State of the OpenCL pipeline

rok-cesnovar commented 5 years ago

In this issue we will try to keep track of what me, Steve, Tadej and Davor are working on regarding OpenCL support in Stan Math.

I think it would be good to cross post this on Discourse from time to time. Once this OpenCL stuff picks up, hopefully other people will join in.

In review:

basic kernel generator (Tadej)
add a var and vari template to matrix_cl (Steve)

Stuff in the works but not ready for review

make /opencl/rev and move rev OpenCL code there
QR decomposition (Tadej)
eigendecomposition (Tadej)
generate simple kernels using kernel generators (Tadej)
use enums in OpenCL kernels (?)

Idea list:

OpenCL 2.0 & shared virtual memory
explore enqueueMapBuffer and pinned memory
expression templates
list of possible functions to parallelize (not prioritized) TODO.txt

seantalts commented 5 years ago

Thanks for writing this up! Is anything waiting on review or input from me?

rok-cesnovar commented 5 years ago

The triangular multiply PR is ready for review. It adds a new kernel but its actually a copy of the regular matrix multiply kernel with a few minor optimizations.

bstatcomp / math

State of the OpenCL pipeline #11