Sep 10 – 12, 2014
University of Pisa
Europe/Rome timezone

Hybrid implementation of the Vegas Monte-Carlo algorithm

Sep 10, 2014, 12:35 PM
30m
University of Pisa

University of Pisa

<a target="_blank" href=https://www.google.com/maps/place/Dipartimento+di+Fisica/@43.720239,10.407985,17z/data=!3m1!4b1!4m2!3m1!1s0x12d591bb7d8c8ec9:0xbf91ddd442e32978>Polo Fibonacci</a> Largo Bruno Pontecorvo, 3 I-56127 Pisa <em>phone +39 050 2214 327</em>

Speaker

Mr Gilles GRASSEAU (Laboratoire Leprince-Ringuet (IN2P3/CNRS))

Description

Multidimensional integration based on Monte-Carlo (MC) techniques are widely 
used in High Energy Physics (HEP) and numerous other computing domains. In HEP, they naturally arise from the multidimensional probability densities or from the likelihoods often present in the analysis. Today HPC programming requires dealing with computing accelerators 
like GPGPU or 'many-core' processors, but also taking into account the development 
portability and the hardware heterogeneities with the use of open programming standard 
like OpenCL. Among several MC possible algorithms (MISER, Markov Chain, etc.) the choice has 
been driven by the popularity and the efficiency of the method. The 'Vegas' algorithm is 
frequently used in the LHC analysis as it is accessible from ROOT environment and provides 
reasonably good performance. The parallel implementation of Vegas for computing accelerators presents no major 
obstacle, however some technical difficulties occur when dealing with portability 
and heterogeneity mainly due to the lack of libraries and development tools (like 
performance analysis tools). Combining MPI and OpenCL, we will present a scalable 
distributed implementation. Performance will be shown on different platforms (NVidia K20, Intel Xeon Phi) but 
also on heterogeneous platform mixing CPUs, and different kind of computing accelerator
 cards. The presented work is a canvas to integrate various multidimensional 
functions for different analysis processes. It is planned to integrate and exploit this 
implementation in the future CMS analysis processes.

Primary author

Mr Gilles GRASSEAU (Laboratoire Leprince-Ringuet (IN2P3/CNRS))

Co-authors

Mr David CHAMONT (Laboratoire Leprince-Ringuet (IN2P3/CNRS)) Mr Stanislav LISNIAK (Laboratoire Leprince-Ringuet (IN2P3/CNRS))

Presentation materials