Does anybody have experience programming for both the Intel Math Kernel Library and the AMD Math Core Library? I'm building a personal computer for high performance statistical computations and am debating on the components to buy. An appeal of the AMD Math Core library is that it is free, but I am in academia so the MKL is not that expensive. But I'd be interested in hearing thoughts on:
Which provides a better API?
Which provides better performance, on average, per dollar, including licensing and hardware costs.
Is the AMCL-GPU a factor I should consider?
Intel MKL and ACML have similar APIs but MKL has a richer set of supported functionality including BLAS (and CBLAS)/LAPACK/FFTs/Vector and Statistical Math/Sparse direct and iterative solvers/Sparse BLAS, and so on. Intel MKL is also optimized for both Intel and AMD processors and has an active user forum you can turn to for help or guidance. An independent assessment of the two libraries is posted here: (http://www.advancedclustering.com/company-blog/high-performance-linpack-on-xeon-5500-v-opteron-2400.html)
• Shane Corder, Advanced Clustering, (also carried by HPCWire: Benchmark Challenge: Nehalem Versus Istanbul): “In our recent testing and through real world experience, we have found that the Intel compilers and Intel Math Kernel Library (MKL) usually provide the best performance. Instead of just settling on Intel's toolkit we tried various compilers including: Intel, GNU compilers, and Portland Group. We also tested various linear algebra libraries including: MKL, AMD Core Math Library (ACML), and libGOTO from the University of Texas. All of the testing showed we could achieve the highest performance when using both the Intel Compilers and Intel Math Library--even on the AMD system--so these were used them as the base of our benchmarks.” [Benchmark testing showed 4-core Nehalem X5550 2.66GHz at 74.0GFs vs. Istanbul 2435 2.6GHz at 99.4GFs; Istanbul only 34% faster despite 50% more cores]
Hope this helps.
In fact, there are two versions of LAPACK routines in ACML. The ones without trailing underscore (_) are the C-version routines, which as Victor said, don't require workspace arrays and you can just pass values instead of references for the parameters. The ones with the underscore however are just vanilla Fortran routines. Do a "dumpbin /exports" on libacml_dll.dll and you'll see.
I have used AMCL for its BLAS/LAPACK routines, so this will probably not answer your question, but I hope it's useful for someone. Comparing them to vanilla BLAS/LAPACK, their performance was a factor of 2-3 better in my particular use case. I used it for dense nonsymmetric complex matrices, for both linear solves and eigensystem computations. You should know that the function declarations are not identical to the vanilla routines. This required a substantial amount of preprocessor macros to allow me to freely switch between the two. In particular all LAPACK routines in AMCL do not require work arrays. This is a major convenience if AMCL is the only library you will use.
Related
I am really amazed by the julia language, having implemented lots of machine learning algorithms there for my current project. Even though julia 0.2 manages to get some great results out of my 2011 MBA outperforming all other solutuions on similar linux hardware (due to vecLib blas, i suppose), I would certainly like more. I am in a process of buying radeon 5870 and would like to push my matrix operations there. I use basically only simple BLAS operations such as matmul, additios and transpositions. I use julia's compact syntax A' * B + C and would certainly like to keep it.
Is there any way (or pending milestone) I can get those basic operations execute on GPU? I have like 2500x2500 single precision matrices so I expect significant speedup.
I don't believe that GPU integration into the core of Julia is planned at this time. One of the key issues is that there is substantial overhead moving the data to and from the GPU, making a drop-in replacement for BLAS operations infeasible.
I expect that most of the progress in this area will actually come from the package ecosystem, in particular packages under the JuliaGPU organization. I see there is a CLBLAS package in there.
