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Articles 391 - 420 of 532
Full-Text Articles in Computer Sciences
The Expressiveness Of Locally Stratified Programs, Howard A. Blair, Wiktor Marek, John S. Schlipf
The Expressiveness Of Locally Stratified Programs, Howard A. Blair, Wiktor Marek, John S. Schlipf
Electrical Engineering and Computer Science - Technical Reports
This paper completes an investigation of the logical expressibility of finite, locally stratified, general logic programs. We show that every hyperarithmetic set can be computed by a suitably chosen locally stratified logic program (as a set of values of a predicate over its perfect model). This is an optimal result, since the perfect model of a locally stratified program is itself an implicitly definable hyperarithmetic set (under a recursive coding of the Herbrand base); hence to obtain all hyperarithmetic sets requires something new, in this case selecting one predicate from the model. We find that the expressive power of programs …
A Large Scale Comparison Of Option Pricing Models With Historical Market Data, Kim Mills, Michael Vinson, Gang Cheng
A Large Scale Comparison Of Option Pricing Models With Historical Market Data, Kim Mills, Michael Vinson, Gang Cheng
Northeast Parallel Architecture Center
A set of stock option pricing models are implemented on the Connection Machine-2 and the DECmpp-12000 to compare model prices and historical market data. Improved models, which incorporate stochastic volatility with American call generally have smaller pricing errors than simpler models which are based on constant volatility and European call. In a refinement of the comparison between model and market prices, a figure of merit based on the bid/ask spread in the market, and the use of optimization techniques for model parameter estimation, are evaluated. Optimization appears to hold great promise for improving the accuracy of existing pricing models, especially …
Software Issues And Performance Of A Parallel Model For Stock Option Pricing, Kim Mills, Gang Cheng, Michael Vinson, Sanjay Ranka
Software Issues And Performance Of A Parallel Model For Stock Option Pricing, Kim Mills, Gang Cheng, Michael Vinson, Sanjay Ranka
Northeast Parallel Architecture Center
The finance industry is beginning to adopt parallel computing for numerical computation, and will soon be in a position to use parallel supercomputers. This paper examines software issues and performance of a stock option pricing model running on the Connection Machine-2 and DECmpp-12000. Pricing models incorporating stochastic volatility with American call (early exercise) are computationally intensive and require substantial communication. Three parallel versions of a stock option pricing model were developed which varied in data distribution, load balancing, and communication. The performance of this set of increasingly refined models ranged over no improvement, 10 times, and 100 times faster than …
Parti Primitives For Unstructured And Block Structured Problems, Alan Sussman, Joel Saltz, Raja Das, S. Gupta, Dimitri Mavriplis, Ravi Ponnusamy
Parti Primitives For Unstructured And Block Structured Problems, Alan Sussman, Joel Saltz, Raja Das, S. Gupta, Dimitri Mavriplis, Ravi Ponnusamy
College of Engineering and Computer Science - Former Departments, Centers, Institutes and Projects
This paper describes a set of primitives (PARTI) developed to efficiently execute unstructured and block structured problems on distributed memory parallel machines. We present experimental data from a 3-D unstructured Euler solver run on the Intel Touchstone Delta to demonstrate the usefulness of our methods.
Benchmarking The Cm-5 For Image Processing Applications, Ravi V. Shankar, Ravi Ponnusamy, Sanjay Ranka
Benchmarking The Cm-5 For Image Processing Applications, Ravi V. Shankar, Ravi Ponnusamy, Sanjay Ranka
Electrical Engineering and Computer Science - Technical Reports
This paper presents benchmarking results for image processing algorithms on the Connection Machine model CM-5 and compares them with the results from the CM-2 and the Sun-4. Image processing algorithms with varying communication and computational requirements were implemented, tested and timed. The performance and the scalabilty of the CM-5 were analyzed and compared with that of the CM-2.
Software Support For Irregular And Loosely Synchronous Problems, Alok Choudhary, Geoffrey C. Fox, Sanjay Ranka, Seema Hiranandani
Software Support For Irregular And Loosely Synchronous Problems, Alok Choudhary, Geoffrey C. Fox, Sanjay Ranka, Seema Hiranandani
Electrical Engineering and Computer Science - All Scholarship
A large class of scientific and engineering applications may be classified as irregular and loosely synchronous from the perspective of parallel processing. We present a partial classification of such problems. This classification has motivated us to enhance Fortran D to provide language support for irregular, loosely synchronous problems. We present techniques for parallelization of such problems in the context of Fortran D.
