VECPAR'06 - Seventh International Meeting on High Performance Computing for Computational Science |
Semantic-based Service Trading: Application to Linear Algebra
Michel Daydé (IRIT - France)
Aurélie Hurault (IRIT - France)
Marc Pantel (IRIT - France)
One of the great benefit of computational grids is to provide access to a wide range of scientific software and computers with different architectures. It is then possible to use a variety of tools for solving the same problem and even to combine these tools in order to obtain the best solution technique. Grid service trading (searching for the best combination of software and execution platform according to the user requirements) is thus a crucial issue. Trading relies both on the description of available services and computers, on the current state of the grid, and on the user requirements. Given the large amount of services available on the Grid, this description cannot be reduced to a simple service name. We present in this paper a more sophisticated service description similar to algebraic data type. We then illustrate how it can be used to determine the combinations of services that answer a user request. As a side effect, users do not make direct explicit calls to grid-services but talk to a more applicative-domain specific service trader. We illustrate this approach and its possible limitations within the framework of dense linear algebra. More precisely we focus on Level 3 BLAS and LAPACK type of basic operations.
Middlewares, distributed systems, runtime systems,... , Web applications, peer-to-peer,... , Trading service
Logos Universidade Federal do Rio de Janeiro - Coordenação dos Programas de Pós-graduação de Engenharia Instituto Nacional de Matemática Pura e Aplicada Rio de Janeiro | Brazil | 2006 | July | 10 11 12 13