Number Crunching on CRuby and JRuby using CPU and GPU. ....

1. Scientific Computing on JRuby
github.com/prasunanand

2. Objective
● A Scientific library is memory intensive and speed counts. How to use JRuby
effectively to create a great tool/gem?
● A General Purpose GPU library for Ruby that can be used by industry in
production and academia for research.

3. ● Ruby Science Foundation
● SciRuby has been trying to push Ruby for scientific computing.
● Popular Rubygems:
1. NMatrix
2. Daru
3. Mixed_models

4. NMatrix
● NMatrix is SciRuby’s numerical matrix core, implementing dense matrices as
well as two types of sparse (linked-list-based and Yale/CSR).
● It currently relies on ATLAS/CBLAS/CLAPACK and standard LAPACK for
several of its linear algebra operations.

6. Daru

7. Mixed_models

8. Nyaplot

9. SciRuby vs SciPy
● We love Ruby.
● We love Rails.
● Expressiveness of Ruby.

10. ● Known for performance JRuby is 10 times faster than CRuby.
● With truffle it’s around 40 times faster than CRuby. Truffle is supported by
Oracle.

11. Say Hello!

12. NMatrix for JRuby
● Parallelism=> No Global Interpreter Lock as in case of MRI
● Easy Deployment(Warbler gem)
● Auto Garbage collection.
● Speed
● NMatrix for JRuby relies on Apache Commons Math

13. MDArray
● Not a unified interface for Sciruby gems=> Why not build a wrapper around
MDArray ?
● MDArray is a great gem for Linear Algebra.
● MdArray used Parallel colt that was depreceated.
● However, every gem that used NMatrix as dependency needed to be
reimplemented with MDArray.

14. How NMatrix works?
● N-Dimensional
● 2-Dimensional NMatrix

15. N-dimensional matrices are stored as a one-dimensional Array!

16. NMatrix Architecture
MRI JRuby

17. N - dimensional Matrix

18. Elementwise Operation
● [:add, :subtract, :sin, :gamma]
● Iterate through the elements.
● Access the element; do the operation, return it

20. Challenges
● Autoboxing and Multiple data type
● Minimise copying of data

21. Errors that can’t be reproduced :p
[ 0.11, 0.05, 0.34, 0.14 ]
+ [ 0. 21, 0.05, 0.14, 0.14 ]
= [ 0, 0, 0, 0]
([ 0. 11, 0.05, 0.34, 0.14 ] + 5)
+ ([ 0. 21, 0.05, 0.14, 0.14 ] + 5)
- 10
= [ 0.32, 0.1, 0.48, 0.28]

22. Autoboxing
● :float64 => double only
● Strict dtypes => creating data type in Java. Can’t Rely on Reflection
● @s = Array.new()
● @s = Java::double[rows*cols].new()

23. Autoboxing and Enumerators
def each_with_indices
nmatrix = create_dummy_nmatrix
stride = get_stride(self)
offset = 0
coords = Array.new(dim){ 0 }
shape_copy = Array.new(dim)
(0...size).each do |k|
dense_storage_coords(nmatrix, k, coords,
stride, offset)
slice_index =
dense_storage_pos(coords,stride)
ary = Array.new
if (@dtype == :object)
ary << self.s[slice_index]
else
ary << self.s.toArray.to_a[slice_index]
end
(0...dim).each do |p|
ary << coords[p]
end
yield(ary)
end if block_given?
return nmatrix
end

24. Minimise copying of data
● Make sure you don’t make copies of data.
● Pass-by-Reference in action:
○ Use static methods as helpers.

25. 2 - dimensional Matrix

26. 2 - dimensional Matrix Operations
● [:dot, :det, :factorize_lu]
● In NMatrix-MRI, BLAS-III and LAPACK routines are implemented using their
respective libraries.
● NMatrix-JRuby depends on Java functions.

27. Challenges
● Converting a 1-D array to 2-D array
● Array Size and Accessing elements
● Speed and Memory Required

29. Ruby Code
index =0
puts Benchmark.measure{
(0...15000).each do |i|
(0...15000).each do |j|
c[i][j] = b[i][j]
index+=1
end
end
}
#67.790000 0.070000 67.860000 ( 65.126546)
#RAM consumed => 5.4GB
b = Java::double[15_000,15_000].new
c = Java::double[15_000,15_000].new
index=0
puts Benchmark.measure{
(0...15000).each do |i|
(0...15000).each do |j|
b[i][j] = index
index+=1
end
end
}
#43.260000 3.250000 46.510000 ( 39.606356)

31. Java Code
public class MatrixGenerator{
public static void test2(){
for (int index=0, i=0; i < row ; i++){
for (int j=0; j < col; j++){
c[i][j]= b[i][j];
index++;
}
}
}
puts Benchmark.measure{MatrixGenerator.test2}
#0.034000 0.001000 00.034000 ( 00.03300)
#RAM consumed => 300MB
public class MatrixGenerator{
public static void test1(){
double[][] b = new double[15000][15000];
double[][] c = new double[15000][15000];
for (int index=0, i=0; i < row ; i++){
for (int j=0; j < col; j++){
b[i][j]= index;
index++;
}
}
}
puts Benchmark.measure{MatrixGenerator.test1}
#0.032000 0.001000 00.032000 ( 00.03100)

32. Results
Improves:
● 1000 times the speed
● 10times the memory

33. Mixed models
● After NMAtrix for doubles was ready, I tested it with mixed_models.

34. Benchmarking NMatrix functionalities

35. System Specifications
● CPU: AMD FX8350 0ctacore 4.2GHz
● RAM: 16GB

36. Addition

37. Subtraction

38. Gamma

39. Matrix Multiplication

40. Determinant

41. Factorization

42. Benchmark conclusion
● NMatrix-JRuby is incredibly faster for N-dimensional matrices when
elementwise operations are concerned.
● NMatrix-MRI is faster for 2-dimensional matrix when calculating matrix
multiplication, determinant calculation and factorization.

