Kiss FFT thread safety - fft

I'm going to make several plans by kiss-fft simultaneously (parallel),
can I do that, or in another word , is kiss-fft thread safety ?
Thanks

From README:
No static data is used. The core routines of kiss_fft are thread-safe
Contrast to FFTW which requires mutex protection of the plan creation,destruction.
Also, if you are doing the same type,size of simple FFT (complex 1D) in multiple threads, an allocated plan may be used simultaneously. This is not generally true for the real FFT and multi-dimensional FFTs.

A brief survey of the Kiss FFT source reveals that it doesn't store state internally. Just make sure the arrays you pass in and out are unique per thread or synchronized across threads.

Related

What is static and dynamic scheduling on GPUs?

GTX 4xx, 5xx (Fermi) had dynamic scheduling and GTX 6xx (Kepler) switched to static scheduling.
What is static and dynamic scheduling in the context of GPUs?
How does the design choice of static vs. dynamic affect the performance of real world compute workloads?
Is there anything that can be done in code to optimize an algorithm for static or dynamic scheduling?
I assume you're referring to static/dynamic instruction scheduling in hardware.
Dynamic instruction scheduling means that the processor may re-order the individual instructions at runtime. This usually involves some bit of hardware that will try to predict the best order for whatever is in the instruction pipeline. On the GPUs you mentioned, this refers to the re-ordering of instructions for each individual warp.
The reason for switching from a dynamic scheduler back to a static scheduler is described in the GK110 Architecture Whitepaper as follows:
We also looked for opportunities to optimize the power in the SMX warp
scheduler logic. For example, both Kepler and Fermi schedulers contain
similar hardware units to handle the scheduling function, including:
Register scoreboarding for long latency operations (texture and
load)
Inter‐warp scheduling decisions (e.g., pick the best warp to go
next among eligible candidates)
Thread block level scheduling (e.g., the GigaThread engine)
However, Fermi’s scheduler also contains a complex hardware stage to
prevent data hazards in the math datapath itself. A multi‐port
register scoreboard keeps track of any registers that are not yet
ready with valid data, and a dependency checker block analyzes
register usage across a multitude of fully decoded warp instructions
against the scoreboard, to determine which are eligible to issue.
For Kepler, we recognized that this information is deterministic (the
math pipeline latencies are not variable), and therefore it is
possible for the compiler to determine up front when instructions will
be ready to issue, and provide this information in the instruction
itself. This allowed us to replace several complex and power‐expensive
blocks with a simple hardware block that extracts the pre‐determined
latency information and uses it to mask out warps from eligibility at
the inter‐warp scheduler stage.
So basically, they're trading chip complexity, i.e. a simpler scheduler, for efficiency. But that potentially lost efficiency is now picked up by the compiler which can predict the best order, at least for the math pipeline.
As for your final question, i.e. what can be done in code to optimize an algorithm for static or dynamic scheduling, my personal recommendation would be to not use any inline assembler and just let the compiler/scheduler do its thing.

Utilizing GPU worth it?

I want to compute the trajectories of particles subject to certain potentials, a typical N-body problem. I've been researching methods for utilizing a GPU (CUDA for example), and they seem to benefit simulations with large N (20000). This makes sense since the most expensive calculation is usually finding the force.
However, my system will have "low" N (less than 20), many different potentials/factors, and many time steps. Is it worth it to port this system to a GPU?
Based on the Fast N-Body Simulation with CUDA article, it seems that it is efficient to have different kernels for different calculations (such as acceleration and force). For systems with low N, it seems that the cost of copying to/from the device is actually significant, since for each time step one would have to copy and retrieve data from the device for EACH kernel.
Any thoughts would be greatly appreciated.
If you have less than 20 entities that need to be simulated in parallel, I would just use parallel processing on an ordinary multi-core CPU and not bother about using GPU.
Using a multi-core CPU would be much easier to program and avoid the steps of translating all your operations into GPU operations.
Also, as you already suggested, the performance gain using GPU will be small (or even negative) with this small number of processes.
There is no need to copy results from the device to host and back between time steps. Just run your entire simulation on the GPU and copy results back only after several time steps have been calculated.
For how many different potentials do you need to run simulations? Enough to just use the structure from the N-body example and still load the whole GPU?
If not, and assuming the potential calculation is expensive, I'd think it would be best to use one thread for each pair of particles in order to make the problem sufficiently parallel. If you use one block per potential setting, you can then write out the forces to shared memory, __syncthreads(), and use a subset of the block's threads (one per particle) to sum the forces. __syncthreads() again, and continue for the next time step.
If the potential calculation is not expensive, it might be worth exploring first where the main cost of your simulation is.

