performance gains, but it allows us to use new approaches to computing in R. Importantly, the compilation requires no changes to R itself, but is done entirely […]

September 11, 2014 by hgpu

Computing platforms equipped with accelerators like GPUs have proven to provide great computational power. However, exploiting such platforms for existing scientific applications is not a trivial task. Current GPU programming frameworks such as CUDA C/C++ require low-level programming from the developer in order to achieve high performance code. As a result porting of applications to […]

August 27, 2014 by hgpu

The numerical solution of partial differential equations using the finite element method is one of the key applications of high performance computing. Local assembly is its characteristic operation. This entails the execution of a problem-specific kernel to numerically evaluate an integral for each element in the discretized problem domain. Since the domain size can be […]

July 10, 2014 by hgpu

Many problems in computational science and engineering involve partial differential equations and thus require the numerical solution of large, sparse (non)linear systems of equations. Multigrid is known to be one of the most efficient methods for this purpose. However, the concrete multigrid algorithm and its implementation highly depend on the underlying problem and hardware. Therefore, […]

June 23, 2014 by hgpu

A general method to produce uniformly distributed pseudorandom numbers with extended precision by combining two pseudorandom numbers with lower precision is proposed. In particular, this method can be used for pseudorandom number generation with extended precision on graphics processing units (GPU), where the performance of single and double precision operations can vary significantly.

February 12, 2014 by hgpu