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Acceleration of software package "R" using GPU's

Acceleration of software package "R" using GPU's. Sachinthaka Abeywardana. Introduction to Graphic Processing Units (GPU). Introduction to GPU contd. Introduction to R and BLAS. R Statistical Package Graphics. BLAS (Basic Linear Algebra Subprograms)

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Acceleration of software package "R" using GPU's

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  1. Acceleration of software package "R" using GPU's Sachinthaka Abeywardana

  2. Introduction to Graphic Processing Units (GPU) CSIRO.

  3. Introduction to GPU contd. CSIRO.

  4. Introduction to R and BLAS • R • Statistical Package • Graphics • BLAS (Basic Linear Algebra Subprograms) • Vector-Vector Addition/Multiplication etc. • Vector-Matrix Addition/Multiplication etc. • Matrix-Matrix Addition/Multiplication etc. LAPack (Linear Algebra Package) CSIRO.

  5. What has been done in this project • Aim: Replace Rblas.dll with a faster BLAS library R LAPack BLAS Replace New BLAS CSIRO.

  6. How New Rblas.dll was created Rblas.dll FORTRAN Initialise call ‘C program’ wrapper call CUBLAS library CSIRO.

  7. Results for 1000 x 1000 Matrices CSIRO.

  8. Improvements CSIRO.

  9. Who to Blame • Simply random? • Me??? • Stupid Computer? • Memory allocation. CSIRO.

  10. Nvidia GPU Architecture CSIRO.

  11. Nvidia GPU Architecture contd. CSIRO.

  12. Nvidia GPU Architecture contd. CSIRO.

  13. CSIRO.

  14. CSIRO.

  15. Comparison with Atlas RBlas • Improvement on multiplication : A%*%B 319% • Improvement on inverting matrix: solve(A) 281% (source:http://www.stat.columbia.edu/~cook/movabletype/archives/2008/06/a-trick-to-spee.html) • Limitations on Atlas: • Latest version is for pentium 4 only CSIRO.

  16. Limitations of this Project • Specific Card • Cost • GeForce GTX 280 $582 (Source: http://www.msy.com.au/Parts/PARTS.pdf) • Precision? • RMS of 6.350072e-06 for inverting a 1024 x 1024 matrix for the single precision cards. • IEEE 754 deviations CSIRO.

  17. Where can I get this from • https://wiki.csiro.au/confluence/display/terabyte/GPU+Accelerated+R CSIRO.

  18. Where to from now? • Implementation of more Blas functions • Getting rid of overhead • Adjusting LAPack • Double precision to Single Precision and Single to Double Conversion • Parallel Extensions (CPU) CSIRO.

  19. Thank You • Luke Domanski • Dadong Wang • Pascal Valotton • Glenn Stone • Robert Dunne • CMIS/ CSIRO staff CSIRO.

  20. CSIRO.

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