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Cacheoblivious algorithms
, 1999
"... requirements for the degree of Master of Science. This thesis presents "cacheoblivious " algorithms that use asymptotically optimal amounts of work, and move data asymptotically optimally among multiple levels of cache. An algorithm is cache oblivious if no program variables dependent on ..."
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Cited by 85 (1 self)
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requirements for the degree of Master of Science. This thesis presents "cacheoblivious " algorithms that use asymptotically optimal amounts of work, and move data asymptotically optimally among multiple levels of cache. An algorithm is cache oblivious if no program variables dependent on hardware configuration parameters, such as cache size and cacheline length need to be tuned to minimize the number of cache misses. We show that the ordinary algorithms for matrix transposition, matrix multiplication, sorting, and Jacobistyle multipass filtering are not cache optimal. We present algorithms for rectangular matrix transposition, FFT, sorting, and multipass filters, which are asymptotically optimal on computers with multiple levels of caches. For a cache with size Z and cacheline length L, where Z = (L2), the number of cache misses for an m x n matrix transpose is E(1 + mn/L). The number of cache misses for either an npoint FFT or the sorting of n numbers is 0(1 + (n/L)(1 + logzn)). The cache complexity of computing n time steps of a Jacobistyle multipass filter on an array of size n is E(1 + n/L + n2 /ZL). We also give an 8(mnp)work algorithm to multiply an m x n matrix by an n x p matrix
Recursive Blocked Algorithms and Hybrid Data Structures for Dense Matrix Library Software
 SIAM REVIEW VOL. 46, NO. 1, PP. 3–45
, 2004
"... Matrix computations are both fundamental and ubiquitous in computational science and its vast application areas. Along with the development of more advanced computer systems with complex memory hierarchies, there is a continuing demand for new algorithms and library software that efficiently utilize ..."
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Cited by 81 (6 self)
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Matrix computations are both fundamental and ubiquitous in computational science and its vast application areas. Along with the development of more advanced computer systems with complex memory hierarchies, there is a continuing demand for new algorithms and library software that efficiently utilize and adapt to new architecture features. This article reviews and details some of the recent advances made by applying the paradigm of recursion to dense matrix computations on today’s memorytiered computer systems. Recursion allows for efficient utilization of a memory hierarchy and generalizes existing fixed blocking by introducing automatic variable blocking that has the potential of matching every level of a deep memory hierarchy. Novel recursive blocked algorithms offer new ways to compute factorizations such as Cholesky and QR and to solve matrix equations. In fact, the whole gamut of existing dense linear algebra factorization is beginning to be reexamined in view of the recursive paradigm. Use of recursion has led to using new hybrid data structures and optimized superscalar kernels. The results we survey include new algorithms and library software implementations for level 3 kernels, matrix factorizations, and the solution of general systems of linear equations and several common matrix equations. The software implementations we survey are robust and show impressive performance on today’s high performance computing systems.
The Design and Implementation of SOLAR, a Portable Library for Scalable OutofCore Linear Algebra Computations
 WORKSHOP ON I/O IN PARALLEL AND DISTRIBUTED SYSTEMS
, 1996
"... SOLAR is a portable highperformance library for outofcore dense matrix computations. It combines portability with high performance by using existing highperformance incore subroutine libraries and by using an optimized matrix inputoutput library. SOLAR works on parallel computers, workstations ..."
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Cited by 66 (5 self)
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SOLAR is a portable highperformance library for outofcore dense matrix computations. It combines portability with high performance by using existing highperformance incore subroutine libraries and by using an optimized matrix inputoutput library. SOLAR works on parallel computers, workstations, and personal computers. It supports incore computations on both sharedmemory and distributedmemory machines, and its matrix inputoutput library supports both conventional I/O interfaces and parallel I/O interfaces. This paper discusses the overall design of SOLAR, its interfaces, and the design of several important subroutines. Experimental results show that SOLAR can factor on a single workstation an outofcore positivedefinite symmetric matrix at a rate exceeding 215 Mflops, and an outofcore general matrix at a rate exceeding 195 Mflops. Less than 16 % of the running time is spent on I/O in these computations. These results indicate that SOLAR's portability does not compromise its performance. We expect that the combination of portability, modularity, and the use of a highlevel I/O interface will make the library an important platform for research on outofcore algorithms and on parallel I/O.
Cacheoblivious priority queue and graph algorithm applications
 In Proc. 34th Annual ACM Symposium on Theory of Computing
, 2002
"... In this paper we develop an optimal cacheoblivious priority queue data structure, supporting insertion, deletion, and deletemin operations in O ( 1 B logM/B N) amortized memory B transfers, where M and B are the memory and block transfer sizes of any two consecutive levels of a multilevel memory hi ..."