Lessons From Massively Parallel Applications On Message Passing Computers, Geoffrey C. Fox
Lessons From Massively Parallel Applications On Message Passing Computers, Geoffrey C. Fox
Northeast Parallel Architecture Center
We review a decade's work on message passing MIMD parallel computers in the areas of hardware, software and applications. We conclude that distributed memory parallel computing works, and describe the implications of this for future portable software systems.
Static And Runtime Algorithms For All-To-Many Personalized Communication On Permutation Networks, Sanjay Ranka, Jhy-Chun Wang, Geoffrey C. Fox
Static And Runtime Algorithms For All-To-Many Personalized Communication On Permutation Networks, Sanjay Ranka, Jhy-Chun Wang, Geoffrey C. Fox
College of Engineering and Computer Science - Former Departments, Centers, Institutes and Projects
With the advent of new routing methods, the distance to which a message is sent is becoming relatively less and less important. Thus, assuming no link contention, permutation seems to be an efficient collective communication primitive. In this paper we present several algorithms for decomposing all-to-many personalized communication into a set of disjoint partial permutations. We discuss several algorithms and study their effectiveness from the view of static scheduling as well as runtime scheduling. An approximate analysis shows that with n processors and assuming that every processor sends and receives d messages to random destinations, our algorithm can perform the …
Flattening C++ Classes, Umesh Bellur, Al Villarica, Kevin Shank, Imram Bashir, Doug Lea
Flattening C++ Classes, Umesh Bellur, Al Villarica, Kevin Shank, Imram Bashir, Doug Lea
Center for Advanced Systems and Engineering
Inheritance with derived classes and virtual functions are key design concepts in C++. Despite this, their use can result in significant degradation of run time performance. We present a class flattening tool, which we believe will help eliminate the overhead associated with virtual functions in C++ programs. A flattener may also prove useful in the reuse, debugging, and understanding of C++ components. This report deals with the issues associated with flattening, and then presents a detailed design of such a tool.
Software Support For Irregular And Loosely Synchronous Problems, Alok Choudhary, Geoffrey C. Fox, Sanja Ranka, Seema Hiranandani
Software Support For Irregular And Loosely Synchronous Problems, Alok Choudhary, Geoffrey C. Fox, Sanja Ranka, Seema Hiranandani
Northeast Parallel Architecture Center
A large class of scientific and engineering applications may be classified as irregular and loosely synchronous from the perspective of parallel processing. We present a partial classification of such problems. This classification has motivated us to enhance Fortran D to provide language support for irregular, loosely synchronous problems. We present techniques for parallelization of such problems in the context of Fortran D.
Scheduling Regular And Irregular Communication Patterns On The Cm-5, Ravi Ponnusamy, Rajeev Thakur, Alok Choudhary, Geoffrey C. Fox
Scheduling Regular And Irregular Communication Patterns On The Cm-5, Ravi Ponnusamy, Rajeev Thakur, Alok Choudhary, Geoffrey C. Fox
Northeast Parallel Architecture Center
In this paper, we study the communication characteristics of the CM-5 and the performance effects of scheduling regular and irregular communication patterns on the CM-5. We consider the scheduling of regular communication patterns such as complete exchange and broadcast. We have implemented four algorithms for complete exchange and studied their performances on a 2D FFT algorithm. We have also implemented four algorithms for scheduling irregular communication patterns and studied their performance on the communication patterns of several synthetic as well as real problems such as the conjugate gradient solver and the Euler solver.
Which Applications Can Use High Performance Fortran And Fortran-D: Industry Standard Data Parallel Languages?, Alok Choudhary, Geoffrey C. Fox, Tomasz Haupt, S. Ranka
Which Applications Can Use High Performance Fortran And Fortran-D: Industry Standard Data Parallel Languages?, Alok Choudhary, Geoffrey C. Fox, Tomasz Haupt, S. Ranka
Northeast Parallel Architecture Center
In this paper, we present the first, preliminary results of HPF/Fortran-D language analysis based on compiling and running benchmark applications using a prototype implementation of HPF/Fortran-D compiler. The analysis indicate that the HPF is a very convenient tool for programming many applications on massively parallel and/or distributed systems. In addition, we cumulate experience on how to parallelize irregular problems to extend the scope of Fortran-D beyond HPF and suggest future extensions to the Fortran standard.
