Finding max value in CUDA - parallel-processing

I am trying to write a code in CUDA for finding the max value
for the given set of numbers.
Assume you have 20 numbers, and the kernel is running on 2 blocks of 5 threads. Now assume the 10 threads compare the first 10 values at the same time, and thread 2 finds a max value, so thread 2 is updating the max value variable in global memory. While thread 2 is updating, what will happen to the remaining threads (1,3-10) that will be comparing using the old value?
If I lock the global variable using atomicCAS(), will the threads (1,3-10) compare using the old max value? How can I overcome this problem?

This is a purely a reduction problem. Here's a good presentation by NVIDIA for optimizing reduction on GPUs. You can use the same technique to either find the minimum, maximum or sum of all elements.

The link for Thrust library is broken.
If anyone finds it useful to use it in this case, you can find the documentation here:
Thrust, extrema reductions

Unless you're trying to write a reduction kernel, the simplest way is simply to use the CUBLAS.

I looked for the same answer but found most are too formidable to a newbie like me. Here is my example code to find the max. Please let me know if this is used properly.
__global__
void find_max(int max_x, int max_y, float *tot, float *x, float *y)
{
int i = blockIdx.x*blockDim.x + threadIdx.x;
int j = blockIdx.y*blockDim.y + threadIdx.y;
if(i < max_x && j<max_y) {
if(*tot < x[i])
atomicExch(tot, x[i]);
}
}

Related

PyOpenCL - Multi-dimensional reduction kernel

I'm a total newbie to OpenCL.
I'm trying to code a reduction kernel that sums along one axis for a multi-dimensional array. I have stumbled upon that code which comes from here: https://tmramalho.github.io/blog/2014/06/16/parallel-programming-with-opencl-and-python-parallel-reduce/
__kernel void reduce(__global float *a, __global float *r, __local float *b) {
uint gid = get_global_id(0);
uint wid = get_group_id(0);
uint lid = get_local_id(0);
uint gs = get_local_size(0);
b[lid] = a[gid];
barrier(CLK_LOCAL_MEM_FENCE);
for(uint s = gs/2; s > 0; s >>= 1) {
if(lid < s) {
b[lid] += b[lid+s];
}
barrier(CLK_LOCAL_MEM_FENCE);
}
if(lid == 0) r[wid] = b[lid];
}
I don't understand the for loop part. I get that uint s = gs/2 means that we split the array in half, but then it is a complete mystery. Without understanding it, I can't really implement another version for taking the maximum of an array for instance, even less for multi-dimensional arrays.
Furthermore, as far as I understand, the reduce kernel needs to be rerun another time if "N is bigger than the number of cores in a single unit".
Could you give me further explanations on that whole piece of code? Or even guidance on how to implement it for taking the max of an array?
Complete code can be found here: https://github.com/tmramalho/easy-pyopencl/blob/master/008_localreduce.py
Your first question about the meaning of the for loop:
for(uint s = gs/2; s > 0; s >>= 1)
It means that you divide the local size gs by 2, and keep dividing by 2 (the shift part s >>= 1 is equivalent to s = s/2) while s > 0, in other words, until s = 1. This algorithm depends on your array's size being a power of 2, otherwise you'd have to deal with the excess of a power of 2 until you have reduced the whole array, or you'd have to fill your array with neutral values for the reduction until completing a power of 2 size.
Your second concern when N is bigger than the capacity of your GPU, you are right: you have to run your reduction in portions that fit and then merge the results.
Finally, when you ask for guidance on how to implement a reduction to get the max of an array, I would suggest the following:
For a simple reduction like max or sum, try using numpy, especially if you are dealing with programming the reduction by axis.
If you think that the GPU would give you an advantage, try first using pyopencl's Multidimensional Array functionality, e.g. max.
If the reduction is more math intensive, try using pyopencl's Parallel Algorithms, e.g. reduction
I think that the whole point of using pyopencl is to avoid dealing with the underlying GPU's architecture. Otherwise, it is easier to deal with CUDA or HIP directly instead of OpenCL.

