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Linear Algebra at Large Scale

Linear Algebra at Large Scale

Elizabeth Ramirez

April 27, 2018
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  1. Computational Engineer We model complex systems on the planet, like

    forestry and agriculture using satellite imagery.
  2. Deep Learning Primitives Weights, inputs, outputs stored in tensors Matrix

    Multiplication Convolution Inner Product Transposition Rectified Linear Unit (ReLu)
  3. Single Instruction Multiple Data (SIMD) Data-level parallelism Incompatible with code

    designed for sequential processors Instruction set available in commercial CPUs and GPGPUs
  4. Intel® Math Kernel Library (Intel® MKL) Improved Matrix Multiplication Performance

    in LAPACK LU decomposition and inverse without pivoting Take advantage of SIMD instruction set In summary: High Performance Linear Algebra