Awesome
STOMPSelfJoin
This is a GPU implementation of the STOMP algorithm. STOMP takes a time series as input and computes the matrix profile for a particular window size. You can read more at the Matrix Profile Homepage
For additional features and better performance you should use SCAMP
Environment
This base project requires:
- At least version 9.0 of the CUDA toolkit available here.
- An NVIDIA GPU with CUDA support is also required. You can find a list of CUDA compatible GPUs here
- Currently builds under linux with the Makefile.
- Should compile under windows, but untested.
Usage
- Edit the Makefile
- Volta is supported by default, but if needed set the value of ARCH to correspond to the compute capability of your GPU.
- "-gencode=arch=compute_code,code=sm_code" where code corresponds to the compute capability or arch you wish to add.
- Make sure CUDA_DIRECTORY corresponds to the location where cuda is installed on your system. This is usually
/usr/local/cuda-(VERSION)/
on linux - Also, by default the kernel parameters are optimized for volta only, if you are building for Pascal or earlier, please tune the variables TILE_HEIGHT_ADJUSTMENT and UNROLL_COUNT in STOMP.cu accordingly
- Some suggested parameters for different architectures are provided in the comments
- Volta is supported by default, but if needed set the value of ARCH to correspond to the compute capability of your GPU.
make
STOMP window_size input_file_path output_matrix_profile_path output_indexes_path (Optional: list of device numbers that you want to run on)
- Example:
STOMP 1024 SampleInput/randomlist128K.txt profile.txt index.txt 0 2
- By default, if no devices are specified, STOMP will run on all available devices
Matlab hook (deprecated)
- The matlab hook is deprecated. It will be left here and is still mostly functional, but it will no longer be updated.
- If you want to use these kernels in Matlab just run
make matlab
. This will outputSTOMP.ptx
. - Just point Matlab to
STOMP.ptx
andSTOMP.cu
and you should be able to use any of the kernels through the Matlab parallel computing toolbox. - StompSelfJoinGPU.m is a matlab script which will compute the matrix profile using the GPU. Assuming step 1 was followed.