I’ve been playing around with Rcpp and CUDA (CUBLAS and Magma in particular) for quite a while now and definitely find it useful for improving performance. My interest is mostly in spatial models and gaussian processes where the rate limiting step is usually O(n^3) matrix decomposition where n is between 1000 to 5000.
For these types of tasks I routinely see ~2x improvements over RcppArmadillo & OpenBLAS using a $100 consumer grade card, which isn’t huge but makes a big difference when the overall runtime is around 80 hours per model. If anyone is interested in looking at some code I have the early stages of a package up on github: https://github.com/rundel/RcppGP <https://github.com/rundel/RcppGP>. In particular the gpu_mat class has a reasonably mature interface for moving data between armadillo and cuBLAS. -Colin ----- Colin Rundel Assistant Professor of the Practice Duke University, Department of Statistical Science www.stat.duke.edu/~cr173/ > On May 16, 2015, at 12:24 PM, Yue Li <gorilla...@gmail.com> wrote: > > Thanks for the quick insightful replies! I will look into the solutions and > keep the list posted on any progress on this end. > > Yue > >> On May 16, 2015, at 12:10 PM, Dirk Eddelbuettel <e...@debian.org> wrote: >> >> >> On 16 May 2015 at 17:05, Sean O'Riordain wrote: >> | 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. >> >> That is splendid news! >> >> I better make sure I can compile with CUDA then or else building the article >> may be tricky. >> >> 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
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