GPU sorting vs CPU sorting

I made a very naive implementation of the mergesort algorithm, which i turned to work on CUDA with very minimal implementation changes, the algorith code follows:
//Merge for mergesort
__device__ void merge(int* aux,int* data,int l,int m,int r)
{
int i,j,k;
for(i=m+1;i>l;i--){
aux[i-1]=data[i-1];
}
//Copy in reverse order the second subarray
for(j=m;j<r;j++){
aux[r+m-j]=data[j+1];
}
//Merge
for(k=l;k<=r;k++){
if(aux[j]<aux[i] || i==(m+1))
data[k]=aux[j--];
else
data[k]=aux[i++];
}
}
//What this code do is performing a local merge
//of the array
__global__
void basic_merge(int* aux, int* data,int n)
{
int i = blockIdx.x*blockDim.x + threadIdx.x;
int tn = n / (blockDim.x*gridDim.x);
int l = i * tn;
int r = l + tn;
//printf("Thread %d: %d,%d: \n",i,l,r);
for(int i{1};i<=(tn/2)+1;i*=2)
for(int j{l+i};j<(r+1);j+=2*i)
{
merge(aux,data,j-i,j-1,j+i-1);
}
__syncthreads();
if(i==0){
//Complete the merge
do{
for(int i{tn};i<(n+1);i+=2*tn)
merge(aux,data,i-tn,i-1,i+tn-1);
tn*=2;
}while(tn<(n/2)+1);
}
}
The problem is that no matter how many threads i launch on my GTX 760, the sorting performance is always much much more worst than the same code on CPU running on 8 threads (My CPU have hardware support for up to 8 concurrent threads).
For example, sorting 150 million elements on CPU takes some hundred milliseconds, on GPU up to 10 minutes (even with 1024 threads per block)! Clearly i'm missing some important point here, can you please provide me with some comment? I strongly suspect the the problem is in the final merge operation performed by the first thread, at that point we have a certain amount of subarray (the exact amount depend on the number of threads) which are sorted and need to me merged, this is completed by just one thread (one tiny GPU thread).
I think i should use come kind of reduction here, so each thread perform in parallel further more merge, and the "Complete the merge" step just merge the last two sorted subarray..
I'm very new to CUDA.
EDIT (ADDENDUM):
Thanks for the link, I must admit I still need some time to learn better CUDA before taking full advantage of that material.. Anyway, I was able to rewrite the sorting function in order to take advantage as long as possible of multiple threads, my first implementation had a bottleneck in the last phase of the merge procedure, which was performed by only one multiprocessor.
Now after the first merge, I use each time up to (1/2)*(n/b) threads, where n is the amount of data to sort and b is the size of the chunk of data sorted by each threads.
The improvement in performance is surprising, using only 1024 threads it takes about ~10 seconds to sort 30 milion element.. Well, this is still a poor result unfortunately! The problem is in the threads syncronization, but first things first, let's see the code:
__global__
void basic_merge(int* aux, int* data,int n)
{
int k = blockIdx.x*blockDim.x + threadIdx.x;
int b = log2( ceil( (double)n / (blockDim.x*gridDim.x)) ) + 1;
b = pow( (float)2, b);
int l=k*b;
int r=min(l+b-1,n-1);
__syncthreads();
for(int m{1};m<=(r-l);m=2*m)
{
for(int i{l};i<=r;i+=2*m)
{
merge(aux,data,i,min(r,i+m-1),min(r,i+2*m-1));
}
}
__syncthreads();
do{
if(k<=(n/b)*.5)
{
l=2*k*b;
r=min(l+2*b-1,n-1);
merge(aux,data,l,min(r,l+b-1),r);
}else break;
__syncthreads();
b*=2;
}while((r+1)<n);
}
The function 'merge' is the same as before. Now the problem is that I'm using only 1024 threads instead of the 65000 and more I can run on my CUDA device, the problem is that __syncthreads does not work as sync primitive at grid level, but only at block level!
So i can syncronize up to 1024 threads,that is the amount of threads supported per block. Without a proper syncronization each thread mess up the data of the other, and the merging procedure does not work.
In order to boost the performance I need some kind of syncronization between all the threads in the grid, seems that no API exist for this purpose, and i read about a solution which involve multiple kernel launch from the host code, using the host as barrier for all the threads.
I have a certain plan on how to implement this tehcnique in my mergesort function, I will provide you with the code in the near future. Did you have any suggestion on your own?
Thanks
It looks like all the work is being done in __global __ memory. Each write takes a long time and each read takes a long time making the function slow. I think it would help to maybe first copy your data to __shared __ memory first and then do the work in there and then when the sorting is completed(for that block) copy the results back to global memory.
Global memory takes about 400 clock cycles (or about 100 if the data happens to be in L2 cache). Shared memory on the other hand only takes 1-3 clock cycles to write and read.
The above would help with performance a lot. Some other super minor things you can try are..
(1) remove the first __syncthreads(); It is not really doing anything because no data is being past in between warps at that point.
(2) Move the "int b = log2( ceil( (double)n / (blockDim.x*gridDim.x)) ) + 1; b = pow( (float)2, b);" outside the kernel and just pass in b instead. This is being calculated over and over when it really only needs to be calculated once.
I tried to follow along on your algorithm but was not able to. The variable names were hard to follow...or... your code is above my head and I cannot follow. =) Hope the above helps.

