Could the "reduce" function be parallelized in Functional Programming? - parallel-processing

In Functional Programming, one benefit of the map function is that it could be implemented to be executed in parallel.
So on a 4 cores hardware, this code and a parallel implementation of map would allow the 4 values to be processed at the same time.
let numbers = [0,1,2,3]
let increasedNumbers = numbers.map { $0 + 1 }
Fine, now lets talk about the reduce function.
Return the result of repeatedly calling combine with an accumulated
value initialized to initial and each element of self, in turn, i.e.
return combine(combine(...combine(combine(initial, self[0]),
self[1]),...self[count-2]), self[count-1]).
My question: could the reduce function be implemented so to be executed in parallel?
Or, by definition, it is something that can only be executed sequentially?
Example:
let sum = numbers.reduce(0) { $0 + $1 }

One of the most common reductions is the sum of all elements.
((a+b) + c) + d == (a + b) + (c+d) # associative
a+b == b+a # commutative
That equality works for integers, so you can change the order of operations from one long dependency chain to multiple shorter dependency chains, allowing multithreading and SIMD parallelism.
It's also true for mathematical real numbers, but not for floating point numbers. In many cases, catastrophic cancellation is not expected, so the final result will be close enough to be worth the massive performance gain. For C/C++ compilers, this is one of the optimizations enabled by the -ffast-math option. (There's a -fassociative-math option for just this part of -ffast-math, without the assumptions about lack of infinities and NaNs.)
It's hard to get much SIMD speedup if one wide load can't scoop up multiple useful values. Intel's AVX2 added "gathered" loads, but the overhead is very high. With Haswell, it's typically faster to just use scalar code, but later microarchitectures do have faster gathers. So SIMD reduction is much more effective on arrays, or other data that is stored contiguously.
Modern SIMD hardware works by loading 2 consecutive double-precision floats into a vector register (for example, with 16B vectors like x86's sse). There is a packed-FP-add instruction that adds the corresponding elements of two vectors. So-called "vertical" vector operations (where the same operation happens between corresponding elements in two vectors) are much cheaper than "horizontal" operations (adding the two doubles in one vector to each other).
So at the asm level, you have a loop that sums all the even-numbered elements into one half of a vector accumulator, and all the odd-numbered elements into the other half. Then one horizontal operation at the end combines them. So even without multithreading, using SIMD requires associative operations (or at least, close enough to associative, like floating point usually is). If there's an approximate pattern in your input, like +1.001, -0.999, the cancellation errors from adding one big positive to one big negative number could be much worse than if each cancellation had happened separately.
With wider vectors, or narrower elements, a vector accumulator will hold more elements, increasing the benefit of SIMD.
Modern hardware has pipelined execution units that can sustain one (or sometimes two) FP vector-adds per clock, but the result of each one isn't ready for 5 cycles. Saturating the hardware's throughput capabilities requires using multiple accumulators in the loop, so there are 5 or 10 separate loop-carried dependency chains. (To be concrete, Intel Skylake does vector-FP multiply, add, or FMA (fused multiply-add) with 4c latency and one per 0.5c throughput. 4c/0.5c = 8 FP additions in flight at once to saturate Skylake's FP math unit. Each operation can be a 32B vector of eight single-precision floats, four double-precision floats, a 16B vector, or a scalar. (Keeping multiple operations in flight can speed up scalar stuff, too, but if there's any data-level parallelism available, you can probably vectorize it as well as use multiple accumulators.) See http://agner.org/optimize/ for x86 instruction timings, pipeline descriptions, and asm optimization stuff. But note that everything here applies to ARM with NEON, PPC Altivec, and other SIMD architectures. They all have vector registers and similar vector instructions.
For a concrete example, here's how gcc 5.3 auto-vectorizes a FP sum reduction. It only uses a single accumulator, so it's missing out on a factor of 8 throughput for Skylake. clang is a bit more clever, and uses two accumulators, but not as many as the loop unroll factor to get 1/4 of Skylake's max throughput. Note that if you take out -ffast-math from the compile options, the FP loop uses addss (add scalar single) rather than addps (add packed single). The integer loop still auto-vectorizes, because integer math is associative.
In practice, memory bandwidth is the limiting factor most of the time. Haswell and later Intel CPUs can sustain two 32B loads per cycle from L1 cache. In theory, they could sustain that from L2 cache. The shared L3 cache is another story: it's a lot faster than main memory, but its bandwidth is shared by all cores. This makes cache-blocking (aka loop tiling) for L1 or L2 a very important optimization when it can be done cheaply, when working with more than 256k of data. Rather than producing and then reducing 10MiB of data, produce in 128k chunks and reduce them while they're still in L2 cache instead of the producer having to push them to main memory and the reducer having to bring them back in. When working in a higher level language, your best bet may be to hope that the implementation does this for you. This is what you ideally want to happen in terms of what the CPU actually does, though.
Note that all the SIMD speedup stuff applies within a single thread operating on a contiguous chunk of memory. You (or the compiler for your functional language!) can and should use both techniques, to have multiple threads each saturating the execution units on the core they're running on.
Sorry for the lack of functional-programming in this answer. You may have guessed that I saw this question because of the SIMD tag. :P
I'm not going to try to generalize from addition to other operations. IDK what kind of stuff you functional-programming guys get up to with reductions, but addition or compare (find min/max, count matches) are the ones that get used as SIMD-optimization examples.

