uo9xpb74
/
mathnet-numerics
forked from tsai/mathnet-numerics
1
0
Fork 0
Code Issues Pull Requests Projects Releases Wiki Activity
Browse Source

started optimizing the parallel code for small matrices and vectors

la-knuth
Marcus Cuda 16 years ago
parent
3c65043de4
commit
89aa96eec8
6 changed files with 125 additions and 54 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Unified View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 20
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex.cs
  2. 20
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex32.cs
  3. 20
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Double.cs
  4. 29
      src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Single.cs
  5. 24
      src/Numerics/Control.cs
  6. 66
      src/Numerics/Threading/CommonParallel.cs

20
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex.cs
View File

@ -67,15 +67,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha.IsZero()) if (alpha.IsZero())
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index]);
} }
else if (alpha.IsOne()) else if (alpha.IsOne())
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + x[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + x[index]);
} }
else else
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + (alpha * x[index])); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + (alpha * x[index]));
} }
} }
@ -95,15 +95,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha.IsZero()) if (alpha.IsZero())
{ {
CommonParallel.For(0, x.Length, index => result[index] = Complex.Zero); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = Complex.Zero);
} }
else if (alpha.IsOne()) else if (alpha.IsOne())
{ {
CommonParallel.For(0, x.Length, index => result[index] = x[index]); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = x[index]);
} }
else else
{ {
CommonParallel.For(0, x.Length, index => { result[index] = alpha * x[index]; }); CommonParallel.ElementFor(0, x.Length, x.Length, index => { result[index] = alpha * x[index]; });
} }
} }
@ -172,7 +172,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] + y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] + y[i]);
} }
/// <summary> /// <summary>
@ -207,7 +207,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] - y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] - y[i]);
} }
/// <summary> /// <summary>
@ -242,7 +242,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] * y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] * y[i]);
} }
/// <summary> /// <summary>
@ -277,7 +277,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] / y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] / y[index]; });
} }
/// <summary> /// <summary>

20
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Complex32.cs
View File

@ -61,15 +61,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha.IsZero()) if (alpha.IsZero())
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index]);
} }
else if (alpha.IsOne()) else if (alpha.IsOne())
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + x[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + x[index]);
} }
else else
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + (alpha * x[index])); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + (alpha * x[index]));
} }
} }
@ -89,15 +89,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha.IsZero()) if (alpha.IsZero())
{ {
CommonParallel.For(0, x.Length, index => result[index] = Complex32.Zero); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = Complex32.Zero);
} }
else if (alpha.IsOne()) else if (alpha.IsOne())
{ {
CommonParallel.For(0, x.Length, index => result[index] = x[index]); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = x[index]);
} }
else else
{ {
CommonParallel.For(0, x.Length, index => { result[index] = alpha * x[index]; }); CommonParallel.ElementFor(0, x.Length, x.Length, index => { result[index] = alpha * x[index]; });
} }
} }
@ -167,7 +167,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] + y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] + y[i]);
} }
/// <summary> /// <summary>
@ -202,7 +202,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] - y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] - y[i]);
} }
/// <summary> /// <summary>
@ -237,7 +237,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] * y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] * y[i]);
} }
/// <summary> /// <summary>
@ -272,7 +272,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] / y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] / y[index]; });
} }
/// <summary> /// <summary>

20
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Double.cs
View File

@ -61,15 +61,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha == 0.0) if (alpha == 0.0)
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index]);
} }
else if (alpha == 1.0) else if (alpha == 1.0)
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + x[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + x[index]);
} }
else else
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + (alpha * x[index])); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + (alpha * x[index]));
} }
} }
@ -89,15 +89,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha == 0.0) if (alpha == 0.0)
{ {
CommonParallel.For(0, x.Length, index => result[index] = 0.0); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = 0.0);
} }
else if (alpha == 1.0) else if (alpha == 1.0)
{ {
CommonParallel.For(0, x.Length, index => result[index] = x[index]); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = x[index]);
} }
else else
{ {
CommonParallel.For(0, x.Length, index => { result[index] = alpha * x[index]; }); CommonParallel.ElementFor(0, x.Length, x.Length, index => { result[index] = alpha * x[index]; });
} }
} }
@ -167,7 +167,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] + y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] + y[index]; });
} }
/// <summary> /// <summary>
@ -202,7 +202,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] - y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] - y[index]; });
} }
/// <summary> /// <summary>
@ -237,7 +237,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] * y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] * y[index]; });
} }
/// <summary> /// <summary>
@ -272,7 +272,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] / y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] / y[index]; });
} }
/// <summary> /// <summary>