Combinations of integers in OpenCL

I have a bunch of vectors (~500). I need to find triple products of all the combinations of the vectors in OpenCL. There are plenty of combination algorithms (r out of n things) in C++ but I am yet to find any implemented for GPU. I have seen quite a few parallel permutation algorithms in Cuda but I just want to know if there are any viable combination algorithms present?
I'll need to guess a bit here and there to answer your question.
I suppose you have an array V of n (~500) vectors. These vectors are all of same dimensionality m (probably m=3).
What you want is the component wise product of each 3 vectors vi, vj, vk where i,j,k in {0,..,n-1}.
Simple 3-dimensional example:
result[idx].x = V[i].x * V[j].x * V[k].x;
result[idx].y = V[i].y * V[j].y * V[k].y;
result[idx].z = V[i].z * V[j].z * V[k].z;
Now maybe your vectors are not 3-dimensional and maybe you don't want the component wise product but the sum of it (like in dot product), but I'm sure you're able to djust the code accordingly.
The real question here is how to compute all possible i,j,k and idx. Correct?
Now with CUDA you are in a very fortunate position. You can just launch n*n*n threads in a grid and therefore get i,j,k for free without having to think about ways to compute combinations or permutations at all. Just do the following:
dim3 grid, block;
block.x = n;
block.y = 1;
block z = 1;
grid.x = n;
grid.y = n;
grid.z = 1;
compute_product_kernel<<<grid, block>>>( V, result );
This way you'll launch n*n blocks of n threads. Computing i,j,k becomes trivial, computing idx is easy:
__device__ void compute_product_kernel( myVector* V, myVector* result)
{
int i = blockIdx.x;
int j = blockIdx.y;
int k = threadIdx.x;
int idx = i * gridDim.y * blockDim.x + j * blockDim.x + k;
...
}
Of course all of this only works because your n is within the limits of CUDA's block and grid range.
Two more things though:
Maybe you want permutations instead of combinations. You could do that by skipping every combination where any two of i,j,k are the same. But I'd recommend keeping them anyway because computing when to skip is probably more expensive that doing the actual work. Also I'd advise against using the permutation to save memory for result because it would save you less that 1% and make the calculation much more complex.
Are you sure you've got enough memory to actually do this? Storing the result requires n*n*n*m*sizeof(float) bytes. With n=500 and m=3 that would already be 1.5 GB. Is that really what you are looking for? Maybe the next step of your processing can be combined into the calculation so that storing the intermediate result is not neccessary.

Fast way to find the maximum of a float array in OpenCL

I'm having trouble with the simple task of finding the maximum of an array in OpenCL.
__kernel void ndft(/* lots of stuff*/)
{
size_t thread_id = get_global_id(0); // thread_id = [0 .. spectrum_size[
/* MATH MAGIC */
// Now I have float spectrum_abs[spectrum_size] and
// I want the maximum as well as the index holding the maximum
barrier();
// this is the old, sequential code:
if (*current_max_value < spectrum_abs[i])
{
*current_max_value = spectrum_abs[i];
*current_max_freq = i;
}
}
Now I could add if (thread_id == 0) and loop through the entire thing as I would do on a single core system, but since performance is a critical issue (otherwise I wouldn't be doing spectrum calculations on a GPU), is there a faster way to do that?
Returning to the CPU at the end of the kernel above is not an option, because the kernel actually continues after that.
You will need to write a parallel reduction. Split your "large" array into small pieces (a size a single workgroup can effectively process) and compute the min-max in each.
Do this iteratively (involves both host and device code) till you are left with only one set of min/max values.
Note that you might need to write a separate kernel that does this unless the current work-distribution works for this piece of the kernel (see my question to you above).
An alternative if your current work distribution is amenable is to find the min max inside of each workgroup and write it to a buffer in global memory (index = local_id). After a barrier(), simply make the kernel running on thread_id == 0 loop across the reduced results and find the max in it. This will not be the optimal solution, but might be one that fits inside your current kernel.

