sorry for a seemingly stupid question. I was testing the computational efficiency when replacing for-loop operations on matrices with intrinsic functions. When I check the matrices product results of the two methods, it confused me that the two outputs were not the same. Here is the simplified code I used
program matmultest
integer,parameter::nx=64,ny=32,nz=16
real*8::mat1(nx,ny),mat2(ny,nz)
real*8::result1(nx,nz),result2(nx,nz),diff(nx,nz)
real*8::localsum
integer::i,j,m
do i=1,ny
do j=1,nx
mat1(j,i)=dble(j)/7d0+2.65d0*dble(i)
enddo
enddo
do i=1,nz
do j=1,ny
mat2(j,i)=5d0*dble(j)-dble(i)*0.45d0
enddo
enddo
do j=1,nz
do i=1,nx
localsum=0d0
do m=1,ny
localsum=localsum+mat1(i,m)*mat2(m,j)
enddo
result1(i,j)=localsum
enddo
enddo
result2=matmul(mat1,mat2)
diff=result2-result1
print*,sum(abs(diff)),maxval(diff)
end program matmultest
And the result gives
1.6705598682165146E-008 5.8207660913467407E-011
The difference is non-zero for real8 but zero when I tested for integer later. I wonder if it is because of my code's faults somewhere or the numerical accuracy of MATMUL() is single precision?
And the compiler I am using is GNU Fortran (Ubuntu 9.3.0-17ubuntu1~20.04) 9.3.0
Thanks!
francescalus explained that reordering of operations causes these differences. Let's try to find out how it actually happened.
A few words about matrix product
Consider matrices A(n,p), B(p,q), C(n,q) and C = A*B.
The naive approach, a variant of which you used, involves the following nested loops:
c = 0
do i = 1, n
do j = 1, p
do k = 1, q
c(i, j) = c(i, j) + a(i, k) * b(k, j)
end do
end do
end do
These loops can be executed in any of 6 orders, depending on the variable that you choose at each level. In the example above, the loop is named "ijk", and the other variants "ikj", "jik", etc. are all correct.
There is a speed difference, due to the memory cache: when the inner loop runs across contiguous memory elements, the loop is faster. That's the jki or kji cases.
Indeed, since Fortran matrices are stored in column major order, if the innermost loop runs on i, in the instruction c(i, j) = c(i, j) + a(i, k) * c(k, j), the value c(k, j) is constant, and the operation is equivalent to v(i) = v(i) + x * u(i), where the elements of vectors v and u are contiguous.
However, regarding the order of operations, there shouldn't be a difference: you can check for yourself that all elements of C are computed in the same order. At least at the "higher level": the compiler might optimize things differently, and it's where it becomes really interesting.
What about MATMUL? I believe it's usually a naive matrix product, based on the nested loops above, say a jki loop.
There are other ways to multiply matrices, that involve the Strassen algorithm to improve the algorithm complexity or blocking (i.e. computed products of submatrices) to improve cache use. Other methods that could change the result are OpenMP (i.e. multithread), or using FMA instructions. But here we are not going to delve into these methods. It's really only about the nested loops. If you are interested, there are many resources online, check this.
A few words about optimization
Three remarks first:
On a processor without SIMD instructions, you would get the same result as MATMUL (i.e. you would print zero in the end).
If you had implemented the loops as above, you would also get the same result. There is a tiny but significant difference in your code.
If you had implemented the loops as a subroutine, you would also get the same result. Here I suspect the compiler optimizer is doing some reordering, as I can't reproduce your "accumulator" code with a subroutine, at least with Intel Fortran.
Here is your implementation:
do i = 1, n
do j = 1, p
s = 0
do k = 1, q
s = s + a(i, k) * b(k, j)
end do
c(i, j) = s
end do
end do
It's also correct of course. Here, you are using an accumulator, and at the end of the innermost loop, the value of the accumulator is written in the matrix C.
