VegasFlow: accelerating Monte Carlo simulation across multiple hardware
platforms
- URL: http://arxiv.org/abs/2002.12921v2
- Date: Wed, 20 May 2020 10:52:37 GMT
- Title: VegasFlow: accelerating Monte Carlo simulation across multiple hardware
platforms
- Authors: Stefano Carrazza and Juan M. Cruz-Martinez
- Abstract summary: We present VegasFlow, a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques.
This software is inspired on the Vegas algorithm, ubiquitous in the particle physics community as the driver cross section integration, and based on Google's powerful library.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We present VegasFlow, a new software for fast evaluation of high dimensional
integrals based on Monte Carlo integration techniques designed for platforms
with hardware accelerators. The growing complexity of calculations and
simulations in many areas of science have been accompanied by advances in the
computational tools which have helped their developments. VegasFlow enables
developers to delegate all complicated aspects of hardware or platform
implementation to the library so they can focus on the problem at hand. This
software is inspired on the Vegas algorithm, ubiquitous in the particle physics
community as the driver of cross section integration, and based on Google's
powerful TensorFlow library. We benchmark the performance of this library on
many different consumer and professional grade GPUs and CPUs.
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