There are some compilers for functional programming languages that parallelize the reduce and map functions. This is an example from the Futhark programming language, which compiles into parallel CUDA and OpenCL source code:
let main (x: []i32) (y: []i32): i32 =
reduce (+) 0 (map2 (*) x y)
It may be possible to write a compiler that would translate a subset of Haskell into Futhark, though this hasn't been done yet. The Futhark language does not allow recursive functions, but they may be implemented in a future version of the language.

Related

avx512 strided gather with arbitrary stride

I know in AVX512 you can perform strided gathers with strides of 1,2,4,8. However what if I have an arbitrary stride that can be anywhere between 10-1000? The stride is known at compile time. I understand then the instruction won't be the bottleneck, the memory probably will be. Is _mm512_set_ps the most effective way to do this?
strided gathers with strides of 1,2,4,8
No, there's no special support for that; maybe you're thinking of ARM/ARM64 NEON vld4 4-way deinterleave?
In x86 you can use 1,2,4, or 8 as a scale factors for an index vector for vpgatherdd / vpgatherdps, but if you just want every 2nd element it's better to manually shuffle (e.g. _mm512_permutex2var_ps to grab alternate floats from 2 input vectors), getting many useful elements with one wide load instead of accessing cache once per element.
But in your case, with a minimum stride of 10, at most 2 elements will come from the same 16 x 32-bit 512-bit vector, and with wider strides not even one per vector.
So you can use vpgatherdps with _mm512_add_epi32(idx, _mm512_set1_epi32(16 * stride)) in a loop. Or better, just use a fixed vector of indices and increment the base pointer. You might generate that vector of indices with _mm512_mullo_epi32(_mm512_setr_epi32(0,1,2,3,...,15), _mm512_set1_epi32(stride)). Since a float is 4 bytes wide, use a scale factor of 4 with your gathers.
Even if you need to handle huge arrays, incrementing the pointer instead of the vector elements avoids any need for 64-bit indices, as well as minimizing the number of vector uops. (Valuable when using 512-bit vectors on current CPUs.)
IIRC, Intel's optimization manual has a section about strided loads and the tradeoff in manual gather vs. using gather instructions. Gather instructions become relatively better the wider your vectors are (2/clock load throughput but only 1/clock shuffle throughput for most shuffles), so especially for 512-bit vectors its likely a win to use vector shuffles.

How can x86 bsr/bsf have fixed latency, not data dependent? Doesn't it loop over bits like the pseudocode shows?

