high performance computing on graphics processing units: hgpu.org

Dynamic programming is an algorithmic technique to solve problems that follow the Bellman’s principle: optimal solutions depends on optimal sub-problem solutions. The core idea behind dynamic programming is to memoize intermediate results into matrices to avoid multiple computations. Solving a dynamic programming problem consists of two phases: filling one or more matrices with intermediate solutions for sub-problems and recomposing how the final result was constructed (backtracking). In textbooks, problems are usually described in terms of recurrence relations between matrices elements. Expressing dynamic programming problems in terms of recursive formulae involving matrix indices might be difficult, if often error prone, and the notation does not capture the essence of the underlying problem (for example aligning two sequences). Moreover, writing correct and efficient parallel implementation requires different competencies and often a significant amount of time. In this project, we present DynaProg, a language embedded in Scala (DSL) to address dynamic programming problems on heterogeneous platforms. DynaProg allows the programmer to write concise programs based on ADP [1], using a pair of parsing grammar and algebra; these program can then be executed either on CPU or on GPU. We evaluate the performance of our implementation against existing work and our own hand-optimized baseline implementations for both the CPU and GPU versions. Experimental results show that plain Scala has a large overhead and is recommended to be used with small sequences (<=1024) whereas the generated GPU version is comparable with existing implementations: matrix chain multiplication has the same performance as our hand-optimized version (142% of the execution time of [2]) for a sequence of 4096 matrices, Smith-Waterman is twice slower than [3] on a pair of sequences of 6144 elements, and RNA folding is on par with [4] (95% running time) for sequences of 4096 elements.