Posts
Jun, 30
Performance of GPU for Pricing Financial Derivatives: Convertible Bonds
Financial derivatives are financial instruments whose payoff is linked to some fundamental financial assets or indices. They are essential tools for speculation and risk-management. This paper focuses on the pricing of a common type of derivatives: convertible bonds (CBs), which incorporate the features of both bonds and stocks. Chambers and Lu propose a popular two-factor […]
Jun, 30
Point Based Color Bleeding with CUDA and Caching
The main goal of this project was to explore the possibility of applying CUDA to the Point Based Color Bleeding global illumination algorithm. This project tackled the creation of surfels, the storage of surfels in an octree, representation of an octree in CUDA, and the transversal of an octree in CUDA. Future work will include […]
Jun, 29
Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments
Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits algorithms that conform to parallel computing environments are needed. Sequential Monte Carlo comes very close to this ideal whereas other approaches like Markov […]
Jun, 29
A Parallel Image Segmentation Algorithm on GPUs
Image segmentation is a computationally expensive task that continuously presents performance challenges due to the increasing volume of available high resolution remote sensing images. Nowadays, Graphics Processing Units (GPUs) are emerging as an attractive computing platform for general purpose computations due to their extremely high floating-point processing performance and their comparatively low cost. In the […]
Jun, 29
Shallow Water Simulation on GPUs for Sparse Domains
Efficient stencil operations are essential in explicit schemes for evolutionary PDEs. In particular, for conservation and balance laws, the solution will in many cases have non-constant values only in a portion of the grid. We present novel methods that through simple observation of the stencil and the distribution of conserved quantities, reduce both the memory […]
Jun, 29
An Optimized Large-Scale Hybrid DGEMM Design for CPUs and ATI GPUs
In heterogeneous systems that include CPUs and GPUs, the data transfers between these components play a critical role in determining the performance of applications. Software pipelining is a common approach to mitigate the overheads of those transfers. In this paper we investigate advanced software-pipelining optimizations for the double-precision general matrix multiplication (DGEMM) algorithm running on […]
Jun, 29
GPUs as an Opportunity for Offloading Garbage Collection
GPUs have become part of most commodity systems. Nonetheless, they are often underutilized when not executing graphics-intensive or special-purpose numerical computations, which are rare in consumer workloads. Emerging architectures, such as integrated CPU/GPU combinations, may create an opportunity to utilize these otherwise unused cycles for offloading traditional systems tasks. Garbage collection appears to be a […]
Jun, 27
Explicit Shallow Water Simulations on GPUs: Guidelines and Best Practices
Graphics processing units have now been used for scientific calculations for over a decade, going from early proof-of-concepts to industrial use today. The inherent reason is that graphics processors are far more powerful than CPUs when it comes to both floating point operations and memory bandwidth, illustrated by the fact that three of the top […]
Jun, 27
Software Performance Analysis with Parallel Programming Approaches
The term software performance engineering (SPE) is a systematic and quantitative approach for constructing software systems to meet the performance objectives such as response time, throughput, scalability and resource utilization. Optimization is major concern in achieving performance parameters. Optimization is performed during run-time, or in the design phase. This paper proposes the coding practices in […]
Jun, 27
Solving Molecular Distance Geometry Problems in OpenCL
We focus on the following computational chemistry problem: Given a subset of the exact distances between atoms, reconstruct the three-dimensional position of each atom in the given molecule. The distance matrix is generally sparse. This problem is both important and challenging. Our contribution is a novel combination of two known techniques (parallel breadth-first search and […]
Jun, 27
OpenCL Floating Point Software on Heterogeneous Architectures – Portable or Not?
OpenCL is an emerging platform for parallel computing that promises portability of applications across different architectures. This promise is seriously undermined, however, by the frequent use of floating-point arithmetic in scientific applications. Floating-point computations can yield vastly different results on different architectures – even IEEE 754-compliant ones -, potentially causing changes in control flow and […]
Jun, 27
A Parallel Monte Carlo Code for Simulating Collisional N-body Systems
We present a new parallel code for computing the dynamical evolution of collisional N-body systems with up to N~10^7 particles. Our code is based on the the H’enon Monte Carlo method for solving the Fokker-Planck equation, and makes assumptions of spherical symmetry and dynamical equilibrium. The principal algorithmic developments involve optimizing data structures, and the […]