CUDA fft - cooley tukey, how is parallelism exploited?

I know how the FFT implementation works (Cooley-Tuckey algorithm) and I know that there's a CUFFT CUDA library to compute the 1D or 2D FFT quickly, but I'd like to know how CUDA parallelism is exploited in the process.
Is it related to the butterfly computation? (something like each thread loads part of the data into shared memory and then each thread computes an even term or an odd term?)
I do not think they use Cooley-Tuckey algorithm because its index permutation phase makes it not very convenient for shared-memory architectures. Additionally this algorithm works with power-of-two memory strides which is also not good for memory coalescing. Most likely they use some formulation of Stockham self-sorting FFT: for example Bailey's algorithm.
What concerns the implementation, you are right, usually one splits a large FFT into several smaller ones which fit perfectly within one thread block. In my work, I used 512- or 1024-point FFTs (completely unrolled of course) per thread block with 128 threads. Typically, you do not work with a classical radix-2 algorithm on the GPU due to large amount of data transfers required. Instead, one chooses radix-8 or even radix-16 algorithm so that each thread performs one large "butterfly" at a time. For example implementations, you can also visit Vasily Volkov page, or check this "classic" paper.

Is there a good way use a read only hashmap on cuda?

I am really new to programming and Cuda. Basically I have a C function that reads a list of data and then checks each item against a hashmap (I'm using uthash for this in C). It works well but I want to run this process in Cuda (once it gets the value for the hash key then it does a lot of processing), but I'm unsure the best way to create a read only hash function that's as quick as possible in Cuda.
Background
Basically I'm trying to value a very very large batch of portfolio as quickly as possible. I get several million portfolio constantly that are in the form of two lists. One has the stock name and the other has the weight. I then use the stock name to look up a hashtable to get other data(value, % change,etc..) and then process it based on the weight. On a CPU in plain C it takes about 8 minutes so I am interesting in trying it on a GPU.
I have read and done the examples in cuda by example so I believe I know how to do most of this except the hash function(there is one in the appendix but it seems focused on adding to it while I only really want it as a reference since it'll never change. I might be rough around the edges in cuda for example so maybe there is something I'm missing that is helpful for me in this situation, like using textual or some special form of memory for this). How would I structure this for best results should each block have its own access to the hashmap or should each thread or is one good enough for the entire GPU?
Edit
Sorry just to clarify, I'm only using C. Worst case I'm willing to use another language but ideally I'd like something that I can just natively put on the GPU once and have all future threads read to it since to process my data I'll need to do it in several large batches).
This is some thoughts on potential performance issues of using a hash map on a GPU, to back up my comment about keeping the hash map on the CPU.
NVIDIA GPUs run threads in groups of 32 threads, called warps. To get good performance, each of the threads in a warp must be doing essentially the same thing. That is, they must run the same instructions and they must read from memory locations that are close to each other.
I think a hash map may break with both of these rules, possibly slowing the GPU down so much that there's no use in keeping the hash map on the GPU.
Consider what happens when the 32 threads in a warp run:
First, each thread has to create a hash of the stock name. If these names differ in length, this will involve a different number of rounds in the hashing loop for the different lengths and all the threads in the warp must wait for the hash of the longest name to complete. Depending on the hashing algorithm, there might different paths that the code can take inside the hashing algorithm. Whenever the different threads in a warp need to take different paths, the same code must run multiple times (once for each code path). This is called warp divergence.
