The semi-automatic parallelisation of scientific application codes using a computer aided parallelisation toolkit

The shared-memory programming model can be an effective way to achieve parallelism on shared memory parallel computers. Historically however, the lack of a programming standard using directives and the limited scalability have affected its take-up. Recent advances in hardware and software technologies have resulted in improvements to both the performance of parallel programs with compiler directives and the issue of portability with the introduction of OpenMP. In this study, the Computer Aided Parallelisation Toolkit has been extended to automatically generate OpenMP-based parallel programs with nominal user assistance. We categorize the different loop types and show how efficient directives can be placed using the toolkit's in-depth interprocedural analysis. Examples are taken from the NAS parallel benchmarks and a number of real-world application codes. This demonstrates the great potential of using the toolkit to quickly parallelise serial programs as well as the good performance achievable on up to 300 processors for hybrid message passing-directive parallelisations.

Automatic relative debugging of OpenMP programs

In this work we show how automatic relative debugging can be used to find differences in computation between a correct serial program and an OpenMP parallel version of that program that does not yield correct results. Backtracking and re-execution are used to determine the first OpenMP parallel region that produces a difference in computation that may lead to an incorrect value the user has indicated. Our approach also lends itself to finding differences between parallel computations, where executing with M threads produces expected results but an N thread execution does not (M, N > 1, M ≠ N). OpenMP programs created using a parallelization tool are addressed by utilizing static analysis and directive information from the tool. Hand-parallelized programs, where OpenMP directives are inserted by the user, are addressed by performing data dependence and directive analysis.

Exploring the conditional performance of UK unit trusts

We evaluate the conditional performance of U.K. equity unit trusts using the approach of Lynch and Wachter (2007, 2008) relative to three conditional linear factor models. We find significant time variation in the conditional performance of some trust portfolios and individual trusts using the lag term spread as the information variable. The conditional performance of the trusts is countercyclical and larger trusts have more countercyclical performance than smaller trusts within certain investment sectors. These patterns in conditional trust performance cannot be fully explained by the underlying securities that the trusts hold.