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Multidimensional Monte Carlo integration on clusters with hybrid GPU-accelerated nodes. (English)
Wyrzykowski, Roman (ed.) et al., Parallel processing and applied mathematics. 10th international conference, PPAM 2013, Warsaw, Poland, September 8‒11, 2013. Revised selected papers. Part I. Berlin: Springer (ISBN 978-3-642-55223-6/pbk; 978-3-642-55224-3/ebook). Lecture Notes in Computer Science 8384, 603-612 (2014).
Summary: The aim of this paper is to show that the multidimensional Monte Carlo integration can be efficiently implemented on clusters with hybrid GPU-accelerated nodes using recently developed parallel versions of LCG and LFG pseudorandom number generators. We explain how to utilize multiple GPUs and all available cores of CPUs within a single node and how to extend computations on all available nodes of a cluster using MPI. The results of experiments performed on a Tesla-based GPU cluster are also presented and discussed.
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