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From |
David Airey <david.airey@Vanderbilt.Edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: re: building a 'dream' stata desktop setup |

Date |
Tue, 8 Jul 2008 14:38:55 -0500 |

.

Thank you for the very interesting edification. I did not realize the difference in performance between the recently released software and roadmap of Intel and what it really means to take advantage of multiple cores efficiently. Just for the record, I happily paid for Stata/MP for 2 cores, and I will have the same attitude if more cores land in front of me. One more question: will you be taking advantage of graphics processors? I've read this is another source to increase computations in most computers these days.

-Dave

On Jul 8, 2008, at 1:41 PM, William Gould, StataCorp LP wrote:

David Airey <david.airey@Vanderbilt.Edu> wrote,[...] Intel has now recommended programmers prepare their code for moreI suspect David is imagining that all that was required to produce Stata/MP

cores than currently on the market or imaginable (i.e., 100s to 1000s). What

are we going to pay for Stata then? Clearly, Stata is charging more because

they can and those who buy 8 core machines have money in their pockets. When

it is the norm to have a larger number of cores, prices will not be by the

core, or no one will buy Stata.

was recompiling Stata by specifying a compiler option and then selling the

product. If that were the case, I would agree with David.

That is not what we did. Stata/MP was a major rewrite of Stata, the purpose

of which was to work directly with the multiple cores. This involved not just

parallelizing code, but deciding where and how deeply to parallelize, and

rewriting computation algorithms to be amenable to parallelization.

Stata/MP was a major effort and it still is. Multiple developers work full

time parallelizing more and more of Stata.

In fact, nowadays one could produce a multiprocessor product simply by

compiling single-processor code using a sophisticated compilers just released

in the last few months. The latest Intel compiler has just such a feature,

and as a result, we may be about to see programs, including statistical

packages, that run on "all the cores".

The problem is, such automatic techniques for producing parallel software does

not work nearly as well as custom coding efforts such as those performed

for Stata/MP.

Here's a table:

-------------------- run time -------------------

-- Stata/MP - Automatic method

Processors Perfect MP-A MP-E Alt. 1 Alt. 2

-------------------------------000----------------------------------

1 1.00 1.00 1.00 1.00 1.00

2 .50 .72 .57 . 94 .87

4 .25 .50 .35 . 90 .81

8 .125 .42 .24 . 89 .77

40 .025 .35 .15 . 87 .75

400 .003 .33 .13 . 87 .74

4,000 .0003 .33 .13 . 87 .74

--------------------------------------------------------------------

Note: Parallelizeable regions are 100% for Perfect, 66.6%

MP-A, 87% for MP-E, 13% for Alt. 1, and 26% for Alt. 2.

Numbers for Stata/MP based on actual measurement. MP-A

reports results for all Stata commands. MP-E reports

results for all estimation commands.

Alt. 1 is a generous estimates of what can be achieved by

automatic compiler methods today.

Alt. 2 is a generous estimate of what may be achievable by

automatic compiler methods in the future.

Alternatives 1 and 2 above are admittedly made up, but they have been made up

generously. Alternative 1, for instance, is supposed to be what is achievable

by today's compilers, yet using the current Intel compiler, we cannot achieve

such results. The results reported in the Alternative 2 column are about

twice as good as we think are theoretically possible with automated methods.

The numbers in the Stata/MP column are overall observed averages with

an extrapolation to 400 and 4,000 processors.

I admit I am in the process of setting up a straw man and knocking him

over. I am setting up the straw man because I suspect the "specify the

option and recompile" model is, unconciously, the underlying assumption in

everyone's mind when first thinking about this issue.

So let's understand the implications of the table. Stata/MP running

on two cores produces better performance than either automatic alternative

running even on 4,000 cores. Stata/MP on four cores does even better,

and indeed we are charging you for that.

David is right when he states, "Stata is charging more because they can and

those who buy 8 core machines have money in their pockets". I would say it

differently, of course. I would say that Stata with 4 cores produces a lot

more performance than Stata with 1 or 2 cores, and so the price is justified.

In part, the price is justified because making parallel algorithms work

efficiently on more than two cores requires a surprising amount of

extra work. The problem is, you don't necessarily want to run on all

of them because the setup costs could be too great. Instead, you must

develop a subsystem that decides problem-by-problem, based on current

conditions, exactly how many processors should be used for each little

piece of the calculation.

Nonetheless, David would be absolutely correct to say to that StataCorp chose

to charge more for 4-core Stata than 2-core than costs could justify. That's

always the case with software: the cost of development is an up- front cost

and afterwards, prices are set to spread those costs (and profits) in ways

that seem equitable.

-- Bill

wgould@stata.com

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**References**:**Re: st: re: building a 'dream' stata desktop setup***From:*wgould@stata.com (William Gould, StataCorp LP)

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