## NVIDIA GPU Hackathon at University of Sheffield

April 3rd, 2019

My friends over at the University of Sheffield Research Software Engineering group are running a GPU Hackathon sponsored by Nvidia. The event will be on August 19-23 2019  in Sheffield, United Kingdom.  The call for proposals is at http://gpuhack.shef.ac.uk/

The Sheffield team have this to say about the event:

We are looking for teams of 3-5 developers with a scalable** application to port to or optimize on a GPU accelerator. Collectively the team must have complete knowledge of the application. If the application is a suite of apps, no more than two per team will be allowed and a minimum of 2 people per app must attend. Space will be limited to 8 teams.

** By scalable we mean node-to-node communication implemented, but don’t be discouraged from applying if your application is less than scalable. We are also looking for breadth of application areas.

The goal of the GPU hackathon is for current or prospective user groups of large hybrid CPU-GPU systems to send teams of at least 3 developers along with either:

• (potentially) scalable application that could benefit from GPU accelerators, or
• An application running on accelerators that needs optimization.

There will be intensive mentoring during this 5-day hands-on workshop, with the goal that the teams leave with applications running on GPUs, or at least with a clear roadmap of how to get there.

## Dell XPS 15 9560 (Kaby Lake CPU, Pascal GPU) performance for scientific computing

February 21st, 2017

My new toy is a 2017 Dell XPS 15 9560 laptop on which I am running Windows 10. Once I got over (and fixed) the annoyance of all the advertising in Windows Home, I quickly starting loving this new device.

To get a handle on its performance, I used GPUBench in MATLAB 2016b and got the following results (This was the best of 4 runs…I note that MTimes performance for the CPU (Host PC), for example, varied between 130 and 150 Glops).

• CPU: Intel Core I7-7700HQ (6M Cache, up to 3.8Ghz)
• GPU: NVIDIA GTX 1050 with 4GB GDDR5

I last did this for my Retina MacBook Pro and am happy to see that the numbers are better across the board. The standout figure for me is the 1206 Gflops (That’s 1.2 Teraflops!) of single precision performance for Matrix-Matrix Multiply.

That figure of 1.2 Teraflops rang a bell for me and it took me a while to realise why…..

My laptop vs Manchester University’s old HPC system – Horace

Old timers like me (I’m almost 40) like to compare modern hardware with bygone supercomputers (1980s Crays vs mobile phones for example) and we know we are truly old when the numbers coming out of laptop benchmarks match the peak theoretical performance of institutional HPC systems we actually used as part of our career.

This has now finally happened to me! I was at the University of Manchester when it commissioned a HPC service called Horace and I was there when it was switched off in 2010 (only 6 and a bit years ago!). It was the University’s primary HPC service with a support team, helpdesk, sysadmins…the lot.  The specs are still available on Manchester’s website:

• 24 nodes, each with 8 cores giving 192 cores in total.
• Each core had a theoretical peak compute performance of 6.4 double precision Gflop/s
• So a node had a theoretical peak performance of 51.2 Gflop/s
• The whole thing could theoretically manage 1.2 Teraflop/s
• It had four special ‘high memory’ nodes with 32Gb RAM each

Good luck getting that 1.2 Teraflops out of it in practice!

I get a big geek-kick out of the fact that my new laptop has the same amount of RAM as one of these ‘big memory’ nodes and that my laptop’s double precision CPU performance is on par with the combined power of 3 of Horace’s nodes. Furthermore, my laptop’s GPU can just about manage 1.2 Teraflop/s of single precision  performance in MATLAB — on par with the total combined power of the HPC system*.

* (I know, I know….Horace’s numbers are for double precision and my GPU numbers are single precision — apples to oranges — but it still astonishes me that the headline numbers are the same — 1.2 Teraflops).

## Nvidia GT 750M GPU performance on a MacBook Pro using MATLAB

April 8th, 2015

I recently got a 15 inch Retina Macbook Pro which contains an NVIDIA GT 750M GPU. It’s been a while since I last got a laptop with a decent GPU in it so I wondered how it would perform in MATLAB using the Parallel Computing Toolbox.

Of course I didn’t read any documentation; I simply fired up MATLAB 2015a and issued the gpuDevice command.

