Is trigonometry computationally expensive? - algorithm

I read in an article somewhere that trig calculations are generally expensive. Is this true? And if so, that's why they use trig-lookup tables right?
EDIT: Hmm, so if the only thing that changes is the degrees (accurate to 1 degree), would a look up table with 360 entries (for every angle) be faster?

Expensive is a relative term.
The mathematical operations that will perform fastest are those that can be performed directly by your processor. Certainly integer add and subtract will be among them. Depending upon the processor, there may be multiplication and division as well. Sometimes the processor (or a co-processor) can handle floating point operations natively.
More complicated things (e.g. square root) requires a series of these low-level calculations to be performed. These things are usually accomplished using math libraries (written on top of the native operations your processor can perform).
All of this happens very very fast these days, so "expensive" depends on how much of it you need to do, and how quickly you need it to happen.
If you're writing real-time 3D rendering software, then you may need to use lots of clever math tricks and shortcuts to squeeze every bit of speed out of your environment.
If you're working on typical business applications, odds are that the mathematical calculations you're doing won't contribute significantly to the overall performance of your system.

On the Intel x86 processor, floating point addition or subtraction requires 6 clock cycles, multiplication requires 8 clock cycles, and division 30-44 clock cycles. But cosine requires between 180 and 280 clock cycles.
It's still very fast, since the x86 does these things in hardware, but it's much slower than the more basic math functions.

Since sin(), cos() and tan() are mathematical functions which are calculated by summing a series developers will sometimes use lookup tables to avoid the expensive calculation.
The tradeoff is in accuracy and memory. The greater the need for accuracy, the greater the amount of memory required for the lookup table.
Take a look at the following table accurate to 1 degree.
http://www.analyzemath.com/trigonometry/trig_1.gif

While the quick answer is that they are more expensive than the primitive math functions (addition/multiplication/subtraction etc...) they are not -expensive- in terms of human time. Typically the reason people optimize them with look-up tables and approximations is because they are calling them potentially tens of thousands of times per second and every microsecond could be valuable.
If you're writing a program and just need to call it a couple times a second the built-in functions are fast enough by far.

I would recommend writing a test program and timing them for yourself. Yes, they're slow compared to plus and minus, but they're still single processor instructions. It's unlikely to be an issue unless you're doing a very tight loop with millions of iterations.

Yes, (relative to other mathematical operations multiply, divide): if you're doing something realtime (matrix ops, video games, whatever), you can knock off lots of cycles by moving your trig calculations out of your inner loop.
If you're not doing something realtime, then no, they're not expensive (relative to operations such as reading a bunch of data from disk, generating a webpage, etc.). Trig ops are hopefully done in hardware by your CPU (which can do billions of floating point operations per second).

If you always know the angles you are computing, you can store them in a variable instead of calculating them every time. This also applies within your method/function call where your angle is not going to change. You can be smart by using some formulas (calculating sin(theta) from sin(theta/2), knowing how often the values repeat - sin(theta + 2*pi*n) = sin(theta)) and reducing computation. See this wikipedia article

yes it is. trig functions are computed by summing up a series. So in general terms, it would be a lot more costly then a simple mathematical operation. same goes for sqrt

Related

CUDA Sorting Many Vectors / Arrays

I have many (200 000) vectors of integers (around 2000 elements in each vector) in GPU memory.
I am trying to parallelize algorithm which needs to sort, calculate average, standard deviation and skewness for each vector.
In the next step, the algorithm has to delete the maximal element and repeated calculation of statistical moments until some criteria is not fulfilled for each vector independently.
I would like to ask someone more experienced what is the best approach to parallelize this algorithm.
Is it possible to sort more that one vector at once?
Maybe is it better to not parallelize sorting but the whole algorithm as one thread?
200 000 vectors of integers ... 2000 elements in each vector ... in GPU memory.
2,000 integers sounds like something a single GPU block could tackle handily. They would fit in its shared memory (or into its register file, but that would be less useful for various reasons), so you wouldn't need to sort them in global memory. 200,000 vector = 200,000 blocks; but you can't have 2000 block threads - that excessive
You might be able to use cub's block radix sort, as #talonmies suggests, but I'm not too sure that's the right thing to do. You might be able to do it with thrust, but there's also a good chance you'll have a lot of overhead and complex code (I may be wrong though). Give serious consideration to adapting an existing (bitonic) sort kernel, or even writing your own - although that's more challenging to get right.
Anyway, if you write your own kernel, you can code your "next step" after sorting the data.
Maybe is it better to not parallelize sorting but the whole algorithm as one thread?
This depends on how much time your application spends on these sorting efforts at the moment, relative to its entire running time. See also Amdahl's Law for a more formal statement of the above. Having said that - typically it should be worthwhile to parallelize the sorting when you already have data in GPU memory.

