Re: [ublas] Matrix multiplication performance

Subject: Re: [ublas] Matrix multiplication performance
From: Nasos Iliopoulos (nasos_i_at_[hidden])
Date: 2016-02-10 10:02:31

That's great,
this is extremely useful
-N

On 02/10/2016 09:50 AM, Michael Lehn wrote:
> Hi Palik,
>
> sorry for the late response.  It’s the last week of the semester so it is pretty busy … It is pretty
> cool that prefetching improves the results so significantly.  I will add this to the examples on my
> page.
>
> Today I added an example on how-to implement a fast LU factorization with ublas.  The
> implementation still needs polishing but the algorithms are pretty good:
>
> 	http://www.mathematik.uni-ulm.de/~lehn/test_ublas/session7/page01.html
>
> Cheers,
>
> Michael
>
> On 03 Feb 2016, at 20:53, palik imre <imre_palik_at_[hidden]> wrote:
>
>> Hi Michael,
>>
>> first of all, the link on your page to test_ublas.tgz is still pointing to session4.tgz
>>
>> I also realised, that we start to become memory bound.
>> I am getting approximately 10% improvement  with the following setup on my old AMD box:
>>
>>
>> template <typename Index, typename T>
>> typename std::enable_if<std::is_floating_point<T>::value,
>> void>::type
>> ugemm(Index kc, T alpha,
>>                const T *A, const T *B,
>>      T beta,
>>      T *C, Index incRowC, Index incColC)
>> {
>>    A = (const T*) __builtin_assume_aligned (A, 128);
>>    B = (const T*) __builtin_assume_aligned (B, 128);
>>
>>    static const unsigned div = 32/sizeof(T);
>>    static const Index MR = BlockSize<T>::MR;
>>    static const Index NR = BlockSize<T>::NR/div;
>>
>>    typedef T vx __attribute__((vector_size (32)));
>>
>>    vx P[MR*NR] __attribute__ ((aligned (128))) = {};
>>    const vx *B_ = (const vx *)B;
>>    for (Index l=0; l<kc; ++l) {
>>      if (!(kc&3))
>>            __builtin_prefetch(A + 16, 0);
>>        for (Index i=0; i<MR; ++i) {
>>            for (Index j=0; j<(NR); ++j) {
>>                P[i * NR + j] += A[i]*B_[j];
>>            }
>>        }
>>        A += MR;
>>        B_ += NR;
>>    }
>>
>>    T *P_ = (T *)P;
>>    for (Index j=0; j<NR*div; ++j) {
>>        for (Index i=0; i<MR; ++i) {
>>            C[i*incRowC+j*incColC] *= beta;
>>            C[i*incRowC+j*incColC] += alpha*P_[i * NR * div + j];
>>        }
>>    }
>> }
>>
>> template <typename Index, typename T, typename Beta, typename TC>
>> void
>> mgemm(Index mc, Index nc, Index kc,
>>       T alpha,
>>       const T *A, const T *B,
>>       Beta beta,
>>       TC *C, Index incRowC, Index incColC)
>> {
>>     const Index MR = BlockSize<T>::MR;
>>     const Index NR = BlockSize<T>::NR;
>>     const Index mp  = (mc+MR-1) / MR;
>>     const Index np  = (nc+NR-1) / NR;
>>     const Index mr_ = mc % MR;
>>     const Index nr_ = nc % NR;
>>
>>     #if defined(_OPENMP)
>>     #pragma omp parallel for
>>     #endif
>>     for (Index j=0; j<np; ++j) {
>>         const Index nr = (j!=np-1 || nr_==0) ? NR : nr_;
>>         T C_[BlockSize<T>::MR*BlockSize<T>::NR];
>>         __builtin_prefetch(B + j * kc * NR, 0);
>>         __builtin_prefetch(B + j * kc * NR + 16, 0);
>>         for (Index i=0; i<mp; ++i) {
>>             const Index mr = (i!=mp-1 || mr_==0) ? MR : mr_;
>>             __builtin_prefetch(A + i * kc * MR, 0);
>>             if (mr==MR && nr==NR) {
>>                 ugemm(kc, alpha,
>>                       &A[i*kc*MR], &B[j*kc*NR],
>>                       beta,
>>                       &C[i*MR*incRowC+j*NR*incColC],
>>                       incRowC, incColC);
>>             } else {
>>                 std::fill_n(C_, MR*NR, T(0));
>>                 ugemm(kc, alpha,
>>                       &A[i*kc*MR], &B[j*kc*NR],
>>                       T(0),
>>                       C_, Index(1), MR);
>>                 gescal(mr, nr, beta,
>>                        &C[i*MR*incRowC+j*NR*incColC],
>>                        incRowC, incColC);
>>                 geaxpy(mr, nr, T(1), C_, Index(1), MR,
>>                        &C[i*MR*incRowC+j*NR*incColC],
>>                        incRowC, incColC);
>>             }
>>         }
>>     }
>> }
>>
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