Offloading the UDF to the Cluster

Task 1 – Offloading UDF Execution to the Cluster

In this task, you will offload to the HPC cluster the execution of the UDF defined in the XLL add-in.

1. Open the AsianOptionPricingUDF.xlsx Microsoft Excel workbook from the AsianOptionsUDF labs folder.
2. Select File | Options | Advanced, and scroll down to the Formulas section.

3. In the Formulas section, check the Allow user-defined XLL functions to run on a compute cluster checkbox and click the Options… button, as shown in Figure 6:

   Figure 6

   The Formulas section in the Advanced Options tab

   Note:

   If you are using the 32-bit version of Microsoft Excel, the cluster type will should be Microsoft HPC Server 2008 R2 (x86).

4. In the Excel Cluster Connector for Microsoft HPC Pack 2008 R2 dialog box, select Specify other settings and enter the name of the cluster’s head node, as shown in Figure 7:

5. Click Apply.

   Figure 7

   The Excel Cluster Connector for Microsoft HPC Pack 2008 R2 dialog box

   Note:

   The <default> job template uses all compute nodes for the calculation (on-premises and Windows Azure). If you want to control the allocated resources for the calculation, create a job template with the node groups you want and enter its name in the Job template name field. Follow the Managing HPC Services for Excel on the Cluster on TechNet for further information.

6. Next, if a dialog will appear requesting a user name and password. Enter the user name and password for your head node, and click OK.

   Figure 8

   The Head Node Login Dialog Box.

7. The Microsoft Excel workbook should begin offloading the execution of the UDF to the cluster.Change the Interest cell from to 1.2 and notice how the calculation offloads to the cluster, as shown in Figure 9:

   Figure 9

   Microsoft HPC 2008 R2 Cluster Calculation