Random Number Generator in CUDA

I've struggled with this all day, I am trying to get a random number generator for threads in my CUDA code. I have looked through all forums and yes this topic comes up a fair bit but I've spent hours trying to unravel all sorts of codes to no avail. If anyone knows of a simple method, probably a device kernel that can be called to returns a random float between 0 and 1, or an integer that I can transform I would be most grateful.
Again, I hope to use the random number in the kernel, just like rand() for instance.
Thanks in advance
For anyone interested, you can now do it via cuRAND.
I'm not sure I understand why you need anything special. Any traditional PRNG should port more or less directly. A linear congruential should work fine. Do you have some special properties you're trying to establish?
The best way for this is writing your own device function , here is the one
void RNG()
{
unsigned int m_w = 150;
unsigned int m_z = 40;
for(int i=0; i < 100; i++)
{
m_z = 36969 * (m_z & 65535) + (m_z >> 16);
m_w = 18000 * (m_w & 65535) + (m_w >> 16);
cout <<(m_z << 16) + m_w << endl; /* 32-bit result */
}
}
It'll give you 100 random numbers with 32 bit result.
If you want some random numbers between 1 and 1000, you can also take the result%1000, either at the point of consumption, or at the point of generation:
((m_z << 16) + m_w)%1000
Changing m_w and m_z starting values (in the example, 150 and 40) allows you to get a different results each time. You can use threadIdx.x as one of them, which should give you different pseudorandom series each time.
I wanted to add that it works 2 time faster than rand() function, and works great ;)
I think any discussion of this question needs to answer Zenna's orginal request and that is for a thread level implementation. Specifically a device function that can be called from within a kernel or thread. Sorry if I overdid the "in bold" phrases but I really think the answers so far are not quite addressing what is being sought here.
The cuRAND library is your best bet. I appreciate that people are wanting to reinvent the wheel (it makes one appreciate and more properly use 3rd party libraries) but high performance high quality number generators are plentiful and well tested. The best info I can recommend is on the documentation for the GSL library on the different generators here:http://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html
For any serious code it is best to use one of the main algorithms that mathematicians/computer-scientists have into the ground over and over looking for systemic weaknesses. The "mersenne twister" is something with a period (repeat loop) on the order of 10^6000 (MT19997 algorithm means "Mersenne Twister 2^19997") that has been especially adapted for Nvidia to use at a thread level within threads of the same warp using thread id calls as seeds. See paper here:http://developer.download.nvidia.com/compute/cuda/2_2/sdk/website/projects/MersenneTwister/doc/MersenneTwister.pdf. I am actually working to implement somehting using this library and IF I get it to work properly I will post my code. Nvidia has some examples at their documentation site for the current CUDA toolkit.
NOTE: Just for the record I do not work for Nvidia, but I will admit their documentation and abstraction design for CUDA is something I have so far been impressed with.
Depending on your application you should be wary of using LCGs without considering whether the streams (one stream per thread) will overlap. You could implement a leapfrog with LCG, but then you would need to have a sufficiently long period LCG to ensure that the sequence doesn't repeat.
An example leapfrog could be:
template <typename ValueType>
__device__ void leapfrog(unsigned long &a, unsigned long &c, int leap)
{
unsigned long an = a;
for (int i = 1 ; i < leap ; i++)
an *= a;
c = c * ((an - 1) / (a - 1));
a = an;
}
template <typename ValueType>
__device__ ValueType quickrand(unsigned long &seed, const unsigned long a, const unsigned long c)
{
seed = seed * a;
return seed;
}
template <typename ValueType>
__global__ void mykernel(
unsigned long *d_seeds)
{
// RNG parameters
unsigned long a = 1664525L;
unsigned long c = 1013904223L;
unsigned long ainit = a;
unsigned long cinit = c;
unsigned long seed;
// Generate local seed
seed = d_seeds[bid];
leapfrog<ValueType>(ainit, cinit, tid);
quickrand<ValueType>(seed, ainit, cinit);
leapfrog<ValueType>(a, c, blockDim.x);
...
}
But then the period of that generator is probably insufficient in most cases.
To be honest, I'd look at using a third party library such as NAG. There are some batch generators in the SDK too, but that's probably not what you're looking for in this case.
EDIT
Since this just got up-voted, I figure it's worth updating to mention that cuRAND, as mentioned by more recent answers to this question, is available and provides a number of generators and distributions. That's definitely the easiest place to start.
There's an MDGPU package (GPL) which includes an implementation of the GNU rand48() function for CUDA here.
I found it (quite easily, using Google, which I assume you tried :-) on the NVidia forums here.
I haven't found a good parallel number generator for CUDA, however I did find a parallel random number generator based on academic research here: http://sprng.cs.fsu.edu/
You could try out Mersenne Twister for GPUs
It is based on SIMD-oriented Fast Mersenne Twister (SFMT) which is a quite fast and reliable random number generator. It passes Marsaglias DIEHARD tests for Random Number Generators.
In case you're using cuda.jit in Numba for Python, this Random number generator is useful.

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