Compiling Distribution Directives In A Fortran 90d Compiler, Zeki Bozkus, Alok Choudhary, Geoffrey C. Fox, Sanjay Ranka
Compiling Distribution Directives In A Fortran 90d Compiler, Zeki Bozkus, Alok Choudhary, Geoffrey C. Fox, Sanjay Ranka
Northeast Parallel Architecture Center
Data Partitioning and mapping is one of the most important steps of in writing a parallel program; especially data parallel one. Recently, Fortran D, and subsequently, High Performance Fortran (HPF) have been proposed to allow users to specify data distributions and alignments for arrays in programs. This paper presents the design of a Fortran 90D compiler that takes a Fortran 90D program as input and produces a node program + message passing calls for distributed memory machines. Specifically, we present the design of the Data Partitioning Module that processes the alignment and distribution directives and illustrate what are the important …
A Note On Many-One And 1-Truth-Table Complete Languages, Steven Homer, Stuart A. Kurtz, James S. Royer
A Note On Many-One And 1-Truth-Table Complete Languages, Steven Homer, Stuart A. Kurtz, James S. Royer
Electrical Engineering and Computer Science - Technical Reports
The polynomial time 1-tt complete sets for EXP and RE are polynomial time many-one complete.
An Efficient Neural Algorithm For The Multiclass Problem, Rangachari Anand, Kishan Mehrotra, Chilukuri K. Mohan, Sanjay Ranka
An Efficient Neural Algorithm For The Multiclass Problem, Rangachari Anand, Kishan Mehrotra, Chilukuri K. Mohan, Sanjay Ranka
Electrical Engineering and Computer Science - Technical Reports
One connectionist approach to the classification problem, which has gained popularity in recent years, is the use of backpropagation-trained feed-forward neural networks. In practice, however, we find that the rate of convergence of net output error is especially low when training networks for multi-class problems. In this paper, we show that while backpropagation will reduce the Euclidean distance between the actual and desired output vectors, the difference between some of the components of these vectors will actually increase in the first iteration. Furthermore, the magnitudes of subsequent weight changes in each iteration are very small, so that many iterations are …
The Fast Fourier Transform, Per Brinch Hansen
The Fast Fourier Transform, Per Brinch Hansen
Electrical Engineering and Computer Science - Technical Reports
This tutorial discusses the fast Fourier transform, which has numerous applications in signal and image processing. The FFT computes the frequency components of a signal that has been sampled at n points in O( n log n) time. We explain the FFT and illustrate it by examples and Pascal algorithms. We assume that you are familiar with elementary calculus.
Parallel Divide And Conquer, Per Brinch Hansen
Parallel Divide And Conquer, Per Brinch Hansen
Electrical Engineering and Computer Science - Technical Reports
We develop a generic divide and conquer algorithm for a parallel tree machine. From the generic algorithm we derive balanced, parallel versions of quicksort and the fast Fourier transform by substitution of data types, variables and statements. The performance of these algorithms is analyzed and measured on a Computing Surface configured as a tree machine with distributed memory.
Do Hypercubes Sort Faster Than Tree Machines?, Per Brinch Hansen
Do Hypercubes Sort Faster Than Tree Machines?, Per Brinch Hansen
Electrical Engineering and Computer Science - Technical Reports
We develop a balanced, parallel quicksort algorithm for a hypercube and compare it with a similar algorithm for a binary tree machine. The performance of the hypercube algorithm is measured on a Computing Surface.
