Using distributed memory parallel computers and GPU clusters for multidimensional Monte Carlo integration

SummaryThe aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on various distributed memory parallel computers and clusters of multicore nodes using recently developed parallel versions of linear congruential generator and lagged Fibonacci g...

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Veröffentlicht in:Concurrency and computation Jg. 27; H. 4; S. 923 - 936
Hauptverfasser: Szakowski, Dominik, Stpiczyski, Przemysaw
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Blackwell Publishing Ltd 25.03.2015
Schlagworte:
Clusters
Computation
Computer simulation
Distributed memory
distributed memory parallel computers
efficiency
Generators
GPU clusters
GPU clusters, efficiency
Graphics processing units
lagged Fibonacci generator
linear congruential generator
Monte Carlo methods
multidimensional integration
Parallel computers
parallelized pseudorandom number generators
scalability
Servers
ISSN:1532-0626, 1532-0634
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Zusammenfassung:SummaryThe aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on various distributed memory parallel computers and clusters of multicore nodes using recently developed parallel versions of linear congruential generator and lagged Fibonacci generator pseudorandom number generators. We show how to accelerate the overall performance by offloading some computations to Graphics Processing Units (GPUs), and we discuss how to transform Message Passing Interface (MPI) + OpenMP programs to MPI + OpenMP + CUDA model. We explain how to utilize multiple cores of CPUs together with multiple GPU accelerators within a single node and how to achieve reasonable load balancing of all computational resources of GPU‐accelerated multicore nodes. We present and discuss the results of experiments performed on the following target architectures: IBM Blue Gene/Q parallel computer, a cluster of Intel Xeon E5‐2660 servers, and a Tesla‐based GPU cluster with Intel Xeon X5650 multicore processors. The results are presented from two points of view: strong scaling and weak scaling. We also compare the performance of all considered architectures. Copyright © 2014 John Wiley & Sons, Ltd.
Bibliographie:ArticleID:CPE3365
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SourceType-Scholarly Journals-1
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content type line 23
ISSN:1532-0626
1532-0634
DOI:10.1002/cpe.3365