Optimization is typically relevant on the innermost loop mainly. For our purpose, two "basic" instructions in the innermost loop are relevant, if we get rid of all other details:
v(i) = v(i) + x*u(i) (the jki loop)
s = s + x(k)*y(k) (the accumulator loop where y is contiguous in memory, but not x)
The first is usually called a "daxpy" (from the name of a BLAS routine), for "A X Plus Y", the "D" meaning double precision. The second one is just an accumulator.
On an old sequential processor, there is not much to be done to optimize. On a modern processor with SIMD, registers can hold several values, and computations can be done on all of them at once, in parallel. For instance, on x86, an XMM register (from SSE instruction set) can hold two double precision floating-point numbers. A YMM register (from AVX2) can hold four numbers, and a ZMM register (AVX512, found on Xeon) can hold eight numbers.
For instance, on YMM the innermost loop will be "unrolled" to deal with four vector elements at a time (or even more if using several registers).
Here is what the basic loop block is then roughly doing:
daxpy case:
Read 4 numbers from u into register YMM1
Read 4 numbers from v into register YMM2
x is constant and is kept in another register
Multiply in parallel x with YMM1, add in parallel to YMM2, put the result in YMM2
Write back the result to corresponding elements of v
The read/write part is faster if the elements are contiguous in memory, but if they are not it's still worth doing this in parallel.
Note that here, we haven't changed the execution order of additions of the high level Fortran loop.
accumulator case
For the parallelism to be useful, there will be a trick: accumulate four values in parallel in a YMM register, and then add the four accumulated values.
The basic loop block is thus doing this:
The accumulator is kept in YMM3 (four numbers)
Read 4 numbers from X into register YMM1
Read 4 numbers from Y into register YMM2
Multiply in parallel YMM1 with YMM2, add in parallel to YMM3
At the end of the innermost loop, add the four components of the accumulator, and write this back as the matrix element.
It's like if we had computed:
s1 = x(1)*y(1) + x(5)*y(5) + ... + x(29)*y(29)
s2 = x(2)*y(2) + x(6)*y(6) + ... + x(30)*y(30)
s3 = x(3)*y(3) + x(7)*y(7) + ... + x(31)*y(31)
s4 = x(4)*y(4) + x(8)*y(8) + ... + x(32)*y(32)
And then the matrix element written is c(i,j) = s1+s2+s3+s4.
Here the order of additions has changed! And then, since the order is different, the result is very likely different.
I can replicate the results when using fast math (I have Intel Fortran), and when I compile with the default /fp:fast I get the following max error and speed
! Error Loops Matmul
! 0.58208E-10 107526.9 140056.0 FAST
The error is just maxval(abs(diff)) speed measured is in # of matrix operations per second.
But when I compile with /fp:strict then I get no error, but a slowdown with the loops
! Error Loops Matmul
! 0.0000 43140.6 141844.0 STRICT
I see a -60% slowdown in the loops with strict floating-point handling, but surprisingly no slowdown with the matmul() function.
Source Code for completeness
program Console1
use iso_fortran_env
implicit none
integer,parameter :: nr = 100000
integer,parameter::nx=64,ny=32,nz=16
real(real64)::mat1(nx,ny),mat2(ny,nz)
real(real64)::result1(nx,nz),result2(nx,nz),diff(nx,nz)
real(real64)::localsum
integer::i,j,r
integer(int64) :: tic, toc, rate
real(real64) :: dt1, dt2
do i=1,ny
do j=1,nx
mat1(j,i)=dble(j)/7d0+2.65d0*dble(i)
enddo
enddo
do i=1,nz
do j=1,ny
mat2(j,i)=5d0*dble(j)-dble(i)*0.45d0
enddo
enddo
call SYSTEM_CLOCK(tic,rate)
do r=1, nr
result1=mymatmul(mat1,mat2)
end do
call SYSTEM_CLOCK(toc,rate)
dt1 = dble(toc-tic)/rate
call SYSTEM_CLOCK(tic,rate)
do r=1, nr
result2=matmul(mat1,mat2)
end do
call SYSTEM_CLOCK(toc,rate)
dt2 = dble(toc-tic)/rate
diff=result2-result1
print ('(1x,a16,1x,a16,1x,a16)'), "Error", "Loops", "Matmul"
print ('(1x,g16.5,1x,f16.1,1x,f16.1)'), maxval(abs(diff)), nr/dt1, nr/dt2
! Error Loops Matmul
! 0.58208E-10 107526.9 140056.0 FAST
! 0.0000 43140.6 141844.0 STRICT
!
