HIPERFIT News June 2015

News from the Research Center on Functional High-Performance Computing for Financial IT

In June 2015, HIPERFIT is hosting and co-arranging a number of activities:

  June 9, 15:00-16:00, AUD 7, HCØ (Tuesday)
  Compiling APL to Accelerate through a Typed Array Intermediate Language
  Michael Budde (MSc student, DIKU/University of Copenhagen)
  Joint work with Martin Dybdal (DIKU) and Martin Elsman (DIKU)

  June 19, 13:00-15:00, Small Aud, Universitetsparken 1, 2100 C. (old DIKU; Friday)
  Double DIKU Talk on Software Security and on Languages for Parallel Computing
  Thomas Jensen (Inria) and John Reppy (University of Chicago)

  June 25, 15:00-16:00, AUD 8, DIKU, HCØ (Thursday)
  Towards Fully Certified Financial Software - from Portfolios of Financial Contracts to Efficient Derivative Pricing and Risk Calculation
  Martin Elsman (DIKU) and Cosmin Oancea (DIKU)
  Joint Seminar with DIKU Business Club and CFIR

June 25 (Thursday)
  Conference on Exchange Rate Stability
Host: Rolf Poulsen, Math/HIPERFIT 

See below for details about the June seminar on Compiling APL to Accelerate. As always, more information about HIPERFIT activities is available from the HIPERFIT web site, including access to recent publications.

Compiling APL to Accelerate through a Typed Array Intermediate Language
Michael Budde (MSc student, DIKU/University of Copenhagen)
Time: Tuesday, June 9, 15:00-16:00
Place: AUD 7, HCØ

In this talk, we present an approach for compiling a rich subset of APL into data-parallel programs that can be executed on GPUs. The compiler is based on the APLTail compiler, which compiles APL programs into a typed array intermediate language, called TAIL. We translate TAIL programs into Haskell source code, employing Accelerate, Haskell-library for general purpose GPU-programming. We demonstrate the feasibility of the approach by presenting some encouraging results for a number of smaller benchmarks. We also outline some problems that we need to overcome in order for the approach to result in competitive code for larger benchmarks. 

Michael Budde is an MSc student at University of Copenhagen, DIKU. The talk is based on joined work with Martin Dybdal and Martin Elsman, DIKU. The work is presented at the 
ARRAY'15 workshop in Portland, Oregon, later in June.

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