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Robert A. van de Geijn

Publications and source records attributed to Robert A. van de Geijn.

14 recordsLinked to original sources

A Proposed Framework for Advanced (Multi)Linear Infrastructure in Engineering and Science (FAMLIES)

We leverage highly successful prior projects sponsored by multiple NSF grants and gifts from industry: the BLAS-like Library Instantiation Software (BLIS) and the libflame efforts to lay the foundation for a new flexible framework by vertically integrating the dense linear and multi-linear (tensor) software stacks that are important to modern computing. This vertical integration will enable high-performance computations from node-level to massively-parallel, and across both CPU and GPU architectures. The effort builds on decades of experience by the research team turning fundamental research on the systematic derivation of algorithms (the NSF-sponsored FLAME project) into practical software for this domain, targeting single and multi-core (BLIS, TBLIS, and libflame), GPU-accelerated (SuperMatrix), and massively parallel (PLAPACK, Elemental, and ROTE) compute environments. This project will implement key linear algebra and tensor operations which highlight the flexibility and effectiveness of the new framework, and set the stage for further work in broadening functionality and integration into diverse scientific and machine learning software.

cs.MS↗

Cascading GEMM: High Precision from Low Precision

This paper lays out insights and opportunities for implementing higher-precision matrix-matrix multiplication (GEMM) from (in terms of) lower-precision high-performance GEMM. The driving case study approximates double-double precision (FP64x2) GEMM in terms of double precision (FP64) GEMM, leveraging how the BLAS-like Library Instantiation Software (BLIS) framework refactors the Goto Algorithm. With this, it is shown how approximate FP64x2 GEMM accuracy can be cast in terms of ten ``cascading'' FP64 GEMMs. Promising results from preliminary performance and accuracy experiments are reported. The demonstrated techniques open up new research directions for more general cascading of higher-precision computation in terms of lower-precision computation for GEMM-like functionality.

cs.MS↗

GEMMFIP: Unifying GEMM in BLIS

Matrix libraries often focus on achieving high performance for problems considered to be either "small" or "large", as these two scenarios tend to respond best to different optimization strategies. We propose a unified technique for implementing matrix operations like general matrix multiplication (GEMM) that can achieve high performance for both small and large problem sizes. The key is to fuse packing -- an operation that copies data to a contiguous layout in memory and which is critical for large matrix performance -- with the first computational "pass" over that data. This boosts performance across the problem size spectrum. As a result, tuning general-purpose libraries becomes simpler since it obviates the need to carefully express and parameterize logic that chooses between a "small matrix" strategy and a "large matrix" strategy. A prototype implementation of the technique built with the BLAS-like Library Instantiation Software (BLIS) framework is described and performance on a range of architectures is reported.

cs.MS↗

Supporting mixed-datatype matrix multiplication within the BLIS framework

We approach the problem of implementing mixed-datatype support within the general matrix multiplication (GEMM) operation of the BLIS framework, whereby each matrix operand A, B, and C may be stored as single- or double-precision real or complex values. Another factor of complexity, whereby the computation is allowed to take place in a precision different from the storage precisions of either A or B, is also included in the discussion. We first break the problem into mostly orthogonal dimensions, considering the mixing of domains separately from mixing precisions. Support for all combinations of matrix operands stored in either the real or complex domain is mapped out by enumerating the cases and describing an implementation approach for each. Supporting all combinations of storage and computation precisions is handled by typecasting the matrices at key stages of the computation---during packing and/or accumulation, as needed. Several optional optimizations are also documented. Performance results gathered on a 56-core Marvell ThunderX2 and a 52-core Intel Xeon Platinum demonstrate that high performance is mostly preserved, with modest slowdowns incurred from unavoidable typecast instructions. The mixed-datatype implementation confirms that combinatoric intractability is avoided, with the framework relying on only two assembly microkernels to implement 128 datatype combinations.

cs.MS↗

The MOMMS Family of Matrix Multiplication Algorithms

As the ratio between the rate of computation and rate with which data can be retrieved from various layers of memory continues to deteriorate, a question arises: Will the current best algorithms for computing matrix-matrix multiplication on future CPUs continue to be (near) optimal? This paper provides compelling analytical and empirical evidence that the answer is "no". The analytical results guide us to a new family of algorithms of which the current state-of-the-art "Goto's algorithm" is but one member. The empirical results, on architectures that were custom built to reduce the amount of bandwidth to main memory, show that under different circumstances, different and particular members of the family become more superior. Thus, this family will likely start playing a prominent role going forward.

