gpuMCMCProcessorUtils.cu File Reference

#include "Fitters/gpuMCMCProcessorUtils.cuh"

Include dependency graph for gpuMCMCProcessorUtils.cu:

Go to the source code of this file.

Functions
__host__ void	InitGPU_AutoCorr (float **ParStep_gpu, float **NumeratorSum_gpu, float **ParamSums_gpu, float **DenomSum_gpu, int n_Entries, int n_Pars, const int n_Lags)
	KS: Initialiser, here we allocate memory for variables and copy constants. More...
__host__ void	CopyToGPU_AutoCorr (float *ParStep_cpu, float *NumeratorSum_cpu, float *ParamSums_cpu, float *DenomSum_cpu, float *ParStep_gpu, float *NumeratorSum_gpu, float *ParamSums_gpu, float *DenomSum_gpu)
	KS: Copy necessary variables from CPU to GPU. More...
__global__ void	EvalOnGPU_AutoCorr (const float *__restrict__ ParStep_gpu, const float *__restrict__ ParamSums_gpu, float *NumeratorSum_gpu, float *DenomSum_gpu)
	Eval autocorrelations based on Box and Jenkins. More...
__host__ void	RunGPU_AutoCorr (float *ParStep_gpu, float *ParamSums_gpu, float *NumeratorSum_gpu, float *DenomSum_gpu, float *NumeratorSum_cpu, float *DenomSum_cpu)
	KS: This call the main kernel responsible for calculating LagL and later copy results back to CPU. More...
__host__ void	CleanupGPU_AutoCorr (float *ParStep_gpu, float *NumeratorSum_gpu, float *ParamSums_gpu, float *DenomSum_gpu)
	KS: free memory on gpu. More...

Variables
__device__ __constant__ int	d_nLag
__device__ __constant__ int	d_nDraws
__device__ __constant__ int	d_nEntries
static int	h_nLag = -1
static int	h_nDraws = -1
static int	h_nEntries = -1

Function Documentation

CleanupGPU_AutoCorr()

__host__ void CleanupGPU_AutoCorr	(	float *	ParStep_gpu,
		float *	NumeratorSum_gpu,
		float *	ParamSums_gpu,
		float *	DenomSum_gpu
	)

KS: free memory on gpu.

Parameters

ParStep_gpu	Parameter value at each step
NumeratorSum_gpu	Sum used for nominator of autocorrelation calculations
ParamSums_gpu	Overall sum for each parameter over all steps
DenomSum_gpu	Sum used for denominator of autocorrelation calculations

Definition at line 197 of file gpuMCMCProcessorUtils.cu.

                         {
// *********************************
  cudaFree(ParStep_gpu);
  cudaFree(NumeratorSum_gpu);
  cudaFree(ParamSums_gpu);
  cudaFree(DenomSum_gpu);
 
  printf(" Cleared memory at GPU, I am free \n");
}

CopyToGPU_AutoCorr()

__host__ void CopyToGPU_AutoCorr	(	float *	ParStep_cpu,
		float *	NumeratorSum_cpu,
		float *	ParamSums_cpu,
		float *	DenomSum_cpu,
		float *	ParStep_gpu,
		float *	NumeratorSum_gpu,
		float *	ParamSums_gpu,
		float *	DenomSum_gpu
	)

KS: Copy necessary variables from CPU to GPU.

Parameters

ParStep_cpu	Parameter value at each step
NumeratorSum_cpu	Sum used for nominator of autocorrelation calculations
ParamSums_cpu	Overall sum for each parameter over all steps
DenomSum_cpu	Sum used for denominator of autocorrelation calculations
ParStep_gpu	Parameter value at each step
NumeratorSum_gpu	Sum used for nominator of autocorrelation calculations
ParamSums_gpu	Overall sum for each parameter over all steps
DenomSum_gpu	Sum used for denominator of autocorrelation calculations

Definition at line 75 of file gpuMCMCProcessorUtils.cu.

