Matrix Multiplication OpenMP Counter-Intuitive Results - matrix

I am currently porting some code over to OpenMP at my place of work. One of the tasks I am doing is figuring out how to speed up matrix multiplication for one of our applications.
The matrices are stored in row-major format, so A[i*cols +j] gives the A_i_j element of the matrix A.
The code looks like this (uncommenting the pragma parallelises the code):
#include <omp.h>
#include <iostream>
#include <iomanip>
#include <stdio.h>
#define NUM_THREADS 8
#define size 500
#define num_iter 10
int main (int argc, char *argv[])
{
// omp_set_num_threads(NUM_THREADS);
int *A = new int [size*size];
int *B = new int [size*size];
int *C = new int [size*size];
for (int i=0; i<size; i++)
{
for (int j=0; j<size; j++)
{
A[i*size+j] = j*1;
B[i*size+j] = i*j+2;
C[i*size+j] = 0;
}
}
double total_time = 0;
double start = 0;
for (int t=0; t<num_iter; t++)
{
start = omp_get_wtime();
int i, k;
// #pragma omp parallel for num_threads(10) private(i, k) collapse(2) schedule(dynamic)
for (int j=0; j<size; j++)
{
for (i=0; i<size; i++)
{
for (k=0; k<size; k++)
{
C[i*size+j] += A[i*size+k] * B[k*size+j];
}
}
}
total_time += omp_get_wtime() - start;
}
std::setprecision(5);
std::cout << total_time/num_iter << std::endl;
delete[] A;
delete[] B;
delete[] C;
return 0;
}
What is confusing me is the following: why is dynamic scheduling faster than static scheduling for this task? Timing the runs and taking an average shows that static scheduling is slower, which to me is a bit counterintuitive since each thread is doing the same amount of work.
Also, am I correctly speeding up my matrix multiplication code?

Parallel matrix multiplication is non-trivial (have you even considered cache-blocking?). Your best bet is likely to be to use a BLAS Library for this, rather than writing it yourself. (Remember, "The best code is the code I do not have to write").
Wikipedia: Basic Linear Algebra Subprograms points to many implementations, a lot of which (including Intel Math Kernel Library) have free licenses.

Related

Difference between mutual exclusion like atomic and reduction in OpenMP

I'm am following video lectures of Tim Mattson on OpenMP and there was one exercise to find errors in provided code that count area of the Mandelbrot. So here is the solution that was provided:
#define NPOINTS 1000
#define MAXITER 1000
void testpoint(struct d_complex);
struct d_complex{
double r;
double i;
};
struct d_complex c;
int numoutside = 0;
int main(){
int i,j;
double area, error, eps = 1.0e-5;
#pragma omp parallel for default(shared) private(c,j) firstprivate(eps)
for(i = 0; i<NPOINTS; i++){
for(j=0; j < NPOINTS; j++){
c.r = -2.0+2.5*(double)(i)/(double)(NPOINTS)+eps;
c.i = 1.125*(double)(j)/(double)(NPOINTS)+eps;
testpoint(c);
}
}
area=2.0*2.5*1.125*(double)(NPOINTS*NPOINTS-numoutside)/(double)(NPOINTS*NPOINTS);
error=area/(double)NPOINTS;
printf("Area of Mandlebrot set = %12.8f +/- %12.8f\n",area,error);
printf("Correct answer should be around 1.510659\n");
}
void testpoint(struct d_complex c){
// Does the iteration z=z*z+c, until |z| > 2 when point is known to be outside set
// If loop count reaches MAXITER, point is considered to be inside the set
struct d_complex z;
int iter;
double temp;
z=c;
for (iter=0; iter<MAXITER; iter++){
temp = (z.r*z.r)-(z.i*z.i)+c.r;
z.i = z.r*z.i*2+c.i;
z.r = temp;
if ((z.r*z.r+z.i*z.i)>4.0) {
#pragma omp atomic
numoutside++;
break;
}
}
}
The question I have is, could we use reduction in #pragma omp parallel of variable numoutside like:
#pragma omp parallel for default(shared) private(c,j) firstprivate(eps) reduction(+:numoutside)
without atomic construct in testpoint function?
I tested the function without atomic, and the result was different from the one I got in the first place. Why does that happen? And while I understand the concept of mutual exclusion and use of it because of race conditioning, isn't reduction just another form of solving that problem with private variables?
Thank You in advance.