I am on the hook to analyze some "timing channels" of some x86 binary code. I am posting one question to comprehend the bsf/bsr opcodes.
So high-levelly, these two opcodes can be modeled as a "loop", which counts the leading and trailing zeros of a given operand. The x86 manual has a good formalization of these opcodes, something like the following:
IF SRC = 0
THEN
ZF ← 1;
DEST is undefined;
ELSE
ZF ← 0;
temp ← OperandSize – 1;
WHILE Bit(SRC, temp) = 0
DO
temp ← temp - 1;
OD;
DEST ← temp;
FI;
But to my suprise, bsf/bsr instructions seem to have fixed cpu cycles. According to some documents I found here: https://gmplib.org/~tege/x86-timing.pdf, seems that they always take 8 CPU cycles to finish.
So here are my questions:
I am confirming that these instructions have fixed cpu cycles. In other words, no matter what operand is given, they always take the same amount of time to process, and there is no "timing channel" behind. I cannot find corresponding specifications in Intel's official documents.
Then why it is possible? Apparently this is a "loop" or somewhat, at least high-levelly. What is the design decision behind? Easier for CPU pipelines?
BSF/BSR performance is not data dependent on any modern CPUs. See https://agner.org/optimize/, https://uops.info/, or http://instlatx64.atw.hu/ for experimental timing results, as well as the https://gmplib.org/~tege/x86-timing.pdf you found.
On modern Intel, they decode to 1 uop with 3 cycle latency and 1/clock throughput, running only on port 1. Ryzen also runs them with 3c latency for BSF, 4c latency for BSR, but multiple uops. Earlier AMD is sometimes even slower.
(Prefer rep bsf aka tzcnt in code that might run on AMD CPUs, if you don't need the FLAGS difference between bsf and tzcnt for zero inputs. lzcnt and tzcnt are fast on AMD as well, like 1 cycle latency with 3/clock throughput for lzcnt on Zen 2 (https://uops.info/). Unfortunately lzcnt and bsr aren't compatible that way, so you can't use it in an "optimistic" forward-compatible way, you have to know which you're getting.)
Your "8 cycle" (latency and throughput) cost appears to be for 32-bit BSF on AMD K8, from Granlund's table that you linked. Agner Fog's table agrees, (and shows it decodes to 21 uops instead of having a dedicated bit-scan execution unit. But the microcoded implementation is presumably still branchless and not data-dependent). No clue why you picked that number; K8 doesn't have SMT / Hyperthreading so the opportunity for an ALU-timing side channel is much reduced.
Do note that they have an output dependency on the destination register, which they leave unmodified if the input was zero. AMD documents this behaviour, Intel implements it in hardware but documents it as an "undefined" result, so unfortunately compilers won't take advantage of it and human programmers maybe should be cautious. IDK if some ancient 32-bit only CPU had different behaviour, or if Intel is planning to ever change (doubtful!), but I wish Intel would document the behaviour at least for 64-bit mode (which excludes any older CPUs).
lzcnt/tzcnt and popcnt on Intel CPUs (but not AMD) have the same output dependency before Skylake and before Cannon Lake (respectively), even though architecturally the result is well-defined for all inputs. They all use the same execution unit. (How is POPCNT implemented in hardware?). AMD Bulldozer/Ryzen builds their bit-scan execution unit without the output dependency baked in, so BSF/BSR are slower than LZCNT/TZCNT (multiple uops to handle the input=0 case, and probably also setting ZF according to the input, not the result).
(Taking advantage of that with intrinsics isn't possible; not even with MSVC's _BitScanReverse64 which uses a by-reference output arg that you could set first. MSVC doesn't respect the previous value and assumes it's output-only. VS: unexpected optimization behavior with _BitScanReverse64 intrinsic)
The pseudocode in the manual is not the implementation
(i.e. it's not necessarily how hardware or microcode works).
It gives precisely the same result in all cases, so you can use it to understand exactly what will happen for any corner cases the text leaves you wondering about. That is all.
The point is to be simple and easy to understand, and that means modeling things in terms of simple 2-input operations which happen serially. C / Fortran / typical pseudocode doesn't have operators for many-input AND, OR, or XOR, but you can build that in hardware up to a point (limited by fan-in, the opposite of fan-out).
Integer addition can be modelled as bit-serial ripple carry, but that's not how it's implemented! Instead, we get single-cycle latency for 64-bit addition with far fewer than 64 gate delays using tricks like carry lookahead adders.
The actual implementation techniques used in Intel's bit-scan / popcnt execution unit are described in US Patent US8214414 B2.
Abstract
A merged datapath for PopCount and BitScan is described. A hardware
circuit includes a compressor tree utilized for a PopCount function,
which is reused by a BitScan function (e.g., bit scan forward (BSF) or
bit scan reverse (BSR)).
Selector logic enables the compressor tree to