cs.MS↗

A Tight I/O Lower Bound for Matrix Multiplication

A tight lower bound for required I/O when computing an ordinary matrix-matrix multiplication on a processor with two layers of memory is established. Prior work obtained weaker lower bounds by reasoning about the number of segments needed to perform $C:=AB$, for distinct matrices $A$, $B$, and $C$, where each segment is a series of operations involving $M$ reads and writes to and from fast memory, and $M$ is the size of fast memory. A lower bound on the number of segments was then determined by obtaining an upper bound on the number of elementary multiplications performed per segment. This paper follows the same high level approach, but improves the lower bound by (1) transforming algorithms for MMM so that they perform all computation via fused multiply-add instructions (FMAs) and using this to reason about only the cost associated with reading the matrices, and (2) decoupling the per-segment I/O cost from the size of fast memory. For $n \times n$ matrices, the lower bound's leading-order term is $2n^3/\sqrt{M}$. A theoretical algorithm whose leading terms attains this is introduced. To what extent the state-of-the-art Goto's Algorithm attains the lower bound is discussed.

cs.CC↗

Implementing Strassen's Algorithm with CUTLASS on NVIDIA Volta GPUs

Conventional GPU implementations of Strassen's algorithm (Strassen) typically rely on the existing high-performance matrix multiplication (GEMM), trading space for time. As a result, such approaches can only achieve practical speedup for relatively large, "squarish" matrices due to the extra memory overhead, and their usages are limited due to the considerable workspace. We present novel Strassen primitives for GPUs that can be composed to generate a family of Strassen algorithms. Our algorithms utilize both the memory and thread hierarchies on GPUs, reusing shared memory and register files inherited from GEMM, fusing additional operations, and avoiding extra workspace. We further exploit intra- and inter-kernel parallelism by batching, streaming, and employing atomic operations. We also develop a performance model for NVIDIA Volta GPUs to select the appropriate blocking parameters and predict the performance for GEMM and Strassen. Overall, our 1-level Strassen can achieve up to 1.11x speedup with a crossover point as small as 1,536 compared to cublasSgemm on a NVIDIA Tesla V100 GPU. With additional workspace, our 2-level Strassen can achieve 1.19x speedup with a crossover point at 7,680.

cs.MS↗

A Simple Methodology for Computing Families of Algorithms

Discovering "good" algorithms for an operation is often considered an art best left to experts. What if there is a simple methodology, an algorithm, for systematically deriving a family of algorithms as well as their cost analyses, so that the best algorithm can be chosen? We discuss such an approach for deriving loop-based algorithms. The example used to illustrate this methodology, evaluation of a polynomial, is itself simple yet the best algorithm that results is surprising to a non-expert: Horner's rule. We finish by discussing recent advances that make this approach highly practical for the domain of high-performance linear algebra software libraries.

cs.PL↗

Deriving Correct High-Performance Algorithms

Dijkstra observed that verifying correctness of a program is difficult and conjectured that derivation of a program hand-in-hand with its proof of correctness was the answer. We illustrate this goal-oriented approach by applying it to the domain of dense linear algebra libraries for distributed memory parallel computers. We show that algorithms that underlie the implementation of most functionality for this domain can be systematically derived to be correct. The benefit is that an entire family of algorithms for an operation is discovered so that the best algorithm for a given architecture can be chosen. This approach is very practical: Ideas inspired by it have been used to rewrite the dense linear algebra software stack starting below the Basic Linear Algebra Subprograms (BLAS) and reaching up through the Elemental distributed memory library, and every level in between. The paper demonstrates how formal methods and rigorous mathematical techniques for correctness impact HPC.

cs.MS↗

Strassen's Algorithm for Tensor Contraction

Tensor contraction (TC) is an important computational kernel widely used in numerous applications. It is a multi-dimensional generalization of matrix multiplication (GEMM). While Strassen's algorithm for GEMM is well studied in theory and practice, extending it to accelerate TC has not been previously pursued. Thus, we believe this to be the first paper to demonstrate how one can in practice speed up tensor contraction with Strassen's algorithm. By adopting a Block-Scatter-Matrix format, a novel matrix-centric tensor layout, we can conceptually view TC as GEMM for a general stride storage, with an implicit tensor-to-matrix transformation. This insight enables us to tailor a recent state-of-the-art implementation of Strassen's algorithm to TC, avoiding explicit transpositions (permutations) and extra workspace, and reducing the overhead of memory movement that is incurred. Performance benefits are demonstrated with a performance model as well as in practice on modern single core, multicore, and distributed memory parallel architectures, achieving up to 1.3x speedup. The resulting implementations can serve as a drop-in replacement for various applications with significant speedup.

