OpenCL, C - Leibniz Formula for Pi - c

I'm trying to get some experience with OpenCL, the environment is setup and I can create and execute kernels. I am currently trying to compute pi in parallel using the Leibniz formula but have been receiving some strange results.
The kernel is as follow:
__kernel void leibniz_cl(__global float *space, __global float *result, int chunk_size)
{
__local float pi[THREADS_PER_WORKGROUP];
pi[get_local_id(0)] = 0.;
for (int i = 0; i < chunk_size; i += THREADS_PER_WORKGROUP) {
// `idx` is the work item's `i` in the grander scheme
int idx = (get_group_id(0) * chunk_size) + get_local_id(0) + i;
float idx_f = 1 / ((2 * (float) idx) + 1);
// Make the fraction negative if needed
if(idx & 1)
idx_f = -idx_f;
pi[get_local_id(0)] += idx_f;
}
// Reduction within workgroups (in `pi[]`)
for(int groupsize = THREADS_PER_WORKGROUP / 2; groupsize > 0; groupsize >>= 1) {
if (get_local_id(0) < groupsize)
pi[get_local_id(0)] += pi[get_local_id(0) + groupsize];
barrier(CLK_LOCAL_MEM_FENCE);
}
If I end the function here and set result to pi[get_local_id(0)] for !get_global_id(0) (as in the reduction for the first group), printing result prints -nan.
Remainder of kernel:
// Reduction amongst workgroups (into `space[]`)
if(!get_local_id(0)) {
space[get_group_id(0)] = pi[get_local_id(0)];
for(int groupsize = get_num_groups(0) / 2; groupsize > 0; groupsize >>= 1) {
if(get_group_id(0) < groupsize)
space[get_group_id(0)] += space[get_group_id(0) + groupsize];
barrier(CLK_LOCAL_MEM_FENCE);
}
}
barrier(CLK_LOCAL_MEM_FENCE);
if(get_global_id(0) == 0)
*result = space[get_group_id(0)] * 4;
}
Returning space[get_group_id(0)] * 4 returns either -nan or a very large number which clearly is not an approximation of pi.
I can't decide if it is an OpenCL concept I'm missing or a parallel execution one in general. Any help is appreciated.
Links
Reduction template: OpenCL float sum reduction
Leibniz Formula: https://www.wikiwand.com/en/Leibniz_formula_for_%CF%80

Maybe these are not most critical issues with the code but they can be the source of problem:
You definetly should use barrier(CLK_LOCAL_MEM_FENCE); before local reduction. This can be avoided if only you know that work group size is equal or smaller than number of threads in wavefront running same instruction in parallel - 64 for AMD GPUs, 32 for NVidia GPUs.
Global reduction must be done in multiple launches of kernel because barrier() works for work items of same work group only. Clear and 100% working way to insert a barrier into kernel is splittion it in two in the place where global barier is needed.

Related

Strategy for doing final reduction

I am trying to implement an OpenCL version for doing reduction of a array of float.
To achieve it, I took the following code snippet found on the web :
__kernel void sumGPU ( __global const double *input,
__global double *partialSums,
__local double *localSums)
{
uint local_id = get_local_id(0);
uint group_size = get_local_size(0);
// Copy from global memory to local memory
localSums[local_id] = input[get_global_id(0)];
// Loop for computing localSums
for (uint stride = group_size/2; stride>0; stride /=2)
{
// Waiting for each 2x2 addition into given workgroup
barrier(CLK_LOCAL_MEM_FENCE);
// Divide WorkGroup into 2 parts and add elements 2 by 2
// between local_id and local_id + stride
if (local_id < stride)
localSums[local_id] += localSums[local_id + stride];
}
// Write result into partialSums[nWorkGroups]
if (local_id == 0)
partialSums[get_group_id(0)] = localSums[0];
}
This kernel code works well but I would like to compute the final sum by adding all the partial sums of each work group.
Currently, I do this step of final sum by CPU with a simple loop and iterations nWorkGroups.
I saw also another solution with atomic functions but it seems to be implemented for int, not for floats. I think that only CUDA provides atomic functions for float.
I saw also that I could another kernel code which performs this operation of sum but I would like to avoid this solution in order to keep a simple readable source. Maybe I cannot do without this solution...
I must tell you that I use OpenCL 1.2 (returned by clinfo) on a Radeon HD 7970 Tahiti 3GB (I think that OpenCL 2.0 is not supported with my card).
More generally, I would like to get advice about the simplest method to perform this last final summation with my graphics card model and OpenCL 1.2.