OpenMP and (Rcpp)Eigen

I am wondering how to write code that at times makes use of OpenMP parallelization built into the Eigen library while at other times uses Parallelization that I specify. Hopefully, the below code snippet should provide background into my problem.
I am asking this question at the design stage of my library (sorry I don't have a working / broken code example).
#ifdef _OPENMP
#include <omp.h>
#endif
#include <RcppEigen.h>
void fxn(..., int ncores=-1){
if (ncores > 0) omp_set_num_threads(ncores);
/*
* Code with matrix products
* where I would like to use Eigen's
* OpenMP parallelization
*/
#pragma omp parallel for
for (int i=0; i < iter; i++){
/*
* Code I would like to parallelize "myself"
* even though it involves matrix products
*/
}
}
What is best practice for controlling the balance between Eigen's own parallelization with OpenMP and my own.
UPDATE:
I wrote a simple example and tested ggael's suggestion. In short, I am skeptical that it solves the problem I was posing (or I am doing something else wrong - apologies if its the latter). Notice that with explicit parallelization of the for loop there is no change in run-time (not even a slow
#ifdef _OPENMP
#include <omp.h>
#endif
#include <RcppEigen.h>
using namespace Rcpp;
// [[Rcpp::plugins(openmp)]]
// [[Rcpp::export]]
Eigen::MatrixXd testing(Eigen::MatrixXd A, Eigen::MatrixXd B, int n_threads=1){
Eigen::setNbThreads(n_threads);
Eigen::MatrixXd C = A*B;
Eigen::setNbThreads(1);
for (int i=0; i < A.cols(); i++){
A.col(i).array() = A.col(i).array()*B.col(i).array();
}
return A;
}
// [[Rcpp::export]]
Eigen::MatrixXd testing_omp(Eigen::MatrixXd A, Eigen::MatrixXd B, int n_threads=1){
Eigen::setNbThreads(n_threads);
Eigen::MatrixXd C = A*B;
Eigen::setNbThreads(1);
#pragma omp parallel for num_threads(n_threads)
for (int i=0; i < A.cols(); i++){
A.col(i).array() = A.col(i).array()*B.col(i).array();
}
return A;
}
/*** R
A <- matrix(rnorm(1000*1000), 1000, 1000)
B <- matrix(rnorm(1000*1000), 1000, 1000)
microbenchmark::microbenchmark(testing(A,B, n_threads=1),
testing_omp(A,B, n_threads=1),
testing(A,B, n_threads=8),
testing_omp(A,B, n_threads=8),
times=10)
*/
Unit: milliseconds
expr min lq mean median uq max neval cld
testing(A, B, n_threads = 1) 169.74272 183.94500 212.83868 218.15756 236.97049 264.52183 10 b
testing_omp(A, B, n_threads = 1) 166.53132 178.48162 210.54195 227.65258 234.16727 238.03961 10 b
testing(A, B, n_threads = 8) 56.03258 61.16001 65.15763 62.67563 67.37089 83.43565 10 a
testing_omp(A, B, n_threads = 8) 54.18672 57.78558 73.70466 65.36586 67.24229 167.90310 10 a
The easiest is probably to disable/enable Eigen's multi-threading at runtime:
Eigen::setNbThreads(1); // single thread mode
#pragma omp parallel for
for (int i=0; i < iter; i++){
// Code I would like to parallelize "myself"
// even though it involves matrix products
}
Eigen::setNbThreads(0); // restore default

