Use of SIMD computation in CRHMC walk #245
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| logconcave_sample<- function(P,distribution, n_samples ,n_burns){ |
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fix coding style
examples/crhmc_sampling/common.hpp
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| #ifndef COMMON_HPP | |||
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Can you give a more descriptive name to the file?
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| %%MatrixMarket matrix coordinate real general | |||
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What does MatrixMarket mean?
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It is a popular sparse matrix file format: https://math.nist.gov/MatrixMarket/mmio-c.html
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Great, could you please add this sentence as a comment?
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Please add plots from the results from the various polytopes.
papachristoumarios
approved these changes
Feb 3, 2023
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@iakoviid there are some issues still in CI tests (most probably new). There is one SEGFAULT with clang-12 and an error in R tests in windows (where some psrf is NaN). Could you please check? |
* Enable github actions to build examples. Avoid passing a polytope as a const reference. * Fix ambiguous call to fix function by renaming volesti's diagnostic function. (GeomScale#263) * Updating documentation (GeomScale#261) Adding WSL and MKL build instructions. * disable an R sampling test for windows * Fix the warning message in R Mac's cran test (GeomScale#285) * copy and replace lp_rlp.h * remove re-initialization of eta * update ubuntu version from 18 to 20 in R cran tests * minor improvements (explanatory comments) --------- Co-authored-by: Apostolos Chalkis <[email protected]> * delete commented out code * No-U-Turn Sampler in HMC (GeomScale#216) * initialize nuts sampler class * implement the burnin of nuts sampler * add tests and resolve bugs * implement e0 estimation in burnin of nuts * optimize leapfrog * integrate nuts into the R interface * document random walk in sample_points.cpp in R interface * fix burnin for the non-truncated case * resolve bugs in hmc and nuts pipelines * improve the preprocess in burin step of nuts * split large lines in sample_points.cpp * Add NUTS C++ example and update CMake (GeomScale#29) * resolve PR comments * fix minor bug * fix compiler bug * fix error in building the C++ examples * resolve warnings in sample_points * fix lpsolve cran warning * fix cran warning on mac * improve lpsolve cmake for cran check * fix R warning in mac test * remove lpsolve header * resolve PR comments --------- Co-authored-by: Marios Papachristou <[email protected]> Co-authored-by: Apostolos Chalkis <[email protected]> --------- Co-authored-by: Vissarion Fisikopoulos <[email protected]> Co-authored-by: Soumya Tarafder <[email protected]> Co-authored-by: Apostolos Chalkis <[email protected]> Co-authored-by: Marios Papachristou <[email protected]>
TolisChal
approved these changes
Nov 1, 2023
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I'm closing this PR since it is included in #286 |
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Expanding on PR #239 we use the SIMD capabilities of PackedCSparse and present a vectorized CRHMC walk.
This way we can have speed up on medium to large datasets, depending on the systems architecture.
Changes from #239 :
n-dimensional vectors we usen * simd_len-dimensional matrices. In this way we do simd_len parallel CRHMC walks without spawning additional threads.