Julia

Julia is a high-level, high-performance dynamic programming language for technical computing, with syntax that is familiar to users of other technical computing environments. It provides a sophisticated compiler, distributed parallel execution, numerical accuracy, and an extensive mathematical function library. Julia’s Base library, largely written in Julia itself, also integrates mature, best-of-breed open source C and Fortran libraries for linear algebra, random number generation, signal processing, and string processing. In addition, the Julia developer community is contributing a number of external packages through Julia’s built-in package manager at a rapid pace. IJulia, a collaboration between the Jupyter and Julia communities, provides a powerful browser-based graphical notebook interface to Julia.

To build a bit of documentation, I went through some of the excellent Quantitative Economics Julia lecture, augmented for our environment (HPC3), below. If you:

• want to run Julia code non-interactively, please go directly to Using Julia with Scripts (non-interactive Julia)
• want to run Julia interactively, but not in the GUI ‘notebook’, please go directly to Interactive Julia

Julia on the HPC3

Julia is installed on all HPC3 compute hosts.

Julia Versions

To list the available versions:

qlogin
module avail julia 
--------------------------------------------------- /etc/modulefiles ---------------------------------------------------
julia/1.8.5(default) julia/common

Note: there may be more-recent versions, as well.

To use these newer version, you can modify your ~/.bashrc file as follows:

## START MODULE SELECTION
if [[ ! $(echo $TAGNAME |egrep "^hpc3-(login|desktop|qmaster)*$") ]]; then
... other modules ...
    module load julia/1.8.5
fi
## END MODULE SELECTION

Using Julia with Scripts (non-interactive Julia)

Take a look at the Julia demo files in /usr/local/demo/Julia on the HPC3. It works similarly to other research software in the HPC3 environment:

• create a Julia script file (.jl)
• create a job script file (.sh) that calls the Julia script file (.jl)
• submit the job script file with ‘qsub‘

Using Multiple Cores with Julia

You can use ‘-pe openmp # ‘ as an option to qsub (or ‘#$ -pe openmp # ‘ in your bash job script), where ‘#’ is the number of cores, up to 16 (number of cores on a box). Keep in mind that the more cores you request, the longer it may take for the job start, as that many cores must become available on the same box in the cluster. It might be ‘worth the wait’ for a longer running job, but likely not for short-running jobs.

Then you would read the environment variable ‘NSLOTS’ using some Julia code like:

#!/usr/bin/env julia
slots = parse(Int, ENV["NSLOTS"])
addprocs(slots)
nheads = @parallel (+) for i=1:20000000000
Int(rand(Bool))
end
print(nheads)

Again, you would launch that with something like:

qsub -pe openmp 8 -N parjulia -j y -b y myparcode.jl

As a test, I ran that with 2, 4, and 8 cores, and got times of:

Cores	Time
2	40.889s
4	21.828s
8	13.980s

So pretty good scaling. There’s a way to use multiple cores on multiple boxes, which would allow you to scale even larger (but at some performance hit for network latency), which I will document in a future post.

Multiple Tasks from One Job: Julia Array Jobs

Very often your best bet is to run many tasks in an array job. You get linear scaling, and the jobs don’t have to wait till all cores are available. That’s ‘-t 1-#‘ option in qsub. That would launch ‘#’ of jobs, and each one would have the environment variable ‘SGE_TASK_ID’ (similar to the ‘NSLOTS’, above) set to the task number, which you can then use in Julia:

#!/usr/bin/env julia
for x in ARGS
    println(x)
end

The magic is the variables.txt file:

A B C
1 2 3
0.11 Acme IBM
Gold Silver Bronzea

And the job script:

#!/bin/bash
# filename: array_job.sh
#$ -j y
#$ -N Julia_Array_Job
# run with 'qsub -t 1-$(wc -l <variables.txt) array_job.sh'
VARS=$(sed -n ${SGE_TASK_ID}p variables.txt)
echo "Launching Julia with VARS = $VARS"
julia array_julia.jl $VARS

Launch with:

qsub -t 1-$(wc -l <variables.txt) array_job.sh

See the files in /usr/local/demo/Julia/array_job.

Tutorial

Now that you’ve got Julia started, I recommend going through the comprehensive Quantitative Economics Julia lecture. You can skip downloading and installing.