SSE/AVX matrix multiply

gistfile1.cpp

#include <immintrin.h>
#include <intrin.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>

union Mat44 {
    float m[4][4];
    __m128 row[4];
};

// reference implementation
void matmult_ref(Mat44 &out, const Mat44 &A, const Mat44 &B)
{
    Mat44 t; // write to temp
    for (int i=0; i < 4; i++)
        for (int j=0; j < 4; j++)
            t.m[i][j] = A.m[i][0]*B.m[0][j] + A.m[i][1]*B.m[1][j] + A.m[i][2]*B.m[2][j] + A.m[i][3]*B.m[3][j];

    out = t;
}

// linear combination:
// a[0] * B.row[0] + a[1] * B.row[1] + a[2] * B.row[2] + a[3] * B.row[3]
static inline __m128 lincomb_SSE(const __m128 &a, const Mat44 &B)
{
    __m128 result;
    result = _mm_mul_ps(_mm_shuffle_ps(a, a, 0x00), B.row[0]);
    result = _mm_add_ps(result, _mm_mul_ps(_mm_shuffle_ps(a, a, 0x55), B.row[1]));
    result = _mm_add_ps(result, _mm_mul_ps(_mm_shuffle_ps(a, a, 0xaa), B.row[2]));
    result = _mm_add_ps(result, _mm_mul_ps(_mm_shuffle_ps(a, a, 0xff), B.row[3]));
    return result;
}

// this is the right approach for SSE ... SSE4.2
void matmult_SSE(Mat44 &out, const Mat44 &A, const Mat44 &B)
{
    // out_ij = sum_k a_ik b_kj
    // => out_0j = a_00 * b_0j + a_01 * b_1j + a_02 * b_2j + a_03 * b_3j
    __m128 out0x = lincomb_SSE(A.row[0], B);
    __m128 out1x = lincomb_SSE(A.row[1], B);
    __m128 out2x = lincomb_SSE(A.row[2], B);
    __m128 out3x = lincomb_SSE(A.row[3], B);

    out.row[0] = out0x;
    out.row[1] = out1x;
    out.row[2] = out2x;
    out.row[3] = out3x;
}

// another linear combination, using AVX instructions on XMM regs
static inline __m128 lincomb_AVX_4mem(const float *a, const Mat44 &B)
{
    __m128 result;
    result = _mm_mul_ps(_mm_broadcast_ss(&a[0]), B.row[0]);
    result = _mm_add_ps(result, _mm_mul_ps(_mm_broadcast_ss(&a[1]), B.row[1]));
    result = _mm_add_ps(result, _mm_mul_ps(_mm_broadcast_ss(&a[2]), B.row[2]));
    result = _mm_add_ps(result, _mm_mul_ps(_mm_broadcast_ss(&a[3]), B.row[3]));
    return result;
}

// using AVX instructions, 4-wide
// this can be better if A is in memory.
void matmult_AVX_4mem(Mat44 &out, const Mat44 &A, const Mat44 &B)
{
    _mm256_zeroupper();
    __m128 out0x = lincomb_AVX_4mem(A.m[0], B);
    __m128 out1x = lincomb_AVX_4mem(A.m[1], B);
    __m128 out2x = lincomb_AVX_4mem(A.m[2], B);
    __m128 out3x = lincomb_AVX_4mem(A.m[3], B);

    out.row[0] = out0x;
    out.row[1] = out1x;
    out.row[2] = out2x;
    out.row[3] = out3x;
}

// dual linear combination using AVX instructions on YMM regs
static inline __m256 twolincomb_AVX_8(__m256 A01, const Mat44 &B)
{
    __m256 result;
    result = _mm256_mul_ps(_mm256_shuffle_ps(A01, A01, 0x00), _mm256_broadcast_ps(&B.row[0]));
    result = _mm256_add_ps(result, _mm256_mul_ps(_mm256_shuffle_ps(A01, A01, 0x55), _mm256_broadcast_ps(&B.row[1])));
    result = _mm256_add_ps(result, _mm256_mul_ps(_mm256_shuffle_ps(A01, A01, 0xaa), _mm256_broadcast_ps(&B.row[2])));
    result = _mm256_add_ps(result, _mm256_mul_ps(_mm256_shuffle_ps(A01, A01, 0xff), _mm256_broadcast_ps(&B.row[3])));
    return result;
}

// this should be noticeably faster with actual 256-bit wide vector units (Intel);
// not sure about double-pumped 128-bit (AMD), would need to check.
void matmult_AVX_8(Mat44 &out, const Mat44 &A, const Mat44 &B)
{
    _mm256_zeroupper();
    __m256 A01 = _mm256_loadu_ps(&A.m[0][0]);
    __m256 A23 = _mm256_loadu_ps(&A.m[2][0]);
    
    __m256 out01x = twolincomb_AVX_8(A01, B);
    __m256 out23x = twolincomb_AVX_8(A23, B);

    _mm256_storeu_ps(&out.m[0][0], out01x);
    _mm256_storeu_ps(&out.m[2][0], out23x);
}

// ---- testing stuff

static float randf()
{
    // assumes VC++ rand()
    return (rand() - 16384.0f) / 1024.0f;
}

static void randmat(Mat44 &M)
{
    for (int i=0; i < 4; i++)
        for (int j=0; j < 4; j++)
            M.m[i][j] = randf();
}

int the_mask = 0; // global so the compiler can't be sure what its value is for opt.

