Redesigning Triangular Dense Matrix Computations on GPUs
A new implementation of the triangular matrix-matrix multiplication (TRMM) and the triangular solve (TRSM) kernels are described on GPU hardware accelerators. Although part of the Level 3 BLAS family, these highly computationally intensive kernels fail to achieve the percentage of the theoretical peak performance on GPUs that one would expect when running kernels with similar surface-to-volume ratio on hardware accelerators, i.e., the standard matrix-matrix multiplication (GEMM). The authors propose adopting a recursive formulation, which enriches the TRMM and TRSM inner structures with GEMM calls and, therefore, reduces memory traffic while increasing the level of concurrency. The new implementation enables efficient use of the GPU memory hierarchy and mitigates the latency overhead, to run at the speed of the higher cache levels. Performance comparisons show up to eightfold and twofold speedups for large dense matrix sizes, against the existing state-of-the-art TRMM and TRSM implementations from NVIDIA cuBLAS, respectively, across various GPU generations. Once integrated into high-level Cholesky-based dense linear algebra algorithms, the performance impact on the overall applications demonstrates up to fourfold and twofold speedups, against the equivalent native implementations, linked with cuBLAS TRMM and TRSM kernels, respectively. The new TRMM/TRSM kernel implementations are part of the open-source KBLAS software library (http://ecrc.kaust.edu.sa/Pages/Res-kblas.aspx) and are lined up for integration into the NVIDIA cuBLAS library in the upcoming v8.0 release.
KeywordsTriangular dense matrix computations High performance computing Recursive formulation KBLAS GPU optimization
Most large-scale numerical simulations rely for high performance on the BLAS , which are often available through various vendor distributions tuned for their own architecture, e.g., MKL on Intel x86 , ACML  on AMD x86, ESSL  on IBM Power architecture. Indeed, BLAS kernels are considered as building blocks, and the library represents one of the last layers of the usual software stack, which is usually where application performance is extracted from the underlying hardware. This drives continuous efforts to optimize BLAS kernels . While performance of Level 1 and 2 BLAS kernels is mainly limited by the bus bandwidth (memory-bound), Level 3 BLAS kernels display a higher flop/byte ratio (compute-bound), thanks to high data reuse occurring at the upper levels of the cache hierarchy. However, BLAS operations on triangular matrix structure, i.e., the triangular matrix-matrix multiplication (TRMM) and the system of linear equations triangular solvers (TRSM), have demonstrated limited performance on GPUs using the highly optimized NVIDIA cuBLAS library . Although in the category of Level 3 BLAS operations, the triangular structure of the input matrix and the in-place nature of the operation may generate many Write After Read (WAR) data hazards. WAR situations usually reduce the level of concurrency due to inherent dependencies, and incur excessive data fetching from memory.
We describe a recursive formulation that enriches the TRMM/TRSM inner structures with GEMM calls and, therefore, enhances data reuse and concurrency on the GPU by minimizing the impact of WAR data hazards and by mitigating the memory transactions load overhead. The idea of casting level 3 BLAS operations into GEMM operations has been promoted by several previous works, including Kågström et al. , Goto and van de Geijn , Andersen et al. , and Elmorth et al. . In this paper, we describe a recursive formulation of the TRMM and TRSM kernels, which suits well the aggressively parallel many-core GPUs architecture. Performance comparisons show up to sixfold and twofold speedups for large dense matrix sizes with our implementation, against the existing state-of-the-art TRMM/TRSM implementations from NVIDIA cuBLAS, respectively, across various GPU generations. After integrating it into high-level dense linear algebra algorithms, such as the Cholesky-based symmetric matrix inversion and the Cholesky-based triangular solvers, the performance impact on the overall application demonstrates up to fourfold and twofold speedups against the equivalent native implementations, linked with NVIDIA cuBLAS TRMM/TRSM kernels.
The remainder of the paper is organized as follows. Section 2 presents related work. Section 3 recalls the TRMM/TRSM kernel operations and identifies the performance bottlenecks seen on NVIDIA GPUs. The implementation details of the high-performance recursive TRMM/TRSM kernels are given in Sect. 4. Section 5 shows TRMM/TRSM performance results on various GPU generations, compares against the state-of-the-art high-performance NVIDIA cuBLAS implementations, and shows the impact of integrating our TRMM/TRSM implementations into the Cholesky-based symmetric matrix inversion and the Cholesky-based triangular solver from MAGMA , a high performance dense linear algebra library on GPUs. We conclude in Sect. 6.
2 Related Work
The literature is rich when it comes to BLAS kernel optimizations targeting different x86 and vector architectures [8, 17, 18, 19]. We focus only on a few, which are directly related to the topic of the paper.