>> gpuDevice
Error using gpuDevice (line 26)
There is a problem with the CUDA driver or with this GPU device. Be sure
that you have a supported GPU and that the latest driver is installed.

Caused by:
The CUDA driver could not be loaded. The library name used was
'/usr/local/cuda/lib/libcuda.dylib'. The error was:
dlopen(/usr/local/cuda/lib/libcuda.dylib, 10): image not found

This is because I didn’t install a load of CUDA-related stuff! Following these instructions did the trick!

>> gpuDevice()

ans =

Name: 'GeForce GT 750M'
Index: 1
ComputeCapability: '3.0'
SupportsDouble: 1
DriverVersion: 6.5000
ToolkitVersion: 6.5000
MaxShmemPerBlock: 49152
MaxGridSize: [2.1475e+09 65535 65535]
SIMDWidth: 32
TotalMemory: 2.1470e+09
AvailableMemory: 444055552
MultiprocessorCount: 2
ClockRateKHz: 925500
ComputeMode: 'Default'
GPUOverlapsTransfers: 1
KernelExecutionTimeout: 1
CanMapHostMemory: 1
DeviceSupported: 1
DeviceSelected: 1

I headed over to the MATLAB File Exchange to get the GPU Bench App for MATLAB and fired it up. The summary of the results is below. Click on the image to see the detailed results.

The double precision performance of this GPU card is very poor – MUCH slower than the CPU on the Macbook Pro.

Looking on the bright side, the numbers for the CPU are pretty good for a laptop!

## Which journal to publish GPU Papers in?

July 12th, 2013

One of my academic colleagues, Fumie Costen, recently asked members of The University of Manchester GPU Club the following question

‘I am looking for a journal with high impact factor where I can publish our work on GPU for FDTD computations.  Can anyone help?’

So far, we haven’t had any replies so I’m throwing the question open to the world.  Any suggestions?

## Faster GPU Random Number Generators in MATLAB 2012b

March 10th, 2013

Ever since I took a look at GPU accelerating simple Monte Carlo Simulations using MATLAB, I’ve been disappointed with the performance of its GPU random number generator. In MATLAB 2012a, for example, it’s not much faster than the CPU implementation on my GPU hardware.  Consider the following code

function gpuRandTest2012a(n)

mydev=gpuDevice();
disp('CPU - Mersenne Twister');
tic
CPU = rand(n);
toc

sg = parallel.gpu.RandStream('mrg32k3a','Seed',1);
parallel.gpu.RandStream.setGlobalStream(sg);
disp('GPU - mrg32k3a');
tic
Rg = parallel.gpu.GPUArray.rand(n);
wait(mydev);
toc

Running this on MATLAB 2012a on my laptop gives me the following typical times (If you try this out yourself, the first run will always be slower for various reasons I’ll not go into here)

>> gpuRandTest2012a(10000)
CPU - Mersenne Twister
Elapsed time is 1.330505 seconds.
GPU - mrg32k3a
Elapsed time is 1.006842 seconds.

Running the same code on MATLAB 2012b, however, gives a very pleasant surprise with typical run times looking like this

CPU - Mersenne Twister
Elapsed time is 1.590764 seconds.
GPU - mrg32k3a
Elapsed time is 0.185686 seconds.

So, generation of random numbers using the GPU is now over 7 times faster than CPU generation on my laptop hardware–a significant improvment on the previous implementation.

New generators in 2012b

The MATLAB developers went a little further in 2012b though.  Not only have they significantly improved performance of the mrg32k3a combined multiple recursive generator, they have also implemented two new GPU random number generators based on the Random123 library.  Here are the timings for the generation of 100 million random numbers in MATLAB 2012b

CPU - Mersenne Twister
Elapsed time is 1.370252 seconds.
GPU - mrg32k3a
Elapsed time is 0.186152 seconds.
GPU - Threefry4x64-20
Elapsed time is 0.145144 seconds.
GPU - Philox4x32-10
Elapsed time is 0.129030 seconds.

Bear in mind that I am running this on the relatively weak GPU of my laptop!  If anyone runs it on something stronger, I’d love to hear of your results.

