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Multiple integral computing method based on many-core processor

A technology of many-core processors and multiple integrations, which is applied in complex mathematical operations and other directions to shorten scientific computing time, facilitate scientific research and technical personnel, and accelerate computing speed.

Inactive Publication Date: 2012-12-26
LANGCHAO ELECTRONIC INFORMATION IND CO LTD
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Problems solved by technology

The principle of the Monte Carlo method is simple and easy to implement, but using the Monte Carlo method requires enough target points to make the result of the integration reach a certain accuracy, which consumes a lot of time when running on a CPU that is good at serial computing also often intolerable

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  • Multiple integral computing method based on many-core processor
  • Multiple integral computing method based on many-core processor

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Embodiment Construction

[0018] The method of the present invention is described in detail below with reference to the accompanying drawings.

[0019] In order to make the objectives, technical solutions and advantages of the present invention clear and clear, we describe the key steps in the present invention in detail in conjunction with the accompanying drawings.

[0020] as attached figure 1 As shown, the corresponding relationship between the problem space involved in the present invention and the calculation thread in the GPU is given. Generally speaking, using the Monte Carlo method needs to sample enough target points to make the calculated results meet a certain accuracy, so the number of target points that need to be generated and the value of the integrand that needs to be calculated is huge. Since there is no data correlation among the independent integrand values, we call the space formed by these independent function values ​​the problem space.

[0021] According to the current CUDA a...

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Abstract

The invention provides a computing solution of numerical multiple integral by utilization of a many-core processor such as a graphic processing unit (GPU) to accelerate the computing solution which often needs processing and is time-consuming in computing science. The computing solution is simple and practical, can accelerate the solving process of the numerical multiple integral conveniently and effectively, and has a practical application meaning in substantially shortening time of a scientific program. The method takes sufficient consideration of ultra-strong floating-point computation power of the GPU and features of the many-core processor such as a large internal memory bandwidth, and takes full advantage of the feature that data coherence does not exist among all shooting points in the Monte Carlo method. According to the method, computing of function values of the shooting points in large quantity is processed by the GPU, computational accuracy control and convergence judgments and the like requiring branch predictions are finished by a central processing unit (CPU) so as to substantially accelerate the solution of the multiple integral.

Description

technical field [0001] The present invention relates to the application of basic numerical calculations in the field of high-performance computing, and specifically relates to a Monte Carlo method, specifically, the use of many-core processors such as GPUs to accelerate the solution of multiple or high-heavy numerical integrals method. Background technique [0002] With the continuous progress of human society, computer technology has also been greatly developed. The means for people to understand and explore the natural world are no longer limited to experiments and theoretical research, but more and more use computers to simulate , making computing the third effective means of scientific research today. In addition, in the field of engineering technology, people are increasingly using large-scale simulation and calculation to accelerate the progress of engineering. However, whether you are engaged in scientific research or engineering technology, no matter what kind of s...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F17/10
Inventor 刘羽
Owner LANGCHAO ELECTRONIC INFORMATION IND CO LTD
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