Применение AVX512-векторизации для увеличения производительности генератора псевдослучайных чисел
The generation of uniformly distributed random numbers is necessary for computer simulation by Monte Carlo methods and molecular dynamics. Generators of pseudo-random numbers (GPRS) are used to generate random numbers. GPRS uses deterministic algorithms to calculate numbers, but the sequence obtained in this way has the properties of a random sequence. For a number of problems using Monte Carlo methods, random number generation takes up a significant amount of computational time, and increasing the generation capacity is an important task. This paper describes applying SIMD instructions (Single Instruction Multiple Data) to parallelize generation of pseudorandom numbers. We review SIMD instruction set extensions such as MMX, SSE, AVX2, AVX512. The example of AVX512 implementation is given for the LFSR113 pseudorandom number generator. Performance is compared for different algorithm implementations.
In this paper, an example is given of using the OpenMP Application Programming Interface to accelerate the calculation of the matrix of the first derivatives of a vector function (the Jacobi matrix) in the solution of least-squares problems by the Levenberg-Marquardt method. The calculation of the Jacobi matrix is produced using the methodology of fast automatic differentiation, the use of application software package Adept 1.0. To speed up the calculations, we used directive multithreaded programming with the dynamic distribution of computations between threads and SIMD (Single Instruction Multiple Data) technology, the principle of computer computation, which allows to provide parallelism at the data level. The aforementioned technologies allowed to fully exploit the features of the architecture of modern Intel processors, such as multi-core / multithreading, the expansion of the command system of microprocessors Intel / AMD – Advanced Vector Extensions (AVX / AVX2), processing data in floating point format in groups of 256 bits, and FMA (Fused Multiply-Add) – a technology designed to perform a combined multiply-add operation. As a result, with a minimum
The library RNGSSELIB for random number generators (RNGs) based upon the SSE2 command set is presented. The library contains realization of a number of modern and most reliable generators. Usage of SSE2 command set allows to substantially improve performance of the generators. Three new RNG realizations are also constructed. We present detailed analysis of the speed depending on compiler usage and associated optimization level, as well as results of extensive statistical testing for all generators using available test packages. Fast SSE implementations produce exactly the same output sequence as the original algorithms.
We report approach for the generation of parallel uncorrelated streams of preudorandom numbers. We apply our method to the number of modern and reliable pseudorandom number generators and develop particular algorithms for initialization of parallel streams. Particularly, each of our GPGPU realizations can produce exactly the same output sequence as the original algorithm.
Modern methods and libraries for high quality pseudorandom number generation and for generation of parallel random number streams for Monte Carlo simulations are considered. The probability equidistribution property and the parameters when the property holds at dimensions up to logarithm of mesh size are considered for Multiple Recursive Generators.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Event logs collected by modern information and technical systems usually contain enough data for automated process models discovery. A variety of algorithms was developed for process models discovery, conformance checking, log to model alignment, comparison of process models, etc., nevertheless a quick analysis of ad-hoc selected parts of a journal still have not get a full-fledged implementation. This paper describes an ROLAP-based method of multidimensional event logs storage for process mining. The result of the analysis of the journal is visualized as directed graph representing the union of all possible event sequences, ranked by their occurrence probability. Our implementation allows the analyst to discover process models for sublogs defined by ad-hoc selection of criteria and value of occurrence probability
The geographic information system (GIS) is based on the first and only Russian Imperial Census of 1897 and the First All-Union Census of the Soviet Union of 1926. The GIS features vector data (shapefiles) of allprovinces of the two states. For the 1897 census, there is information about linguistic, religious, and social estate groups. The part based on the 1926 census features nationality. Both shapefiles include information on gender, rural and urban population. The GIS allows for producing any necessary maps for individual studies of the period which require the administrative boundaries and demographic information.
Existing approaches suggest that IT strategy should be a reflection of business strategy. However, actually organisations do not often follow business strategy even if it is formally declared. In these conditions, IT strategy can be viewed not as a plan, but as an organisational shared view on the role of information systems. This approach generally reflects only a top-down perspective of IT strategy. So, it can be supplemented by a strategic behaviour pattern (i.e., more or less standard response to a changes that is formed as result of previous experience) to implement bottom-up approach. Two components that can help to establish effective reaction regarding new initiatives in IT are proposed here: model of IT-related decision making, and efficiency measurement metric to estimate maturity of business processes and appropriate IT. Usage of proposed tools is demonstrated in practical cases.