Transcript Speeding up MATLAB Applications

Parallel computing with MATLAB
© 2012 The MathWorks, Inc.1
Going Beyond Serial MATLAB Applications
MATLAB
Desktop (Client)
Worker
Worker
Worker
Worker
Worker
Worker
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Programming Parallel Applications (CPU)
Ease of Use
Greater Control
 Built-in support with toolboxes
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Example: Optimizing Cell Tower Position
Built-in parallel support
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With Parallel Computing Toolbox
use built-in parallel algorithms in
Optimization Toolbox
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Run optimization in parallel
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Use pool of MATLAB workers
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Tools Providing Parallel Computing Support
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Optimization Toolbox
Global Optimization Toolbox
Statistics Toolbox
Signal Processing Toolbox
Neural Network Toolbox
Image Processing Toolbox
…
BLOCKSETS
Directly leverage functions in Parallel Computing Toolbox
www.mathworks.com/builtin-parallel-support
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Agenda
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Task parallel applications
GPU acceleration
Data parallel applications
Using clusters and grids
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Independent Tasks or Iterations
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Ideal problem for parallel computing
No dependencies or communications between tasks
Examples: parameter sweeps, Monte Carlo simulations
Time
Time
blogs.mathworks.com/loren/2009/10/02/using-parfor-loops-getting-up-and-running/
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Example: Parameter Sweep of ODEs
Parallel for-loops
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Parameter sweep of ODE system
– Damped spring oscillator
– Sweep through different values
of damping and stiffness
– Record peak value for each
simulation
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Convert for to parfor
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Use pool of MATLAB workers
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m x  b x  k x  0
1, 2 ,...
1, 2 ,...
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The Mechanics of parfor Loops
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Worker
a(i) = i;
a = zeros(10, 1)
parfor i = 1:10
a(i) = i;
end
a
Worker
a(i) = i;
Worker
a(i) = i;
Worker
a(i) = i;
Pool of MATLAB Workers
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Agenda
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Task parallel applications
GPU acceleration
Data parallel applications
Using clusters and grids
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What is a Graphics Processing Unit (GPU)
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Originally for graphics acceleration, now
also used for scientific calculations
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Massively parallel array of integer and
floating point processors
– Typically hundreds of processors per card
– GPU cores complement CPU cores
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Dedicated high-speed memory
* Parallel Computing Toolbox requires NVIDIA GPUs with Compute Capability 1.3 or
higher, including NVIDIA Tesla 20-series products. See a complete listing at
www.nvidia.com/object/cuda_gpus.html
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Performance Gain with More Hardware
Using More Cores (CPUs)
Core 1
Using GPUs
Core 2
GPU cores
Core 3
Core 4
Cache
Device
Device Memory
Memory
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Example: Mandelbrot set
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The color of each pixel
is the result of hundreds
or thousands or
iterations
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Each pixel is
independent of the other
pixels
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Hundres of thousands of
pixels
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Real-world performance increase
Solving a wave equation
Grid Size
CPU
(s)
GPU
(s)
Speedup
64 x 64
0.1004
0.3553
0.28
128 x 128
0.1931
0.3368
0.57
256 x 256
0.5888
0.4217
1.4
512 x 512
2.8163
0.8243
3.4
1024 x 1024
13.4797
2.4979
5.4
2048 x 2048
74.9904
9.9567
7.5
Intel Xeon Processor X5650, NVIDIA Tesla C2050 GPU
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Programming Parallel Applications (GPU)
 Built-in support with toolboxes
Ease of Use
gpuArray, gather
 Advanced programming constructs:
arrayfun, spmd
Greater Control
 Simple programming constructs:
 Interface for experts:
CUDAKernel, MEX support
www.mathworks.com/help/distcomp/run-cuda-or-ptx-code-on-gpu
www.mathworks.com/help/distcomp/run-mex-functions-containing-cuda-code
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Agenda
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Task parallel applications
GPU acceleration
Data parallel applications
Using clusters and grids
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Big data: Distributed Arrays
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TOOLBOXES
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BLOCKSETS
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Remotely Manipulate Array
from Desktop
Distributed Array
Lives on the Cluster
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Big Data: Distributed Arrays
Worker
Column 1:3 of y
Worker
Column 4:6 of y
y = distributed(rand(10));
Worker
Column 7:8 of y
Worker
Column 9:10 of y
Pool of MATLAB Workers
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Demo: Approximation of π
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0
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𝑑𝑥 = 𝜋
2
1+𝑥
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Programming Parallel Applications (CPU)
Ease of Use
 Simple programming constructs:
parfor, batch, distributed
Greater Control
 Built-in support with toolboxes
 Advanced programming constructs:
createJob, labSend, spmd
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Agenda
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Task parallel applications
GPU acceleration
Data parallel applications
Using clusters and grids
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Working on C3SE
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Apply for a project with SNIC
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© 2012 The MathWorks, Inc.
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