operate on an input word for the PopCount or BitScan operation, based
on a microprocessor instruction. The input word is encoded if a
BitScan operation is selected.
The compressor tree receives the input
word, operates on the bits as though all bits have same level of
significance (e.g., for an N-bit input word, the input word is treated
as N one-bit inputs). The result of the compressor tree circuit is a
binary value representing a number related to the operation performed
(the number of set bits for PopCount, or the bit position of the first
set bit encountered by scanning the input word).
It's fairly safe to assume that Intel's actual silicon works similarly to this. Other Intel patents for things like out-of-order machinery (ROB, RS) do tend to match up with performance experiments we can perform.
AMD may do something different, but regardless we know from performance experiments that it's not data-dependent.
It's well known that fixed latency is a hugely beneficial thing for out-of-order scheduling, so it's very surprising when instructions don't have fixed latency. Sandybridge even went so far as to standardize uop latencies to simplify the scheduler and reduce the opportunities write-back conflicts. (e.g. a 3-cycle latency uop followed by a 2-cycle latency uop to the same port would produce 2 results in the same cycle). This meant making complex-LEA (with all 3 components: [disp + base + idx*scale]) take 3 cycles instead of just 2 for the 2 additions like on previous CPUs. There are no 2-cycle latency uops on Sandybridge-family. (There are some 2-cycle latency instructions, because they decode to 2 uops with 1c latency each. The scheduler schedules uops, not instructions).
One of the few exceptions to the rule of fixed latency for ALU uops is division / sqrt, which uses a not-fully-pipelined execution unit. Division is inherently iterative, unlike multiplication where you can make wide hardware that does the partial products and partial additions in parallel.
On Intel CPUs, variable-latency for L1d cache access can produce replays of dependent uops if the data wasn't ready when the scheduler optimistically hoped it would be.
Is there a penalty when base+offset is in a different page than the base?
Why does the number of uops per iteration increase with the stride of streaming loads?
Weird performance effects from nearby dependent stores in a pointer-chasing loop on IvyBridge. Adding an extra load speeds it up?
The 80x86 manual has a good description of the expected behavior, but that has nothing to do with how it's actually implemented in silicon in any model from any manufacturer.
Let's say that there's been 50 different CPU designs from Intel, 25 CPU designs from AMD, then 25 more from other manufacturers (VIA, Cyrix, SiS/Vortex, NSC, ...). Out of those 100 different CPU designs, maybe there's 20 completely different ways that BSF has been implemented, and maybe 10 of them have fixed timing, 5 have timing that depends on every bit of the source operand, and 5 depend on groups of bits of the source operand (e.g. maybe like "if highest 32 bits of 64-bit operand are zeros { switch to 32-bit logic that's 2 cycles faster }").
I am confirming that these instructions have fixed cpu cycles. In other words, no matter what operand is given, they always take the same amount of time to process, and there is no "timing channel" behind. I cannot find corresponding specifications in Intel's official documents.
You can't. More specifically, you can test or research existing CPUs, but that's a waste of time because next week Intel (or AMD or VIA or someone else) can release a new CPU that has completely different timing.
As soon as you rely on "measured from existing CPUs" you're doing it wrong. You have to rely on "architectural guarantees" that apply to all future CPUs. There is no "architectural guarantee". You have to assume that there may be a timing side-channel (even if there isn't for current CPUs)
Then why it is possible? Apparently this is a "loop" or somewhat, at least high-levelly. What is the design decision behind? Easier for CPU pipelines?
Instead of doing a 64-bit BSF, why not split it into a pair of 32-bit pieces and do them in parallel, then merge the results? Why not split it into eight 8-bit pieces? Why not use a table lookup for each 8-bit piece?
The answers posted have explained well that the implementation is different from pseudocode. But if you are still curious why the latency is fixed and not data dependent or uses any loops for that matter, you need to see electronic side of things.
One way you could implement this feature in hardware is by using a Priority encoder.
A priority encoder will accept n input lines that can be one or off (0 or 1) and give out the index of the highest priority line that is on. Below is a table from the linked Wikipedia article modified for a most significant set bit function.
input | output index of first set bit
0000 | xx undefined
0001 | 00 0
001x | 01 1
01xx | 10 2
1xxx | 11 3
x denotes the bit value does not matter and can be anything
If you see the circuit diagram on the article, there are no loops of any kind, it is all parallel.