• Laptop model: Dell XPS L702X
• CPU: Intel Core i7-2630QM @2Ghz software overclockable to 2.9Ghz. 4 physical cores but total 8 virtual cores due to Hyperthreading.
• GPU: GeForce GT 555M with 144 CUDA Cores.  Graphics clock: 590Mhz.  Processor Clock:1180 Mhz. 3072 Mb DDR3 Memeory
• RAM: 8 Gb
• OS: Windows 7 Home Premium 64 bit.
• MATLAB: 2012a/2012b

## Intel’s Xeon Phi – GPU level power without the hassle?

November 13th, 2012

Intel have finally released the Xeon Phi – an accelerator card based on 60 or so customised Intel cores to give around a Teraflop of double precision performance.  That’s comparable to the latest cards from NVIDIA (1.3 Teraflops according to http://www.theregister.co.uk/2012/11/12/nvidia_tesla_k20_k20x_gpu_coprocessors/) but with one key difference—you don’t need to learn any new languages or technologies to take advantage of it (although you can do so if you wish)!

The Xeon Phi uses good, old fashioned High Performance Computing technologies that we’ve been using for years such as OpenMP and MPI.  There’s no need to completely recode your algorithms in CUDA or OpenCL to get a performance boost…just a sprinkling of OpenMP pragmas might be enough in many cases.  Obviously it will take quite a bit of work to squeeze every last drop of performance out of the thing but this might just be the realisation of ‘personal supercomputer’ we’ve all been waiting for.

Here are some links I’ve found so far — would love to see what everyone else has come up with.  I’ll update as I find more

I also note that the Xeon Phi uses AVX extensions but with a wider vector width of 512 bytes so if you’ve been taking advantage of that technology in your code (using one of these techniques perhaps) you’ll reap the benefits there too.

I, for one, am very excited and can’t wait to get my hands on one!  Thoughts, comments and links gratefully received!

## Vectorising code to take advantage of modern CPUs (AVX and SSE)

August 24th, 2012

Updated 26th March 2015

I’ve been playing with AVX vectorisation on modern CPUs off and on for a while now and thought that I’d write up a little of what I’ve discovered.  The basic idea of vectorisation is that each processor core in a modern CPU can operate on multiple values (i.e. a vector) simultaneously per instruction cycle.

Modern processors have 256bit wide vector units which means that each CORE can perform up to 16 double precision  or 32 single precision floating point operations (FLOPS) per clock cycle. So, on a quad core CPU that’s typically found in a decent laptop you have 4 vector units (one per core) and could perform up to 64 double precision FLOPS per cycle. The Intel Xeon Phi accelerator unit has even wider vector units — 512bit!

This all sounds great but how does a programmer actually make use of this neat hardware trick?  There are many routes:-

Intrinsics

At the ‘close to the metal’ level you code for these vector units using instructions called AVX intrinsics.  This is relatively difficult and leads to none-portable code if you are not careful.

Auto-vectorisation in compilers

Since working with intrinsics is such hard work, why not let the compiler take the strain? Many modern compilers can automatically vectorize your C, C++ or Fortran code including gcc, PGI and Intel. Sometimes all you need to do is add an extra switch at compile time and reap the speed benefits. In truth, vectorization isn’t always automatic and the programmer needs to give the compiler some assistance but it is a lot easier than hand-coding intrinsics.

Intel SPMD Program Compiler (ispc)

There is a midway point between automagic vectorisation and having to use intrinsics. Intel have a free compiler called ispc (http://ispc.github.com/) that allows you to write compute kernels in a modified subset of C. These kernels are then compiled to make use of vectorised instruction sets. Programming using ispc feels a little like using OpenCL or CUDA. I figured out how to hook it up to MATLAB a few months ago and developed a version of the Square Root function that is almost twice as fast as MATLAB’s own version for sandy bridge i7 processors.

OpenMP

OpenMP is an API specification for parallel programming that’s been supported by several compilers for many years. OpenMP 4 was released in mid 2013 and included support for vectorisation.

Vectorised Libraries

Vendors of numerical libraries are steadily applying vectorisation techniques in order to maximise performance.  If the execution speed of your application depends upon these library functions, you may get a significant speed boost simply by updating to the latest version of the library and recompiling with the relevant compiler flags.