Just got a Windows box set up with two 64 bit Intel Xeon X5680 3.33 GHz processors (6 cores each) and 12 GB of RAM. I've been using SAS on some large data sets, but it's just too slow, so I want to set up R to do parallel processing. I want to be able to carry out matrix operations, e.g., multiplication and inversion. Most of my data are not huge, 3-4 GB range, but one file is around 50 GB. It's been a while since I used R, so I looked around on the web, including the CRAN HPC, to see what was available. I think a foreach loop and the bigmemory package will be applicable. I came across this post: Is there a package for parallel matrix inversion in R that had some interesting suggestions. I was wondering if anyone has experience with the HIPLAR packages. Looks like hiparlm adds functionality to the matrix package and hiplarb add new functions altogether. Which of these would be recommended for my application? Furthermore, there is a reference to the PLASMA library. Is this of any help? My matrices have a lot of zeros, so I think they could be considered sparse. I didn't see any examples of how to pass data fro R to PLASMA, and looking at the PLASMA docs, it says it does not support sparse matrices, so I'm thinking that I don't need this library. Am I on the right track here? Any suggestions on other approaches?
EDIT: It looks like HIPLAR and package pbdr will not be helpful. I'm leaning more toward bigmemory, although it looks like I/O may be a problem: http://files.meetup.com/1781511/bigmemoryRandLinearAlgebra_BryanLewis.pdf. This article talks about a package vam for virtual associative matrices, but it must be proprietary. Would package ff be of any help here? My R skills are just not current enough to know what direction to pursue. Pretty sure I can read this using bigmemory, but not sure the processing will be very fast.
If you want to use HiPLAR (MAGMA and PLASMA libraries in R), it is only available for Linux at the moment. For this and many other things, I suggest switching your OS to the penguin.
That being said, Intel MKL optimization can do wonders for these sort of operations. For most practical uses, it is the way to go. Python built with MKL optimization for example can process large matrices about 20x faster than IDL, which was designed specifically for image processing. R has similarly shown vast improvements when built with MKL optimization. You can also install R Open from Revolution Analytics, which includes MKL optimization, but I am not sure that it has quite the same effect as building it yourself using Intel tools: https://software.intel.com/en-us/articles/build-r-301-with-intel-c-compiler-and-intel-mkl-on-linux
I would definitely consider the type of operations one is looking to perform. GPU processes are those that lend well to high parallelism (many of the same little computations running at once, as with matrix algebra), but they are limited by bus speeds. Intel MKL optimization is similar in that it can help use all of your CPU cores, but it is really optimized to Intel CPU architecture. Hence, it should provide basic memory optimization too. I think that is the simplest route. HiPLAR is certainly the future, as it is CPU-GPU by design, especially with highly parallel heterogeneous architectures making their way into consumer systems. Most consumer systems today cannot fully utilize this though I think.
Cheers,
Adam
I have a linear algebra code that I am trying get to run faster. Its a iterative algorithm with a loop and matrix vector multiplications within in.
So far, I have used MATMUL (Fortran Lib.), DGEMV, Tried writing my own MV code in OpenMP but the algorithm is doing no better in terms of scalability. Speed ups are barely 3.5 - 4 irrespective of how many processors I am allotting to it (I have tried up 64 processors).
The profiling shows significant time being spent in Matrix-Vector and the rest is fairly nominal.
My question is:
I have a shared memory system with tons of RAM and processors. I have tried tweaking OpenMP implementation of the code (including Matrix Vector) but has not helped. Will it help to code in MPI? I am not a pro at MPI but the ability to fine tune the message communication might help a bit but I can't be sure. Any comments?
More generally, from the literature I have read, MPI = Distributed, OpenMP = Shared but can they perform well in the others' territory? Like MPI in Shared? Will it work? Will it be better than the OpenMP implementation if done well?
You're best off just using a linear algebra package that is already well optimized for a multitcore environment and using that for your matrix-vector multiplication. The Atlas package, gotoblas (if you have a nehalem or older; sadly it's no longer being updated), or vendor BLAS implementations (like MKL for intel CPUs, ACML for AMD, or VecLib for apple, which all cost money) all have good, well-tuned, multithreaded BLAS implementations. Unless you have excellent reason to believe that you can do better than those full time development teams can, you're best off using them.