43. Improvements
● Make NMatrix-JRuby faster than NMatrix-MRI using BLAS level-3 and
LAPACK routines.
● How?
● Why not JBlas?

44. MRI
JRuby

45. Future Work
● Add support for complex dtype.
● Convert NMatrix-JRuby Enumerators to Java code.
● Add sparse support.

46. Am I done?

47. Nope!

48. Enter GPU

49. A General-Purpose GPU library
● Combine the beauty of Ruby with transparent GPU processing
● This will work both on client computers and on servers that make use of
TESLA's and Intel Xeon Phi solutions.
● Developer activity and support for the current projects is mixed at best, and
they are tough to use as they involve writing kernels and require a lot of effort
to be put in buffer/RAM optimisation.

50. ArrayFire-rb
● Wraps ArrayFire library

51. ArrayFire
● ArrayFire is an open-source GPGPU library written in C++ and uses JIT.
● ArrayFire supports CUDA-capable NVIDIA GPUs, OpenCL devices, and a C-
programming backend.
● It abstracts away from the difficult task of writing kernels for multiple
architectures; handling memory management, and performing tuning and
optimisation.

52. Using ArrayFire

53. MRI
● C extension
● Architecture is inspired by NMatrix and NArray
● The C++ function is placed in a namespace (e.g., namespace af { }) or is
declared static if possible. The C function receives the prefix af_, e.g.,
arf_multiply() (this function also happens to be static).
● C macros are capitalized and generally have the prefix ARF_, as with
ARF_DTYPE().
● C functions (and macros, for consistency) are placed within extern "C" { }
blocks to turn off C++ mangling.
● C macros (in extern blocks) may represent C++ constants (which are always

54. #include <ruby.h>
typedef struct AF_STRUCT
{
size_t ndims;
size_t count;
size_t* dimension;
double* array;
}afstruct;
void Init_arrayfire() {
ArrayFire = rb_define_module("ArrayFire");
Blas = rb_define_class_under(ArrayFire, "BLAS",
rb_cObject);
rb_define_singleton_method(Blas, "matmul",
(METHOD)arf_matmul, 2);
}
static VALUE arf_matmul(VALUE self, VALUE left_val, VALUE
right_val){
afstruct* left;
afstruct* right;
afstruct* result = ALLOC(afstruct);
Data_Get_Struct(left_val, afstruct, left);
Data_Get_Struct(right_val, afstruct, right);
result->ndims = left->ndims;
size_t dimension[2];
dimension[0] = left->dimension[0];
dimension[1] = right->dimension[1];
size_t count = dimension[0]*dimension[1];
result->dimension = dimension;
result->count = count;
arf::matmul(result, left, right);
return Data_Wrap_Struct(CLASS_OF(left_val), NULL,
arf_free, result);
}

55. #include <arrayfire.h>
namespace arf {
using namespace af;
static void matmul(afstruct *result, afstruct *left, afstruct *right)
{
array l = array(left->dimension[0], left->dimension[1], left->array);
array r = array(right->dimension[0], right->dimension[1], right->array);
array res = matmul(l,r);
result->array = res.host<double>();
}
}
extern "C" {
#include "arrayfire.c"
}

56. JRuby
● The approach is same as NMatrix JRuby.
● Java Native Interface( JNI )
● Work on ArrayFire-Java.

57. ● Place 'libaf.so' in the Load path.
require 'ext/vendor/ArrayFire.jar'
class Af_Array
attr_accessor :dims, :elements
def matmul(other)
Blas.matmul(self.arr, other)
end
end

58. Benchmarking ArrayFire

59. System Specification
CPU: AMD FX Octacore 4.2GHz
RAM: 16GB
GPU: Nvidia GTX 750Ti
GPU RAM : 4GB DDR5

60. Matrix Addition

61. Matrix Multiplication

62. Matrix Determinant

63. Factorization

64. Transparency
● Integrate with Narray
● Integrate with NMatrix
● Integrate with Rails

65. Applications
● Endless possibilities ;)
● Bioinformatics
● Integrate Tensorflow
● Image Processing
● Computational Fluid Dynamics

66. Conclusion

67. Useful Links
● https://github.com/sciruby/nmatrix
● https://github.com/arrayfire/arrayfire-rb
● https://github.com/prasunanand/arrayfire-rb/tree/temp

68. Acknowlegements
1. Pjotr Prins
2. Charles Nutter
3. John Woods
4. Alexej Gossmann
5. Sameer Deshmukh
6. Pradeep Garigipati

70. Thank You
Github: prasunanand
Twitter: @prasun_anand
Blog: prasunanand.com