CUDA for x86

Another route to vectorised code is to make use of the PGI Compiler’s support for x86 CUDA.  What you do is take CUDA kernels written for NVIDIA GPUs and use the PGI Compiler to compile these kernels for x86 processors.  The resulting executables take advantage of vectorisation.  In essence, the vector units of the CPU are acting like CUDA cores–which they sort of are anyway!

The PGI compilers also have technology which they call PGI Unified binary which allows you to use NVIDIA GPUs when present or default to using multi-core x86 if no GPU is present.

• PGI CUDA-x86 – PGI’s main page for their CUDA on x86 technologies

OpenCL for x86 processors

Yet another route to vectorisation would be to use Intel’s OpenCL implementation which takes OpenCL kernels and compiles them down to take advantage of vector units (http://software.intel.com/en-us/blogs/2011/09/26/autovectorization-in-intel-opencl-sdk-15/).  The AMD OpenCL implementation may also do this but I haven’t tried it and haven’t had chance to research it yet.

WalkingRandomly posts

I’ve written a couple of blog posts that made use of this technology.

Miscellaneous resources

There is other stuff out there but the above covers everything that I have used so far.  I’ll finish by saying that everyone interested in vectorisation should check out this website…It’s the bible!

Research Articles on SSE/AVX vectorisation

I found the following research articles useful/interesting.  I’ll add to this list over time as I dig out other articles.

April 26th, 2012

Intel have just released their OpenCL Software Development Kit (SDK) for Intel processors.  The good news is that this version targets the on-die GPU as well as the CPU allowing truly heterogeneous programming.  The bad news is that the GPU goodness is for 3rd Generation ‘Ivy Bridge‘ Processors only– us backward Sandy Bridge users have been left in the cold :(

A quick scan through the release notes reveals the following:-

• OpenCL access to the on-die GPU part is currently for Windows only. Linux users only have CPU support at the moment.
• No access to the GPU part of Sandy Bridge Processors via this implementation.
• The GPU part has single precision only (I guess we’ll see many more mixed-precision algorithms from now on)

I don’t have access to an Ivy Bridge processor and so can’t have a play but I’m looking forward to seeing how much performance OpenCL programmers can squeeze out of this new implementation.

Other WalkingRandomly posts on GPU computing

## A bug in Mathematica’s CUDADot in version 8.0.1

March 14th, 2012

After writing my recent article on GPU accelerated Matrix-Matrix multiplication using Maple, I thought that I’d try the same thing in Mathematica.  However, I instantly hit a problem on my 64bit Windows 7 machine running version 8.0.1 of Mathematica.

In[1]:= a = RandomReal[1, {2, 2}]
Out[1]= {{0.363441, 0.528656}, {0.208881, 0.510232}}

In[2]:= b = RandomReal[1, {2, 2}]
Out[2]= {{0.33536, 0.77615}, {0.537533, 0.788522}}

In[3]:= Dot[a, b]
Out[3]= {{0.406054, 0.698942}, {0.344317, 0.564452}}

Out[5]= {{0.741414, 1.47509}, {0.881849, 1.35297}}

In short, CUDADot gives the wrong result for floating point numbers (on my machine at least).  An upgrade to version 8.0.4 fixed the problem

## Optimising a correlated asset calculation on MATLAB #3 – Using the GPU via Jacket

February 15th, 2012

This article is the third part of a series where I look at rewriting a particular piece of MATLAB code using various techniques.  The introduction to the series is here and the introduction to the larger series of GPU articles for MATLAB is here.

Last time I used The Mathwork’s Parallel Computing Toolbox in order to modify a simple correlated asset calculation to run on my laptop’s GPU rather than its CPU.  Performance was not as good as I had hoped and I never managed to get my laptop’s GPU (an NVIDIA GT555M) to beat the CPU using functions from the parallel computing toolbox.  Transferring the code to a much more powerful Tesla GPU card resulted in a four times speed-up compared to the CPU in my laptop.

This time I’ll take a look at AccelerEyes’ Jacket, a third party GPU solution for MATLAB.

