Identification

Title

Accelerating 'fields' by revamping the Cholesky Decomposition

Abstract

The Geophysical Statistics project group within the Institute for Mathematics Applied to Geosciences (IMAGe) has been making use of Matrix Algebra on GPU and Multicore Architectures (MAGMA) to accelerate the Cholesky decomposition. The acceleration is motivated by a) Its frequent use in key computations in the spatial statistics R ‘fields’ package, b) Major bottleneck in ‘fields’ package execution and c) Operations involving big matrices make it suitable for parallelization. The Cholesky Decomposition was accelerated last summer using the MAGMA library. However, the performance of the accelerated version on multiple GPUs was observed to be unconventional - a) Execution time on multiple GPUs was higher in comparison to single GPU execution and b) Deep copy and in-place algorithms had opposite impacts on performance when executed on one and multiple GPUs. Our CPU and GPU profiling, conducted this summer, explains the unconventional behavior observed in the multi-GPU executions. The profiling provided insight to further accelerate the Cholesky Decomposition hierarchically– a) accelerating the underlying C function, b) reducing the function call overhead in R and c) optimizing the R environment. We were able to optimize the code and the environment to get a speedup greater than 75x (single precision) and 65x (double precision) for large matrices. We also found a potential way to improve the MAGMA functions by replacing the communications with direct device-to-device calls.

Resource type

document

Resource locator

Unique resource identifier

code

http://n2t.net/ark:/85065/d7668cn5

codeSpace

Dataset language

eng

Spatial reference system

code identifying the spatial reference system

Classification of spatial data and services

Topic category

geoscientificInformation

Keywords

Keyword set

keyword value

Text

originating controlled vocabulary

title

Resource Type

reference date

date type

publication

effective date

2016-01-01T00:00:00Z

Keyword set

keyword value

EARTH SCIENCE SERVICES > DATA ANALYSIS AND VISUALIZATION > STATISTICAL APPLICATIONS

originating controlled vocabulary

title

U.S. National Aeronautics and Space Administration Global Change Master Directory

reference date

date type

revision

effective date

2021-09-17

Geographic location

West bounding longitude

East bounding longitude

North bounding latitude

South bounding latitude

Temporal reference

Temporal extent

Begin position

End position

Dataset reference date

date type

publication

effective date

2015-08-01T00:00:00Z

Frequency of update

Quality and validity

Lineage

Conformity

Data format

name of format

version of format

Constraints related to access and use

Constraint set

Use constraints

Copyright Author(s). This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

Limitations on public access

None

Responsible organisations

Responsible party

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata on metadata

Metadata point of contact

contact position

OpenSky Support

organisation name

UCAR/NCAR - Library

full postal address

PO Box 3000

Boulder

80307-3000

email address

opensky@ucar.edu

web address

http://opensky.ucar.edu/

name: homepage

responsible party role

pointOfContact

Metadata date

2023-08-18T18:06:49.773181

Metadata language

eng; USA