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cuda编程实用指南7.5
This Best Practices Guide is a manual to help developers obtain the best performance
from NVIDIA® CUDA® GPUs. It presents established parallelization and optimization
techniques and explains coding metaphors and idioms that can greatly simplify
programming for CUDA-capable GPU architectures.
2015-11-16
CUDA_C_Programming_Guide 7.5
‣ Added new section C++11 Language Features,
‣ Clarified that values of const-qualified variables with builtin floating-point types
cannot be used directly in device code when the Microsoft compiler is used as
the host compiler,
‣ Documented the extended lambda feature,
‣ Documented that typeid, std::type_info, and dynamic_cast are only supported
in host code,
‣ Documented the restrictions on trigraphs and digraphs,
‣ Clarified the conditions under which layout mismatch can occur on Windows.
2015-11-16
Hamiltonian Monte Carlo
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis
algorithm, thereby avoiding the slow exploration of the state space that results from
the diffusive behaviour of simple random-walk proposals. Though originating in
physics, Hamiltonian dynamics can be applied to most problems with continuous
state spaces by simply introducing fictitious “momentum” variables. A key to
its usefulness is that Hamiltonian dynamics preserves volume, and its trajectories
can thus be used to define complex mappings without the need to account for a
hard-to-compute Jacobian factor — a property that can be exactly maintained
even when the dynamics is approximated by discretizing time. In this review, I
discuss theoretical and practical aspects of Hamiltonian Monte Carlo, and present
some of its variations, including using windows of states for deciding on acceptance
or rejection, computing trajectories using fast approximations, tempering during
the course of a trajectory to handle isolated modes, and short-cut methods that
prevent useless trajectories from taking much computation time.
2014-07-28
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