What all operations does FLOPS include?

FLOPS stands for FLoating-point Operations Per Second and I have some idea what Floating-point is. I want to know what these Operations are? Does +, -, *, / are the only operations or operations like taking logarithm(), exponential() are also FLOs?
Does + and * of two floats take same time? And if they take different time, then what interpretation should I draw from the statement: Performance is 100 FLOPS. How many + and * are there in one second.
I am not a computer science guy, so kindly try to be less technical. Also let me know if I have understood it completely wrong.
Thanks
There is no specific set of operations that are included in FLOPS, it's just measured using the operations that each processor supports as a single instruction. The basic arithmetic operations are generally supported, but operations like logarithms are calculated using a series of simpler operations.
For modern computers all the supported floating point operations generally run in a single clock cycle or less. Even if the complexity differs a bit between operations, it's rather getting the data in and out of the processor that is the bottle neck.
The reason that FLOPS is still a useful measure for computing speed is that CPUs are not specialized on floating point calculations. Adding more floating point units in the CPU would drive up the FLOPS, but there is no big market for CPUs that are only good at that.

A couple of CUDA-performance questions

This is the first time i ask question here so thanks very much in advance and please forgive my ignorance. And also I've just started to CUDA programming.
Basically, i have a bunch of points, and i want to calculate all the pair-wise distances. Currently my kernel function just holds on one point, and iteratively read in all other points (from global memory), and conduct the calculation. Here's some of my confusions:
I'm using a Tesla M2050 with 448 cores. But my current parallel version (kernel<<<128,16,16>>>) achieves a much higher parallelism (about 600x faster than kernel<<<1,1,1>>>). Is it possibly due to the multithreading thing or pipeline issue, or they actually indicate the same thing?
I want to further improve the performance. So i figure to use shared memory to hold some input points for each multiprocessing block. But the new code is just as fast. What's the possible cause? Could it be related to the fact that i set too many threads?
Or, is it because i have a if-statement in the code? The thing is, i only consider and count the short distances, so i have a statement like (if dist < 200). How much should i worry about this one?
A million thanks!
Bin
Mark Harris has a very good presentation about optimizing CUDA: Optimizing Parallel Reduction in CUDA.
Algorithmic optimizations
Changes to addressing, algorithm cascading
11.84x speedup, combined!
Code optimizations
Loop unrolling
2.54x speedup, combined
Having an extra operations statement, does indeed cause problems although it will be the last thing you want to optimize, if not simply because you need to know the layout of your code before implementing the size assumptions!
The problem you are working on sounds like the famous n-body problem,
see Fast N-Body Simulation with CUDA.
An additional performance increase can be achieved if you can avoid doing a pairwise computation, for example, the elements are too far to have an effect on each-other. This applies to any relationship that can be expressed geometrically, whether it be pairwise costs or a physics simulation with springs. My favorite method is to divide the grid into boxes and, with each element putting itself into a box via division, then only evaluate pairwise relations between between neighboring boxes. This can be called O(n*m).
(1) The GPU runs many more threads in parallel than there are cores. This is because each core is pipelined. Operations take around 20 cycles on compute capability 2.0 (Fermi) architectures. So for each clock cycle, the core starts work on a new operation, returns the finished result of one operation, and move all the other (around 18) operations one more step towards completion. So, to saturate the GPU, you might need something like 448 * 20 threads.
(2) It's probably because your values are getting cached in the L1 and L2 caches.
(3) It depends on how much work you're doing inside the if conditional. The GPU must run all 32 threads in a warp through all the code inside the if even if the condition is true for only a single of those threads. If there is a lot of code in the conditional as compared to the rest of your kernel, and relatively view threads go through that code path, it is likely that you end up with low compute throughput.