parallelizing in openMP

I have the following code that I want to paralleize using OpenMP
for(m=0; m<r_c; m++)
{
for(n=0; n<c_c; n++)
{
double value = 0.0;
for(j=0; j<r_b; j++)
for(k=0; k<c_b; k++)
{
double a;
if((m-j)<0 || (n-k)<0 || (m-j)>r_a || (n-k)>c_a)
a = 0.0;
else
a = h_a[((m-j)*c_a) + (n-k)];
//printf("%lf\t", a);
value += h_b[(j*c_b) + k] * a;
}
h_c[m*c_c + n] = value;
//printf("%lf\t", h_c[m*c_c + n]);
}
//cout<<"row "<<m<<" completed"<<endl;
}
In this I want every thread to perform "for j" and "for k" simultaneouly.
I am trying to do using pragma omp parallel for before the "for m" loop but not getting the correct result.
How can I do this in an optimized manner. thanks in advance.
Depending exactly from which loop you want to parallelize, you have three options:
#pragma omp parallel
{
#pragma omp for // Option #1
for(m=0; m<r_c; m++)
{
for(n=0; n<c_c; n++)
{
double value = 0.0;
#pragma omp for // Option #2
for(j=0; j<r_b; j++)
for(k=0; k<c_b; k++)
{
double a;
if((m-j)<0 || (n-k)<0 || (m-j)>r_a || (n-k)>c_a)
a = 0.0;
else
a = h_a[((m-j)*c_a) + (n-k)];
//printf("%lf\t", a);
value += h_b[(j*c_b) + k] * a;
}
h_c[m*c_c + n] = value;
//printf("%lf\t", h_c[m*c_c + n]);
}
//cout<<"row "<<m<<" completed"<<endl;
}
}
//////////////////////////////////////////////////////////////////////////
// Option #3
for(m=0; m<r_c; m++)
{
for(n=0; n<c_c; n++)
{
#pragma omp parallel
{
double value = 0.0;
#pragma omp for
for(j=0; j<r_b; j++)
for(k=0; k<c_b; k++)
{
double a;
if((m-j)<0 || (n-k)<0 || (m-j)>r_a || (n-k)>c_a)
a = 0.0;
else
a = h_a[((m-j)*c_a) + (n-k)];
//printf("%lf\t", a);
value += h_b[(j*c_b) + k] * a;
}
h_c[m*c_c + n] = value;
//printf("%lf\t", h_c[m*c_c + n]);
}
}
//cout<<"row "<<m<<" completed"<<endl;
}
Test and profile each. You might find that option #1 is fastest if there isn't a lot of work for each thread, or you may find that with optimizations on, there is no difference (or even a slowdown) when enabling OMP.
Edit
I've adopted the MCVE supplied in the comments as follows:
#include <iostream>
#include <chrono>
#include <omp.h>
#include <algorithm>
#include <vector>
#define W_OMP
int main(int argc, char *argv[])
{
std::vector<double> h_a(9);
std::generate(h_a.begin(), h_a.end(), std::rand);
int r_b = 500;
int c_b = r_b;
std::vector<double> h_b(r_b * c_b);
std::generate(h_b.begin(), h_b.end(), std::rand);
int r_c = 500;
int c_c = r_c;
int r_a = 3, c_a = 3;
std::vector<double> h_c(r_c * c_c);
auto start = std::chrono::system_clock::now();
#ifdef W_OMP
#pragma omp parallel
{
#endif
int m,n,j,k;
#ifdef W_OMP
#pragma omp for
#endif
for(m=0; m<r_c; m++)
{
for(n=0; n<c_c; n++)
{
double value = 0.0,a;
for(j=0; j<r_b; j++)
{
for(k=0; k<c_b; k++)
{
if((m-j)<0 || (n-k)<0 || (m-j)>r_a || (n-k)>c_a)
a = 0.0;
else a = h_a[((m-j)*c_a) + (n-k)];
value += h_b[(j*c_b) + k] * a;
}
}
h_c[m*c_c + n] = value;
}
}
#ifdef W_OMP
}
#endif
auto end = std::chrono::system_clock::now();
auto elapsed = std::chrono::duration_cast<std::chrono::milliseconds>(end - start);
std::cout << elapsed.count() << "ms"
#ifdef W_OMP
"\t with OMP"
#else
"\t without OMP"
#endif
"\n";
return 0;
}
As a reference, I'm using VS2012 (OMP 2.0, grrr). I'm not sure when collapse was introduced, but apparently after 2.0. Optimizations were /O2 and compiled in Release x64.
Benchmarks
Using the original sizes of the loops (7,7,5,5) and therefore arrays, the results were 0ms without OMP and 1ms with. Verdict: optimizations were better, and the added overhead wasn't worth it. Also, the measurements are not reliable (too short).
Using the slightly larger sizes of the loops (100, 100, 100, 100) and therefore arrays, the results were about equal at about 108ms. Verdict: still not worth the naive effort, tweaking OMP parameters might tip the scale. Definitely not the x4 speedup I would hope for.
Using an even larger sizes of the loops (500, 500, 500, 500) and therefore arrays, OMP started to pull ahead. Without OMP 74.3ms, with 15s. Verdict: Worth it. Weird. I got a x5 speedup with four threads and four cores on an i5. I'm not going to try and figure out how that happened.
Summary
As has been stated in countless answers here on SO, it's not always a good idea to parallelize every for loop you come across. Things that can screw up your desired xN speedup:
Not enough work per thread to justify the overhead of creating the additional threads
The work itself is memory bound. This means that the CPU can be running at 1petaHz and you still won't see a speedup.
Memory access patterns. I'm not going to go there. Feel free to edit in the relevant info if you want it.
OMP parameters. The best choice of parameters will often be a result of this entire list (not including this item, to avoid recursion issues).
SIMD operations. Depending on what and how you're doing, the compiler may vectorize your operations. I have no idea if OMP will usurp the SIMD operations, but it is possible. Check your assembly (foreign language to me) to confirm.