                                                 {
// ******************************************************
  //store value of parameter for each step
  cudaMemcpy(ParStep_gpu, ParStep_cpu, h_nDraws*h_nEntries*sizeof(float), cudaMemcpyHostToDevice);
  CudaCheckError();
 
  //Mean value for a given parameter
  cudaMemcpy(ParamSums_gpu, ParamSums_cpu, h_nDraws*sizeof(float), cudaMemcpyHostToDevice);
  CudaCheckError();
 
  //Numerator which is directly used for calculating LagL
  cudaMemcpy(NumeratorSum_gpu, NumeratorSum_cpu, h_nLag*h_nDraws*sizeof(float), cudaMemcpyHostToDevice);
  CudaCheckError();
 
  //Denominator which is directly used for calculating LagL
  cudaMemcpy(DenomSum_gpu, DenomSum_cpu, h_nLag*h_nDraws*sizeof(float), cudaMemcpyHostToDevice);
  CudaCheckError();
}

EvalOnGPU_AutoCorr()

__global__ void EvalOnGPU_AutoCorr	(	const float *__restrict__	ParStep_gpu,
		const float *__restrict__	ParamSums_gpu,
		float *	NumeratorSum_gpu,
		float *	DenomSum_gpu
	)

Eval autocorrelations based on Box and Jenkins.

Parameters

ParStep_gpu	Parameter value at each step
NumeratorSum_gpu	Sum used for nominator of autocorrelation calculations
ParamSums_gpu	Overall sum for each parameter over all steps
DenomSum_gpu	Sum used for denominator of autocorrelation calculations

Definition at line 110 of file gpuMCMCProcessorUtils.cu.

                          {
//*********************************************************
  const unsigned int CurrentLagNum = (blockIdx.x * blockDim.x + threadIdx.x);
 
  //KS: Accessing shared memory is much much faster than global memory hence we use shared memory for calculation and then write to global memory
  __shared__ float shared_NumeratorSum[_BlockSize_];
  __shared__ float shared_DenomSum[_BlockSize_];
 
  // this is the stopping condition!
  if (CurrentLagNum < d_nLag*d_nDraws)
  {
      shared_NumeratorSum[threadIdx.x] = 0;
      shared_DenomSum[threadIdx.x] = 0;
 
      //KS: Might consider caching this information, which MIGHT be faster too lazy right now
      const int Param = int(CurrentLagNum/d_nLag);
      const int nLag = CurrentLagNum - Param*d_nLag;
      // Loop over the number of entries
      for (int i = 0; i < d_nEntries; ++i)
      {
        //KS: Use fmaf to have it tiny bit faster, for something easier to read: Param*d_nEntries + i
        int CurrParStep = fmaf(Param, d_nEntries, i);
        const float Diff = ParStep_gpu[CurrParStep]-ParamSums_gpu[Param];
        // Only sum the numerator up to i = N-k
        if (i < d_nEntries-nLag)
        {
          //KS: Use fmaf to have it tiny bit faster, for something easier to read: Param*d_nEntries + (i + nLag)
          CurrParStep = fmaf(Param, d_nEntries, i + nLag);
          const float LagTerm = ParStep_gpu[CurrParStep]-ParamSums_gpu[Param];
          const float Product = Diff*LagTerm;
          shared_NumeratorSum[threadIdx.x] += Product;
        }
        // Square the difference to form the denominator
        const float Denom = Diff*Diff;
        shared_DenomSum[threadIdx.x] += Denom;
      }
 
      //KS: Make sure threads are synchronised before moving to global memory
      __syncthreads();
      NumeratorSum_gpu[CurrentLagNum] = shared_NumeratorSum[threadIdx.x];
      DenomSum_gpu[CurrentLagNum]     = shared_DenomSum[threadIdx.x];
  }
}

InitGPU_AutoCorr()

__host__ void InitGPU_AutoCorr	(	float **	ParStep_gpu,
		float **	NumeratorSum_gpu,
		float **	ParamSums_gpu,
		float **	DenomSum_gpu,
		int	n_Entries,
		int	n_Pars,
		const int	n_Lags
	)

KS: Initialiser, here we allocate memory for variables and copy constants.

Parameters

ParStep_gpu	Parameter value at each step
NumeratorSum_gpu	Sum used for nominator of autocorrelation calculations
ParamSums_gpu	Overall sum for each parameter over all steps
DenomSum_gpu	Sum used for denominator of autocorrelation calculations
n_Entries	Total number of entries in mcmc chain
n_Pars	Number of relevant parameters
n_Lags	Value of Lag in autocreation calculation

Definition at line 23 of file gpuMCMCProcessorUtils.cu.