Efficient Maximum-Likelihood Soft-Decision Decoding Of Linear Block Codes Using Algorithm A, Yunghsiang S. Han, Carlos R.P. Hartmann, Chih-Chieh Chen
Efficient Maximum-Likelihood Soft-Decision Decoding Of Linear Block Codes Using Algorithm A, Yunghsiang S. Han, Carlos R.P. Hartmann, Chih-Chieh Chen
Electrical Engineering and Computer Science - Technical Reports
In this report we present a novel and efficient maximum-likelihood soft-decision decoding algorithm for linear block codes. The approach used here is to convert the decoding problem into a search problem through a graph which is a trellis for an equivalent code of the transmitted code. Algorithm A*, which uses a priority-first search strategy, is employed to search through this graph. This search is guided by an evaluation function f defined to take advantage of the information provided by the received vector and the inherent properties of the transmitted code. This function f is used to drastically reduce the search …
A Reconstruction Of Context-Dependent Document Processing In Sgml, Allen Brown Jr., T. Wakayama, Howard A. Blair
A Reconstruction Of Context-Dependent Document Processing In Sgml, Allen Brown Jr., T. Wakayama, Howard A. Blair
Electrical Engineering and Computer Science - Technical Reports
SGML achieves a certain degree of context-dependent document processing through attributes and linking. These mechanisms are deficient in several respects. To address these deficiencies we propose augmenting SGML's LINK and ATTLISTconstructs with two new mechanisms, coordination and (rule-based) attribution. The latter can be used to specify the result of context-dependent processing in a uniform fashion while considerably increasing SGML's expressive power. We illustrate this enhanced power by sketching a specification of (the result of) document layout that can be encoded in SGML augmented with coordination and attribution.
Constructively Typed Timed Automata, J. F. Peters Iii
Constructively Typed Timed Automata, J. F. Peters Iii
Electrical Engineering and Computer Science - Technical Reports
A new class of communicating automata called typed Timed lnput/Output Automata (tTAi/os) is introduced. A tTAi/o is a predicate automaton used for specifying and reasoning about real-time systems. The typing discipline suggested for predicate automata is in the tradition of Martin-Löf's constructive type theory. A type A is a proposition, which is defined when a prescription for constructing a proof of A is given. A fragment of Girard's linear logic is used in classifying state types. An illustration of the use of tTAi/os in specifying a light-controller is presented. An abstract program is extracted during a proof of an automaton …
On The Question ‘Do We Need Identity?’, William C. Purdy
On The Question ‘Do We Need Identity?’, William C. Purdy
Electrical Engineering and Computer Science - Technical Reports
Sommers posed the question 'Do We Need Identity?' and answered in the negative. According to Sommers, the need for a special identity relation resulted from an arbitrary distinction between concept and object introduced by Frege and retained in modern predicate logic (MPL). This is reflected in the syntactic distinction between predicate and individual constant. Traditional formal logic (TFL) does not respect this distinction and, as a consequence, has no need for a special identity relation. But Sommers' position has not gained general acceptance. On the contrary, it has received considerable criticism. While it is conceded that TFL can express the …
Distributed Memory Compiler Methods For Irregular Problems -- Data Copy Reuse And Runtime Partitioning, Raja Das, Ravi Ponnusamy, Joel Saltz, Dimitri Mavriplis
Distributed Memory Compiler Methods For Irregular Problems -- Data Copy Reuse And Runtime Partitioning, Raja Das, Ravi Ponnusamy, Joel Saltz, Dimitri Mavriplis
Electrical Engineering and Computer Science - Technical Reports
This paper outlines two methods which we believe will play an important role in any distributed memory compiler able to handle sparse and unstructured problems. We describe how to link runtime partitioners to distributed memory compilers. In our scheme, programmers can implicitly specify how data and loop iterations are to be distributed between processors. This insulates users from having to deal explicitly with potentially complex algorithms that carry out work and data partitioning. We also describe a viable mechanism for tracking and reusing copies of off-processor data. In many programs, several loops access the same off-processor memory locations. As long …
Resolution Without Unification, William C. Purdy
Resolution Without Unification, William C. Purdy
Electrical Engineering and Computer Science - Technical Reports
Resolution as an inference procedure forms the basis of most automated theorem-proving and reasoning systems. The most costly constituent of the resolution procedure in its conventional form is unification. This paper describes PCS, a first-order language in which resolution-based inference can be conducted without unification. PCS resembles the language of elementary logic with the difference that singular predicates supplant individual constants and functions. The result is a uniformity in the treatment of individual constants, functions and predicates. An especially costly part of unification is the occur check. Since unification is unnecessary for resolution in PCS, the occur check is completely …
A Practical Hierarchical Model Of Parallel Computation Ll: Binary Tree And Fft Algorithms, Todd Heywood, Sanjay Ranka
A Practical Hierarchical Model Of Parallel Computation Ll: Binary Tree And Fft Algorithms, Todd Heywood, Sanjay Ranka
Electrical Engineering and Computer Science - Technical Reports
A companion paper has introduced the Hierarchical PRAM (H-PRAM) model of parallel computation, which achieves a good balance between simplicity of usage and reflectivity of realistic parallel computers. In this paper, we demonstrate the usage of the model by designing and analyzing various algorithms for computing the complete binary tree, and the FFT/butterfly graph. By concentrating on two problems, we are able to demonstrate the results of different combinations of organizational strategies and different types of sub-models of the H-PRAM. The philosophy in algorithm design is to maximize the number of processors P that are efficiently usable with respect to …
Binary Perfect Weighted Coverings (Pwc) I. The Linear Case, G. D. Cohen, S. N. Litsyn, H. F. Mattson Jr
Binary Perfect Weighted Coverings (Pwc) I. The Linear Case, G. D. Cohen, S. N. Litsyn, H. F. Mattson Jr
Electrical Engineering and Computer Science - Technical Reports
This paper deals with an extension of perfect codes to fractional (or weighted) coverings. We shall derive a Lloyd theorem --- a strong necessary condition of existence---and start a classification of these perfect coverings according to their diameter. We illustrate by pointing to list decoding.
