A parallel implementation of an volume algorithm

作     者：Mohacsi, L. Deak, I. 

作者机构：Corvinus Univ Budapest Dept Comp Sci H-1093 Budapest Hungary Corvinus Univ Budapest Budapest Hungary 

出 版 物：《CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH》 (中欧运筹学杂志)

年 卷 期：2015年第23卷第4期

页      面：925-952页

核心收录：

学科分类：02[经济学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 

主　　题：Monte Carlo computation Volume algorithm GPU Simulation Computational results 

摘      要：Recently an volume algorithm has been presented for convex bodies by Lovasz and Vempala, where is the number of dimensions of the convex body. Essentially the algorithm consists of several, interlocked simulational steps of slightly different natures. A computer implementation was later developed to gather some information about the numerical aspects of the algorithm, the number of dimensions in the examples was at most 10, and the errors of the results were somewhat dissatisfying. Now we present a parallel version of the improved algorithm, where variance reducing was added to make the algorithm faster, and the use of a GPU with 480 processors made experimentation easier. Computational results for convex bodies in dimensions ranging from 2 to 20 are presented as well.