I want to optimize this short loop - c++

Question

I would like to optimize this simple loop:
unsigned int i;
while(j-- != 0){ //j is an unsigned int with a start value of about N = 36.000.000
float sub = 0;
i=1;
unsigned int c = j+s[1];
while(c < N) {
sub += d[i][j]*x[c];//d[][] and x[] are arrays of float
i++;
c = j+s[i];// s[] is an array of unsigned int with 6 entries.
}
x[j] -= sub; // only one memory-write per j
}
The loop has an execution time of about one second with a 4000 MHz AMD Bulldozer. I thought about SIMD and OpenMP (which I normally use to get more speed), but this loop is recursive.
Any suggestions?

Answer 1

think you may want to transpose the matrix d -- means store it in such a way that you can exchange the indices -- make i the outer index:
sub += d[j][i]*x[c];
instead of
sub += d[i][j]*x[c];
This should result in better cache performance.

Answer 2

I agree with transposing for better caching (but see my comments on that at the end), and there's more to do, so let's see what we can do with the full function...
Original function, for reference (with some tidying for my sanity):
void MultiDiagonalSymmetricMatrix::CholeskyBackSolve(float *x, float *b){
//We want to solve L D Lt x = b where D is a diagonal matrix described by Diagonals[0] and L is a unit lower triagular matrix described by the rest of the diagonals.
//Let D Lt x = y. Then, first solve L y = b.
float *y = new float[n];
float **d = IncompleteCholeskyFactorization->Diagonals;
unsigned int *s = IncompleteCholeskyFactorization->StartRows;
unsigned int M = IncompleteCholeskyFactorization->m;
unsigned int N = IncompleteCholeskyFactorization->n;
unsigned int i, j;
for(j = 0; j != N; j++){
float sub = 0;
for(i = 1; i != M; i++){
int c = (int)j - (int)s[i];
if(c < 0) break;
if(c==j) {
sub += d[i][c]*b[c];
} else {
sub += d[i][c]*y[c];
}
}
y[j] = b[j] - sub;
}
//Now, solve x from D Lt x = y -> Lt x = D^-1 y
// Took this one out of the while, so it can be parallelized now, which speeds up, because division is expensive
#pragma omp parallel for
for(j = 0; j < N; j++){
x[j] = y[j]/d[0][j];
}
while(j-- != 0){
float sub = 0;
for(i = 1; i != M; i++){
if(j + s[i] >= N) break;
sub += d[i][j]*x[j + s[i]];
}
x[j] -= sub;
}
delete[] y;
}
Because of the comment about parallel divide giving a speed boost (despite being only O(N)), I'm assuming the function itself gets called a lot. So why allocate memory? Just mark x as __restrict__ and change y to x everywhere (__restrict__ is a GCC extension, taken from C99. You might want to use a define for it. Maybe the library already has one).
Similarly, though I guess you can't change the signature, you can make the function take only a single parameter and modify it. b is never used when x or y have been set. That would also mean you can get rid of the branch in the first loop which runs ~N*M times. Use memcpy at the start if you must have 2 parameters.
And why is d an array of pointers? Must it be? This seems too deep in the original code, so I won't touch it, but if there's any possibility of flattening the stored array, it will be a speed boost even if you can't transpose it (multiply, add, dereference is faster than dereference, add, dereference).
So, new code:
void MultiDiagonalSymmetricMatrix::CholeskyBackSolve(float *__restrict__ x){
// comments removed so that suggestions are more visible. Don't remove them in the real code!
// these definitions got long. Feel free to remove const; it does nothing for the optimiser
const float *const __restrict__ *const __restrict__ d = IncompleteCholeskyFactorization->Diagonals;
const unsigned int *const __restrict__ s = IncompleteCholeskyFactorization->StartRows;
const unsigned int M = IncompleteCholeskyFactorization->m;
const unsigned int N = IncompleteCholeskyFactorization->n;
unsigned int i;
unsigned int j;
for(j = 0; j < N; j++){ // don't use != as an optimisation; compilers can do more with <
float sub = 0;
for(i = 1; i < M && j >= s[i]; i++){
const unsigned int c = j - s[i];
sub += d[i][c]*x[c];
}
x[j] -= sub;
}
// Consider using processor-specific optimisations for this
#pragma omp parallel for
for(j = 0; j < N; j++){
x[j] /= d[0][j];
}
for( j = N; (j --) > 0; ){ // changed for clarity
float sub = 0;
for(i = 1; i < M && j + s[i] < N; i++){
sub += d[i][j]*x[j + s[i]];
}
x[j] -= sub;
}
}
Well it's looking tidier, and the lack of memory allocation and reduced branching, if nothing else, is a boost. If you can change s to include an extra UINT_MAX value at the end, you can remove more branches (both the i<M checks, which again run ~N*M times).
Now we can't make any more loops parallel, and we can't combine loops. The boost now will be, as suggested in the other answer, to rearrange d. Except… the work required to rearrange d has exactly the same cache issues as the work to do the loop. And it would need memory allocated. Not good. The only options to optimise further are: change the structure of IncompleteCholeskyFactorization->Diagonals itself, which will probably mean a lot of changes, or find a different algorithm which works better with data in this order.
If you want to go further, your optimisations will need to impact quite a lot of the code (not a bad thing; unless there's a good reason for Diagonals being an array of pointers, it seems like it could do with a refactor).

Answer 3

I want to give an answer to my own question: The bad performance was caused by cache conflict misses due to the fact that (at least) Win7 aligns big memory blocks to the same boundary. In my case, for all buffers, the adresses had the same alignment (bufferadress % 4096 was same for all buffers), so they fall into the same cacheset of L1 cache. I changed memory allocation to align the buffers to different boundaries to avoid cache conflict misses and got a speedup of factor 2. Thanks for all the answers, especially the answers from Dave!