If that float's order of magnitude is smaller than exa scale, then:
Instead of
if (local_id == 0)
partialSums[get_group_id(0)] = localSums[0];
You could use
if (local_id == 0)
{
if(strategy==ATOMIC)
{
long integer_part=getIntegerPart(localSums[0]);
atom_add (&totalSumIntegerPart[0] ,integer_part);
long float_part=1000000*getFloatPart(localSums[0]);
// 1000000 for saving meaningful 7 digits as integer
atom_add (&totalSumFloatPart[0] ,float_part);
}
}
this will overflow float part so when you divide it by 1000000 in another kernel, it may have more than 1000000 value so you get its integer part and add it to the real integer part:
float value=0;
if(strategy==ATOMIC)
{
float float_part=getFloatPart_(totalSumFloatPart[0]);
float integer_part=getIntegerPart_(totalSumFloatPart[0])
+ totalSumIntegerPart[0];
value=integer_part+float_part;
}
just a few atomic operations shouldn't be effective on whole kernel time.
Some of these get___part can be written easily already using floor and similar functions. Some need a divide by 1M.
Sorry for previous code.
also It has problem.
CLK_GLOBAL_MEM_FENCE effects only current workgroup.
I confused. =[
If you want to reduction sum by GPU, you should enqueue reduction kernel by NDRangeKernel function after clFinish(commandQueue).
Plaese just take concept.
__kernel void sumGPU ( __global const double *input,
__global double *partialSums,
__local double *localSums)
{
uint local_id = get_local_id(0);
uint group_size = get_local_size(0);
// Copy from global memory to local memory
localSums[local_id] = input[get_global_id(0)];
// Loop for computing localSums
for (uint stride = group_size/2; stride>0; stride /=2)
{
// Waiting for each 2x2 addition into given workgroup
barrier(CLK_LOCAL_MEM_FENCE);
// Divide WorkGroup into 2 parts and add elements 2 by 2
// between local_id and local_id + stride
if (local_id < stride)
localSums[local_id] += localSums[local_id + stride];
}
// Write result into partialSums[nWorkGroups]
if (local_id == 0)
partialSums[get_group_id(0)] = localSums[0];
barrier(CLK_GLOBAL_MEM_FENCE);
if(get_group_id(0)==0){
if(local_id < get_num_groups(0)){ // 16384
for(int n=0 ; n<get_num_groups(0) ; n+= group_size )
localSums[local_id] += partialSums[local_id+n];
barrier(CLK_LOCAL_MEM_FENCE);
for(int s=group_size/2;s>0;s/=2){
if(local_id < s)
localSums[local_id] += localSums[local_id+s];
barrier(CLK_LOCAL_MEM_FENCE);
}
if(local_id == 0)
partialSums[0] = localSums[0];
}
}
}

Calculate (x exponent 0.19029) with low memory using lookup table?

I'm writing a C program for a PIC micro-controller which needs to do a very specific exponential function. I need to calculate the following:
A = k . (1 - (p/p0)^0.19029)
k and p0 are constant, so it's all pretty simple apart from finding x^0.19029
(p/p0) ratio would always be in the range 0-1.
It works well if I add in math.h and use the power function, except that uses up all of the available 16 kB of program memory. Talk about bloatware! (Rest of program without power function = ~20% flash memory usage; add math.h and power function, =100%).
I'd like the program to do some other things as well. I was wondering if I can write a special case implementation for x^0.19029, maybe involving iteration and some kind of lookup table.
My idea is to generate a look-up table for the function x^0.19029, with perhaps 10-100 values of x in the range 0-1. The code would find a close match, then (somehow) iteratively refine it by re-scaling the lookup table values. However, this is where I get lost because my tiny brain can't visualise the maths involved.
Could this approach work?
Alternatively, I've looked at using Exp(x) and Ln(x), which can be implemented with a Taylor expansion. b^x can the be found with:
b^x = (e^(ln b))^x = e^(x.ln(b))
(See: Wikipedia - Powers via Logarithms)
This looks a bit tricky and complicated to me, though. Am I likely to get the implementation smaller then the compiler's math library, and can I simplify it for my special case (i.e. base = 0-1, exponent always 0.19029)?
Note that RAM usage is OK at the moment, but I've run low on Flash (used for code storage). Speed is not critical. Somebody has already suggested that I use a bigger micro with more flash memory, but that sounds like profligate wastefulness!
[EDIT] I was being lazy when I said "(p/p0) ratio would always be in the range 0-1". Actually it will never reach 0, and I did some calculations last night and decided that in fact a range of 0.3 - 1 would be quite adequate! This mean that some of the simpler solutions below should be suitable. Also, the "k" in the above is 44330, and I'd like the error in the final result to be less than 0.1. I guess that means an error in the (p/p0)^0.19029 needs to be less than 1/443300 or 2.256e-6
Use splines. The relevant part of the function is shown in the figure below. It varies approximately like the 5th root, so the problematic zone is close to p / p0 = 0. There is mathematical theory how to optimally place the knots of splines to minimize the error (see Carl de Boor: A Practical Guide to Splines). Usually one constructs the spline in B form ahead of time (using toolboxes such as Matlab's spline toolbox - also written by C. de Boor), then converts to Piecewise Polynomial representation for fast evaluation.