Attempt 1 – Make as few modifications as possible

I started off just as I did for the parallel computing toolbox GPU port; by taking the best CPU-only code from part 1 (optimised_corr2.m) and changing a load of data-types from double to gdouble in order to get the calculation to run on my laptop’s GPU using Jacket v1.8.1 and MATLAB 2010b.  I also switched to using the GPU versions of various functions such as grandn instead of randn for example.  Functions such as cumprod needed no  modifications at all since they are nicely overloaded; if the argument to cumprod is of type double then the calculation happens on the CPU whereas if it is gdouble then it happens on the GPU.

Now, one thing that I don’t like about Jacket’s implementation is that many of the functions return single precision numbers by default.  For example, if you do

a=grand(1,10)

then you end up with 10 numbers of type gsingle.  To get double precision numbers you have to do

grandn(1,10,'double')

Now you may be thinking ‘what’s the big deal? – it’s just a bit of syntax so get over it’ and I guess that would be a fair comment.  Supporting single precision also allows users of legacy GPUs to get in on the GPU-accelerated action which is a good thing. The problem as I see it is that almost everything else in MATLAB uses double precision numbers as the default and so it’s easy to get caught out.  I would much rather see functions such as grand return double precision by default with the option to use single precision if required–just like almost every other MATLAB function out there.

The result of my ‘port’ is GPU_jacket_corr1.m

One thing to note in this version, along with all subsequent Jacket versions, is the following command that appears at the very end of the program.

gsync;

This is very important if you want to get meaningful timing results since it ensures that all GPU computations have finished before execution continues. See the Jacket documentation on gysnc and this blog post on timing Jacket code for more details.

The other thing I’ll mention is that, in this version, I do this:

Corr = [1 0.4; 0.4 1];
UpperTriangle=gdouble(chol(Corr));

Corr = gdouble([1 0.4; 0.4 1]);
UpperTriangle=chol(Corr);

In other words, I do the cholesky decomposition on the CPU and move the results to the GPU rather than doing the calculation on the GPU.  This is mainly because I don’t have access to a Jacket DLA license but it’s probably the best thing to do anyway since such a small decomposition probably won’t happen any faster on the GPU.

So, how does it perform.  I ran it three times with the now usual parameters of 100000 simulations done in blocks of 125 (see the CPU version for how I came to choose 125)

>> tic;GPU_jacket_corr1;toc
Elapsed time is 40.691888 seconds.
>> tic;GPU_jacket_corr1;toc
Elapsed time is 32.096796 seconds.
>> tic;GPU_jacket_corr1;toc
Elapsed time is 32.039982 seconds.

Just like the Parallel Computing Toolbox, the first run is slower because of GPU warmup overheads. Also, just like the PCT, performance stinks! It’s clearly not enough, in this case at least, to blindly throw in a few gdoubles and hope for the best. It is worth noting, however, that this case is nowhere near as bad as the 900+ seconds we saw in the similar parallel computing toolbox version.

Jacket has punished me for being stupid (or optimistic if you want to be polite to me) but not as much as the PCT did.

Attempt 2 – Convert from a script to a function

When working with the Parallel Computing Toolbox I demonstrated that a switch from a script to a function yielded some speed-up.  This wasn’t the case with the Jacket version of the code.  The functional version, GPU_jacket_corr2.m, showed no discernable speed improvement compared to the script.

%Warm up run performed previously
>> tic;GPU_jacket_corr2(100000,125);toc
Elapsed time is 32.230638 seconds.
>> tic;GPU_jacket_corr2(100000,125);toc
Elapsed time is 32.179734 seconds.
>> tic;GPU_jacket_corr2(100000,125);toc
Elapsed time is 32.114864 seconds.

Attempt 3 – One big matrix multiply!

The original version of this calculation performs thousands of very small matrix multiplications and last time we saw that switching to a single, large matrix multiplication brought significant speed improvements on the GPU.  Modifying the code to do this with Jacket is a very similar process to doing it for the PCT so I’ll omit the details and just present the code, GPU_jacket_corr3.m

%Warm up runs performed previously
>> tic;GPU_jacket_corr3(100000,125);toc
Elapsed time is 2.041111 seconds.
>> tic;GPU_jacket_corr3(100000,125);toc
Elapsed time is 2.025450 seconds.
>> tic;GPU_jacket_corr3(100000,125);toc
Elapsed time is 2.032390 seconds.

