Sparse matrix-vector multiplication in CUDA - c++

Question

I'm trying to implement a matrix-vector Multiplication on GPU (using CUDA).
In my C++ code (CPU), I load the matrix as a dense matrix, and then I perform the matrix-vector multiplication using CUDA. I'm also using shared memory to improve the performance.
How can I load the matrix in an efficient way, knowing that my matrix is a sparse matrix?
Below is my C++ function to load the matrix:
int readMatrix( char* filename, float* &matrix, unsigned int *dim = NULL, int majority = ROW_MAJOR )
{
unsigned int w, h, x, y, num_entries;
float val;
std::ifstream file( filename );
if ( file )
{
file >> h >> w >> num_entries;
cout << w << " " << h << " " << num_entries << "\n";
assert( w == h || w == 1 || h == 1 );
if( dim != NULL ) *dim = std::max( w, h );
matrix = new float[ w * h ];
unsigned int i;
for( i = 0; i < num_entries; i++ ){
if( file.eof() ) break;
file >> y >> x >> val;
if( majority == ROW_MAJOR ){
matrix[ w * y + x ] = val;
} else if( majority == COLUMN_MAJOR ){
matrix[ h * x + y ] = val;
}
}
file.close();
if( i == num_entries )
std::cout << "\nFile read successfully\n";
else
std::cout << "\nFile read successfully but seems defective:\n num entries read = " << i << ", entries epected = " << num_entries << "\n";
// print first few elements
if( w == h ){
for( unsigned int i = 0; i < w; i++ ){
printf("\n");
for( unsigned int j = 0; j < h; j++ ){
printf("%.2f ", matrix[ j + w * i ] );
}
}
}
else{
printf("\n");
for( unsigned int j = 0; j < h; j++ ){
printf("%.2f ", matrix[ j ] );
}
}
} else {
std::cout << "Unable to open file\n";
return false;
}
return true;
}
Below is my CUDA Kernel function that handles the matrix-vector multiplication:
__global__ void
_cl_matrix_vector_( float *A, float *b, float *x, int dim )
{
extern __shared__ float vec[];
unsigned int idx = blockIdx.x * blockDim.x + threadIdx.x;
float temp = 0.0;
int vOffs = 0;
//load vector into shared memory
for (int i = 0; i < (dim/blockDim.x) + 1 ; ++i, vOffs+= blockDim.x) {
vec[vOffs + threadIdx.x] = b[vOffs + threadIdx.x];
}
//make sure all threads are synchronized
__syncthreads();
if (idx < dim) {
temp = 0.0;
//dot product (multiplication)
for (int i = 0; i < dim; i++){
temp += A[idx * dim + i] * vec[i];
}
x[idx] = temp;
}
}
What are the necessary changes that I have to make on my CUDA code to take into account that my matrix is a sparse matrix?
I found out from a forum that we can also use padding to be able to optimize the performance, but this requires me to change the way I read the matrix / sort the matrix. Any ideas how to implement this padding in the way I read the matrix and perform the calculation?