In C. de Boor, PGS, the function g(x) = sqrt(x + 1) is actually taken as an example (Chapter 12, Example II). This is exactly what you need here. The book comes back to this case a few times, since it is admittedly a hard problem for any interpolation scheme due to the infinite derivatives at x = -1. All software from PGS is available for free as PPPACK in netlib, and most of it is also part of SLATEC (also from netlib).
Edit (Removed)
(Multiplying by x once does not significantly help, since it only regularizes the first derivative, while all other derivatives at x = 0 are still infinite.)
Edit 2
My feeling is that optimally constructed splines (following de Boor) will be best (and fastest) for relatively low accuracy requirements. If the accuracy requirements are high (say 1e-8), one may be forced to get back to the algorithms that mathematicians have been researching for centuries. At this point, it may be best to simply download the sources of glibc and copy (provided GPL is acceptable) whatever is in
glibc-2.19/sysdeps/ieee754/dbl-64/e_pow.c
Since we don't have to include the whole math.h, there shouldn't be a problem with memory, but we will only marginally profit from having a fixed exponent.
Edit 3
Here is an adapted version of e_pow.c from netlib, as found by #Joni. This seems to be the grandfather of glibc's more modern implementation mentioned above. The old version has two advantages: (1) It is public domain, and (2) it uses a limited number of constants, which is beneficial if memory is a tight resource (glibc's version defines over 10000 lines of constants!). The following is completely standalone code, which calculates x^0.19029 for 0 <= x <= 1 to double precision (I tested it against Python's power function and found that at most 2 bits differed):
#define __LITTLE_ENDIAN
#ifdef __LITTLE_ENDIAN
#define __HI(x) *(1+(int*)&x)
#define __LO(x) *(int*)&x
#else
#define __HI(x) *(int*)&x
#define __LO(x) *(1+(int*)&x)
#endif
static const double
bp[] = {1.0, 1.5,},
dp_h[] = { 0.0, 5.84962487220764160156e-01,}, /* 0x3FE2B803, 0x40000000 */
dp_l[] = { 0.0, 1.35003920212974897128e-08,}, /* 0x3E4CFDEB, 0x43CFD006 */
zero = 0.0,
one = 1.0,
two = 2.0,
two53 = 9007199254740992.0, /* 0x43400000, 0x00000000 */
/* poly coefs for (3/2)*(log(x)-2s-2/3*s**3 */
L1 = 5.99999999999994648725e-01, /* 0x3FE33333, 0x33333303 */
L2 = 4.28571428578550184252e-01, /* 0x3FDB6DB6, 0xDB6FABFF */
L3 = 3.33333329818377432918e-01, /* 0x3FD55555, 0x518F264D */
L4 = 2.72728123808534006489e-01, /* 0x3FD17460, 0xA91D4101 */
L5 = 2.30660745775561754067e-01, /* 0x3FCD864A, 0x93C9DB65 */
L6 = 2.06975017800338417784e-01, /* 0x3FCA7E28, 0x4A454EEF */
P1 = 1.66666666666666019037e-01, /* 0x3FC55555, 0x5555553E */
P2 = -2.77777777770155933842e-03, /* 0xBF66C16C, 0x16BEBD93 */
P3 = 6.61375632143793436117e-05, /* 0x3F11566A, 0xAF25DE2C */
P4 = -1.65339022054652515390e-06, /* 0xBEBBBD41, 0xC5D26BF1 */
P5 = 4.13813679705723846039e-08, /* 0x3E663769, 0x72BEA4D0 */
lg2 = 6.93147180559945286227e-01, /* 0x3FE62E42, 0xFEFA39EF */
lg2_h = 6.93147182464599609375e-01, /* 0x3FE62E43, 0x00000000 */
lg2_l = -1.90465429995776804525e-09, /* 0xBE205C61, 0x0CA86C39 */
ovt = 8.0085662595372944372e-0017, /* -(1024-log2(ovfl+.5ulp)) */
cp = 9.61796693925975554329e-01, /* 0x3FEEC709, 0xDC3A03FD =2/(3ln2) */
cp_h = 9.61796700954437255859e-01, /* 0x3FEEC709, 0xE0000000 =(float)cp */
cp_l = -7.02846165095275826516e-09, /* 0xBE3E2FE0, 0x145B01F5 =tail of cp_h*/
