Line Code
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212
// nvcc -O3 CholeskyDecomp_t.cu --expt-relaxed-constexpr -gencode arch=compute_61,code=sm_61 --compiler-options="-Ofast -march=native"
// add -DDOPROF to run  nvprof --metrics all

#include <algorithm>
#include <cassert>
#include <chrono>
#include <iomanip>
#include <iostream>
#include <limits>
#include <memory>
#include <random>

#include <Eigen/Core>
#include <Eigen/Eigenvalues>

#include "DataFormats/Math/interface/choleskyInversion.h"
#include "HeterogeneousCore/CUDAUtilities/interface/device_unique_ptr.h"
#include "HeterogeneousCore/CUDAUtilities/interface/cudaCheck.h"
#include "HeterogeneousCore/CUDAUtilities/interface/requireDevices.h"
#include "HeterogeneousCore/CUDAUtilities/interface/launch.h"

constexpr int stride() { return 5 * 1024; }
template <int DIM>
using MXN = Eigen::Matrix<double, DIM, DIM>;
template <int DIM>
using MapMX = Eigen::Map<MXN<DIM>, 0, Eigen::Stride<DIM * stride(), stride()>>;

template <int N>
__global__ void invertSOA(double *__restrict__ p, unsigned int n) {
  auto i = blockIdx.x * blockDim.x + threadIdx.x;
  if (i >= n)
    return;

  MapMX<N> m(p + i);
  math::cholesky::invert(m, m);
}

template <typename M, int N>
__global__ void invert(M *mm, unsigned int n) {
  auto i = blockIdx.x * blockDim.x + threadIdx.x;
  if (i >= n)
    return;

  auto &m = mm[i];
  math::cholesky::invert(m, m);
}

template <typename M, int N>
__global__ void invertSeq(M *mm, unsigned int n) {
  if (threadIdx.x != 0)
    return;
  auto first = blockIdx.x * blockDim.x;
  auto last = std::min(first + blockDim.x, n);

  for (auto i = first; i < last; ++i) {
    auto &m = mm[i];
    math::cholesky::invert(m, m);
  }
}

// generate matrices
template <class M>
void genMatrix(M &m) {
  using T = typename std::remove_reference<decltype(m(0, 0))>::type;
  int n = M::ColsAtCompileTime;
  std::mt19937 eng;
  // std::mt19937 eng2;
  std::uniform_real_distribution<T> rgen(0., 1.);

  // generate first diagonal elemets
  for (int i = 0; i < n; ++i) {
    double maxVal = i * 10000 / (n - 1) + 1;  // max condition is 10^4
    m(i, i) = maxVal * rgen(eng);
  }
  for (int i = 0; i < n; ++i) {
    for (int j = 0; j < i; ++j) {
      double v = 0.3 * std::sqrt(m(i, i) * m(j, j));  // this makes the matrix pos defined
      m(i, j) = v * rgen(eng);
      m(j, i) = m(i, j);
    }
  }
}

template <int N>
void go(bool soa) {
  constexpr unsigned int DIM = N;
  using MX = MXN<DIM>;
  std::cout << "testing Matrix of dimension " << DIM << " size " << sizeof(MX) << " in " << (soa ? "SOA" : "AOS")
            << " mode" << std::endl;

  auto start = std::chrono::high_resolution_clock::now();
  auto delta = start - start;
  auto delta1 = delta;
  auto delta2 = delta;

  constexpr unsigned int SIZE = 4 * 1024;

  MX mm[stride()];  // just storage in case of SOA
  double *__restrict__ p = (double *)(mm);

  if (soa) {
    for (unsigned int i = 0; i < SIZE; ++i) {
      MapMX<N> m(p + i);
      genMatrix(m);
    }
  } else {
    for (auto &m : mm)
      genMatrix(m);
  }

  std::cout << mm[SIZE / 2](1, 1) << std::endl;

  if (soa)
    for (unsigned int i = 0; i < SIZE; ++i) {
      MapMX<N> m(p + i);
      math::cholesky::invert(m, m);
      math::cholesky::invert(m, m);
    }
  else
    for (auto &m : mm) {
      math::cholesky::invert(m, m);
      math::cholesky::invert(m, m);
    }

  std::cout << mm[SIZE / 2](1, 1) << std::endl;

  auto m_d = cms::cuda::make_device_unique<double[]>(DIM * DIM * stride(), nullptr);
  cudaCheck(cudaMemcpy(m_d.get(), (double const *)(mm), stride() * sizeof(MX), cudaMemcpyHostToDevice));

  constexpr int NKK =
#ifdef DOPROF
      2;
#else
      1000;
#endif
  for (int kk = 0; kk < NKK; ++kk) {
    int threadsPerBlock = 128;
    int blocksPerGrid = SIZE / threadsPerBlock;

    delta -= (std::chrono::high_resolution_clock::now() - start);

    if (soa)
      cms::cuda::launch(invertSOA<DIM>, {blocksPerGrid, threadsPerBlock}, m_d.get(), SIZE);
    else
      cms::cuda::launch(invert<MX, DIM>, {blocksPerGrid, threadsPerBlock}, (MX *)(m_d.get()), SIZE);

    cudaCheck(cudaMemcpy(&mm, m_d.get(), stride() * sizeof(MX), cudaMemcpyDeviceToHost));

    delta += (std::chrono::high_resolution_clock::now() - start);

    if (0 == kk)
      std::cout << mm[SIZE / 2](1, 1) << std::endl;

    if (!soa) {
      delta1 -= (std::chrono::high_resolution_clock::now() - start);

#ifndef DOPROF
      cms::cuda::launch(invertSeq<MX, DIM>, {blocksPerGrid, threadsPerBlock}, (MX *)(m_d.get()), SIZE);
      cudaCheck(cudaMemcpy(&mm, m_d.get(), stride() * sizeof(MX), cudaMemcpyDeviceToHost));
#endif
      delta1 += (std::chrono::high_resolution_clock::now() - start);

      if (0 == kk)
        std::cout << mm[SIZE / 2](1, 1) << std::endl;
    }

    delta2 -= (std::chrono::high_resolution_clock::now() - start);
    if (soa)
#pragma GCC ivdep
      for (unsigned int i = 0; i < SIZE; ++i) {
        MapMX<N> m(p + i);
        math::cholesky::invert(m, m);
      }
    else
#pragma GCC ivdep
      for (auto &m : mm) {
        math::cholesky::invert(m, m);
      }

    delta2 += (std::chrono::high_resolution_clock::now() - start);
  }

  std::cout << mm[SIZE / 2](1, 1) << std::endl;

  double DNNK = NKK;
  std::cout << "cuda/cudaSeq/x86 computation took "
            << std::chrono::duration_cast<std::chrono::milliseconds>(delta).count() / DNNK << ' '
            << std::chrono::duration_cast<std::chrono::milliseconds>(delta1).count() / DNNK << ' '
            << std::chrono::duration_cast<std::chrono::milliseconds>(delta2).count() / DNNK << ' ' << " ms"
            << std::endl;
}

int main() {
  cms::cudatest::requireDevices();

  go<2>(false);
  go<3>(false);
  go<4>(false);
  go<5>(false);
  go<6>(false);
  go<7>(false);
  go<10>(false);

  go<2>(true);
  go<3>(true);
  go<4>(true);
  go<5>(true);
  go<6>(true);
  go<7>(true);
  go<10>(true);
  return 0;
}