static void run_ref(Mat44 *out, const Mat44 *A, const Mat44 *B, int count)
{
    for (int i=0; i < count; i++)
    {
        int j = i & the_mask;
        matmult_ref(out[j], A[j], B[j]);
    }
}

static void run_SSE(Mat44 *out, const Mat44 *A, const Mat44 *B, int count)
{
    for (int i=0; i < count; i++)
    {
        int j = i & the_mask;
        matmult_SSE(out[j], A[j], B[j]);
    }
}

static void run_AVX_4mem(Mat44 *out, const Mat44 *A, const Mat44 *B, int count)
{
    for (int i=0; i < count; i++)
    {
        int j = i & the_mask;
        matmult_AVX_4mem(out[j], A[j], B[j]);
    }
}

static void run_AVX_8(Mat44 *out, const Mat44 *A, const Mat44 *B, int count)
{
    for (int i=0; i < count; i++)
    {
        int j = i & the_mask;
        matmult_AVX_8(out[j], A[j], B[j]);
    }
}

int main(int argc, char **argv)
{
    static const struct {
        const char *name;
        void (*matmult)(Mat44 &out, const Mat44 &A, const Mat44 &B);
    } variants[] = {
        { "ref",      matmult_ref },
        { "SSE",      matmult_SSE },
        { "AVX_4mem", matmult_AVX_4mem },
        { "AVX_8",    matmult_AVX_8 },
    };
    static const int nvars = (int) (sizeof(variants) / sizeof(*variants));
    
    srand(1234); // deterministic random tests(TM)

    // correctness tests
    // when compiled with /arch:SSE (or SSE2/AVX), all functions are
    // supposed to return the exact same results!
    for (int i=0; i < 1000000; i++)
    {
        Mat44 A, B, out, ref_out;
        randmat(A);
        randmat(B);
        matmult_ref(ref_out, A, B);

        for (int j=0; j < nvars; j++)
        {
            variants[j].matmult(out, A, B);
            if (memcmp(&out, &ref_out, sizeof(out)) != 0)
            {
                fprintf(stderr, "%s fails test\n", variants[j].name);
                exit(1);
            }
        }
    }

    printf("all ok.\n");

    // perf tests
    // as usual with such microbenchmarks, this isn't measuring anything
    // terribly useful, but here goes.
    static const struct {
        const char *name;
        void (*run)(Mat44 *out, const Mat44 *A, const Mat44 *B, int count);
    } perf_variants[] = {
        { "ref",      run_ref },
        { "SSE",      run_SSE },
        { "AVX_4mem", run_AVX_4mem },
        { "AVX_8",    run_AVX_8 },
    };
    static const int nperfvars = (int) (sizeof(perf_variants) / sizeof(*perf_variants));
    
    /* 
       results on my sandy bridge laptop when compiling the code in x64
       mode with VC2010 using /arch:AVX:

        all ok.
                 ref: 59.00 cycles
                 SSE: 20.52 cycles
            AVX_4mem: 15.64 cycles
               AVX_8: 14.13 cycles
    */
    
    Mat44 Aperf, Bperf, out;
    randmat(Aperf);
    randmat(Bperf);

    for (int i=0; i < nvars; i++)
    {
        static const int nruns = 4096;
        static const int muls_per_run = 4096;
        unsigned long long best_time = ~0ull;

        for (int run=0; run < nruns; run++)
        {
            unsigned long long time = __rdtsc();
            perf_variants[i].run(&out, &Aperf, &Bperf, muls_per_run);
            time = __rdtsc() - time;
            if (time < best_time)
                best_time = time;
        }

        double cycles_per_run = (double) best_time / (double) muls_per_run;
        printf("%12s: %.2f cycles\n", perf_variants[i].name, cycles_per_run);
    }

    return 0;
}

For somewhat worthless comparison here are the numbers for GCC 4.7.2 and Clang 3.1 respectively on an i7 2600k.

     ref: 80.94 cycles
     SSE: 27.26 cycles
AVX_4mem: 23.92 cycles
   AVX_8: 17.68 cycles

and

     ref: 73.73 cycles
     SSE: 26.88 cycles
AVX_4mem: 16.11 cycles
   AVX_8: 15.56 cycles

Considering the presumably? more powerful CPU the slightly crappier performance is interesting.

It's not very useful to compare the cycle counts across machines with a test like this; I make no effort to compensate for thread switches and things like that for example. This test is useful to compare relative performance on one machine given whatever the background load on that machine is, but for actual benchmarking you'd do it differently. (Making sure the cores are actually running at their nominal clock rate for example - RDTSC counts ticks of the nominal clock rate, not actual CPU cycles elapsed at whatever current clock it's running at)

More cycles is good or bad? Ie. is 100 cycles better than 10 cycles?

For the same thing to compile on linux #include <intrin.h> needs to be replaced with #include <x86intrin.h>. With that single change it compiles with g++ -O3 -march=native -o test_matrix test_matrix.cpp. Using g++ 5.4.0 20160609 and on an i5-6200U I get the following results:

all ok.
         ref: 44.61 cycles
         SSE: 14.28 cycles
    AVX_4mem: 16.16 cycles
       AVX_8: 9.09 cycles