ivln2 = 1.44269504088896338700e+00, /* 0x3FF71547, 0x652B82FE =1/ln2 */
ivln2_h = 1.44269502162933349609e+00, /* 0x3FF71547, 0x60000000 =24b 1/ln2*/
ivln2_l = 1.92596299112661746887e-08; /* 0x3E54AE0B, 0xF85DDF44 =1/ln2 tail*/
double pow0p19029(double x)
{
double y = 0.19029e+00;
double z,ax,z_h,z_l,p_h,p_l;
double y1,t1,t2,r,s,t,u,v,w;
int i,j,k,n;
int hx,hy,ix,iy;
unsigned lx,ly;
hx = __HI(x); lx = __LO(x);
hy = __HI(y); ly = __LO(y);
ix = hx&0x7fffffff; iy = hy&0x7fffffff;
ax = x;
/* special value of x */
if(lx==0) {
if(ix==0x7ff00000||ix==0||ix==0x3ff00000){
z = ax; /*x is +-0,+-inf,+-1*/
return z;
}
}
s = one; /* s (sign of result -ve**odd) = -1 else = 1 */
double ss,s2,s_h,s_l,t_h,t_l;
n = ((ix)>>20)-0x3ff;
j = ix&0x000fffff;
/* determine interval */
ix = j|0x3ff00000; /* normalize ix */
if(j<=0x3988E) k=0; /* |x|<sqrt(3/2) */
else if(j<0xBB67A) k=1; /* |x|<sqrt(3) */
else {k=0;n+=1;ix -= 0x00100000;}
__HI(ax) = ix;
/* compute ss = s_h+s_l = (x-1)/(x+1) or (x-1.5)/(x+1.5) */
u = ax-bp[k]; /* bp[0]=1.0, bp[1]=1.5 */
v = one/(ax+bp[k]);
ss = u*v;
s_h = ss;
__LO(s_h) = 0;
/* t_h=ax+bp[k] High */
t_h = zero;
__HI(t_h)=((ix>>1)|0x20000000)+0x00080000+(k<<18);
t_l = ax - (t_h-bp[k]);
s_l = v*((u-s_h*t_h)-s_h*t_l);
/* compute log(ax) */
s2 = ss*ss;
r = s2*s2*(L1+s2*(L2+s2*(L3+s2*(L4+s2*(L5+s2*L6)))));
r += s_l*(s_h+ss);
s2 = s_h*s_h;
t_h = 3.0+s2+r;
__LO(t_h) = 0;
t_l = r-((t_h-3.0)-s2);
/* u+v = ss*(1+...) */
u = s_h*t_h;
v = s_l*t_h+t_l*ss;
/* 2/(3log2)*(ss+...) */
p_h = u+v;
__LO(p_h) = 0;
p_l = v-(p_h-u);
z_h = cp_h*p_h; /* cp_h+cp_l = 2/(3*log2) */
z_l = cp_l*p_h+p_l*cp+dp_l[k];
/* log2(ax) = (ss+..)*2/(3*log2) = n + dp_h + z_h + z_l */
t = (double)n;
t1 = (((z_h+z_l)+dp_h[k])+t);
__LO(t1) = 0;
t2 = z_l-(((t1-t)-dp_h[k])-z_h);
/* split up y into y1+y2 and compute (y1+y2)*(t1+t2) */
y1 = y;
__LO(y1) = 0;
p_l = (y-y1)*t1+y*t2;
p_h = y1*t1;
z = p_l+p_h;
j = __HI(z);
i = __LO(z);
/*
* compute 2**(p_h+p_l)
*/
i = j&0x7fffffff;
k = (i>>20)-0x3ff;
n = 0;
if(i>0x3fe00000) { /* if |z| > 0.5, set n = [z+0.5] */
n = j+(0x00100000>>(k+1));
k = ((n&0x7fffffff)>>20)-0x3ff; /* new k for n */
t = zero;
__HI(t) = (n&~(0x000fffff>>k));
n = ((n&0x000fffff)|0x00100000)>>(20-k);
if(j<0) n = -n;
p_h -= t;
}
t = p_l+p_h;
__LO(t) = 0;
u = t*lg2_h;
v = (p_l-(t-p_h))*lg2+t*lg2_l;
z = u+v;
w = v-(z-u);
t = z*z;
t1 = z - t*(P1+t*(P2+t*(P3+t*(P4+t*P5))));
r = (z*t1)/(t1-two)-(w+z*w);
z = one-(r-z);
__HI(z) += (n<<20);
return s*z;
}
Clearly, 50+ years of research have gone into this, so it's probably very hard to do any better. (One has to appreciate that there are 0 loops, only 2 divisions, and only 6 if statements in the whole algorithm!) The reason for this is, again, the behavior at x = 0, where all derivatives diverge, which makes it extremely hard to keep the error under control: I once had a spline representation with 18 knots that was good up to x = 1e-4, with absolute and relative errors < 5e-4 everywhere, but going to x = 1e-5 ruined everything again.
So, unless the requirement to go arbitrarily close to zero is relaxed, I recommend using the adapted version of e_pow.c given above.
Edit 4
Now that we know that the domain 0.3 <= x <= 1 is sufficient, and that we have very low accuracy requirements, Edit 3 is clearly overkill. As #MvG has demonstrated, the function is so well behaved that a polynomial of degree 7 is sufficient to satisfy the accuracy requirements, which can be considered a single spline segment. #MvG's solution minimizes the integral error, which already looks very good.
