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sample cuda problems in finance

Posted: October 15th, 2015, 4:49 am
by Cuchulainn
QuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnQuoteIsn't the problem of parallelizing these PDEs tied to the topology of the mesh and the need for each core access values in mesh-adjacent cores? I get the sense that the core-to-core accessibility and bandwidth inside a GPU is particularly poor. Yes. In particular, we can get false sharing when 2 threads modify data stored on the same cache lines.PCI-E bus transfers from/to host<->GPU can kill any algorithmic speedup. The overhead is always 1-5 ms per cudaMemcpy, and cannot be reduced. Hello, Intel.Are you saying that GPUs are insensitive to Amdahl's law? If you have a high serial fraction then no h/w will speed up the algorithm, which is inherently sequential.

sample cuda problems in finance

Posted: October 15th, 2015, 10:20 am
by AlexEro
QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnAre you saying that GPUs are insensitive to Amdahl's law? If you have a high serial fraction then no h/w will speed up the algorithm, which is inherently sequential.Nope. I did not say *that*. I am saying that almost any old algorithm can be re-designed to fit GPU with proper speedup. Even more: any MATH problem can be solved by various methods. Who cares that you are using "an old, outdated, less precise, forgotten" method "from 1970"? - if it gives (surprise!) 100X speedup on GPU? Time to dig into old math books, re-considering of all old algos.

sample cuda problems in finance

Posted: October 15th, 2015, 10:44 am
by Polter
QuotePCI-E bus transfers from/to host<->GPU can kill any algorithmic speedup. Right, hence the "accelerator attach" trend (the move to On-Package to On-Chip to On-core).May have to get (re)acquainted with FPGAs, though:http://www.ece.cmu.edu/~calcm/carl/lib/ ... upta.pdfAt the same time, there are also productivity-oriented (in a relative sense) solutions familiar from the GPGPU world:http://www.xilinx.com/about/xcell-publi ... erestingly, as the above illustrates, it's not limited to just Intel-Altera; Xilinx-Qualcomm ARM partnership is worth observing, too:http://semiaccurate.com/2015/10/14/qual ... x-servers/

sample cuda problems in finance

Posted: October 15th, 2015, 11:18 am
by Cuchulainn
QuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnAre you saying that GPUs are insensitive to Amdahl's law? If you have a high serial fraction then no h/w will speed up the algorithm, which is inherently sequential.Nope. I did not say *that*. I am saying that almost any old algorithm can be re-designed to fit GPU with proper speedup. Even more: any MATH problem can be solved by various methods. Who cares that you are using "an old, outdated, less precise, forgotten" method "from 1970"? - if it gives (surprise!) 100X speedup on GPU? Time to dig into old math books, re-considering of all old algos.Too general to respond to.I can't remember any good algos from the 70's. The golden age was the 60s.

sample cuda problems in finance

Posted: October 15th, 2015, 11:29 am
by AlexEro
QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroI can't remember any good algos from the 70's. The golden age was the 60s.I agree with you.Besides, I am not a nephew of Putin. Why are you so agressive with my posts here? Or, maybe you are so agressive all the time?

sample cuda problems in finance

Posted: October 15th, 2015, 11:53 am
by Cuchulainn
QuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroI can't remember any good algos from the 70's. The golden age was the 60s.I agree with you.Besides, I am not a nephew of Putin. Why are you so agressive with my posts here? Or, maybe you are so agressive all the time?Vladimir is a very good judoka. I think more world leaders should do martial arts. BTW what's the best 70s' algo? or is that a too aggressive question?

sample cuda problems in finance

Posted: October 15th, 2015, 1:05 pm
by AlexEro
QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroQuoteOriginally posted by: CuchulainnQuoteOriginally posted by: AlexEroI can't remember any good algos from the 70's. The golden age was the 60s.I agree with you.Besides, I am not a nephew of Putin. Why are you so agressive with my posts here? Or, maybe you are so agressive all the time?BTW what's the best 70s' algo? or is that a too aggressive question?Yes. Yes!. THIS IS a very agressive question! In order to show my "ignorance" You pretend that You dont know that modern programming (who needs algorithms without programming?)started from UNIX and C programming. UNIX was the best algorithm of modern times! The C language compiler was the best algo of modern times! Why ? Because without those "algos" there will be no all the others.And you pretend that you dont know that ***ing (self-censorship) OS' system time (still) started here and there ...... from 01-Jan-1970. I am very far from the idea that you really dont know that.

sample cuda problems in finance

Posted: October 15th, 2015, 3:49 pm
by Cuchulainn
QuoteUNIX was the best algorithm of modern times! Last time I looked was UNIX an OS, but hey, what the heck!let's call it a draw.

sample cuda problems in finance

Posted: October 15th, 2015, 5:10 pm
by Polter