rcpp matrix multiplication speed improvement

I am using Rcpp for some heavy computation. However, my code doesn't run as fast as expected. I know I must have done something wrong because the same computation is faster in MATLAB. I have a hard time figuring out how I could improve my code, so I'm genuinely asking for help here.
I have a 12 by 5000^2/2 matrix called mX, and a 5000^2/2 by 1 matrix called w.
I would like to calculate A=mX * diag(w) * t(mX).
I have written the following four functions to do it.
#include <RcppArmadillo.h>
#include <RcppEigen.h>
#include <omp.h>
// [[Rcpp::depends("RcppArmadillo")]]
// [[Rcpp::depends("RcppEigen")]]
// [[Rcpp::plugins(openmp)]]
using namespace Rcpp;
using Eigen::MatrixXd;
// [[Rcpp::export]]
arma::mat MultiplyArma1(arma::mat mX, arma::colvec w){
return mX*arma::diagmat(w)*arma::trans(mX);
}
// [[Rcpp::export]]
arma::mat MultiplyArma2(arma::mat mX, arma::colvec w){
return mX*(arma::repmat(w,1,12)%arma::trans(mX));
}
// [[Rcpp::export]]
arma::mat MultiplyCpp(arma::mat mX, arma::colvec w){
omp_set_num_threads(4);
int N=mX.n_rows;
int K=mX.n_cols;
arma::mat tmX=arma::zeros<arma::mat>(K,N);
arma::mat ProductF=arma::zeros<arma::mat>(N,N);
arma::mat ProductM=arma::zeros<arma::mat>(K,N);
#pragma omp parallel for schedule(static)
for (int i=0; i<K; ++i){
for (int j=0; j<N; ++j){
tmX(i,j)=mX(j,i);
}
}
#pragma omp parallel for schedule(static)
for (int j=0; j<N; ++j){
for (int i=0; i<K; ++i){
ProductM(i,j)=tmX(i,j)*w(i);
}
}
#pragma omp parallel for schedule(static)
for (int j=0; j<N; ++j){
for (int i=0; i<N; ++i){
for (int k=0; k<K; ++k){
ProductF(i,j) +=tmX(k,i)*ProductM(k,i);
}
}
}
return ProductF;
}
// [[Rcpp::export]]
MatrixXd MultiplyEigen(const MatrixXd mX, const MatrixXd Dw){
return mX* ( Dw.cwiseProduct( mX.transpose() ) );
}
The 1st and 2nd both use RcppArmadillo, and only differs in representation of diag(w). The 3rd makes use of openmp, and I code up everthing element wise. The 4th uses RcppEigen. I don't know how to generate diag(w) in RcppEigen, so I have the input be Dw=rep(w,1,12).
mX=matrix(0.7, 12, 5000^2/2)
w=matrix(0.2, 5000^2/2,1)
Dw=repmat(w, 1,12)
tic()
a1=MultiplyArma1(mX,w)
toc()
tic()
a2=MultiplyArma2(mX,w)
toc()
tic()
a3=MultiplyCpp(mX,w)
toc()
tic()
a4=MultiplyEigen(mX, Dw)
toc()
Then as I time the speed, They all take more than 3 seconds. However, when I do the same calculation in MATLAB A=mX*(repmat(w,1,12).*mX'), it takes only 1.5 seconds.
It makes me feel that there's still room for improving my Rcpp function, but I honestly don't know how. I would very much appreciate your help!

