Accelerate Quasi Monte Carlo Method for Solving Systems of Linear Algebraic Equations through Shared Memory

被引：0

作者：

Lai, Siyan ^{[1
]}

Xu, Ying ^{[1
]}

Shao, Bo ^{[1
]}

Guo, Menghan ^{[1
]}

Lin, Xiaola ^{[1
]}

机构：

[1] Sun Yat Sen Univ, Sch Data & Comp Sci, Guangzhou 510006, Guangdong, Peoples R China

来源：

2017 5TH INTERNATIONAL CONFERENCE ON COMPUTER-AIDED DESIGN, MANUFACTURING, MODELING AND SIMULATION (CDMMS 2017) | 2017年 / 1834卷

基金：

中国国家自然科学基金;

关键词：

D O I：

10.1063/1.4981626

中图分类号：

O59 [应用物理学];

学科分类号：

摘要：

In this paper we study on Monte Carlo method for solving systems of linear algebraic equations (SLAE) based on shared memory. Former research demostrated that GPU can effectively speed up the computations of this issue. Our purpose is to optimize Monte Carlo method simulation on GPUmemoryachritecture specifically. Random numbers are organized to storein shared memory, which aims to accelerate the parallel algorithm. Bank conflicts can be avoided by our Collaborative Thread Arrays(CTA) scheme. The results of experiments show that the shared memory based strategy can speed up the computaions over than 3X at most.

引用

页数：6

共 50 条

[1] Optimization of the quasi-Monte Carlo algorithm for solving systems of linear algebraic equations
Rukavishnikova A.I.
Vestnik St. Petersburg University: Mathematics, 2008, 41 (1) : 60 - 64
[2] A new Walk on Equations Monte Carlo method for solving systems of linear algebraic equations
Dimov, Ivan
Maire, Sylvain
Sellier, Jean Michel
APPLIED MATHEMATICAL MODELLING, 2015, 39 (15) : 4494 - 4510
[3] Quasi- Monte Carlo algorithms for solving linear algebraic equations
Ermakov, S. M.
Rukavishnikova, A.
MONTE CARLO METHODS AND APPLICATIONS, 2006, 12 (5-6): : 363 - 384
[4] A parallel quasi-Monte Carlo method for solving systems of linear equations
Mascagni, M
Karaivanova, A
COMPUTATIONAL SCIENCE-ICCS 2002, PT II, PROCEEDINGS, 2002, 2330 : 598 - 608
[5] THE RELATIVE COSTS OF THE MONTE-CARLO METHOD FOR SOLVING SYSTEMS OF LINEAR ALGEBRAIC EQUATIONS
DANIKOV, DL
YERMAKOV, SM
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 1995, 35 (05) : 519 - 530
[6] Monte Carlo method for solving systems of linear algebraic equations with minimum Markov chains
Taft, K
Fathi-Vajargah, B
PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON PARALLEL AND DISTRIBUTED PROCESSING TECHNIQUES AND APPLICATIONS, VOLS I-V, 2000, : 291 - 296
[7] The Monte-Carlo Algorithm for the Solving of Systems of Linear Algebraic Equations by the Seidel Method
Tovstik, T. M.
Volosenko, K. S.
VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS, 2016, 49 (03) : 269 - 276
[8] A new Monte Carlo method for solving system of linear algebraic equations
Fathi-Vajargah, Behrouz
Hassanzadeh, Zeinab
COMPUTATIONAL METHODS FOR DIFFERENTIAL EQUATIONS, 2021, 9 (01): : 159 - 179
[9] Solving systems of linear equations with relaxed Monte Carlo method
Tan C.J.K.
The Journal of Supercomputing, 2002, 22 (1) : 113 - 123
[10] Solving systems of linear equations with relaxed Monte Carlo method
Tan, CJK
JOURNAL OF SUPERCOMPUTING, 2002, 22 (01): : 111 - 123

← 1 2 3 4 5 →