cs.MS↗

Generating Families of Practical Fast Matrix Multiplication Algorithms

Matrix multiplication (GEMM) is a core operation to numerous scientific applications. Traditional implementations of Strassen-like fast matrix multiplication (FMM) algorithms often do not perform well except for very large matrix sizes, due to the increased cost of memory movement, which is particularly noticeable for non-square matrices. Such implementations also require considerable workspace and modifications to the standard BLAS interface. We propose a code generator framework to automatically implement a large family of FMM algorithms suitable for multiplications of arbitrary matrix sizes and shapes. By representing FMM with a triple of matrices [U,V,W] that capture the linear combinations of submatrices that are formed, we can use the Kronecker product to define a multi-level representation of Strassen-like algorithms. Incorporating the matrix additions that must be performed for Strassen-like algorithms into the inherent packing and micro-kernel operations inside GEMM avoids extra workspace and reduces the cost of memory movement. Adopting the same loop structures as high-performance GEMM implementations allows parallelization of all FMM algorithms with simple but efficient data parallelism without the overhead of task parallelism. We present a simple performance model for general FMM algorithms and compare actual performance of 20+ FMM algorithms to modeled predictions. Our implementations demonstrate a performance benefit over conventional GEMM on single core and multi-core systems. This study shows that Strassen-like fast matrix multiplication can be incorporated into libraries for practical use.

cs.MS↗

BLISlab: A Sandbox for Optimizing GEMM

Matrix-matrix multiplication is a fundamental operation of great importance to scientific computing and, increasingly, machine learning. It is a simple enough concept to be introduced in a typical high school algebra course yet in practice important enough that its implementation on computers continues to be an active research topic. This note describes a set of exercises that use this operation to illustrate how high performance can be attained on modern CPUs with hierarchical memories (multiple caches). It does so by building on the insights that underly the BLAS-like Library Instantiation Software (BLIS) framework by exposing a simplified "sandbox" that mimics the implementation in BLIS. As such, it also becomes a vehicle for the "crowd sourcing" of the optimization of BLIS. We call this set of exercises BLISlab.

cs.MS↗

Implementing Strassen's Algorithm with BLIS

We dispel with "street wisdom" regarding the practical implementation of Strassen's algorithm for matrix-matrix multiplication (DGEMM). Conventional wisdom: it is only practical for very large matrices. Our implementation is practical for small matrices. Conventional wisdom: the matrices being multiplied should be relatively square. Our implementation is practical for rank-k updates, where k is relatively small (a shape of importance for libraries like LAPACK). Conventional wisdom: it inherently requires substantial workspace. Our implementation requires no workspace beyond buffers already incorporated into conventional high-performance DGEMM implementations. Conventional wisdom: a Strassen DGEMM interface must pass in workspace. Our implementation requires no such workspace and can be plug-compatible with the standard DGEMM interface. Conventional wisdom: it is hard to demonstrate speedup on multi-core architectures. Our implementation demonstrates speedup over conventional DGEMM even on an Intel(R) Xeon Phi(TM) coprocessor utilizing 240 threads. We show how a distributed memory matrix-matrix multiplication also benefits from these advances.

cs.MS↗

Exploiting Symmetry in Tensors for High Performance: Multiplication with Symmetric Tensors

Symmetric tensor operations arise in a wide variety of computations. However, the benefits of exploiting symmetry in order to reduce storage and computation is in conflict with a desire to simplify memory access patterns. In this paper, we propose a blocked data structure (Blocked Compact Symmetric Storage) wherein we consider the tensor by blocks and store only the unique blocks of a symmetric tensor. We propose an algorithm-by-blocks, already shown of benefit for matrix computations, that exploits this storage format by utilizing a series of temporary tensors to avoid redundant computation. Further, partial symmetry within temporaries is exploited to further avoid redundant storage and redundant computation. A detailed analysis shows that, relative to storing and computing with tensors without taking advantage of symmetry and partial symmetry, storage requirements are reduced by a factor of $ O\left( m! \right)$ and computational requirements by a factor of $O\left( (m+1)!/2^m \right)$, where $ m $ is the order of the tensor. However, as the analysis shows, care must be taken in choosing the correct block size to ensure these storage and computational benefits are achieved (particularly for low-order tensors). An implementation demonstrates that storage is greatly reduced and the complexity introduced by storing and computing with tensors by blocks is manageable. Preliminary results demonstrate that computational time is also reduced. The paper concludes with a discussion of how insights in this paper point to opportunities for generalizing recent advances in the domain of linear algebra libraries to the field of multi-linear computation.

math.NA↗