OpenBlas: preparing for dgemm use

1 files changed, 212 insertions, 0 deletions

diff --git a/src/fastblas.cpp b/src/fastblas.cpp
new file mode 100644
index 0000000..38ca326
--- /dev/null
+++ b/src/fastblas.cpp
@@ -0,0 +1,212 @@
+/*
+    Genome-wide Efficient Mixed Model Association (GEMMA)
+    Copyright (C) 2011-2017, Xiang Zhou
+
+    This program is free software: you can redistribute it and/or modify
+    it under the terms of the GNU General Public License as published by
+    the Free Software Foundation, either version 3 of the License, or
+    (at your option) any later version.
+
+    This program is distributed in the hope that it will be useful,
+    but WITHOUT ANY WARRANTY; without even the implied warranty of
+    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+    GNU General Public License for more details.
+
+    You should have received a copy of the GNU General Public License
+    along with this program. If not, see <http://www.gnu.org/licenses/>.
+*/
+
+#include "gsl/gsl_matrix.h"
+#include <cmath>
+#include <iomanip>
+#include <vector>
+#include <cblas.h>
+#include "debug.h"
+#include "fastblas.h"
+#include "mathfunc.h"
+
+using namespace std;
+
+/*
+   Reasonably fast function to copy data from standard C array into
+   gsl_matrix. Avoid it for performance critical sections.
+*/
+gsl_matrix *fast_copy(gsl_matrix *m, const double *mem) {
+  auto rows = m->size1;
+  auto cols = m->size2;
+  if (is_strict_mode()) { // slower correct version
+    for (auto r=0; r<rows; r++) {
+      for (auto c=0; c<cols; c++) {
+        gsl_matrix_set(m,r,c,mem[r*cols+c]);
+      }
+    }
+  } else { // faster goes by row
+    for (auto r=0; r<rows; r++) {
+      auto v = gsl_vector_calloc(cols);
+      assert(v->size == cols);
+      assert(v->block->size == cols);
+      assert(v->stride == 1);
+      memcpy(v->block->data,&mem[r*cols],cols*sizeof(double));
+      gsl_matrix_set_row(m,r,v);
+    }
+  }
+  return m;
+}
+
+/*
+    Helper function fast_cblas_dgemm runs the local dgemm
+*/
+void fast_cblas_dgemm(OPENBLAS_CONST enum CBLAS_ORDER Order,
+                      OPENBLAS_CONST enum CBLAS_TRANSPOSE TransA,
+                      OPENBLAS_CONST enum CBLAS_TRANSPOSE TransB,
+                      OPENBLAS_CONST blasint M,
+                      OPENBLAS_CONST blasint N,
+                      OPENBLAS_CONST blasint K,
+                      OPENBLAS_CONST double alpha,
+                      OPENBLAS_CONST double *A,
+                      OPENBLAS_CONST blasint lda,
+                      OPENBLAS_CONST double *B,
+                      OPENBLAS_CONST blasint ldb,
+                      OPENBLAS_CONST double beta,
+                      double *C,
+                      OPENBLAS_CONST blasint ldc) {
+#ifndef NDEBUG
+  size_t i,j;
+  if (is_debug_mode()) {
+    printf (" Top left corner of matrix A: \n");
+    for (i=0; i<min(M,6); i++) {
+      for (j=0; j<min(K,6); j++) {
+        printf ("%12.0f", A[j+i*K]);
+      }
+      printf ("\n");
+    }
+
+    printf ("\n Top left corner of matrix B: \n");
+    for (i=0; i<min(K,6); i++) {
+      for (j=0; j<min(N,6); j++) {
+        printf ("%12.0f", B[j+i*N]);
+      }
+      printf ("\n");
+    }
+
+    printf ("\n Top left corner of matrix C: \n");
+    for (i=0; i<min(M,6); i++) {
+      for (j=0; j<min(N,6); j++) {
+        printf ("%12.5G", C[j+i*N]);
+      }
+      printf ("\n");
+    }
+
+    cout << scientific << setprecision(3) << "* RowMajor " << Order << "\t" ;
