Code optimisation in a nested-sampling algorithm

Lewis, S.J., Ireland, D.G. and Vanderbauwhede, W. (2015) Code optimisation in a nested-sampling algorithm. Nuclear Instruments and Methods in Physics Research. Section A: Accelerators, Spectrometers, Detectors, and Associated Equipment, 785, pp. 105-109. (doi: 10.1016/j.nima.2015.03.006)

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Abstract

The speed-up in program running time is investigated for problems of parameter estimation with Nested Sampling Monte Carlo methods. The example used in this study is to extract a polarization observable from event-by-event data from meson photoproduction reactions. Various implementations of the basic algorithm were compared, consisting of combinations of single threaded vs multi-threaded, and CPU vs GPU versions. These were implemented in OpenMP and OpenCL. For the application under study, and with the number of events as used in our work, we find that straightforward multi-threaded CPU OpenMP coding gives the best performance; for larger numbers of events, OpenCL on the CPU performs better. The study also shows that there is a “break-even” point of the number of events where the use of GPUs helps performance. GPUs are not found to be generally helpful for this problem, due to the data transfer times, which more than offset the improvement in computation time.

Item Type:Articles
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Vanderbauwhede, Professor Wim and Ireland, Professor David
Authors: Lewis, S.J., Ireland, D.G., and Vanderbauwhede, W.
College/School:College of Science and Engineering > School of Computing Science
College of Science and Engineering > School of Physics and Astronomy
Journal Name:Nuclear Instruments and Methods in Physics Research. Section A: Accelerators, Spectrometers, Detectors, and Associated Equipment
Publisher:Elsevier B.V.
ISSN:0168-9002
ISSN (Online):1872-9576
Copyright Holders:Copyright © 2015 The Authors
First Published:First published in Nuclear Instruments and Methods in Physics Research. Section A: Accelerators, Spectrometers, Detectors, and Associated Equipment 785:105-109
Publisher Policy:Reproduced under a Creative Commons License

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Project CodeAward NoProject NamePrincipal InvestigatorFunder's NameFunder RefLead Dept
570711Nuclear Physics GroupDavid IrelandScience & Technologies Facilities Council (STFC)ST/J000175/1P&A - PHYSICS & ASTRONOMY