Note that you'll never get the parallel speedup with DGEMV that you do with DGEMM, just because the vector is smaller than another matrix and so there's less work; but you can still do quite well, and you'll find you get much better perforamance with these libraries than you do with anything hand-rolled unless you were already doing multi-level cache blocking.
You can use MPI in a shared environment (though not OpenMP in a distributed one). However, achieving a good speedup depends a lot more on your algorithms and data dependencies than the technology used. Since you have a lot of shared memory, I'd recommend you stick with OpenMP, and carefully examine whether you're making the best use of your resources.
What are some of the better libraries for large sparse iterative (conjugate gradient, MINRES, GMRES, etc.) linear algebra system solving? I've often coded my own routines, but I'm interested to know which "off-the-shelf" packages people prefer. I've heard of PETSc, TAUCS, IML++, and a few others. I'm wondering how these stack up, and what else is out there. My preference is for ease of use, and freely available software.
Victor Eijkhout's Overview of Iterative Linear System Solver Packages would probably be a good place to start.
You may also wish to look at Trilinos
http://trilinos.sandia.gov/
It is designed by some great software craftsman, using modern
design techniques.
Moreover, from within Trilinos, you can call PetsC if you desire.
NIST has some sparse Linear Algebra software you can download
here: http://math.nist.gov/sparselib++/ and here: http://math.nist.gov/spblas/
I haven't used those packages myself, but I've heard good things about them.
http://www.cise.ufl.edu/research/sparse/umfpack/
UMFPACK is a set of routines for
solving unsymmetric sparse linear
systems, Ax=b, using the Unsymmetric
MultiFrontal method. Written in
ANSI/ISO C, with a MATLAB (Version 6.0
and later) interface. Appears as a
built-in routine (for lu, backslash,
and forward slash) in MATLAB. Includes
a MATLAB interface, a C-callable
interface, and a Fortran-callable
interface. Note that "UMFPACK" is
pronounced in two syllables, "Umph
Pack". It is not "You Em Ef Pack".
I'm using it for FEM code.
I would check out Microsoft's Solver Foundation. It's free to cheap for even pretty big problems. The unlimited version is industrial strength and is based on Gurobi and of course isn't cheap.
http://code.msdn.microsoft.com/solverfoundation
does anyone know an implementation of the inverse FFT in HLSL/GLSL/cg ... ?
It would save me much work.
Best,
heinrich
Do you already have a FFT implementation? You may already be aware, but the inverse can be computed by reversing the order of the N inputs, taking the FFT over those, and dividing the result by N.
DirectX11 comes with a FFT example for compute shaders (see DX11 August SDK Release Notes). As PereAllenWebb points out, this can be also used for inverse FFT.
Edit: If you just want a fast FFT, you could try the CUFFT, which runs on the GPU. It's part of the CUDA SDK. The AMCL from AMD also has a FFT, which is currently not GPU accelerated, but this will be likely added soon.
I implemented a 1D FFT on 7800GTX hardware back in 2005. This was before CUDA etc so I had to resort to using Cg and manually implementing the FFT.
I have two FFT implementations. One is a Radix2 Decimation in Time FFT and the other a Stockham Autosort FFT. The stockham would perform around 2-4x faster than a CPU (at the time 3GHz P4 single core) for larger sizes (> 8192) but for smaller sizes the CPU was faster as it doesn't have to shift data to/from the GPU.
If you're interested in the shader code feel free to contact me and I'll send it over by email. It was from a personal project so not covered by any commercial copyright. I would imagine that CUDA (and similar) implementations would massively outperform my implementation, however from a learning perspective you can't get better than to write or study the code yourself!
Maybe you could take a look at OpenCL which is a standard for general purpose computing on graphics (and other) hardware.
The wikipedia article contains a OpenCL example for a standard FFT:
http://en.wikipedia.org/wiki/OpenCL#Example
If you are on a Mac with OS X 10.6, you just need to install the developer tools to get started with OpenCL development.
I also heard that hardware vendors already provide basic OpenCL driver support on Windows.