Memory and time issues when dividing two matrices

I have two sparse matrices in matlab
M1 of size 9thousandx1.8million and M2 of size 1.8millionx1.8million.
Now I need to calculate the expression
M1/M2
and it took me like an hour. Is it normal? Is there any efficient way in matlab so that I can overcome this time issue. I mean it's a lot and if I make number of iterations then it will keep on taking 1 hour. Any suggestion?
A quick back-of-the-envelope calculation based on assuming some iterative method like conjugate gradient or Kaczmarz method is used, and plugging in the sizes makes me believe that an hour isn't bad.
Because of the tridiagonality the matrix that's being "inverted" (if not explicitly), both of those methods are going to take a number of instructions near "some near-unity scalar factor" times ~9000 times 1.8e6 times "the number of iterations required for convergence". The product of the two things in quotes is probably around 50 (minimum) to around 1000 (maximum). I didn't cherry pick these to make your math work, these are about what I'd expect from having done these. If you assume about 1e9 instructions per second (which doesn't account much for memory access etc.) you get around 13 minutes to around 4.5 hours.
Thus, it seems in the right range for an algorithm that's exploiting sparsity.
Might be able to exploit it better yourself if you know the structure, but probably not by much.
Note, this isn't to say that 13 minutes is achievable.
Edit: One side note, I'm not sure what's being used, but I assumed iterative methods. It's also possible that direct methods are used (like explained here). These methods can be very efficient for sparse systems if you exploit the sparsity right. It's very possible that Matlab is using these by default, but it's worth investigating what Matlab is doing in your case.
In my limited experience, iterative methods were usually preferred over direct methods as the size of the systems get large (yours is large.) Our linear systems worked out to be block tridiagonal as well, as they often do in image processing.