Kågström et al.  proposed a method to express Level 3 BLAS operations in terms of general matrix-matrix multiplication kernel (GEMM). The core idea is to cast the bulk of computations involving off-diagonal blocks as GEMMs, and to operate on the diagonal blocks with Level 1 and 2 BLAS kernels, which increases the byte/flops ratio of the original Level 1 and 2 BLAS operations. Furthermore, recursive formulations for several LA kernels have been promoted by Andersen et al.  with packed and general data formats, and by Elmorth et al.  with recursive blocking. However, their formulations are designed for the hierarchical memory architecture of x86 multicore processors. Goto and van de Geijn  proposed another approach, which casts the computations of Level 3 BLAS operations in terms of a General Panel-Panel multiplication (GEPP). For operations that involve triangular matrices like TRMM and TRSM. The authors customized the GEPP kernel by adjusting the involved loop bounds or by zeroing out the unused elements above the diagonal (for lower triangular TRMM). They show that, with such minimal changes to the main GEPP kernel, this approach enhances the performance of Level 3 BLAS operations against open-source and commercial libraries (MKL, ESSL and ATLAS) on various CPU architectures. Later, Igual et al.  extended the same approach to GPUs and accelerated the corresponding Level-3 BLAS operations.
Though these methods are effective for multicore CPU processors, especially when the employed block sizes fits well in the L1 and L2 cache sizes, GPU architecture imposes fundamental changes to the programming model to extract better performance. In general, because the GPU is a throughput-oriented device, Level 3 BLAS kernels perform better when processing larger matrix blocks, which also help mitigate the overhead of extra kernel launches. In particular, GEMM kernel reaches the sustained peak performance with matrix blocks higher than 1024 as shown in Fig. 1(a), an important fact that we will use to explain our method in Sect. 4 to speed up the execution of both TRMM and TRSM operations.
Both Kågström’s and Goto’s methods require additional temporary buffers to store temporary data, whose size needs to be tuned for better cache alignment. The later method adds the overhead of packing data of each panel before each GEPP operation and unpacking it after GEPP is over. This incurs extra memory allocations and data transfer costs that would prevent an efficient GPU port. Moreover, Kågström’s method requires a set of sequentially invoked GEMV kernels to achieve a TRMM for small diagonal blocks, which may be prohibitive on GPUs, due to the overhead of kernel launches. We study the recursive formulations of these kernels in the context of massively parallel GPU devices.
3 The Triangular Matrix Operations: TRMM and TRSM
This Section recalls the general TRMM and TRSM operations and highlights the reasons behind the performance bottleneck observed on GPUs.
3.1 Recalling TRMM and TRSM Operations
As described in the legacy BLAS library , TRMM performs one of the triangular matrix-matrix operations as follows: \(B = \alpha \ op( A ) \ B,\) if side is left, or \(B = \alpha \ B \ op( A ),\) if side is right. On the other hand, TRSM solves one of the matrix equations as follows: \(op( A ) \ X = \alpha \ B,\) if side is left, or \(X \ op( A ) = \alpha \ B ,\) if side is right. For both formulas, \(\alpha \) is a scalar, B and X are \(M\times N\) matrices, A is a unit, or non-unit, upper or lower triangular matrix and op(A) is one of \(op(A) = A\) or \(op( A ) = A^T\). The resulting matrix X is overwritten on B. It is noteworthy to mention that these operations happen in-place (IP), i.e., B gets overwritten by the final output of the TRMM or TRSM operations. This in-place overwriting may engender lots of anti-dependencies or WAR data hazards, from successive memory accesses, due to the triangular structure of the input matrix, and may generate lots of memory traffic.
3.2 Current State of Art Performance of TRMM and TRSM
3.3 Identifying the Performance Bottlenecks
3.4 Profiling of NVIDIA cuBLAS TRMM
Assuming square matrices, GEMM performs \(2N^3\) floating-point operations (flops) on \(3N^2\) data, and TRMM performs \(N^3\) flops on \(3/2 N^2\) data. In fact, TRMM can be ideally thought of as an IP GEMM; thus, the memory transactions involved are expected to be proportional to the processed data size. However, Fig. 2(a) highlights that cuBLAS IP TRMM implementation performs almost an order of magnitude of DRAM read memory accesses higher than a GEMM for the same input size, and an equivalent number of DRAM memory writes as GEMM for the same input size. On the other hand, OOP TRMM implementation exhibits much better memory traffic load, with almost equivalent DRAM read memory accesses to GEMM for the same input size, but astonishingly more DRAM write accesses as shown in Fig. 2(b). This hints that the cuBLAS implementation of TRMM is not optimal and produces excessive memory accesses, due to its inability to efficiently overcome the WAR dependencies. We note that profiling of cuBLAS and KBLAS memory transactions has been done using the nvprof tool available from NVIDIA CUDA Toolkit .