The question arises as to how much better we can still do? It would be interesting to find the polynomial of a given degree that minimizes the maximum error in the interval of interest. The answer is the minimax
polynomial, which can be found using Remez' algorithm, which is implemented in the Boost library. I like #MvG's idea to clamp the value at x = 1 to 1, which I will do as well. Here is minimax.cpp:
#include <ostream>
#define TARG_PREC 64
#define WORK_PREC (TARG_PREC*2)
#include <boost/multiprecision/cpp_dec_float.hpp>
typedef boost::multiprecision::number<boost::multiprecision::cpp_dec_float<WORK_PREC> > dtype;
using boost::math::pow;
#include <boost/math/tools/remez.hpp>
boost::shared_ptr<boost::math::tools::remez_minimax<dtype> > p_remez;
dtype f(const dtype& x) {
static const dtype one(1), y(0.19029);
return one - pow(one - x, y);
}
void out(const char *descr, const dtype& x, const char *sep="") {
std::cout << descr << boost::math::tools::real_cast<double>(x) << sep << std::endl;
}
int main() {
dtype a(0), b(0.7); // range to optimise over
bool rel_error(false), pin(true);
int orderN(7), orderD(0), skew(0), brake(50);
int prec = 2 + (TARG_PREC * 3010LL)/10000;
std::cout << std::scientific << std::setprecision(prec);
p_remez.reset(new boost::math::tools::remez_minimax<dtype>(
&f, orderN, orderD, a, b, pin, rel_error, skew, WORK_PREC));
out("Max error in interpolated form: ", p_remez->max_error());
p_remez->set_brake(brake);
unsigned i, count(50);
for (i = 0; i < count; ++i) {
std::cout << "Stepping..." << std::endl;
dtype r = p_remez->iterate();
out("Maximum Deviation Found: ", p_remez->max_error());
out("Expected Error Term: ", p_remez->error_term());
out("Maximum Relative Change in Control Points: ", r);
}
boost::math::tools::polynomial<dtype> n = p_remez->numerator();
for(i = n.size(); i--; ) {
out("", n[i], ",");
}
}
Since all parts of boost that we use are header-only, simply build with:
c++ -O3 -I<path/to/boost/headers> minimax.cpp -o minimax
We finally get the coefficients, which are after multiplication by 44330:
24538.3409, -42811.1497, 34300.7501, -11284.1276, 4564.5847, 3186.7541, 8442.5236, 0.
The following error plot demonstrates that this is really the best possible degree-7 polynomial approximation, since all extrema are of equal magnitude (0.06659):
Should the requirements ever change (while still keeping well away from 0!), the C++ program above can be simply adapted to spit out the new optimal polynomial approximation.
Instead of a lookup table, I'd use a polynomial approximation:
1 - x0.19029 ≈ - 1073365.91783x15 + 8354695.40833x14 - 29422576.6529x13 + 61993794.537x12 - 87079891.4988x11 + 86005723.842x10 - 61389954.7459x9 + 32053170.1149x8 - 12253383.4372x7 + 3399819.97536x6 - 672003.142815x5 + 91817.6782072x4 - 8299.75873768x3 + 469.530204564x2 - 16.6572179869x + 0.722044145701
Or in code:
double f(double x) {
double fx;
fx = - 1073365.91783;
fx = fx*x + 8354695.40833;
fx = fx*x - 29422576.6529;
fx = fx*x + 61993794.537;
fx = fx*x - 87079891.4988;
fx = fx*x + 86005723.842;
fx = fx*x - 61389954.7459;
fx = fx*x + 32053170.1149;
fx = fx*x - 12253383.4372;
fx = fx*x + 3399819.97536;
fx = fx*x - 672003.142815;
fx = fx*x + 91817.6782072;
fx = fx*x - 8299.75873768;
fx = fx*x + 469.530204564;
fx = fx*x - 16.6572179869;
fx = fx*x + 0.722044145701;
return fx;
}
I computed this in sage using the least squares approach:
f(x) = 1-x^(19029/100000) # your function
d = 16 # number of terms, i.e. degree + 1
A = matrix(d, d, lambda r, c: integrate(x^r*x^c, (x, 0, 1)))
b = vector([integrate(x^r*f(x), (x, 0, 1)) for r in range(d)])
A.solve_right(b).change_ring(RDF)
Here is a plot of the error this will entail:
Blue is the error from my 16 term polynomial, while red is the error you'd get from piecewise linear interpolation with 16 equidistant values. As you can see, both errors are quite small for most parts of the range, but will become really huge close to x=0. I actually clipped the plot there. If you can somehow narrow the range of possible values, you could use that as the domain for the integration, and obtain an even better fit for the relevant range. At the cost of worse fit outside, of course. You could also increase the number of terms to obtain a closer fit, although that might also lead to higher oscillations.
I guess you can also combine this approach with the one Stefan posted: use his to split the domain into several parts, then use mine to find a close low degree polynomial for each part.
