Multidimensional Monte Carlo Integration on Clusters with Hybrid GPU-Accelerated Nodes

被引：2
|
作者：
Szalkowski, Dominik [1 ]
Stpiczynski, Przemyslaw [1 ]
机构：
[1] Marie Curie Sklodowska Univ, Inst Math, PL-20031 Lublin, Poland
来源：
PARALLEL PROCESSING AND APPLIED MATHEMATICS (PPAM 2013), PT I | 2014年 / 8384卷
关键词：
Multidimensional integration; Monte Carlo methods; Parallelized pseudorandom number generators; GPU clusters; LINEAR CONGRUENTIAL GENERATORS; PARALLEL; LIBRARY;
D O I：
10.1007/978-3-642-55224-3_56
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
The aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on clusters with hybrid GPU-accelerated nodes using recently developed parallel versions of LCG and LFG pseudorandom number generators. We explain how to utilize multiple GPUs and all available cores of CPUs within a single node and how to extend computations on all available nodes of a cluster using MPI. The results of experiments performed on a Tesla-based GPU cluster are also presented and discussed.
引用
收藏
页码：603 / 612
页数：10
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