29
src/Numerics/Algorithms/LinearAlgebra/ManagedLinearAlgebraProvider.Single.cs
View File

@ -61,15 +61,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha == 0.0) if (alpha == 0.0)
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index]);
} }
else if (alpha == 1.0) else if (alpha == 1.0)
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + x[index]); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + x[index]);
} }
else else
{ {
CommonParallel.For(0, y.Length, index => result[index] = y[index] + (alpha * x[index])); CommonParallel.ElementFor(0, y.Length, y.Length, index => result[index] = y[index] + (alpha * x[index]));
} }
} }
@ -89,15 +89,15 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
if (alpha == 0.0) if (alpha == 0.0)
{ {
CommonParallel.For(0, x.Length, index => result[index] = 0.0f); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = 0.0f);
} }
else if (alpha == 1.0) else if (alpha == 1.0)
{ {
CommonParallel.For(0, x.Length, index => result[index] = x[index]); CommonParallel.ElementFor(0, x.Length, x.Length, index => result[index] = x[index]);
} }
else else
{ {
CommonParallel.For(0, x.Length, index => { result[index] = alpha * x[index]; }); CommonParallel.ElementFor(0, x.Length, x.Length, index => { result[index] = alpha * x[index]; });
} }
} }
@ -125,8 +125,13 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
float sum = 0; var sum = 0.0f;
CommonParallel.For(0, y.Length, index => sum += y[index] * x[index]);
for (var index = 0; index < y.Length; index++)
{
sum += y[index] * x[index];
}
return sum; return sum;
} }
@ -162,7 +167,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] + y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] + y[i]);
} }
/// <summary> /// <summary>
@ -197,7 +202,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] - y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] - y[i]);
} }
/// <summary> /// <summary>
@ -232,7 +237,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, i => result[i] = x[i] * y[i]); CommonParallel.ElementFor(0, y.Length, y.Length, i => result[i] = x[i] * y[i]);
} }
/// <summary> /// <summary>
@ -267,7 +272,7 @@ namespace MathNet.Numerics.Algorithms.LinearAlgebra
throw new ArgumentException(Resources.ArgumentVectorsSameLength); throw new ArgumentException(Resources.ArgumentVectorsSameLength);
} }
CommonParallel.For(0, y.Length, index => { result[index] = x[index] / y[index]; }); CommonParallel.ElementFor(0, y.Length, y.Length, index => { result[index] = x[index] / y[index]; });
} }
/// <summary> /// <summary>

24
src/Numerics/Control.cs
View File

@ -56,6 +56,11 @@ namespace MathNet.Numerics
/// </summary> /// </summary>
private static int _parallelizeOrder = 64; private static int _parallelizeOrder = 64;
/// <summary>
/// The default cutoff point for order size for the matrix multiply in linear algebra provider.
/// </summary>
private static int _parallelizeElements = 256;
/// <summary> /// <summary>
/// Initializes static members of the Control class. /// Initializes static members of the Control class.
/// </summary> /// </summary>
@ -161,5 +166,24 @@ namespace MathNet.Numerics
} }
} }
/// <summary>
/// Gets or sets the number of elements a vector or matrix must contain before we multiply threads.
/// </summary>
/// <value>Number of elements. Default is 256.</value>
public static int ParallelizeElements
{
get
{
return _parallelizeElements;
}
set
{
if (_parallelizeElements > 2)
{
_parallelizeElements = value;
}
}
}
} }
} }