Now that’s more like it! Finally we have a GPU version that runs faster than the CPU on my laptop. We can do better, however, since the block size of 125 was chosen especially for my CPU. With this Jacket version bigger is better and we get much more speed-up by switching to a block size of 25000 (I run out of memory on the GPU if I try even bigger block sizes).

%Warm up runs performed previously
>> tic;GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.749945 seconds.
>> tic;GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.749333 seconds.
>> tic;GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.749556 seconds.

Now this is exciting! My laptop GPU with Jacket 1.8.1 is faster than a high-end Tesla card using the parallel computing toolbox for this calculation. My excitement was short lived, however, when I looked at the resulting distribution. The random number generator in Jacket 1.8.1 gave a completely different distribution when compared to generators from other sources (I tried two CPU generators from The Mathworks and one from The Numerical Algorithms Group).  The only difference in the code that generated the results below is the random number generator used.

• The results shown in these plots were for only 20,000 simulations rather than the 100,000 I’ve been using elsewhere in this post. I found this bug in the development stage of these posts where I was using a smaller number of simulations.
• Jacket 1.8.1 is using Jackets old grandn function with the ‘double’ option set
• MATLAB #1 is using MATLAB’s randn using the Comb Recursive algorithm on the CPU
• MATLAB #2 is using MATLAB’s randn using the default Mersenne Twister on the CPU
• NAG is using a Wichman-Hill generator

I sent my code to AccelerEye’s customer support who confirmed that this seemed to be a bug in their random number generator (an in-house Mersenne Twister implementation).  Less than a week later they offered me a new preview of Jacket from their Nightly builds where the old RNG had been replaced with the Mersenne Twister implementation produced by NVidia and I’m happy to confirm that not only does this fix the results for my code but it goes even faster!  Superb customer service!

This new RNG is now the default in version 2.0 of Jacket.  Here’s the distribution I get for 20,000 simulations (to stay in line with the plots shown above).

Switching back to 100,000 simulations to stay in line with all of the other benchmarks in this series gives the following times on my laptop’s GPU

%Warm up runs performed previously
>> tic;prices=GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.696891 seconds.
>> tic;prices=GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.697596 seconds.
>> tic;prices=GPU_jacket_corr3(100000,25000);toc
Elapsed time is 0.697312 seconds.

This is almost 5 times faster than the 3.42 seconds managed by the best CPU version from part 1. I sent my code to AccelerEyes and asked them to run it on a more powerful GPU, a Tesla C2075, and these are the results they sent back

Elapsed time is 5.246249 seconds. %warm up run
Elapsed time is 0.158165 seconds.
Elapsed time is 0.156529 seconds.
Elapsed time is 0.156522 seconds.
Elapsed time is 0.156501 seconds.`

So, the Tesla is 4.45 times faster than my laptop’s GPU for this application and a very useful 21.85 times faster than my laptop’s CPU.

Results Summary

• Best CPU Result on laptop (i7-2630GM)with pure MATLAB code – 3.42 seconds
• Best GPU Result with PCT on laptop (GT555M) – 4.04 seconds
• Best GPU Result with PCT on Tesla M2070 – 0.85 seconds
• Best GPU Result with Jacket on laptop (GT555M) – 0.7 seconds
• Best GPU Result with Jacket on Tesla M2075 – 0.16 seconds

Test System Specification

• Laptop model: Dell XPS L702X
• CPU:Intel Core i7-2630QM @2Ghz software overclockable to 2.9Ghz. 4 physical cores but total 8 virtual cores due to Hyperthreading.
• GPU:GeForce GT 555M with 144 CUDA Cores.  Graphics clock: 590Mhz.  Processor Clock:1180 Mhz. 3072 Mb DDR3 Memeory
• RAM: 8 Gb
• OS: Windows 7 Home Premium 64 bit.
• MATLAB: 2011b

Acknowledgements

Thanks to Yong Woong Lee of the Manchester Business School as well as various employees at AccelerEyes for useful discussions and advice.  Any mistakes that remain are all my own.