On Perfect Weighted Coverings With Small Radius, G. D. Cohen, S. N. Litsyn, H. F. Mattson Jr
On Perfect Weighted Coverings With Small Radius, G. D. Cohen, S. N. Litsyn, H. F. Mattson Jr
Electrical Engineering and Computer Science - Technical Reports
We extend the results of our previous paper [8] to the nonlinear case: The Lloyd polynomial of the covering has at least R distinct roots among 1, ... , n, where R is the covering radius. We investigate PWC with diameter 1, finding a partial characterization. We complete an investigation begun in [8] on linear PMC with distance 1 and diameter 2.
A Comparison Of Load Balancing Algorithms For Parallel Computations, N. Mansouri, Geoffrey C. Fox
A Comparison Of Load Balancing Algorithms For Parallel Computations, N. Mansouri, Geoffrey C. Fox
Electrical Engineering and Computer Science - Technical Reports
Three physical optimization methods are considered in this paper for load balancing parallel computations. These are simulated annealing, genetic algorithms, and neural networks. Some design choices and the inclusion of additional steps lead to new versions of the algorithms with different solution qualities and execution times. The performances of these versions are critically evaluated and compared for test cases with different topologies and sizes. Orthogonal recursive coordinate bisection is also included in the comparison as a typical simple deterministic method. Simulation results show that the algorithms have diverse properties. Hence, different algorithms can be applied to different problems and requirements. …
Parallel Genetic Algorithms With Application To Load Balancing For Parallel Computing, N. Mansouri, Geoffrey C. Fox
Parallel Genetic Algorithms With Application To Load Balancing For Parallel Computing, N. Mansouri, Geoffrey C. Fox
Electrical Engineering and Computer Science - Technical Reports
A new coarse grain parallel genetic algorithm (PGA) and a new implementation of a data-parallel GA are presented in this paper. They are based on models of natural evolution in which the population is formed of discontinuous or continuous subpopulations. In addition to simulating natural evolution, the intrinsic parallelism in the two PGA's minimizes the possibility of premature convergence that the implementation of classic GA's often encounters. Intrinsic parallelism also allows the evolution of fit genotypes in a smaller number of generations in the PGA's than in sequential GA's, leading to superlinear speed-ups. The PGA's have been implemented on a …
An Improved Algorithm For Neural Network Classification Of Imbalanced Training Sets, Rangachari Anand, Kishan Mehrotra, Chilukuri K. Mohan, Sanjay Ranka
An Improved Algorithm For Neural Network Classification Of Imbalanced Training Sets, Rangachari Anand, Kishan Mehrotra, Chilukuri K. Mohan, Sanjay Ranka
Electrical Engineering and Computer Science - Technical Reports
In this paper, we analyze the reason for the slow rate of convergence of net output error when using the backpropagation algorithm to train neural networks for a two-class problems in which the numbers of exemplars for the two classes differ greatly. This occurs because the negative gradient vector computed by backpropagation for an imbalanced training set does not point initially in a downhill direction for the class with the smaller number of exemplars. Consequently, in the initial iteration, the net error for the exemplars in this class increases significantly. The subsequent rate of convergence of the net error is …