NDLI: A mixed precision Monte Carlo methodology for reconfigurable accelerator systems

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A mixed precision Monte Carlo methodology for reconfigurable accelerator systems

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A mixed precision Monte Carlo methodology for reconfigurable accelerator systems

Content Provider	ACM Digital Library
Author	Thomas, David B. Luk, Wayne Jin, Qiwei Leong, Philip H.W. Chow, Gary Chun Tak Tse, Anson Hong Tak
Abstract	This paper introduces a novel mixed precision methodology applicable to any Monte Carlo (MC) simulation. It involves the use of data-paths with reduced precision, and the resulting errors are corrected by auxiliary sampling. An analytical model is developed for a reconfigurable accelerator system with a field-programmable gate array (FPGA) and a general purpose processor (GPP). Optimisation based on mixed integer geometric programming is employed for determining the optimal reduced precision and optimal resource allocation among the MC data-paths and correction datapaths. Experiments show that the proposed mixed precision methodology requires up to 11 % additional evaluations while less than 4 % of all the evaluations are computed in the reference precision; the resulting designs are up to 7.1 times faster and 3.1 times more energy efficient than baseline double precision FPGA designs, and up to 163 times faster and 170 times more energy efficient than quad-core software designs optimised with the Intel compiler and Math Kernel Library. Our methodology also produces designs for pricing Asian options which are 4.6 times faster and 5.5 times more energy efficient than NVIDIA Tesla C2070 GPU implementations.
Starting Page	57
Ending Page	66
Page Count	10
File Format	PDF
ISBN	9781450311557
DOI	10.1145/2145694.2145705
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2012-02-22
Publisher Place	New York
Access Restriction	Subscribed
Subject Keyword	Monte carlo Mixed precision
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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