Does the using of SIMD load main CPU registers?

Let's imagine we have software developer that's goal is achieve absolute maximum of CPU's performance.
In today's CPUs we have many cores, we can load data in cache for faster processing and we also have SIMD instructions (AVX for example) that allow us to sum\multiply\do other ops with array of items (multiply 8 integers per one CPU clock). The disadvantage of this instruction is the cost of sending data & instructions to SIMD module + overhead of converting vector type to primitive types (sorry I familiar only with C#'s Vector) (We not looling on code complexety for now).
As far as I understand, while we using SIMD, main registers of CPU used only for sending and recieving data to this registers and main ALU blocks used for general purpose calculations are idle at this time.
And here is my question - will using of SIMD instructions load main CPU blocks? For example if we have huge amount of different calculations (let's imagine 40% of them are best to run on SIMD and 60% of them are better to run as a usual), will SIMD allow us to gain performance boost in this way: 100% of all cores performace + n% of SIMD's boost performance?
I'm asking this question because of for example with GPGPU we can use GPU for parallel calculations and CPU used in this case only for sending and recieving data, so it's idle all the time and we can utilize it's performance for sensitive for latency tasks.
Looks like this is a question about Out-Of-Order-Execution? Modern x64 have a number of execution ports on the CPU, and each can dispatch a new instruction per clock cycle (so about 8 CPU ops can run in parallel on an Intel SkyLake). Some of those ports handle memory loads/stores, some handle integer arithmetic, and some handle the SIMD instructions.
So for example, you may be able to displatch 2 AVX float mults, an AVX bitwise op, 2 AVX loads, a single AVX store, and a couple of bits of pointer arithmetic on the general purpose registers in a single cycle [you will have to wait for the operation to complete - the latency]. So in theory, as long as there aren't horrific dependency chains in the code, with some care you should able to keep each of those ports busy (or at least, that's the basic aim!).
Simple Rule 1: The busier you can keep the execution ports, the faster your code goes. This should be self evident. If you can keep 8 ports busy, you're doing 8 times more than if you can only keep 1 busy. In general though, it's mostly not worth worrying about (yes, there are always exceptions to the rule)
Simple Rule 2: When the SIMD execution ports are in use, the ALU doesn't suddenly become idle [A slight terminology error on your part here: The ALU is simply the bit of the CPU that does arithmetic. The computation for general purpose ops is done on an ALU, but it's also correct to call a SIMD unit an ALU. What you meant to ask is: do the general purpose parts of the CPU power down when SIMD units are in use? To which the answer is no... ]. Consider this AVX2 optimised method (which does nothing interesting!)
#include <immintrin.h>
typedef __m256 float8;
#define mul8f _mm256_mul_ps
void computeThing(float8 a[], float8 b[], float8 c[], int count)
{
for(int i = 0; i < count; ++i)
{
a[i] = mul8f(a[i], b[i]);
b[i] = mul8f(b[i], c[i]);
}
}
Since there are no dependencies between a, b, and c (which I should really be explicit about by specifying __restrict), then the two SIMD multiply instructions can both be dispatched in a single clock cycle (since there are two execution ports that can handle floating point multiply).
The General Purpose ALU doesn't suddenly power down here - The general purpose registers & instructions are still being used!
1. to compute memory addresses (for: a[i], b[i], c[i], d[i])
2. to load/store into those memory locations
3. to increment the loop counter
4. to test if the count has been reached?
It just so happens that we are also making use of the SIMD units to do a couple of multiplications...
Simple Rule 3: For floating point operations, using 'float' or '__m256' makes next to no difference. The same CPU hardware used to compute either float or float8 types is exactly the same. There are simply a couple of bits in the machine code encoding that specifies the choice between float/__m128/__m256.
i.e. https://godbolt.org/z/xTcLrf

