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Publication# DynaProg for Scala

Abstract

Dynamic programming is an algorithmic technique to solve problems that follow the Bellman’s principle: optimal solutions depends on optimal sub-problem solutions. The core idea behind dynamic programming is to memoize intermediate results into matrices to avoid multiple computations. Solving a dynamic programming problem consists of two phases: filling one or more matrices with intermediate solutions for sub-problems and recomposing how the final result was constructed (backtracking). In textbooks, problems are usually described in terms of recurrence relations between matrices elements. Expressing dynamic programming problems in terms of recursive formulae involving matrix indices might be difficult, if often error prone, and the notation does not capture the essence of the underlying problem (for example aligning two sequences). Moreover, writing correct and efficient parallel implementation requires different competencies and often a significant amount of time. In this project, we present DynaProg, a language embedded in Scala (DSL) to address dynamic programming problems on heterogeneous platforms. DynaProg allows the programmer to write concise programs based on ADP [1], using a pair of parsing grammar and algebra; these program can then be executed either on CPU or on GPU. We evaluate the performance of our implementation against existing work and our own hand-optimized baseline implementations for both the CPU and GPU versions. Experimental results show that plain Scala has a large overhead and is recommended to be used with small sequences (≤1024) whereas the generated GPU version is comparable with existing implementations: matrix chain multiplication has the same performance as our hand-optimized version (142% of the execution time of [2]) for a sequence of 4096 matrices, Smith-Waterman is twice slower than [3] on a pair of sequences of 6144 elements, and RNA folding is on par with [4] (95% running time) for sequences of 4096 elements. [1] Robert Giegerich and Carsten Meyer. Algebraic Dynamic Programming. [2] Chao-Chin Wu, Jenn-Yang Ke, Heshan Lin and Wu Chun Feng. Optimizing dynamic programming on graphics processing units via adaptive thread-level parallelism. [3] Edans Flavius de O. Sandes, Alba Cristina M. A. de Melo. Smith-Waterman alignment of huge sequences with GPU in linear space. [4] Guillaume Rizk and Dominique Lavenier. GPU accelerated RNA folding algorithm.

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Dynamic programming

Dynamic programming is both a mathematical optimization method and an algorithmic paradigm. The method was developed by Richard Bellman in the 1950s and has found applications in numerous fields, from aerospace engineering to economics. In both contexts it refers to simplifying a complicated problem by breaking it down into simpler sub-problems in a recursive manner. While some decision problems cannot be taken apart this way, decisions that span several points in time do often break apart recursively.

Implementation

Implementation is the realization of an application, execution of a plan, idea, model, design, specification, standard, algorithm, policy, or the administration or management of a process or objective. In computer science, an implementation is a realization of a technical specification or algorithm as a program, software component, or other computer system through computer programming and deployment. Many implementations may exist for a given specification or standard.

Recurrence relation

In mathematics, a recurrence relation is an equation according to which the th term of a sequence of numbers is equal to some combination of the previous terms. Often, only previous terms of the sequence appear in the equation, for a parameter that is independent of ; this number is called the order of the relation. If the values of the first numbers in the sequence have been given, the rest of the sequence can be calculated by repeatedly applying the equation. In linear recurrences, the nth term is equated to a linear function of the previous terms.