Update
Since you updated the specification of your question, with regard to both the domain and the error, here is a minimal solution to fit those requirements:
44330(1 - x0.19029) ≈ + 23024.9160933(1-x)7 - 39408.6473636(1-x)6 + 31379.9086193(1-x)5 - 10098.7031260(1-x)4 + 4339.44098317(1-x)3 + 3202.85705860(1-x)2 + 8442.42528906(1-x)
double f(double x) {
double fx, x1 = 1. - x;
fx = + 23024.9160933;
fx = fx*x1 - 39408.6473636;
fx = fx*x1 + 31379.9086193;
fx = fx*x1 - 10098.7031260;
fx = fx*x1 + 4339.44098317;
fx = fx*x1 + 3202.85705860;
fx = fx*x1 + 8442.42528906;
fx = fx*x1;
return fx;
}
I integrated x from 0.293 to 1 or equivalently 1 - x from 0 to 0.707 to keep the worst oscillations outside the relevant domain. I also omitted the constant term, to ensure an exact result at x=1. The maximal error for the range [0.3, 1] now occurs at x=0.3260 and amounts to 0.0972 < 0.1. Here is an error plot, which of course has bigger absolute errors than the one above due to the scale factor k=44330 which has been included here.
I can also state that the first three derivatives of the function will have constant sign over the range in question, so the function is monotonic, convex, and in general pretty well-behaved.
Not meant to answer the question, but it illustrates the Road Not To Go, and thus may be helpful:
This quick-and-dirty C code calculates pow(i, 0.19029) for 0.000 to 1.000 in steps of 0.01. The first half displays the error, in percents, when stored as 1/65536ths (as that theoretically provides slightly over 4 decimals of precision). The second half shows both interpolated and calculated values in steps of 0.001, and the difference between these two.
It kind of looks okay if you read from the bottom up, all 100s and 99.99s there, but about the first 20 values from 0.001 to 0.020 are worthless.
#include <stdio.h>
#include <math.h>
float powers[102];
int main (void)
{
int i, as_int;
double as_real, low, high, delta, approx, calcd, diff;
printf ("calculating and storing:\n");
for (i=0; i<=101; i++)
{
as_real = pow(i/100.0, 0.19029);
as_int = (int)round(65536*as_real);
powers[i] = as_real;
diff = 100*as_real/(as_int/65536.0);
printf ("%.5f %.5f %.5f ~ %.3f\n", i/100.0, as_real, as_int/65536.0, diff);
}
printf ("\n");
printf ("-- interpolating in 1/10ths:\n");
for (i=0; i<1000; i++)
{
as_real = i/1000.0;
low = powers[i/10];
high = powers[1+i/10];
delta = (high-low)/10.0;
approx = low + (i%10)*delta;
calcd = pow(as_real, 0.19029);
diff = 100.0*approx/calcd;
printf ("%.5f ~ %.5f = %.5f +/- %.5f%%\n", as_real, approx, calcd, diff);
}
return 0;
}
You can find a complete, correct standalone implementation of pow in fdlibm. It's about 200 lines of code, about half of which deal with special cases. If you remove the code that deals with special cases you're not interested in I doubt you'll have problems including it in your program.
LutzL's answer is a really good one: Calculate your power as (x^1.52232)^(1/8), computing the inner power by spline interpolation or another method. The eighth root deals with the pathological non-differentiable behavior near zero. I took the liberty of mocking up an implementation this way. The below, however, only does a linear interpolation to do x^1.52232, and you'd need to get the full coefficients using your favorite numerical mathematics tools. You'll adding scarcely 40 lines of code to get your needed power, plus however many knots you choose to use for your spline, as dicated by your required accuracy.
Don't be scared by the #include <math.h>; it's just for benchmarking the code.
#include <stdio.h>
#include <math.h>
double my_sqrt(double x) {
/* Newton's method for a square root. */
int i = 0;
double res = 1.0;
if (x > 0) {
for (i = 0; i < 10; i++) {
res = 0.5 * (res + x / res);
}
} else {
res = 0.0;
}
return res;
}
double my_152232(double x) {
/* Cubic spline interpolation for x ** 1.52232. */
int i = 0;
double res = 0.0;
/* coefs[i] will give the cubic polynomial coefficients between x =
i and x = i+1. Out of laziness, the below numbers give only a
linear interpolation. You'll need to do some work and research
to get the spline coefficients. */
double coefs[3][4] = {{0.0, 1.0, 0.0, 0.0},
{-0.872526, 1.872526, 0.0, 0.0},
{-2.032706, 2.452616, 0.0, 0.0}};
if ((x >= 0) && (x < 3.0)) {
i = (int) x;
/* Horner's method cubic. */
res = (((coefs[i][3] * x + coefs[i][2]) * x) + coefs[i][1] * x)
+ coefs[i][0];
} else if (x >= 3.0) {
/* Scaled x ** 1.5 once you go off the spline. */
res = 1.024824 * my_sqrt(x * x * x);
}
return res;
}
double my_019029(double x) {
return my_sqrt(my_sqrt(my_sqrt(my_152232(x))));
}
int main() {
int i;
double x = 0.0;
for (i = 0; i < 1000; i++) {
x = 1e-2 * i;
printf("%f %f %f \n", x, my_019029(x), pow(x, 0.19029));
}
return 0;
}
EDIT: If you're just interested in a small region like [0,1], even simpler is to peel off one sqrt(x) and compute x^1.02232, which is quite well behaved, using a Taylor series:
double my_152232(double x) {
double part_050000 = my_sqrt(x);
double part_102232 = 1.02232 * x + 0.0114091 * x * x - 3.718147e-3 * x * x * x;
return part_102232 * part_050000;
}
This gets you within 1% of the exact power for approximately [0.1,6], though getting the singularity exactly right is always a challenge. Even so, this three-term Taylor series gets you within 2.3% for x = 0.001.

