My company currently runs a third-party simulation program (natural catastrophe risk modeling) that sucks up gigabytes of data off a disk and then crunches for several days to produce results. I will soon be asked to rewrite this as a multi-threaded app so that it runs in hours instead of days. I expect to have about 6 months to complete the conversion and will be working solo.
We have a 24-proc box to run this. I will have access to the source of the original program (written in C++ I think), but at this point I know very little about how it’s designed.
I need advice on how to tackle this. I’m an experienced programmer (~ 30 years, currently working in C# 3.5) but have no multi-processor/multi-threaded experience. I’m willing and eager to learn a new language if appropriate. I’m looking for recommendations on languages, learning resources, books, architectural guidelines. etc.
Requirements: Windows OS. A commercial grade compiler with lots of support and good learning resources available. There is no need for a fancy GUI – it will probably run from a config file and put results into a SQL Server database.
Edit: The current app is C++ but I will almost certainly not be using that language for the re-write. I removed the C++ tag that someone added.
Numerical process simulations are typically run over a single discretised problem grid (for example, the surface of the Earth or clouds of gas and dust), which usually rules out simple task farming or concurrency approaches. This is because a grid divided over a set of processors representing an area of physical space is not a set of independent tasks. The grid cells at the edge of each subgrid need to be updated based on the values of grid cells stored on other processors, which are adjacent in logical space.
In high-performance computing, simulations are typically parallelised using either MPI or OpenMP. MPI is a message passing library with bindings for many languages, including C, C++, Fortran, Python, and C#. OpenMP is an API for shared-memory multiprocessing. In general, MPI is more difficult to code than OpenMP, and is much more invasive, but is also much more flexible. OpenMP requires a memory area shared between processors, so is not suited to many architectures. Hybrid schemes are also possible.
This type of programming has its own special challenges. As well as race conditions, deadlocks, livelocks, and all the other joys of concurrent programming, you need to consider the topology of your processor grid – how you choose to split your logical grid across your physical processors. This is important because your parallel speedup is a function of the amount of communication between your processors, which itself is a function of the total edge length of your decomposed grid. As you add more processors, this surface area increases, increasing the amount of communication overhead. Increasing the granularity will eventually become prohibitive.
The other important consideration is the proportion of the code which can be parallelised. Amdahl’s law then dictates the maximum theoretically attainable speedup. You should be able to estimate this before you start writing any code.
Both of these facts will conspire to limit the maximum number of processors you can run on. The sweet spot may be considerably lower than you think.
I recommend the book High Performance Computing, if you can get hold of it. In particular, the chapter on performance benchmarking and tuning is priceless.
An excellent online overview of parallel computing, which covers the major issues, is this introduction from Lawerence Livermore National Laboratory.