Imagine that we have designed an computational experiment in Python, and we waited 3 days for the results, and after that, unfortunately we discovered there was a typo or a small bug in the source code. What do you think we would say when we restart the experiment? I would hope that the experiment could be run in half a hour.
It is possible, by making the code parallized.
CUDA is a C++-like program language for parallel programs which can run on Nvidia GPU. CUDA website
PyCUDA is an open source Python interface to compile CUDA source code on the fly and execute it. PyCUDA documentation
Here we show an example of using CUDA and PyCUDA to rewrite a Python program.
Source code: GitHub repo
The file car_rental.py is a Python program. It is slow because there are huge nested loops. We can exam this by searching for the keywords while True and for.
The file car_rental_cuda.py is the CUDA-optimized version of the original program. The gpu_policy_evaluation and gpu_policy_improvement are two kernels (CUDA interfaces) that can run 21*21 (num_state=21) threads in parallel. In this code, it prepares the pre-defined constant vairables and read in the CUDA source file car_rental_cuda.py.cu, compiles them on the fly, and expose the interfaces as Python functions.
By running them, we can get the results in the images/ folder. And we can see the CUDA version only takes 6 seconds while the original version would take more than a hour.