Can anyone help me to optimize this for loop use SSE?

I have a for loop which will run many times, and will cost a lot of time:
for (int z=0; z<temp; z++)
{
float findex= a + b * A[z];
int iindex = findex ;
outArray[z] += inArray[iindex] + (findex - iindex) * (inArray[iindex+1] - inArray[iindex]);
a++;
}
I have optimized this code, but have no performance improvement! Maybe my SSE code is bad, can any one help me?
Try using the restrict keyword on inArray and outArray. Otherwise the compiler has to assume that inArray could be == outArray. In this case no parallelization would be possible.
Your loop has a loop carried dependency when you write to outArray[z]. Your CPU can do more than one floating point sum at once but with your current loop you only allows one sum of outArray[z]. To fix this you should unroll your loop.
for (int z=0; z<temp; z+=2) {
float findex_v1 = a + b * A[z];
int iindex_v1 = findex_v1;
outArray[z] += inArray[iindex_v1] + (findex_v1 - iindex_v1) * (inArray[iindex_v1+1] - inArray[iindex_v1]);
float findex_v2 = (a+1) + b * A[z+1];
int iindex_v2 = findex_v2;
outArray[z+1] += inArray[iindex_v2] + (findex_v2 - iindex_v2) * (inArray[iindex_v2+1] - inArray[iindex_v2]);
a+=2;
}
In terms of SIMD the problem is that you have to gather non-contiguous data when you access inArray[iindex_v1]. AVX2 has some gather instructions but I have not tried them. Otherwise it may be best to do the gather without SIMD. All the operations accessing z access contiguous memory so that part is easy. Psuedo-code (without unrolling) would look something like this
int indexa[4];
float inArraya[4];
float dinArraya[4];
int4 a4 = a + float4(0,1,2,3);
for (int z=0; z<temp; z+=4) {
//use SSE for contiguous memory
float4 findex4 = a4 + b * float4.load(&A[z]);
int4 iindex4 = truncate_to_int(findex4);
//don't use SSE for non-contiguous memory
iindex4.store(indexa);
for(int i=0; i<4; i++) {
inArraya[i] = inArray[indexa[i]];
dinArraya[i] = inArray[indexa[i+1]] - inArray[indexa[i]];
}
//loading from and array right after writing to it causes a CPU stall
float4 inArraya4 = float4.load(inArraya);
float4 dinArraya4 = float4.load(dinArraya);
//back to SSE
float4 outArray4 = float4.load(&outarray[z]);
outArray4 += inArray4 + (findex4 - iindex4)*dinArray4;
outArray4.store(&outArray[z]);
a4+=4;
}

Race conditions despite atomicAdd functions (CUDA)?

I have a problem that is parallel on two levels: I have a ton of sets of (x0, x1, y0, y1) coordinate pairs, which are turned into variables vdx, vdy, vyy and for each of these sets I'm trying to calculate the values of all "monomials" composed of them up to degree n (i.e. all possible combinations of different powers of them, like vdx^3*vdy*vyy^2 or vdx*1*vyy^4). These values are then added up over all the sets.
My strategy (and for now I'd just like to get it to work, it doesn't have to be optimized with multiple kernels or complex reductions, unless it really has to) is to have each thread deal with one set of coordinate pairs and calculate the values of all their corresponding monomials. Each block's shared memory holds all the monomial sums, and when the block is done, the first thread in the block adds the result to the global sum. Since each block's shared memory is accessed by all threads in all places, I'm using atomicAdd; same with the blocks and the global memory.
Unfortunately there still seems to be a race condition somewhere, since I different results every time I run the kernel.
If it helps, I'm currently using degree = 3 and omitting one of the variables, which means that in the code below, the innermost for loop (over evbl) doesn't do anything and just repeats 4 times. Indeed, the output of the kernel looks like this: 51502,55043.1,55043.1,51502,47868.5,47868.5,48440.5,48440.6,46284.7,46284.7,46284.7,46284.7,46034.3,46034.3,46034.3,46034.3,44972.8,44972.8,44972.8,44972.8,43607.6,43607.6,43607.6,43607.6,43011,43011,43011,43011,42747.8,42747.8,42747.8,42747.8,45937.8,45937.8,46509.9,46509.9,... and it's noticable that there is a (rough) pattern of 4-tuples. But everytime I run it the values are all very different.