+    cout << "transA " << TransA << "\t" ;
+    cout << "transB " << TransB << "\t" ;
+    cout << "m " << M << "\t" ;
+    cout << "n " << N << "\t" ;
+    cout << "k " << K << "\n" ;
+    cout << "* lda " << lda << "\t" ;
+    cout << "ldb " << ldb << "\t" ;
+    cout << "ldc " << ldc << "\t" ;
+    cout << "alpha " << alpha << "\t" ;
+    cout << "beta " << beta << "\n" ;
+    cout << "* A03 " << A[3] << "\t" ;
+    cout << "B03 " << B[3] << "\t" ;
+    cout << "C03 " << C[3] << "\t" ;
+    cout << "Asum " << sum(A,M,K) << "\t" ;
+    cout << "Bsum " << sum(B,K,N) << "\n" ;
+    cout << "Csum " << sum(C,M,N) << "\n" ;
+  }
+#endif // NDEBUG
+
+  cblas_dgemm(Order,TransA,TransB,M,N,K,alpha,A,lda,B,ldb,beta,C,ldc);
+
+#ifndef NDEBUG
+  if (is_debug_mode()) {
+    printf (" Top left corner of matrix A (cols=k %i, rows=m %i): \n",K,M);
+    for (i=0; i<min(M,6); i++) {
+      for (j=0; j<min(K,6); j++) {
+        printf ("%12.0f", A[j+i*K]);
+      }
+      printf ("\n");
+    }
+
+    printf ("\n Top left corner of matrix B: \n");
+    for (i=0; i<min(K,6); i++) {
+      for (j=0; j<min(N,6); j++) {
+        printf ("%12.0f", B[j+i*N]);
+      }
+      printf ("\n");
+    }
+
+    printf ("\n Top left corner of matrix C: \n");
+    for (i=0; i<min(M,6); i++) {
+      for (j=0; j<min(N,6); j++) {
+      printf ("%12.5G", C[j+i*N]);
+      }
+      printf ("\n");
+    }
+  }
+#endif // NDEBUG
+}
+
+/*
+    Helper function fast_cblas_dgemm converts a GEMMA layout to cblas_dgemm.
+*/
+static void fast_cblas_dgemm(const char *TransA, const char *TransB, const double alpha,
+                             const gsl_matrix *A, const gsl_matrix *B, const double beta,
+                             gsl_matrix *C) {
+  // C++ is row-major
+  auto transA = (*TransA == 'N' || *TransA == 'n' ? CblasNoTrans : CblasTrans);
+  auto transB = (*TransB == 'N' || *TransB == 'n' ? CblasNoTrans : CblasTrans);
+  // A(m x k) * B(k x n) = C(m x n))
+  auto rowsA = A->size1;
+  auto colsA = A->size2;
+  blasint M = A->size1;
+  blasint K = B->size1;
+  assert(K == colsA);
+  blasint N = B->size2;
+  // cout << M << "," << N "," << K << endl;
+  // Layout = CblasRowMajor: Trans: K , NoTrans M
+  blasint lda = (transA==CblasNoTrans ? K : M );
+  blasint ldb = (transB==CblasNoTrans ? N : K );
+  blasint ldc = N;
+  cout << rowsA << endl;
+  assert(transA == CblasNoTrans);
+  assert(transB == CblasNoTrans);
+  assert(rowsA == 2000);
+  assert(colsA == 200);
+  assert(lda == K);
+  assert(ldb == N);
+  assert(ldc == N);
+  assert(A->size2 == A->tda);
+  assert(B->size2 == B->tda);
+  assert(C->size2 == C->tda);
+
+  // cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasNoTrans,
+  //             m, n, k, alpha, A, k, B, n, beta, C, n);
+  // m = 2000, k = 200, n = 1000;
+  assert(M==2000);
+  assert(K==200);
+  assert(N==1000);
+
+  auto k = K;
+  auto m = M;
+  auto n = N;
+
+  fast_cblas_dgemm(CblasRowMajor, transA, transB, M, N, K, alpha,
+              /* A */ A->data,
+              /* lda */ lda,
+              /* B */ B->data,
+              /* ldb */ ldb,
+              /* beta */ beta,
+              /* C */ C->data, ldc);
+}
+
+/*
+   Use the fasted/supported way to call BLAS dgemm
+*/
+
+void fast_dgemm(const char *TransA, const char *TransB, const double alpha,
+                const gsl_matrix *A, const gsl_matrix *B, const double beta,
+                gsl_matrix *C) {
+  fast_cblas_dgemm(TransA,TransB,alpha,A,B,beta,C);
+}