Abstract We present VegasFlow , a new software for fast evaluation of high dimensional integrals based on Monte Carlo integration techniques designed for platforms with hardware accelerators. The growing complexity of calculations and simulations in many areas of science have been accompanied by advances in the computational tools which have helped their developments. VegasFlow enables developers to delegate all complicated aspects of hardware or platform implementation to the library so they can focus on the problem at hand. This software is inspired on the Vegas algorithm, ubiquitous in the particle physics community as the driver of cross section integration, and based on Google’s powerful TensorFlow library. We benchmark the performance of this library on many different consumer and professional grade GPUs and CPUs. Program summary Program Title: VegasFlow CPC Library link to program files: http://dx.doi.org/10.17632/rpgcbzzhdt.1 Developer’s repository link: https://github.com/N3PDF/vegasflow Licensing provisions: GPLv3 Programming language: Python Nature of problem: The solution of high dimensional integrals requires the implementation of Monte Carlo algorithms such as Vegas. Monte Carlo algorithms are known to require long computation times. Solution method: Implementation of the Vegas algorithm using the dataflow graph infrastructure provided by the TensorFlow framework. Extension of the algorithm to take advantage of multi-threading CPU and multi-GPU setups.

中文翻译：

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VegasFlow：跨多个硬件平台加速蒙特卡罗模拟

摘要 我们提出了 VegasFlow ，这是一种用于快速评估高维积分的新软件，该软件基于蒙特卡罗积分技术，专为具有硬件加速器的平台而设计。许多科学领域的计算和模拟日益复杂，伴随着计算工具的进步，这有助于它们的发展。VegasFlow 使开发人员能够将硬件或平台实现的所有复杂方面委托给库，以便他们可以专注于手头的问题。该软件的灵感来自 Vegas 算法，作为横截面集成的驱动程序在粒子物理社区中无处不在，并基于 Google 强大的 TensorFlow 库。我们在许多不同的消费级和专业级 GPU 和 CPU 上对该库的性能进行了基准测试。程序摘要 程序名称：VegasFlow CPC 库程序文件链接：http://dx.doi.org/10.17632/rpgcbzzhdt.1 开发者存储库链接：https://github.com/N3PDF/vegasflow 许可条款：GPLv3 编程语言： Python 问题性质：高维积分的求解需要实现Vegas等蒙特卡罗算法。众所周知，蒙特卡罗算法需要很长的计算时间。解决方法：利用TensorFlow框架提供的数据流图基础架构实现Vegas算法。扩展算法以利用多线程 CPU 和多 GPU 设置。Python 问题性质：高维积分的求解需要实现Vegas等蒙特卡洛算法。众所周知，蒙特卡罗算法需要很长的计算时间。解决方法：利用TensorFlow框架提供的数据流图基础架构实现Vegas算法。扩展算法以利用多线程 CPU 和多 GPU 设置。Python 问题性质：高维积分的求解需要实现Vegas等蒙特卡罗算法。众所周知，蒙特卡罗算法需要很长的计算时间。解决方法：利用TensorFlow框架提供的数据流图基础架构实现Vegas算法。扩展算法以利用多线程 CPU 和多 GPU 设置。