Everything is in floats, but I'm on a 2.1 GPU and so that shouldn't be a problem. cuda-memcheck also reports no errors.
Can somebody with more CUDA experience give me some pointers how to track down the race condition here?
__global__ void kernel(...) {
extern __shared__ float s_data[];
// just use global memory for now
// get threadID:
int idx = blockIdx.x * blockDim.x + threadIdx.x;
if(idx >= nPairs) return;
// ... do some calculations to get x/y...
// calculate vdx, vdy and vyy
float vdx = (x1 - x0)/(float)xheight;
float vdy = (y1 - y0)/(float)xheight;
float vyy = 0.5*(y0 + y1)/(float)xheight;
const int offs1 = degree + 1;
const int offs2 = offs1 * offs1;
const int offs3 = offs2 * offs1;
float sol = 1.0;
// now calculate monomial results and store in shared memory
for(int evdx = 0; evdx <= degree; evdx++) {
for(int evdy = 0; evdy <= degree; evdy++) {
for(int evyy = 0; evyy <= degree; evyy++) {
for(int evbl = 0; evbl <= degree; evbl++) {
s = powf(vdx, evdx) + powf(vdy, evdy) + powf(vyy, evyy);
atomicAdd(&(s_data[evbl + offs1*evyy + offs2*evdy +
offs3*evdx]), sol/1000.0 );
}
}
}
}
// now copy shared memory to global
__syncthreads();
if(threadIdx.x == 0) {
for(int i = 0; i < nMonomials; i++) {
atomicAdd(&outmD[i], s_data[i]);
}
}
}
You are using shared memory but you are never initializing it.

optimize MSE algorithm using openmp

I wanted to optimize below code using openMP
double val;
double m_y = 0.0f;
double m_u = 0.0f;
double m_v = 0.0f;
#define _MSE(m, t) \
val = refData[t] - calData[t]; \
m += val*val;
#pragma omp parallel
{
#pragma omp for
for( i=0; i<(width*height)/2; i++ ) { //yuv422: 2 pixels at a time
_MSE(m_u, 0);
_MSE(m_y, 1);
_MSE(m_v, 2);
_MSE(m_y, 3);
#pragma omp reduction(+:refData) reduction(+:calData)
refData += 4;
calData += 4;
// int id = omp_get_thread_num();
//printf("Thread %d performed %d iterations of the loop\n",id ,i);
}
}
Any suggestion welcome for optimizing above code currently I have wrong output.
I think the easiest thing you can do is allow it to split into 4 threads, and calculate the UYVY errors in each of those. Instead of making them separate values, make them an array:
double sqError[4] = {0};
const int numBytes = width * height * 2;
#pragma omp parallel for
for( int elem = 0; elem < 4; elem++ ) {
for( int i = elem; i < numBytes; i += 4 ) {
int val = refData[i] - calData[i];
sqError[elem] += (double)(val*val);
}
}
This way, each thread operates exclusively on one thing and there is no contention.
Maybe it's not the most advanced use of OMP, but you should see a speedup.
After your comment about performance hit, I did some experiments and found that indeed the performance was worse. I suspect this may be due to cache misses.
You said:
performance hit this time with openMP : Time :0.040637 with serial
Time :0.018670
So I reworked it using the reduction on each variable and using a single loop:
#pragma omp parallel for reduction(+:e0) reduction(+:e1) reduction(+:e2) reduction(+:e3)
for( int i = 0; i < numBytes; i += 4 ) {
int val = refData[i] - calData[i];
e0 += (double)(val*val);
val = refData[i+1] - calData[i+1];
e1 += (double)(val*val);
val = refData[i+2] - calData[i+2];
e2 += (double)(val*val);
val = refData[i+3] - calData[i+3];
e3 += (double)(val*val);
}
With my test case on a 4-core machine, I observed a little less than 4-fold improvement:
serial: 2025 ms
omp with 2 loops: 6850 ms
omp with reduction: 455 ms
[Edit] On the subject of why the first piece of code performed worse than the non-parallel version, Hristo Iliev said:
Your first piece of code is a terrible example of what false sharing
does in multithreaded codes. As sqError has only 4 elements of 8 bytes
each, it fits in a single cache line (even in a half cache line on
modern x86 CPUs). With 4 threads constantly writing to neighbouring
elements, this would generate a massive amount of inter-core cache
invalidation due to false sharing. One can get around this by using
instead a structure like this struct _error { double val; double
pad[7]; } sqError[4]; Now each sqError[i].val will be in a separate
cache line, hence no false sharing.
The code looks like it's calculating the MSE but adding to the same sum, m. For parallelism to work properly, you need to eliminate sharing of m, one approach would be preallocating an array (width*height/2 I imagine) just to store the different sums, or ms. Finally, add up all the sums at the end.
Also, test that this is actually faster!

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