View source for Matlab, CUDA, and GPU Computing

Main Project here: [[Estimating Unobserved Complementarities between Entrepreneurs and Venture Capitalists Matlab Code]]

==Getting Started==

We are running remotely on the Database Server via VNC. The VNC service on DB Server was configured by Wei during Summer 2018. 

*To start/configure the VNC service on DB Server and to get connected remotely, see the documentation [http://mcnair.bakerinstitute.org/wiki/Database_Server_Documentation#Install_and_configure_TightVNC_and_xfce_desktop here].

*Once you are connected to DB Server through VNC, open a terminal on DB Server and type
 matlab

This will bring up the Matlab GUI.

*To check if Matlab is working with our Nvidia graphics card, in the Matlab command window, type
 gpuDevice. 

[[File:gpuDevice.png]]

==What Works, and What Doesn't==

* '''GPU computing does not work well for linear programming.''' The biggest reason is [https://groups.google.com/forum/?fromgroups#!searchin/gurobi/gpu/gurobi/KTP6zDvodII/oPPQT4-mofMJ that GPUs don't work well for sparse linear algebra used for most LP solver]. Another [https://parallellp.wordpress.com/author/parallellp/ case study] published 3 years ago shows that "the overhead of communication between CPU and GPU grows faster than the benefit of parallelizing matrix operations via CUDA." In another [https://www.researchgate.net/publication/308967833_GPU_Computing_Applied_to_Linear_and_Mixed_Integer_Programming technical report], it is confirmed that "all algorithms (for solving LP and MIP problems)... do not fit to the SIMT paradigm".

* For the above reason, Gurobi '''does not''' support GPU computing.

* Matlab '''does not''' have GPU-based linprog or ga.

* Gurobi '''does''' support CPU parallelism.

* In general, individual threads of GPU only perform well with simple arithmetic tasks. Task-parallelizing  toolboxes/libraries/packages onto threads of GPU is '''NO GO'''.

==Deliverable==
1. Week July 2 - 6 <br>
<s>In Matlab, use parfor for both CPU and GPU to solve a set of LPs. Profile and compare.</s> Just try to do CPU instead. Figure out how to do CPU-based parallel computing with Gurobi.

==Reference==
1. [https://www.mathworks.com/discovery/matlab-gpu.html MATLAB GPU Computing Support for NVIDIA CUDA-Enabled GPUs] <br>
2. [https://www.mathworks.com/help/distcomp/getting-started-with-parallel-computing-toolbox.html Getting Started with Parallel Computing Toolbox] <br>
3. [https://www.mathworks.com/videos/speeding-up-algorithms-when-parallel-computing-and-gpus-do-and-dont-accelerate-92914.html Speeding Up Algorithms: When Parallel Computing and GPUs Do and Don't Accelerate]