66
src/Numerics/Threading/CommonParallel.cs
View File

@ -4,7 +4,7 @@
// http://github.com/mathnet/mathnet-numerics // http://github.com/mathnet/mathnet-numerics
// http://mathnetnumerics.codeplex.com // http://mathnetnumerics.codeplex.com
// //
// Copyright (c) 2009-2010 Math.NET // Copyright (c) 2009-2011 Math.NET
// //
// Permission is hereby granted, free of charge, to any person // Permission is hereby granted, free of charge, to any person
// obtaining a copy of this software and associated documentation // obtaining a copy of this software and associated documentation
@ -31,7 +31,6 @@
namespace MathNet.Numerics.Threading namespace MathNet.Numerics.Threading
{ {
using System; using System;
using System.Numerics;
#if !SILVERLIGHT #if !SILVERLIGHT
using System.Collections.Concurrent; using System.Collections.Concurrent;
@ -43,6 +42,26 @@ namespace MathNet.Numerics.Threading
/// </summary> /// </summary>
public static class CommonParallel public static class CommonParallel
{ {
/// <summary>
/// Executes a for loop in which iterations may run in parallel.
/// </summary>
/// <param name="fromInclusive">The start index, inclusive.</param>
/// <param name="toExclusive">The end index, exclusive.</param>
/// <param name="numberOfElements">The number of elements that will be iterated over.</param>
/// <param name="body">The body to be invoked for each iteration.</param>
/// <exception cref="ArgumentNullException">The <paramref name="body"/> argument is <c>null</c>.</exception>
/// <exception cref="AggregateException">At least one invocation of the body threw an exception.</exception>
public static void ElementFor(int fromInclusive, int toExclusive, int numberOfElements, Action<int> body)
{
var parallel = true;
if (Control.DisableParallelization || Control.NumberOfParallelWorkerThreads < 2 || numberOfElements < Control.ParallelizeElements)
{
parallel = false;
}
For(fromInclusive, toExclusive, body, parallel);
}
/// <summary> /// <summary>
/// Executes a for loop in which iterations may run in parallel. /// Executes a for loop in which iterations may run in parallel.
/// </summary> /// </summary>
@ -53,21 +72,37 @@ namespace MathNet.Numerics.Threading
/// <exception cref="AggregateException">At least one invocation of the body threw an exception.</exception> /// <exception cref="AggregateException">At least one invocation of the body threw an exception.</exception>
public static void For(int fromInclusive, int toExclusive, Action<int> body) public static void For(int fromInclusive, int toExclusive, Action<int> body)
{ {
#if SILVERLIGHT var parallel = true;
Parallel.For(fromInclusive, toExclusive, body);
#else
if (Control.DisableParallelization || Control.NumberOfParallelWorkerThreads < 2) if (Control.DisableParallelization || Control.NumberOfParallelWorkerThreads < 2)
{ {
for (var index = fromInclusive; index < toExclusive; index++) parallel = false;
{
body(index);
}
} }
else
For(fromInclusive, toExclusive, body, parallel);
}
/// <summary>
/// Executes a for loop in which iterations may run in parallel.
/// </summary>
/// <param name="fromInclusive">The start index, inclusive.</param>
/// <param name="toExclusive">The end index, exclusive.</param>
/// <param name="body">The body to be invoked for each iteration.</param>
/// <param name="parallel">Use multiple threads.</param>
/// <exception cref="ArgumentNullException">The <paramref name="body"/> argument is <c>null</c>.</exception>
/// <exception cref="AggregateException">At least one invocation of the body threw an exception.</exception>
public static void For(int fromInclusive, int toExclusive, Action<int> body, bool parallel)
{
if (parallel)
{ {
#if SILVERLIGHT
Parallel.For(fromInclusive, toExclusive, body);
#else
Parallel.ForEach( Parallel.ForEach(
Partitioner.Create(fromInclusive, toExclusive), Partitioner.Create(fromInclusive, toExclusive),
new ParallelOptions { MaxDegreeOfParallelism = Control.NumberOfParallelWorkerThreads }, new ParallelOptions
{
MaxDegreeOfParallelism = Control.NumberOfParallelWorkerThreads
},
(range, loopState) => (range, loopState) =>
{ {
for (var i = range.Item1; i < range.Item2; i++) for (var i = range.Item1; i < range.Item2; i++)
@ -75,8 +110,15 @@ namespace MathNet.Numerics.Threading
body(i); body(i);
} }
}); });
}
#endif #endif
}
else
{
for (var index = fromInclusive; index < toExclusive; index++)
{
body(index);
}
}
} }
/* /// <summary> /* /// <summary>

Write Preview
Loading…
Cancel
Save