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Cited by 65 (8 self)
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In this paper we develop an optimal cacheoblivious priority queue data structure, supporting insertion, deletion, and deletemin operations in O ( 1 B logM/B N) amortized memory B transfers, where M and B are the memory and block transfer sizes of any two consecutive levels of a multilevel memory hierarchy. In a cacheoblivious data structure, M and B are not used in the description of the structure. The bounds match the bounds of several previously developed externalmemory (cacheaware) priority queue data structures, which all rely crucially on knowledge about M and B. Priority queues are a critical component in many of the best known externalmemory graph algorithms, and using our cacheoblivious priority queue we develop several cacheoblivious graph algorithms.
A localitypreserving cacheoblivious dynamic dictionary
, 2002
"... This paper presents a simple dictionary structure designed for a hierarchical memory. The proposed data structure is cache oblivious and locality preserving. A cacheoblivious data structure has memory performance optimized for all levels of the memory hierarchy even though it has no memoryhierar ..."
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Cited by 63 (18 self)
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This paper presents a simple dictionary structure designed for a hierarchical memory. The proposed data structure is cache oblivious and locality preserving. A cacheoblivious data structure has memory performance optimized for all levels of the memory hierarchy even though it has no memoryhierarchyspecific parameterization. A localitypreserving dictionary maintains elements of similar key values stored close together for fast access to ranges of data with consecutive keys. The data structure presented here is a simplification of the cacheoblivious Btree of Bender, Demaine, and FarachColton. Like the cacheoblivious Btree, this structure supports search operations using only O(logB N) block operations at a level of the memory hierarchy with block size B. Insertion and deletion operations use O(logB N + log2 N=B) amortized block transfers. Finally, the data structure returns all k data items in a given search range using O(logB N + kB) block operations. This data structure was implemented and its performance was evaluated on a simulated memory hierarchy. This paper presents the results of this simulation for various combinations of block and memory sizes.
A Survey of OutofCore Algorithms in Numerical Linear Algebra
 DIMACS SERIES IN DISCRETE MATHEMATICS AND THEORETICAL COMPUTER SCIENCE
, 1999
"... This paper surveys algorithms that efficiently solve linear equations or compute eigenvalues even when the matrices involved are too large to fit in the main memory of the computer and must be stored on disks. The paper focuses on scheduling techniques that result in mostly sequential data acces ..."
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Cited by 62 (3 self)
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This paper surveys algorithms that efficiently solve linear equations or compute eigenvalues even when the matrices involved are too large to fit in the main memory of the computer and must be stored on disks. The paper focuses on scheduling techniques that result in mostly sequential data accesses and in data reuse, and on techniques for transforming algorithms that cannot be effectively scheduled. The survey covers outofcore algorithms for solving dense systems of linear equations, for the direct and iterative solution of sparse systems, for computing eigenvalues, for fast Fourier transforms, and for Nbody computations. The paper also discusses reasonable assumptions on memory size, approaches for the analysis of outofcore algorithms, and relationships between outofcore, cacheaware, and parallel algorithms.
Applying recursion to serial and parallel QR factorization leads to better performance
"... this paper may be copied or distributed royalty free without further permission by computerbased and other informationservice systems. Permission to republish any other portion of this paper must be obtained from the Editor. ..."
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Cited by 54 (4 self)
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this paper may be copied or distributed royalty free without further permission by computerbased and other informationservice systems. Permission to republish any other portion of this paper must be obtained from the Editor.
Cacheoblivious algorithms and data structures
 IN LECTURE NOTES FROM THE EEF SUMMER SCHOOL ON MASSIVE DATA SETS
, 2002
"... A recent direction in the design of cacheefficient and diskefficient algorithms and data structures is the notion of cache obliviousness, introduced by Frigo, Leiserson, Prokop, and Ramachandran in 1999. Cacheoblivious algorithms perform well on a multilevel memory hierarchy without knowing any pa ..."
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Cited by 42 (2 self)
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A recent direction in the design of cacheefficient and diskefficient algorithms and data structures is the notion of cache obliviousness, introduced by Frigo, Leiserson, Prokop, and Ramachandran in 1999. Cacheoblivious algorithms perform well on a multilevel memory hierarchy without knowing any parameters of the hierarchy, only knowing the existence of a hierarchy. Equivalently, a single cacheoblivious algorithm is efficient on all memory hierarchies simultaneously. While such results might seem impossible, a recent body of work has developed cacheoblivious algorithms and data structures that perform as well or nearly as well as standard externalmemory structures which require knowledge of the cache/memory size and block transfer size. Here we describe several of these results with the intent of elucidating the techniques behind their design. Perhaps the most exciting of these results are the data structures, which form general building blocks immediately