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Matlab, CUDA, and GPU Computing (view source)
Revision as of 12:06, 13 November 2020
, 12:06, 13 November 2020no edit summary
{{Project
|Has title=Matlab, CUDA, and GPU Computing
|Has owner=Wei Wu
|Has start date=2018/06/22
|Has keywords=Matlab, parallel computing, CPU
|Has project output=Content
|Has project status=Active
|Has sponsor=McNair Center
|Depends upon it=Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code
}}
Main Project here: [[Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code]]
==SynposisSynopsis==On July 2nd of 2018, Chenyu Yang, the original code author of the above main project, requested me to have "an implementation of LP (linear programming) on GPU", and Ed seconded this idea. I henceforth started exploring the possibility of such an endeavor. What is more important, such "an implementation of LP on GPU" should beat our current solver (Gurobi or Matlab's linprog). <br>After some research, my conclusion is that we cannot beat performance of Gurobi on solving a single LP, and we should continued continue to use Gurobi instead of linprog. However, we might be still able to speed up our code by task-parallelising on CPU cores.
==Getting Started with our GPU==
Serial: 3231 s [[File:serial_gurobi_R=200.png]] <br>
Parallel: 1605 s [[File:parallel_gurobi_R=200.png]] <br>
==Further parallelize msmf_corr_coeff==
At this point I decided to make a new project page to document all the changes I made to the code for parallelism. Please refer to this page: [[Parallelize msmf corr coeff.m]]
==Deliverable==
