[Rcpp-devel] examples of using cula matrix multiplication in Rcpp

[Sean O'Riordain]

Some students I have been working with managed to get Rcpp to work with
Cuda for a simple use case - calculating a big log-likelihood for MCMC -
and they got a bit of a speedup compared with Rcpp - but it needs more
work.  They promised they would write up a note for the gallery once their
exams are over in a couple of weeks.

Sean


On 16 May 2015 at 16:56, Dirk Eddelbuettel <edd at debian.org> wrote:

>
> On 16 May 2015 at 11:46, Yue Li wrote:
> | I wonder if anyone worked on incorporating CULA tools library
> functionality into Rcpp. How much speed gain on top of Rcpp do we expect on
> basic operation like matrix multiplication?
> |
> | In particular, I’m  currently usnig RArmadillo to seamlessly perform
> matrix multiplication. But the speed gain over my R implementation is 5-10
> times if not less.
> |
> | I’m wondering if there is an equivalent easy-to-use library for doing
> matrix multiplication with GPU enabled. A complete simple example would be
> greatly appreciated.
>
> A few years ago I did some work on the 'gcbd' package to time and benchmark
> precisely these types of things: because they will depend on the hardware
> used for the gpu, hardware used for the cpu, software used as the compiler,
> software used for the BLAS/LAPACK library, software used as the OS etc pp I
> worked out a framework to benchmark these things and compare them.
>
> So have a look at this package and its vignette: it at least times several
> BLAS libraries against the gpu card I had (have).
>
> In general, I think its conclusion stands. You "waste" so much time copying
> data over to the gpu that any computation gain is dwarfed until you get to
> truly enormous (and unsual) matrix sizes.  So gpus are still good for
> things
> like limited (maybe one-time) transfer and then a of iterations: some
> finance
> applications with Monte Carlo prices some to mind, anything MCMC and of
> course the whole 'deep learning' complex.
>
> And with that: no, as far as I know nobody has tightly integrated Rcpp and
> gpu computing as it simply is not that clearly a match.
>
> That's my $0.02. More comments welcome, particularly with benchmarks.
>
> Dirk
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
> _______________________________________________
> Rcpp-devel mailing list
> Rcpp-devel at lists.r-forge.r-project.org
> https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
>



-- 
Kind regards,

Sean O'Riordain
seoriord at tcd.ie
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.r-forge.r-project.org/pipermail/rcpp-devel/attachments/20150516/ee480fdd/attachment.html>