In this paper, we propose to further improve the performance of IP TRSM and IP TRMM on NVIDIA GPUs, by running closer to GEMM peak, in addition to staying compliant with the legacy BLAS regarding operating in-place. We refer to IP TRMM and IP TRSM as TRMM and TRSM onward in this paper.
4 Recursive Definition and Implementation Details
To maximize the performance of the generated GEMM calls, we need to be careful about the choice of partitioning the rows. Our target is to generate GEMM calls with maximum possible sub-matrix size, which in turn makes the best boost in performance. We choose the partitioning \(M_1=M/2\) if M is a power of 2, otherwise we choose \(M_1\) as the closest power of 2 strictly less than M; in both cases \(M_2 = M - M_1\). The same logic applies when partitioning along columns for right sided TRMM or TRSM. Such a strategy for partitioning the matrices is also needed to ensure that the generated GEMM calls operate on suitable matrix sizes and to minimize the number of trailing sub-matrices with odd matrix sizes during the subsequent recursion.
5 Experimental Results
Figure 4 shows how KBLAS TRMM is capable of fetching less data from global memory in favor of reusing already fetched data in the higher cache levels, as opposed to IP cuBLAS TRMM. KBLAS TRMM also performs less data traffic compared to cuBLAS DGEMM, however, this is commensurate to the processed data size. In addition, it performs less data fetching from global memory than the more regular cuBLAS OOP TRMM. Note that the increase in global memory data writes in KBLAS TRMM is due to the fact that some horizontal panels are updated several times by the recursive nature of the algorithm. The number of updates of a horizontal panel is equal to the number of GEMMs that updates in the left path to the recursion root, plus one for the TRMM leaf. However this increase in the number of global memory writes is much less expensive than the significantly greater number of global memory reads needed by cuBLAS IP TRMM.
To conclude, we show the impact of KBLAS TRMM and TRSM when integrated into high-level dense linear algebra algorithms. In particular, the Cholesky-based symmetric matrix inversion is one of the main operations for the computation of the variance-covariance matrix in statistics . The inversion algorithm first factorizes the dense symmetric matrix using the Cholesky factorization (POTRF) and then inverts and multiply in-place the triangular Cholesky factor by its transpose (POTRI) to get the final inverted triangular matrix. Figure 9 shows the performance impact of linking the MAGMA  library with the KBLAS library. With KBLAS TRMM, MAGMA POTRI gets up to twofold and fourfold speedup, for single and double precision, respectively, when compared to using cuBLAS TRMM on a single GPU, as seen in Fig. 9(a). Moreover, the symmetric matrix inversion operation drives a computational astronomy application , which designs the future instruments of the European Extremely Large Telescope (E-ELT). This simulation has a strong constraint on close to real-time computations and, therefore, can highly benefit from the efficient KBLAS TRMM and TRSM introduced in this paper, when running on NVIDIA GPUs.
Finally, solving a system of linear equations with a positive definite matrix (POSV) is a very common operation in scientific computations. It can be achieved by first factorizing the matrix A with Cholesky method (POTRF), then solving with POTRS. Figure 9(b) shows the impact of linking the MAGMA library with the KBLAS library. With KBLAS TRSM, MAGMA POTRS gets up to twofold and 30 % speedup, for single and double precision, respectively, compared to linking with cuBLAS TRSM.
6 Conclusions and Future Work
Recursive formulations of the Level 3 BLAS triangular matrix-matrix multiplication (TRMM) and triangular solve (TRSM) have been implemented on GPUs, which allow reducing memory traffic from global memory and expressing most of the computations in GEMM sequences. They achieve up to eightfold and twofold speedups, respectively, for asymptotic dense matrix sizes against the existing state-of-the-art TRMM/TRSM implementations from NVIDIA cuBLAS v7.5, across various GPU generations. After integrating them into high-level Cholesky-based dense linear algebra algorithms, performance impact on the overall application demonstrates up to fourfold and twofold speedups against the equivalent vendor implementations, respectively. The new TRMM and TRSM implementations on NVIDIA GPUs are available in the open-source KAUST BLAS (KBLAS) library  and are scheduled for integration into the NVIDIA cuBLAS library in its future release. Future work includes the performance analysis on tall and skinny matrices, which is critical for some dense linear algebra algorithms (e.g., the generalized symmetric eigenvalue problem), as well as looking at multi-GPU support. The authors would like also to study the general applicability of such recursive formulations on other Level 3 BLAS operations as well as targeting other hardware architectures (e.g., Intel/AMD x86, Intel Xeon Phi, AMD APUs, ARM processors, etc.).
We thank NVIDIA for hardware donations in the context of the GPU Research Center Award to the Extreme Computing Research Center at the King Abdullah University of Science and Technology and KAUST IT Research Computing for hardware support on the GPU-based system.
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