What is the definition of Floating Point Operations ( FLOPs )

I'm trying to optimize my code with SIMD ( on ARM CPUs ), and want to know its arithmetic intensity (flops/byte, AI) and FLOPS.
In order to calculate AI and FLOPS, I have to count the number of floating point operations(FLOPs).
However, I can't find any precise definition of FLOPs.
Of course, mul, add, sub, div are clearly FLOPs, but how about move operations, shuffle operations (e.g. _mm_shuffle_ps), set operations (e.g. _mm_set1_ps), conversion operations (e.g. _mm_cvtps_pi32), etc. ?
They're operations that deal with floating point values. Should I count them as FLOPs ? If not, why ?
Which operations do profilers like Intel VTune and Nvidia's nvprof, or PMUs usually count ?
EDIT:
What all operations does FLOPS include?
This question is mainly about mathematically complex operations.
I also want to know the standard way to deal with "not mathematical" operations which take floating point values or vectors as inputs.
Shuffle / blend on FP values are not considered FLOPs. They are just overhead of using SIMD on not purely "vertical" problems, or for problems with branching that you do branchlessly with a blend.
Neither are FP AND/OR/XOR. You could try to justify counting FP absolute value using andps (_mm_and_ps), but normally it's not counted. FP abs doesn't require looking at the exponent / significand, or normalizing the result, or any of the things that make FP execution units expensive. abs (AND) / sign-flip (XOR) or make negative (OR) are trivial bitwise ops.
FMA is normally counted as two floating point ops (the mul and add), even though it's a single instruction with the same (or similar) performance to SIMD FP add or mul. The most important problem that bottlenecks on raw FLOP/s is matmul, which does need an equal mix of mul and add, and can take advantage of FMA perfectly.
So the FLOP/s of a Haswell core is
its SIMD vector width (8 float elements per vector)
times SIMD FMA per clock (2)
times FLOPs per FMA (2)
times clock speed (max single core turbo it can sustain while maxing out both FMA units; long-term depends on cooling, short term just depends on power limits).
For a whole CPU, not just a single core: multiply by number of cores and use the max sustained clock speed with all cores busy, usually lower than single-core turbo on CPUs that have turbo at all.)
Intel and other CPU vendors don't count the fact that their CPUs can also sustain a vandps in parallel with 2 vfma132ps instructions per clock, because FP abs is not a difficult operation.
See also How do I achieve the theoretical maximum of 4 FLOPs per cycle?. (It's actually more than 4 on modern CPUs :P)
Peak FLOPS (FP ops per second, or FLOP/s) isn't achievable if you have much other overhead taking up front-end bandwidth or creating other bottlenecks. The metric is just the raw amount of math you can do when running in a straight line, not on any specific practical problem.
Although people would think it's silly if theoretical peak flops is much higher than a carefully hand-tuned matmul or Mandelbrot could ever achieve, even for compile-time-constant problem sizes. e.g. if the front-end couldn't keep up with doing any stores as well as the FMAs. e.g. if Haswell had four FMA execution units, so it could only sustain max FLOPs if literally every instruction was an FMA. Memory source operands could micro-fuse for loads, but there'd be no room to store without hurting throughput.
The reason Intel doesn't have even 3 FMA units is that most real code has trouble saturating 2 FMA units, especially with only 2 load ports and 1 store port. They'd be wasted almost all of the time, and 256-bit FMA unit takes a lot of transistors.
(Ice Lake widens issue/rename stage of the pipeline to 5 uops/clock, but also widens SIMD execution units to 512-bit with AVX-512 instead of adding a 3rd 256-bit FMA unit. It has 2/clock load and 2/clock store, although that store throughput is only sustainable to L1d cache for 32-byte or narrower stores, not 64-byte.)
When it comes to optimisation, it is common practise to only measure FLOPs on the hotspots of your code, for example, the number of Floating Point Multiply & Accumulate operations in Convolution. This is mainly because other operations might be insignificant or irreplaceable and therefore can't be exploited for any kind of optimization.
For example, all instructions under Vector Floating Point Instructions in A4.13 in ARMv7 Reference Manual fall under a Floating Point Operation as a FLOPs/Cycle for an FPU instruction is typically constant in a processor.
Not just ARM, but many micro-processors have a dedicated Floating Point Unit, so when you are measuring FLOPs, you're measuring the speed of this unit. With this and FLOPs/cycle you can more or less calculate the theoretical peak performance.
But, FLOPs are to be taken with a grain of salt, as they can only be used to approximately estimate the speed of your code because they fail to take into account other conditions your processor operates under. This is why counting FLOPs only for your hotspots (usually arithmetic ops) is more or less enough in most cases.
Having said that, FLOPs can act as a comparative metric for two strenuous piece of code but doesn't say much about your code per se.