contains
pure function mymatmul(a,b) result(c)
real(real64), intent(in) :: a(:,:), b(:,:)
real(real64) :: c(size(a,1), size(b,2))
integer :: i,j,k
real(real64) :: sum
do j=1, size(c,2)
do i=1, size(c,1)
sum = 0d0
do k=1, size(a,2)
sum = sum + a(i,k)*b(k,j)
end do
c(i,j) = sum
end do
end do
end function
end program Console1
Always compiled as Release-x64 and not Debug.
I wrote a Smoothed Particle Hydrodynamics code that produces correct results when using a static schedule for OpenMP. When I say correct results, I mean that I have validated them against analytical solutions.
However, I wanted to switch to a dynamic schedule since the work to be done for each iteration is not constant. As far as I understand, in that case, a dynamic schedule leads to a faster computation. Indeed, it runs faster but the results are now incorrect, leading to what appears to be IMO a race condition.
A simplified version of the loops I applied OpenMP to is as follows :
array1 = 0.0 ! Array of size N
array2 = 0.0 ! Array of size N
array3 = something ! Array of size N, will not change through the loop
!$OMP PARALLEL DO SHARED(array1, array2, array3) FIRSTPRIVATE(N) PRIVATE(i, j, N2, temp) SCHEDULE(runtime) DEFAULT(none)
do i=1,N
N2 = function1(i) ! Reading from array3 and some math
do j=1,N2
temp = 0.0
temp = function2(i,j) ! No writing here, just reading stuff from array3, doing math and storing the result in temp
array1(i) = array1(i) + temp
end do
array2(i) = function3(array1(i)) ! Some math on array1(i), just reading
end do
!$OMP END PARALLEL DO
I looked into the "false sharing" problem, but it seems to be only a performance issue meaning that it does not affect the results (if I am correct).
Did somebody already faced a problem like that? Am I missing a race condition?
I am rather new with OpenMP. I want to write all elements of a big matrix into a vector using OpenMP threading to speed things up.
In my serial code I am simply doing the following:
m=1
DO k=1,n_lorentz
DO i=1,n_channels
DO p=1,n_lorentz
DO j=1,n_channels
vector(m) = Omega(j,p,i,k)
m=m+1
END DO
END DO
END DO
END DO
Now I'd like to use an OMP loop to write the elements of Omega into vector in a parallel fashion:
!$OMP PARALLEL DO PRIVATE(k,i,p,j)
! bla bla
!$OMP END PARALLEL DO
The question is how to keep track of the current vector index, since in this case the m parameter from the serial code will be incremented by different threads, resulting in a total mess.
One answer is: you don't need to keep track of m. Instead, analyzing the loop, we find that:
Every time j increases by one, m increases by one;
Every time p increases by one, m increases by n_channels;
Every time i increases by one, m increases by n_channels*n_lorentz;
Every time k increases by one, m increases by n_channels*n_lorentz*n_channels.
From these observations, you can write an explicit expression for m:
m = j + n_channels*((p-1) + n_lorentz*((i-1) + n_channels*(k-1)))
Being able to explicitly calculate the index should solve your problem :).
I am very confused about this problem regarding openmp in fortran. Specifically, when I write the program like this:
PROGRAM TEST
IMPLICIT NONE
INTEGER :: i,j,l
INTEGER :: M(2,2)
i=2
j=2
l=41
!$OMP PARALLEL SHARED(M),PRIVATE(l,i,j)
!$OMP DO
DO i=1,2
DO j=1,2
DO l=0,41
M(i,j)=M(i,j)+1
ENDDO
ENDDO
ENDDO
!$OMP END DO
!$OMP END PARALLEL
END PROGRAM TEST
After compiling by: ifort -openmp test.f90, it works well, and the results of M(1,1) is 42 as expected.
