PAGANI: A Parallel Adaptive GPU Algorithm for Numerical Integration
Document Type
Conference Paper
Publication Date
2021
DOI
10.1145/3458817.3476198
Publication Title
SC '21: Proceedings of the International Conference for High Performance Computing, Networking, Storage, and Analysis
Pages
83 (1-13)
Conference Name
SC '21: Proceedings of the International Conference for High Performance Computing, Networking, Storage, and Analysis, November 14-19, 2021, St. Louis, Missouri
Abstract
We present a new adaptive parallel algorithm for the challenging problem of multi-dimensional numerical integration on massively parallel architectures. Adaptive algorithms have demonstrated the best performance, but efficient many-core utilization is difficult to achieve because the adaptive work-load can vary greatly across the integration space and is impossible to predict a priori. Existing parallel algorithms utilize sequential computations on independent processors, which results in bottlenecks due to the need for data redistribution and processor synchronization. Our algorithm employs a high-throughput approach in which all existing sub-regions are processed and sub-divided in parallel. Repeated sub-region classification and filtering improves upon a brute-force approach and allows the algorithm to make efficient use of computation and memory resources. A CUDA implementation shows orders of magnitude speedup over the fastest open-source CPU method and extends the achievable accuracy for difficult integrands. Our algorithm typically outperforms other existing deterministic parallel methods.
Original Publication Citation
Sakiotis, I., Arumugam, K., Paterno, M., Ranjan, D., Terzić, B., & Zubair, M. (2021). PAGANI: A parallel adaptive GPU algorithm for numerical integration. In SC '21: Proceedings of the International Conference for High Performance Computing, Networking, Storage, and Analysis (83). Association for Computing Machinery. https://doi.org/10.1145/3458817.3476198
Repository Citation
Sakiotis, I., Arumugam, K., Paterno, M., Ranjan, D., Terzić, B., & Zubair, M. (2021). PAGANI: A parallel adaptive GPU algorithm for numerical integration. In SC '21: Proceedings of the International Conference for High Performance Computing, Networking, Storage, and Analysis (83). Association for Computing Machinery. https://doi.org/10.1145/3458817.3476198
ORCID
0000-0002-1988-0314 (Sakiotis), 0000-0002-9646-815D5 (Terzić), 0000-0002-5449-1779 (Zubair)
Comments
© 2021 Association for Computing Machinery.