What are the relative cycle times for the 6 basic arithmetic operations?

When I try to optimize my code, for a very long time I've just been using a rule of thumb that addition and subtraction are worth 1, multiplication and division are worth 3, squaring is worth 3 (I rarely use the more general pow function so I have no rule of thumb for it), and square roots are worth 10. (And I assume squaring a number is just a multiplication, so worth 3.)
Here's an example from a 2D orbital simulation. To calculate and apply acceleration from gravity, first I get distance from the ship to the center of earth, then calculate the acceleration.
D = sqrt( sqr(Ship.x - Earth.x) + sqr(Ship.y - Earth.y) ); // this is worth 19
A = G*Earth.mass/sqr(D); // this is worth 9, total is 28
However, notice that in calculating D, you take a square root, but when using it in the next calculation, you square it. Therefore you can just do this:
A = G*Earth.mass/( sqr(Ship.x - Earth.x) + sqr(Ship.y - Earth.y) ); // this is worth 15
So if my rule of thumb is true, I almost cut in half the cycle time.
However, I cannot even remember where I heard that rule before. I'd like to ask what is the actual cycle times for those basic arithmetic operations?
Assumptions:
everything is a 64-bit floating number in x64 architecture.
everything is already loaded into registers, so no worrying about hits and misses from caches or memory.
no interrupts to the CPU
no if/branching logic such as look ahead prediction
Edit: I suppose what I'm really trying to do is look inside the ALU and only count the cycle time of its logic for the 6 operations. If there is still variance within that, please explain what and why.
Note: I did not see any tags for machine code, so I chose the next closest thing, assembly. To be clear, I am talking about actual machine code operations in x64 architecture. Thus it doesn't matter whether those lines of code I wrote are in C#, C, Javascript, whatever. I'm sure each high-level language will have its own varying times so I don't wanna get into an argument over that. I think it's a shame that there's no machine code tag because when talking about performance and/or operation, you really need to get down into it.
At a minimum, one must understand that an operation has at least two interesting timings: the latency and the throughput.
Latency
The latency is how long any particular operation takes, from its inputs to its output. If you had a long series of operations where the output of one operation is fed into the input of the next, the latency would determine the total time. For example, an integer multiplication on most recent x86 hardware has a latency of 3 cycles: it takes 3 cycles to complete a single multiplication operation. Integer addition has a latency of 1 cycle: the result is available the cycle after the addition executes. Latencies are generally positive integers.
Throughput
The throughput is the number of independent operations that can be performed per unit time. Since CPUs are pipelined and superscalar, this is often more than the inverse of the latency. For example, on most recent x86 chips, 4 integer addition operations can execute per cycle, even though the latency is 1 cycle. Similarly, 1 integer multiplication can execute, on average per cycle, even though any particular multiplication takes 3 cycles to complete (meaning that you must have multiple independent multiplications in progress at once to achieve this).