When all the threads in warp each have obtained a hash, each thread will then have to read from different locations in slow global memory (designated by the hashes). The GPU runs optimally when each of the 32 threads in the warp read in a tight, coherent pattern. But now, each thread is reading from an essentially random location in memory. This could cause the GPU to have to serialize all the threads, potentially dropping the performance to 1/32 of the potential.
The memory locations that the threads read are hash buckets. Each potentially containing a different number of hashes, again causing the threads in the warp to have to do different things. They may then have to branch out again, each to a random location, to get the actual structures that are mapped.
If you instead keep the stock names and data structures in a hash map on the CPU, you can use the CPU to put together arrays of information that are stored in the exact pattern that the GPU is good at handling. Depending on how busy the CPU is, you may be able to do this while the GPU is processing the previously submitted work.
This also gives you an opportunity to change the array of structures (AoS) that you have on the CPU to a structure of arrays (SoA) for the GPU. If you are not familiar with this concept, essentially, you convert:
my_struct {
int a;
int b;
};
my_struct my_array_of_structs[1000];
to:
struct my_struct {
int a[1000];
int b[1000];
} my_struct_of_arrays;
This puts all the a's adjacent to each other in memory so that when the 32 threads in a warp get to the instruction that reads a, all the values are neatly laid out next to each other, causing the entire warp to be able to load the values very quickly. The same is true for the b's, of course.
There is a hash_map extension for CUDA Thrust, in the cuda-thrust-extensions library. I have not tried it.
Because of your hash map is so large, I think it can be replaced by a database, mysql or other products will all be OK, they probably will be fast than hash map design by yourself. And I agree with Roger's viewpoint, it is not suitable to move it to GPU, it consumes too large device memory (may be not capable to contain it) and it is terribly slow for kernel function access global memory on device.
Further more, which part of your program takes 8 minutes, finding in hash map or process on weight? If it is the latter, may be it can be accelerated by GPU.
Best regards!

Can you predict the runtime of a CUDA kernel?

To what degree can one predict / calculate the performance of a CUDA kernel?
Having worked a bit with CUDA, this seems non trivial.
But a colleage of mine, who is not working on CUDA, told me, that it cant be hard if you have the memory bandwidth, the number of processors and their speed?
What he said seems not to be consistent with what I read. This is what I could imagine could work. What do you think?
Memory processed
------------------ = runtime for memory bound kernels ?
Memory bandwidth
or
Flops
------------ = runtime for computation bound kernels?
Max GFlops
Such calculation will barely give good prediction. There are many factors that hurt the performance. And those factors interact with each other in a extremely complicated way. So your calculation will give the upper bound of the performance, which is far away from the actual performance (in most cases).
For example, for memory bound kernels, those with a lot cache misses will be different with those with hits. Or those with divergences, those with barriers...
I suggest you to read this paper, which might give you more ideas on the problem: "An Analytical Model for a GPU Architecture with Memory-level and Thread-level Parallelism Awareness".
Hope it helps.
I think you can predict a best-case with a bit of work. Like you said, with instruction counts, memory bandwidth, input size, etc.
However, predicting the actual or worst-case is much trickier.
First off, there are factors like memory access patterns. Eg: with older CUDA capable cards, you had to pay attention to distribute your global memory accesses so that they wouldn't all contend for a single memory bank. (The newer CUDA cards use a hash between logical and physical addresses to resolve this).
Secondly, there are non-deterministic factors like: how busy is the PCI bus? How busy is the host kernel? Etc.
I suspect the easiest way to get close to actual run-times is basically to run the kernel on subsets of the input and see how long it actually takes.