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