Inverse Throughput
When discussing instruction performance, it is common to give throughput numbers as "inverse throughput", which is simply 1 / throughput. This makes it easy to directly compare with latency figures without doing a division in your head. For example, the inverse throughput of addition is 0.25 cycles, versus a latency of 1 cycle, so you can immediately see that you if you have sufficient independent additions, they use only something like 0.25 cycles each.
Below I'll use inverse throughput.
Variable Timings
Most simple instructions have fixed timings, at least in their reg-reg form. Some more complex mathematical operations, however, may have input-dependent timings. For example, addition, subtraction and multiplication usually have fixed timings in their integer and floating point forms, but on many platforms division has variable timings in integer, floating point or both. Agner's numbers often show a range to indicate this, but you shouldn't assume the operand space has been tested extensively, especially for floating point.
The Skylake numbers below, for example, show a small range, but it isn't clear if that's due to operand dependency (which would likely be larger) or something else.
Passing denormal inputs, or results that themselves are denormal may incur significant additional cost depending on the denormal mode. The numbers you'll see in the guides generally assume no denormals, but you might be able to find a discussion of denormal costs per operation elsewhere.
More Details
The above is necessary but often not sufficient information to fully qualify performance, since you have other factors to consider such as execution port contention, front-end bottlenecks, and so on. It's enough to start though and you are only asking for "rule of thumb" numbers if I understand it correctly.
Agner Fog
My recommended source for measured latency and inverse throughput numbers are Agner's Fogs guides. You want the files under 4. Instruction tables: Lists of instruction latencies, throughputs and micro-operation breakdowns for Intel, AMD and VIA CPUs, which lists fairly exhaustive timings on a huge variety of AMD and Intel CPUs. You can also get the numbers for some CPUs directly from Intel's guides, but I find them less complete and more difficult to use than Agner's.
Below I'll pull out the numbers for a couple of modern CPUs, for the basic operations you are interested in.
Intel Skylake
Lat Inv Tpt
add/sub (addsd, subsd) 4 0.5
multiply (mulsd) 4 0.5
divide (divsd) 13-14 4
sqrt (sqrtpd) 15-16 4-6
So a "rule of thumb" for latency would be add/sub/mul all cost 1, and division and sqrt are about 3 and 4, respectively. For throughput, the rule would be 1, 8, 8-12 respectively. Note also that the latency is much larger than the inverse throughput, especially for add, sub and mul: you'd need 8 parallel chains of operations if you wanted to hit the max throughput.
AMD Ryzen
Lat Inv Tpt
add/sub (addsd, subsd) 3 0.5
multiply (mulsd) 4 0.5
divide (divsd) 8-13 4-5
sqrt (sqrtpd) 14-15 4-8
The Ryzen numbers are broadly similar to recent Intel. Addition and subtraction are slightly lower latency, multiplication is the same. Latency-wise, the rule of thumb could still generally be summarized as 1/3/4 for add,sub,mul/div/sqrt, with some loss of precision.
Here, the latency range for divide is fairly large, so I expect it is data dependent.

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