On the Monte Carlo Matrix Computations on Intel MIC Architecture

The tightened energy requirements when designing state-of-the-art high performance computing systems lead to the increased use of computational accelerators. Intel introduced the Many Integrated Core (MIC) architecture for their line of accelerators and successfully competes with NVIDIA on basis of price/performance and ease of development. Although some codes may be ported successfully to Intel MIC architecture without significant modifications, in order to achieve optimal performance one has to make the best use of the vector processing capabilities of the architecture. In this work we present our implementation of Quasi-Monte Carlo methods for matrix computations specifically optimised for the Intel Xeon Phi accelerators. To achieve optimal parallel efficiency we make use of both MPI and OpenMP.