Open MP with gsl_matrix is slower than sequential

I've created a simple c program using gsl(GNU Scienctific Library) and open mp. In this simple program, I want to test the execution time for sequential and parallel. Here is the program snippets, main.c.
#include "omp.h"
#include <stdio.h>
#include <gsl/gsl_matrix.h>
#include <time.h>
int main()
{
omp_set_num_threads(4);
int n1=10000, n2=10000;
gsl_matrix *A = gsl_matrix_alloc(n1, n2);
int i,j;
struct timeval tv1, tv2, tv3, tv4;
gettimeofday(&tv1, 0);
for(i=0; i<n1; i++)
{
for(j=0; j<n2; j++)
{
gsl_matrix_set(A, i, j, i*j*1000000);
}
}
gettimeofday(&tv2, 0);
long elapsed = (tv2.tv_sec-tv1.tv_sec)*1000000 + tv2.tv_usec-tv1.tv_usec;
printf("Sequential Duration:%ldms\n", elapsed);
gettimeofday(&tv3, 0);
#pragma omp parallel for private(i,j)
for(i=0; i<n1; i++)
{
for(j=0; j<n2; j++)
{
gsl_matrix_set(A, i, j, i*j*1000000);
}
}
gettimeofday(&tv4, 0);
elapsed = (tv4.tv_sec-tv3.tv_sec)*1000000 + tv4.tv_usec-tv3.tv_usec;
printf(" Parallel Duration:%ldms\n", elapsed);
return 0;
}
Then I compiled the above code, using this command:
gcc -fopenmp main.c -o test -lgsl -lgslcblas -lm
Here is the program's result:
Sequential Duration:11980106ms
Parallel Duration:20624043ms
Why, the parallel part slower than the sequential part. How can I optimize this code? Thanks
as you have written it the j variable is shared between all threads so the threads are overwritting other threads state constantly, leading to them iterating values they have already covered.
You should always minimize the scope of variables when trying to parallelize with openmp. Either move the scope of j into the loop or mark it as private explicitly:
#pragma omp parallel for private(j)
also clock counts the processor time not the real time, you probably want to use gettimeofday
you matrix is too small to benefit much from parallelization, the threading overhead will dominate. Increase it to ~10000x10000 to start seeing something.
The problem here is that you do not know what the procedure gsl_matrix_set does with A. You do not know if it is thread safe. To change one element in that matrix you supply the whole matrix to the routine instead of only the indices of the element. This smells by false sharing (see e.g. this answer).
I would try this instead
gsl_matrix_set(A[i][j],i*j*1000000);
If that does not work and what you are interested in is only the time difference between serial and parallel I would just do
A[i][j] = i*j*1000000
In the thread part, try this:
#pragma omp parallel private(i,j)
for(i=0; i<n1; i++)
{
for(j=0; j<n2; j++)
{
gsl_matrix_set(A, i, j, i*j*1000000);
}
}
or
#pragma omp parallel for
for(i=0; i<n1; i++)
{
for(j=0; j<n2; j++)
{
gsl_matrix_set(A, i, j, i*j*1000000);
}
}

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