Multidimensional adaptative and deterministic integration in CUDA and OpenMP

Autor: A. González-Zamudio, Amilcar Meneses-Viveros, F. Carranza, C. G. Cortés, R. Quintero-Monsebaiz, Alberto Vela
Rok vydání: 2021
Předmět:
Zdroj: The Journal of Supercomputing. 77:12075-12097
ISSN: 1573-0484
0920-8542
Popis: Parallelization schemes on many-core architectures, in this case, CUDA and OpenMP, are used to accelerate and improve the accuracy of adaptive multidimensional integration algorithms. The one-dimensional Gauss–Kronrod adaptive method is generalized to 3, 4, 5 and 6 dimensions. The implementation of the traditional tensor product construction of the grid and weights for multidimensional integration is revisited and reformulated taking advantages of the multi and many-core architectures. Tests performed in a set of benchmark functions show that the algorithm is numerically accurate, with accelerations as high as 800X in CUDA and 300X in the OpenMP implementation both compared to a sequential multidimensional integration algorithm.
Databáze: OpenAIRE