Efficiency/speed for trigonometric functions

In a game I'm making, I've got two points, pt1 and pt2, and I want to work out the angle between them. I've already worked out the distance, in an earlier calculation. The obvious way would be to arctan the horizontal distance over the vertical distance (tan(theta) = opp/adj).
I'm wondering though, as I've already calculated the distance, would it be quicker to use arcsine/arccosine with the distance and dx or dy?
Also, might I be better off pre-calculating in a table?
I suspect there's a risk of premature optimization here. Also, be careful about your geometry. Your opposite/adjacent approach is a property of right angle triangles, is that what you actually have?
I'm assuming your points are planar, and so for the general case you have them implicitly representing two vectors form the origin (call these v1 v2), so your angle is
theta=arccos(dot(v1,v2)/(|v1||v2|)) where |.| is vector length.
Making this faster (assuming the need) will depend on a lot of things. Do you know the vector lengths, or have to compute them? How fast can you do a dot product in your architecture. How fast is acos? At some point tricks like table lookup (probably interpolated) might help but that will cost you accuracy.
It's all trade-offs though, there really isn't a general answer to your question.
[edit: added commentary]
I'd like to re-emphasize that often playing "x is fastest" is a bit of a mugs game with modern cpus and compilers anyway. You won't know until you measure it and grovel the generated code. When you hit the point that you really care about it at this level for a (hopefully small) piece of code, you can find out in detail what your system is doing. But it's painstaking. Maybe a table is good. But maybe you've got fast vector computations and a small cache. etc. etc. etc. It all amounts to "it depends". Sorry 'bout that. On the other hand, if you haven't reached the point that you really care so much about this bit of code... you probably shouldn't be thinking about it at this level at all. Make it right. Make it clean (which means abstraction as well as code). Then worry about the overhead.
Aside from all of the wise comments regarding premature optimization, let's just assume this is the hotspot and do a frigg'n benchmark:
Times are in nanoseconds, scaled to normalize 'acos' between the systems.
'acos' simply assumes unit radius i.e. acos(adj), whereas 'acos+div' means acos(adj/hyp).
System 1 is a 2.4GHz i5 running Mac OS X 10.6.4 (gcc 4.2.1)
System 2 is a 2.83GHz Core2 Quad running Red Hat 7 Linux 2.6.28 (gcc 4.1.2)
System 3 is a 1.66GHz Atom N280 running Ubuntu 10.04 2.6.32 (gcc 4.4.3)
System 4 is a 2.40GHz Pentium 4 running Ubuntu 10.04 2.6.32 (gcc 4.4.3)
Summary: Relative performance is all over the map. Sometimes atan2 is faster, sometimes its slower. Very strangely, on some systems doing acos with a division is faster than doing it without. Test on your own system :-/
If you're going to be doing this many times, pre-calculate in a table. Performance will be much better this way.
Tons of good answers here.
By the way, if you use Math.atan2, you get a full 2π of angles out of it.
I would just do it, then run it flat out. If you don't like the speed, and if samples show that you're actually in that code most of the time and not someplace else,
try replacing it with table lookup. If you don't need precision closer than 1 degree, you could use a pretty small table and interpolation.
Also, you may want to memoize the function. Why recompute something you already did recently?
Added: If you use a table, it only has to cover angles from 0-45 degrees (and it can be hard-coded). You can get everything else by symmetry.
From a pure speed standpoint, a precalculated table and a closest-match lookup would be best. It involves some overhead, of course, depending on how fine-grained you need the angle to be, but it's more than worth it if you're doing this calculation a lot (or in a tight loop), as those are going to be expensive calculations.
Get it right first !
And then profile and optimize. Table lookup is a good candidate for sure, but be sure to have your calculation right before doing anything fancy
If you're interested in big-O notation, all the methods you might use are O(1).
If you're interested in what works fastest, test it. Write a wrapper function, one that calls your preferred method but can be easily changed, and test with that. Make sure that your application spends a noticeable amount of time doing this, so you aren't wasting your own time. Try whatever ways occur to you. Ideally, run it on more than one different CPU.
I've become very leery of predicting what will take more or less time on modern processors. Lookup tables used to be the answer if you needed speed, but you don't know a priori the effects on caching or how long it's going to take to normalize and look up versus how long it's going to take to do a trig function on a particular CPU.
Given that this is for a game, you probably care about speed. A lookup table is definitely the fastest but you trade accuracy for speed with this method. So how accurate must you be to meet requirements? Only you can answer that. Before you trade accuracy, determine first if you have a speed problem. All of the trigonometric functions are calculated using numerical methods (research numerical analysis to learn more). Some trig functions are have more expensive methods than others because they rely on series that converge more slowly and who knows, your computer may have different implementations for these functions than another computer. At any rate, you can find out for yourself how expensive these functions are by writing some small programs that loop through as many iterations as you desire, with increments of your choosing, all the while timing the outcomes. Then you can pick the fastest method.
While others are very right to mention that you are almost certainly falling into the pit of premature optimization, when they say that trigonometric functions are O(1) they're not telling the whole story.
Most trigonometric function implementations are actually O(N) in the value of the input function. This is because the trig functions are most efficiently calculated on a small interval like [0, 2π) (or, for the best implementations, even smaller parts of this interval, but that one suffices to explain things). So the algorithm looks something like this, in pseudo-Python:
def Cosine_0to2Pi(x):
#a series approximation of some kind, or CORDIC, or perhaps a table
#this function requires 0 <= x < 2Pi
def MyCosine(x):
if x < 0:
x = -x
while x >= TwoPi:
x -= TwoPi
return Cosine_0to2Pi(x)
Even microcoded CPU instructions like the x87's FSINCOS end up doing something like this internally. So trig functions, because they are periodic, usually take O(N) time to do the argument reduction. There are two caveats, however:
If you have to calculate a ton of values off the principal domain of the trig functions, your math is probably not very well thought out.
Big-O notation hides a constant factor. Argument reduction has a very small constant factor, because it's simple to do. Thus the O(1) part is going to dominate the O(N) part for just about every input.

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