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question on faster run-time with Parallel Computing toolbox

Good day all,

I currently have an optimization algorithm implemented in Matlab. The time to arrive at a solution for this algorithm varies.

There is a speed variation since  success of ending the optimization relies on randomly selecting a set of data which is hopefully reliable enough for a solution. So for example, my algorithm can end in little as  1 iterations or a maximum of 200 iterations ( i.e. ,a value which I set).

I have seen Matlab's Parallel computing toolbox but not sure if would apply to my situation.

I would like to know if it is possible to somehow run my algorithm in "parallel" jobs, such that, I can run the script multiple times and end the overall algorithm with the job that terminates first ?

Is anything like this or similarly possible with the parallel toolbox?

thanks any suggestions,
Aiden
0
aidenjobe (38)
10/17/2011 10:01:30 PM
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"Aidy" wrote in message <j7i8jp$1ai$1@newscl01ah.mathworks.com>...
> Good day all,
> 
> I currently have an optimization algorithm implemented in Matlab. The time to arrive at a solution for this algorithm varies.
> 
> There is a speed variation since  success of ending the optimization relies on randomly selecting a set of data which is hopefully reliable enough for a solution. So for example, my algorithm can end in little as  1 iterations or a maximum of 200 iterations ( i.e. ,a value which I set).
> 
> I have seen Matlab's Parallel computing toolbox but not sure if would apply to my situation.
> 
> I would like to know if it is possible to somehow run my algorithm in "parallel" jobs, such that, I can run the script multiple times and end the overall algorithm with the job that terminates first ?
> 
> Is anything like this or similarly possible with the parallel toolbox?
> 
> thanks any suggestions,
> Aiden
0
aidenjobe (38)
10/18/2011 8:04:11 PM
"Aidy " <aidenjobe@gmail.com> writes:

> I currently have an optimization algorithm implemented in Matlab. The
> time to arrive at a solution for this algorithm varies.  There is a
> speed variation since success of ending the optimization relies on
> randomly selecting a set of data which is hopefully reliable enough
> for a solution. So for example, my algorithm can end in little as 1
> iterations or a maximum of 200 iterations ( i.e. ,a value which I
> set).

> I have seen Matlab's Parallel computing toolbox but not sure if would
> apply to my situation.
>
> I would like to know if it is possible to somehow run my algorithm in
> "parallel" jobs, such that, I can run the script multiple times and
> end the overall algorithm with the job that terminates first ?
>
> Is anything like this or similarly possible with the parallel toolbox?

It is possible, but you'll probably need to use SPMD rather than
PARFOR. SPMD is a bit trickier to use. Here's a simple example - use
SPMD to generate random numbers in parallel, and stop when we find the
first one below some threshold. Assuming you already have MATLABPOOL
open, you could proceed as follows:


thresh = 1e-4;
done   = false; % we'll flip this when we're done
itCount = 0; % count number of iterations
spmd
    % SPMD block body executes in parallel on each worker
    while ~done
        myRand = rand(); % generate a single random number
        itCount = itCount + 1;
        myDone = myRand < thresh; % have I hit the end condition?
        done   = gop( @or, myDone ); % has anyone hit the end condition?
        % gop( @or, val ) is effectively 'any' across multiple workers
        if done
            % find the overall minimum, send the value to lab 1
            globalMin = gop( @min, myRand, 1 );
        end
    end
end

% Extract the values from the 'Composite'
globalMin = globalMin{1}
itCount   = itCount{1}

The GOP function is very useful for this sort of thing - it's a global
reduction operation - in other words, it applies the supplied function
to pairs of values in turn to produce the overall value.

Cheers,

Edric.
0
eellis (488)
10/19/2011 10:17:56 AM
thanks Edric,

I have a question. Can I use SPMD with a typical "for" loop instead of "while"?

cheers,
aiden
0
aidenjobe (38)
10/19/2011 9:04:27 PM
Another question if I may Edric,

if the for loop is usable with SPMD, I am assuming the "break" is also usable ? Am I right?

I ask this since I use it is one of parfor limitations ,i.e. , the break commmand

cheers
aiden
0
aidenjobe (38)
10/20/2011 12:02:29 AM
"Aidy " <aidenjobe@gmail.com> writes:

> if the for loop is usable with SPMD, I am assuming the "break" is also
> usable ? Am I right?

While you can, you still need to make sure all the workers 'break' at
the same time, i.e.

spmd
  for ii=1:100000
    x = someFcn();
    myDone = somePredicate(x);
    anyDone = gop(@or, myDone); % all workers have the same value
    if anyDone
      % ... so all workers 'break' at the same time.
      break;
    end
  end
end

Cheers,

Edric.
0
eellis (488)
10/20/2011 6:55:07 AM
thanks Edric. 
0
aidenjobe (38)
10/20/2011 7:40:31 AM
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For the formal concept of computation, see computation . For the magazine, see Computing (magazine) . For the scientific journal, see Computing ...

Network Computing
Through a For IT, By IT editorial filter, Network Computing connects the dots between architectural approach and how technology impacts the business, ...

Apple Signs Deal To Use Google’s Cloud Computing
More and more businesses are moving their computing platform to the cloud. Cloud computing is the term given to accessing computer and database ...

The coolest thing Sony has built in years might show us the future of computing
... the coolest examples of this back in October when we told you about the MUV Bird, which you can read about here . While the idea that our computing ...

Skyport Raises $30M from GV and Cisco Investments to Ramp Delivery of Zero-Trust Secure Computing Infrastructure ...
Skyport Systems, the company redefining enterprise security architecture, today announced a $30 million round of funding, enabling the company ...

Total cranks up computing power to better see below earth's surface
Oil company Total has almost tripled the performance of Pangea, a supercomputer it uses for analyzing subsurface imaging in search of new oilfields. ...

Could a Fredkin gate be the next quantum leap forward for computing?
Building quantum computers is tricky business, with a range of obstacles to overcome, but scientists have had a recent breakthrough with a new ...

Quanta partners with Ericsson for cloud computing datacenter business
Quanta Computer has partnered with telecom equipment maker Ericsson to push the cloud computing datacenter market and the cooperation is expected ...

Eight Ways Solar Power Is Driving New-Gen Computing
As solar technology advances, it's becoming clear that solar is a vital part of the equation that will grow tech's future.

GPU computing breakthrough? Cloud rendering company claims to run CUDA on non-Nvidia GPUs
The cloud rendering company Otoy is claiming to have invented a new software translation layer that would allow Nvidia's CUDA to run on a variety ...

Resources last updated: 3/30/2016 4:21:12 PM