With two examples we show the suitability of the bulk-synchronousparallel (BSP) model for discrete-event simulation of homogeneous large-scale systems. This model provides a unifying approach for general purpose para...
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(纸本)9780818679650
With two examples we show the suitability of the bulk-synchronousparallel (BSP) model for discrete-event simulation of homogeneous large-scale systems. This model provides a unifying approach for general purpose parallel computing which in addition to efficient and scalable computation, ensures portability across different parallel architectures. A valuable feature of this approach is a simple cost model that enables precise performance prediction of BSP algorithms. We show both theoretically and empirically that systems with uniform event occurrence among their components, such as colliding hard-spheres and ising-spin models, can be efficiently simulated in practice on current parallel computers supporting the BSP model.
We introduce an architecture independent approach in describing how computations such as those involved in American or European-style option price valuations can be performed in parallel under the binomial tree model....
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We introduce an architecture independent approach in describing how computations such as those involved in American or European-style option price valuations can be performed in parallel under the binomial tree model. We describe a latency-tolerant parallel algorithm for the multiplicative binomial tree option pricing model. The algorithm is described and analyzed in an architecture independent setting and performance characteristics are expressed in terms of problem size n, the time horizon, and the parameters p, L and g of the bulk-synchronous parallel model of computation. The algorithm achieves optimal theoretical speedup and is within a I + o(l) multiplicative factor of the corresponding sequential method. An experimental study of an implementation of the algorithm on a cluster of PC workstations is also undertaken to examine the latency-tolerance of our approach. The implementation with only a recompilation of the same source code works under two diverse parallel programming libraries namely, MPI and BSPlib, thus making it not only architecture but also communication library independent. (C) 2003 Elsevier B.V. All rights reserved.
This paper presents bulk-synchronousparallel (BSP) algorithms for linear system solving through QR and QZ factorisation. The two new algorithms are analysed in terms of the BSP cost model, and portable implementation...
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This paper presents bulk-synchronousparallel (BSP) algorithms for linear system solving through QR and QZ factorisation. The two new algorithms are analysed in terms of the BSP cost model, and portable implementations of the QR and QZ decomposition methods are devised using the Oxford BSP Library. The experimental results obtained on a shared-memory multiprocessor accurately match the theoretical predictions, permitting a thorough comparison of the two algorithms.
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