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

2015-05-18 Thread Matt D.
On 5/18/2015 15:12, Dale Smith wrote: I'm not a big fan of GPU computing for many of the reasons Dirk mentions below and something else I discovered while taking a Coursera class last winter. CUDA requires significant effort to keep up your skills unless you do it semi-regularly or more oft

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

2015-05-18 Thread Qiang Kou
I have played with CUDA for some time and here is my simple comments. (1) The simplest way to use CUDA with R/Armadillo is to use nvblas. You can see the demo on 21st page of [1]. (2) The speedup may not as good as expected sometimes (at least in my own experiments). Best wishes, KK [1] http:/

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

2015-05-18 Thread Charles Determan
I am actually working on a general purpose GPU library for R using Rcpp and RcppArmadillo but it is still under heavy development. During these very early stages I have had an 'older' card (AMD Radeon HD 5700 Series) so I have been working primarily with OpenCL and the clBLAS library (which must b

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

2015-05-18 Thread Dale Smith
3:58 PM To: rcpp-devel@lists.r-forge.r-project.org Subject: Re: [Rcpp-devel] examples of using cula matrix multiplication in Rcpp 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 mo

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

2015-05-16 Thread Colin Rundel
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 i

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

2015-05-16 Thread Yue Li
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 wrote: > > > On 16 May 2015 at 17:05, Sean O'Riordain wrote: > | Some students I have been working with managed t

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

2015-05-16 Thread Dirk Eddelbuettel
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

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

2015-05-16 Thread 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 ar

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

2015-05-16 Thread Dirk Eddelbuettel
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

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

2015-05-16 Thread Yue Li
Dear List, 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 s