My slides from Haskell Hackers at Hacker Dojo on 10/16/2014.

1. GPU Programming with
Haskell
Steve Severance
sseverance@alphaheavy.com

2. Outline
Introduction to GPUs
When to use a GPU instead of a CPU
Using a GPU with accelerate
Building an options pricer

3. What is a GPU?
Graphics Processing Unit
Hundreds or Thousands of Cores
High Memory Throughput
Fully Programmable

4. GPU Architecture
Single Instruction Multiple Data (SIMD)
High Throughput Thread Scheduler
Interleaving Operations

5. GPU Architecture
16GB/s
GPU CPU Memory

6. GPU Circa 1999
Geforce 256
Accelerated Graphics Port (AGP)
Hardware Transform and Lighting (TnL)
Fixed Function Pipeline

7. GPU Circa 2001
Geforce 3/R200/XBox
First Pixel/Vertex Shaders
Limited C-like Language

8. GPU Circa 2014
Fully Programmable
Unified Memory
Rich High Level Languages/Tools

9. GPU Tradeoffs
Limited branching
Limited Memory
High Latency

10. GPU vs CPU
GPU is about throughput
CPU is about flexibility and latency

11. Programmability
CUDA
OpenCL
DirectCompute

12. GPU Problems
Non-branching algorithms
Matrix (cudaBLAS)
Deep Learning
Options Pricing

13. Can I run GPU Programs?
accelerate requires CUDA
OpenCL is a low level OpenCL wrapper
NVidia CUDA Tools (https://developer.nvidia.com/
cuda-toolkit)

14. Introducing Accelerate
DSL for Parallel Code
Primarily CUDA, Also LLVM
Compiler lowers into CUDA code

15. Accelerate Basics
Acc is our DSL type. Holds the Abstract Syntax Tree
(AST) of our computation
Familiar operators replace Prelude (fold,map,zip,etc…)

16. Accelerate Basics
Creating a Computation
Acc (Array DIM1 Float) -> Acc (Array DIM1 Float)
Running a Computation
run :: Arrays a => Acc a -> a

17. Arrays
data Array sh e
Comprised of both a Shape and an Element (Elt)
Elt instances for common numeric types and tuples
Arrays can be multi-dimensional, but not nested

18. Array Shapes
Z is a Rank-0
:. Operator Increases the Rank by One Dimension
DIM1, DIM2, DIM3, etc…

19. Computations
Acc is a computation on an array
Exp is a computation on an element
Exp can also be used to pass constants

20. What run is going to do
Compile our Program
Copy Data to GPU
Execute Program
Copy Results Back to Memory

21. Black-Sholes
Partial Differential Equation to Compute the Price of an
Option
Massive Performance Boost on a GPU
Bloomberg Uses GPUs to compute Options Prices

22. Black-Sholes Equation
Stolen from investopedia.com

23. Code/Demo Time

24. Summary
lift/unlift
use adds an Array to the computation
constant wraps constants
map does what map always does

25. What next?
accelerate has a rich API
Slices
Aggregation
Recursion
Stencils

26. Thanks
Nathan Howell
The accelerate Team
You for listening

27. Further Reading
https://speakerdeck.com/tmcdonell/gpgpu-programming-
in-haskell-with-accelerate
http://hackage.haskell.org/package/accelerate
http://quantlib-gpu.sourceforge.net/
AcceleratingFinancialApplicationsOnTheGPU-paper.pdf