                                            {
// *******************************************
  // Write to the global statics (h_* denotes host stored variable)
  h_nDraws = n_Pars;
  h_nLag = n_Lags;
  h_nEntries = n_Entries;
 
  // Copy the constants
  cudaMemcpyToSymbol(d_nLag,   &h_nLag,   sizeof(h_nLag));
  CudaCheckError();
 
  cudaMemcpyToSymbol(d_nDraws, &h_nDraws, sizeof(h_nDraws));
  CudaCheckError();
 
  cudaMemcpyToSymbol(d_nEntries, &h_nEntries, sizeof(h_nEntries));
  CudaCheckError();
 
  // Allocate chunks of memory to GPU
  //Numerator which is directly used for calculating LagL
  cudaMalloc((void **) NumeratorSum_gpu, h_nLag*h_nDraws*sizeof(float));
  CudaCheckError();
 
  //Denominator which is directly used for calculating LagL
  cudaMalloc((void **) DenomSum_gpu, h_nLag*h_nDraws*sizeof(float));
  CudaCheckError();
 
  //Mean value for a given parameter
  cudaMalloc((void **) ParamSums_gpu, h_nDraws*sizeof(float));
  CudaCheckError();
 
  //store value of paramter for each step
  cudaMalloc((void **) ParStep_gpu, h_nDraws*h_nEntries*sizeof(float*));
  CudaCheckError();
 
  printf(" Allocated in total %f MB for autocorrelations calculations on GPU\n",
         static_cast<double>(sizeof(float) * (h_nLag * h_nDraws + h_nLag * h_nDraws + h_nDraws + h_nDraws * h_nEntries)) / 1.0e6);
}

RunGPU_AutoCorr()

__host__ void RunGPU_AutoCorr	(	float *	ParStep_gpu,
		float *	ParamSums_gpu,
		float *	NumeratorSum_gpu,
		float *	DenomSum_gpu,
		float *	NumeratorSum_cpu,
		float *	DenomSum_cpu
	)

KS: This call the main kernel responsible for calculating LagL and later copy results back to CPU.

Parameters

ParStep_gpu	Parameter value at each step
NumeratorSum_gpu	Sum used for nominator of autocorrelation calculations
ParamSums_gpu	Overall sum for each parameter over all steps
DenomSum_gpu	Sum used for denominator of autocorrelation calculations
NumeratorSum_cpu	Sum used for nominator of autocorrelation calculations
DenomSum_cpu	Sum used for denominator of autocorrelation calculations

Definition at line 160 of file gpuMCMCProcessorUtils.cu.

                          {
// *****************************************
  dim3 block_size;
  dim3 grid_size;
 
  block_size.x = _BlockSize_;
  grid_size.x = (h_nLag*h_nDraws / block_size.x) + 1;
 
  EvalOnGPU_AutoCorr<<<grid_size, block_size>>>(
      ParStep_gpu,
      ParamSums_gpu,
      NumeratorSum_gpu,
      DenomSum_gpu);
  CudaCheckError();
 
  printf(" Finished calculating now copying results back to CPU \n");
 
  //KS: Finally copy paste memory from GPU to CPU
  cudaMemcpy(NumeratorSum_cpu, NumeratorSum_gpu, h_nLag*h_nDraws*sizeof(float), cudaMemcpyDeviceToHost);
  CudaCheckError();
 
  cudaMemcpy(DenomSum_cpu, DenomSum_gpu, h_nLag*h_nDraws*sizeof(float), cudaMemcpyDeviceToHost);
  CudaCheckError();
}

Variable Documentation

d_nDraws

__device__ __constant__ int d_nDraws

Definition at line 9 of file gpuMCMCProcessorUtils.cu.

d_nEntries

__device__ __constant__ int d_nEntries

Definition at line 10 of file gpuMCMCProcessorUtils.cu.

d_nLag

__device__ __constant__ int d_nLag

Definition at line 8 of file gpuMCMCProcessorUtils.cu.

h_nDraws

int h_nDraws = -1

static

Definition at line 14 of file gpuMCMCProcessorUtils.cu.

h_nEntries

int h_nEntries = -1

static

Definition at line 15 of file gpuMCMCProcessorUtils.cu.

h_nLag

int h_nLag = -1

static

Definition at line 13 of file gpuMCMCProcessorUtils.cu.