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 <e...@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 | e...@debian.org > _______________________________________________ > Rcpp-devel mailing list > Rcpp-devel@lists.r-forge.r-project.org > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > -- Kind regards, Sean O'Riordain seori...@tcd.ie
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