Answer 1

This is a very old post and I want to highlight that cuSPARSE (since some time now) makes routines for the multiplication between sparse matrices or between a sparse matrix and a dense vector available.
For the csr format, the relevant routine for the multiplication between a sparse matrix and a dense vector is cusparse<t>csrmv. Below, a fully worked example showing its use.
#include <stdio.h>
#include <stdlib.h>
#include <iostream>
#include <assert.h>
#include "Utilities.cuh"
#include <cuda_runtime.h>
#include <cusparse_v2.h>
/********/
/* MAIN */
/********/
int main()
{
// --- Initialize cuSPARSE
cusparseHandle_t handle; cusparseSafeCall(cusparseCreate(&handle));
/**************************/
/* SETTING UP THE PROBLEM */
/**************************/
const int N = 4; // --- Number of rows and columns
// --- Host side dense matrices
double *h_A_dense = (double*)malloc(N * N * sizeof(double));
double *h_x_dense = (double*)malloc(N * sizeof(double));
double *h_y_dense = (double*)malloc(N * sizeof(double));
// --- Column-major ordering
h_A_dense[0] = 0.4612; h_A_dense[4] = -0.0006; h_A_dense[8] = 0.3566; h_A_dense[12] = 0.0;
h_A_dense[1] = -0.0006; h_A_dense[5] = 0.4640; h_A_dense[9] = 0.0723; h_A_dense[13] = 0.0;
h_A_dense[2] = 0.3566; h_A_dense[6] = 0.0723; h_A_dense[10] = 0.7543; h_A_dense[14] = 0.0;
h_A_dense[3] = 0.; h_A_dense[7] = 0.0; h_A_dense[11] = 0.0; h_A_dense[15] = 0.1;
// --- Initializing the data and result vectors
for (int k = 0; k < N; k++) {
h_x_dense[k] = 1.;
h_y_dense[k] = 0.;
}
// --- Create device arrays and copy host arrays to them
double *d_A_dense; gpuErrchk(cudaMalloc(&d_A_dense, N * N * sizeof(double)));
double *d_x_dense; gpuErrchk(cudaMalloc(&d_x_dense, N * sizeof(double)));
double *d_y_dense; gpuErrchk(cudaMalloc(&d_y_dense, N * sizeof(double)));
gpuErrchk(cudaMemcpy(d_A_dense, h_A_dense, N * N * sizeof(double), cudaMemcpyHostToDevice));
gpuErrchk(cudaMemcpy(d_x_dense, h_x_dense, N * sizeof(double), cudaMemcpyHostToDevice));
gpuErrchk(cudaMemcpy(d_y_dense, h_y_dense, N * sizeof(double), cudaMemcpyHostToDevice));
// --- Descriptor for sparse matrix A
cusparseMatDescr_t descrA; cusparseSafeCall(cusparseCreateMatDescr(&descrA));
cusparseSafeCall(cusparseSetMatType (descrA, CUSPARSE_MATRIX_TYPE_GENERAL));
cusparseSafeCall(cusparseSetMatIndexBase(descrA, CUSPARSE_INDEX_BASE_ONE));
int nnzA = 0; // --- Number of nonzero elements in dense matrix A
const int lda = N; // --- Leading dimension of dense matrix
// --- Device side number of nonzero elements per row of matrix A
int *d_nnzPerVectorA; gpuErrchk(cudaMalloc(&d_nnzPerVectorA, N * sizeof(*d_nnzPerVectorA)));
cusparseSafeCall(cusparseDnnz(handle, CUSPARSE_DIRECTION_ROW, N, N, descrA, d_A_dense, lda, d_nnzPerVectorA, &nnzA));
// --- Host side number of nonzero elements per row of matrix A
int *h_nnzPerVectorA = (int *)malloc(N * sizeof(*h_nnzPerVectorA));
gpuErrchk(cudaMemcpy(h_nnzPerVectorA, d_nnzPerVectorA, N * sizeof(*h_nnzPerVectorA), cudaMemcpyDeviceToHost));
printf("Number of nonzero elements in dense matrix A = %i\n\n", nnzA);
for (int i = 0; i < N; ++i) printf("Number of nonzero elements in row %i for matrix = %i \n", i, h_nnzPerVectorA[i]);
printf("\n");
// --- Device side sparse matrix
double *d_A; gpuErrchk(cudaMalloc(&d_A, nnzA * sizeof(*d_A)));
int *d_A_RowIndices; gpuErrchk(cudaMalloc(&d_A_RowIndices, (N + 1) * sizeof(*d_A_RowIndices)));
int *d_A_ColIndices; gpuErrchk(cudaMalloc(&d_A_ColIndices, nnzA * sizeof(*d_A_ColIndices)));
cusparseSafeCall(cusparseDdense2csr(handle, N, N, descrA, d_A_dense, lda, d_nnzPerVectorA, d_A, d_A_RowIndices, d_A_ColIndices));
// --- Host side sparse matrices
double *h_A = (double *)malloc(nnzA * sizeof(*h_A));
int *h_A_RowIndices = (int *)malloc((N + 1) * sizeof(*h_A_RowIndices));
int *h_A_ColIndices = (int *)malloc(nnzA * sizeof(*h_A_ColIndices));
gpuErrchk(cudaMemcpy(h_A, d_A, nnzA * sizeof(*h_A), cudaMemcpyDeviceToHost));
gpuErrchk(cudaMemcpy(h_A_RowIndices, d_A_RowIndices, (N + 1) * sizeof(*h_A_RowIndices), cudaMemcpyDeviceToHost));
gpuErrchk(cudaMemcpy(h_A_ColIndices, d_A_ColIndices, nnzA * sizeof(*h_A_ColIndices), cudaMemcpyDeviceToHost));
printf("\nOriginal matrix A in CSR format\n\n");
for (int i = 0; i < nnzA; ++i) printf("A[%i] = %f ", i, h_A[i]); printf("\n");
printf("\n");
for (int i = 0; i < (N + 1); ++i) printf("h_A_RowIndices[%i] = %i \n", i, h_A_RowIndices[i]); printf("\n");
printf("\n");
for (int i = 0; i < nnzA; ++i) printf("h_A_ColIndices[%i] = %i \n", i, h_A_ColIndices[i]);
printf("\n");
for (int i = 0; i < N; ++i) printf("h_x[%i] = %f \n", i, h_x_dense[i]); printf("\n");
const double alpha = 1.;
const double beta = 0.;
cusparseSafeCall(cusparseDcsrmv(handle, CUSPARSE_OPERATION_NON_TRANSPOSE, N, N, nnzA, &alpha, descrA, d_A, d_A_RowIndices, d_A_ColIndices, d_x_dense,
&beta, d_y_dense));
gpuErrchk(cudaMemcpy(h_y_dense, d_y_dense, N * sizeof(double), cudaMemcpyDeviceToHost));
printf("\nResult vector\n\n");
for (int i = 0; i < N; ++i) printf("h_y[%i] = %f ", i, h_y_dense[i]); printf("\n");
}

Answer 2

You might want to have a look at the very good CUSP library. They implement sparse matrices in a variety of formats (coo, csr, ellpack, diagonal and a hybrid between ellpack and coo). Each with their own advantages as described in the documentation. Most of them are "standard" sparse matrix formats about which you can find more information online. Not a complete answer to your question perhaps, but it should provide a starting point.