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GPU support by adding CuParticles

Open baggepinnen opened this issue 4 years ago • 1 comments

This PR adds a type CuParticles that works as regular Particles but is backed by a CuArray. Expect in the range of 5-7x speedup over Particles if the sample size is 1e5 - 1e7.

EDIT 2021-04-22: For complex functions, the benefit of CuParticles may appear already above 1e3 particles.

Future memory-management improvements to the GPU ecosystem is likely to improve upon this number.

baggepinnen avatar Apr 21 '20 23:04 baggepinnen

Codecov Report

Merging #80 (f42a6e7) into master (fb61791) will decrease coverage by 0.53%. The diff coverage is 88.32%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master      #80      +/-   ##
==========================================
- Coverage   94.27%   93.73%   -0.54%     
==========================================
  Files          18       19       +1     
  Lines         891      990      +99     
==========================================
+ Hits          840      928      +88     
- Misses         51       62      +11     
Flag Coverage Δ
unittests 93.73% <88.32%> (?)

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files Coverage Δ
src/MonteCarloMeasurements.jl 88.23% <0.00%> (-2.68%) :arrow_down:
src/bymap.jl 98.24% <ø> (ø)
src/types.jl 90.90% <0.00%> (-4.33%) :arrow_down:
src/particles.jl 96.32% <85.00%> (-1.23%) :arrow_down:
src/plotting.jl 90.57% <87.01%> (+1.04%) :arrow_up:
src/complex.jl 84.37% <100.00%> (ø)
src/deconstruct.jl 91.97% <100.00%> (+0.25%) :arrow_up:
src/nominal.jl 100.00% <100.00%> (ø)
src/register_primitive.jl 100.00% <100.00%> (ø)
src/resampling.jl 100.00% <100.00%> (ø)
... and 3 more

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codecov[bot] avatar Apr 21 '20 23:04 codecov[bot]