However, when I only adjust the order of sum over l and {i,j}, like the following:
PROGRAM TEST
IMPLICIT NONE
INTEGER :: i,j,l
INTEGER :: M(2,2)
i=2
j=2
l=41
!$OMP PARALLEL SHARED(M),PRIVATE(l,i,j)
!$OMP DO
DO l=0,41
DO i=1,2
DO j=1,2
M(i,j)=M(i,j)+1
ENDDO
ENDDO
ENDDO
!$OMP END DO
!$OMP END PARALLEL
END PROGRAM TEST
After compiling by: ifort -openmp test.f90, it doesn't work well. In fact, when you run a.out several times, the results of M(1,1) seems to be random. Does anyone know what's the problem? Also, if I want to obtain the right results, under the summing order:
DO l=0,41
DO i=1,2
DO j=1,2
what part should I modify this code?
Many thanks for any help.
You have a race condition. Threads with different l are trying to use the same element M(i,j). You can use tools like Intel Inspector or Oracle Thread Analyzer to find it (I checked with Intel). The best thing to do is using your original order. You can also use reduction, but be careful with larger arrays:
PROGRAM TEST
IMPLICIT NONE
INTEGER :: i,j,l
INTEGER :: M(2,2)
M = 0
!$OMP PARALLEL DO PRIVATE(l,i,j),reduction(+:M)
DO l = 0, 41
DO i = 1, 2
DO j = 1, 2
M(i,j) = M(i,j) + 1
END DO
END DO
END DO
!$OMP END PARALLEL DO
print *, M
END PROGRAM
There are many problems with your approach. First of all, the missing initialization of your array M. Inside your loop, you issue
M(i,j) = M(i,j) + 1
without having given any initial value to M(i,j). So the algorithm is indeterministic even in the serial case, and it is just a matter of lack, that you obtain the right result with any specific compiler or any specific summation order.
Addintionally, if you parallelize the loop over l, like
!$OMP PARALLEL DO SHARED(M),PRIVATE(l,i,j)
DO l = 0, 41
DO i = 1, 2
DO j = 1, 2
M(i,j) = M(i,j) + 1
END DO
END DO
END DO
every thread will have an own nested loop construct over i and j covering all matrix elements. Consequently, different threads will access the same elements of the matrix at the same time. The result again being indeterministic. You could of course, try to solve the issue by ensuring via OpenMP constructs, that the threads wait on each other before accessing a certain matrix element. However, that would make the algorithm definitely too slow. The best you can do in this case, in my oppinion, to parallelize over the matrix elements (the loops over i and j).
By the way, the lines
i=2
j=2
l=41
in your code are superfluous, since you immediately use them as loop variables so that their will be overwritten anyway.
So Im doing a bit of Parallel Programming of the Trapezoidal Rule for my OS class, this is a homework question but im not looking for source code.
after a bit of research I decided to use each thread to compute a subinterval.
using:
g = (b-a)/n;
integral += (func(a) + func(b))/2.0;
# pragma omp parallel for schedule(static) default(none) \
shared(a, h, n) private(i, x) \
reduction(+: integral) num_threads(thread_count)
for (i = 1; i <= n-1; i++) {
x = a + i*g;
integral += func(x);
}
in my integral function, func(x) is the function that I read in from the file.
So I email my professor to ask how he wants to go about choosing the number of threads. (since they will need to be evenly divisible by N (for the trapezoidal rule)
but he is saying I dont need to define them, and it will define them based on the number of cores on my machine........So needless to say Im a bit confused.
Your professor is correct: OpenMP will choose an optimum number of threads by default, which is usually the number of cores.
You don't need to worry about the number of threads being exactly divisible by N: OpenMP will automatically distribute the iterations among the threads, and if they're not evenly divisible, one thread will end up performing a little more or less work.