Logically we think of SymPy expressions as Trees.  When you consider common
sub-expressions then repeated branches of these trees get merged.  The
result is a DAG.


On Mon, Mar 17, 2014 at 9:42 AM, Jason Moore <[email protected]> wrote:

> Thanks Max. I'll look into the FLOP counting as you suggest.
>
> Matthew has created visual DAG's before, I'm just not sure what software
> he uses for it. He'll probably pipe in about that.
>
>
> Jason
> moorepants.info
> +01 530-601-9791
>
>
> On Mon, Mar 17, 2014 at 12:39 PM, Max Hutchinson <[email protected]>wrote:
>
>> Before trying to improve ILP, you should probably see how well the
>> compiler is already doing.  You can calculate a lower bound for the actual
>> ILP by dividing your FLOP rate (FLOPs/sec) by the core frequency
>> (cycles/sec) to get the number of FLOPs per cycle.  Then compare that to
>> the number of execution units (or whatever they're calling them now) for
>> your processor.
>>
>> That number may be hard to find, and it is highly idealized, so better
>> comparison might be your FLOP rate compared to a well known compute-bound
>> vectorized problem: the linpack benchmark [1].  If your single core FLOP
>> rate is near the linpack number, there isn't going to much room for
>> single-core (ILP) improvement.  Be sure to run linpack large enough to get
>> it compute-bound.
>>
>> What to do to actually improve ILP is probably architecture/compiler
>> specific and very much outside my area of expertise.  Stack Overflow or the
>> Computational Science SE [2] might be able to help.
>>
>> Hopefully someone else on this list can help with DAGs and SymPy.
>>
>> Max
>>
>> [1] http://www.top500.org/project/linpack/
>> [2] http://scicomp.stackexchange.com/
>>
>>
>> On Mon, Mar 17, 2014 at 11:13 AM, Jason Moore <[email protected]>wrote:
>>
>>> Thanks for that clarification on the locality. I understand that now.
>>>
>>> How do I generate DAG's? Is this something SymPy does automatically? Or
>>> are there other software that does it? Or is it easy to code up myself?
>>>
>>> How would I "help" the compiler with more information for better ILP?
>>>
>>>
>>> Jason
>>> moorepants.info
>>> +01 530-601-9791
>>>
>>>
>>> On Mon, Mar 17, 2014 at 11:49 AM, Max Hutchinson <[email protected]>wrote:
>>>
>>>> If you think about what the DAG would look like, your 'stacks' are like
>>>> horizontal layers in the graph.  The width of each layer (length of each
>>>> stack) gives an upper bound on the speedup, but it doesn't tell the whole
>>>> story: you need a way to deal with data locality.
>>>>
>>>> For example, let's look at stack #3.  You have 8 independent
>>>> expressions, so it would seem like you should be able to use 8 pieces of
>>>> computational hardware (let's call it core).  However, z_6, z_11, and z_19
>>>> all depend on z_5.  Therefore, either z_6, z_11, and z_19 need to be
>>>> computed local to z_5, or z_5 needs to be copied somewhere else.  The
>>>> copying is much more expensive than the computing (50-100 cycles [1]), so
>>>> if you only have 3 things that depend on z_5, you're going to want to just
>>>> compute them all on the same core as z_5.
>>>>
>>>> The complicated thing is that z_5 and z_10 both share a dependency,
>>>> z_4, so they should be computed locally.  Now, we have to compute
>>>> everything that depends on z_5 or z_10 on the same core.  If we don't break
>>>> locality anywhere, we won't have any available parallelism.  This is the
>>>> tension: copies are expensive but without them we can't expose any
>>>> parallelism and will be stuck with one core.  This is why we really need to
>>>> build a DAG, not just stacks, and then try to break it into chunks with the
>>>> fewest edges between them.  The number of chunks is the amount of
>>>> parallelism and the number of edges are the number of copies.
>>>>
>>>> Fortunately, even if the DAGs are strongly connected and you're stuck
>>>> with one core there is still ILP.  In a nutshell: each core can actually do
>>>> a couple operations at the same time.  The core uses a single cache, so the
>>>> data is local and doesn't require copies.  The compiler is supposed to
>>>> figure out ILP for you, but you might be able to help it out using all the
>>>> extra information sympy/theano knows about your computation.
>>>>
>>>> Max
>>>>
>>>> [1]
>>>> http://stackoverflow.com/questions/4087280/approximate-cost-to-access-various-caches-and-main-memory
>>>>
>>>>
>>>> On Mon, Mar 17, 2014 at 10:21 AM, Jason Moore <[email protected]>wrote:
>>>>
>>>>> I'm still digesting what Matthew and Max wrote. Lots of new words for
>>>>> me :) But here is a simple example taken from C code we generate for a
>>>>> simple 2 link pendulum.
>>>>>
>>>>> First the C code with SymPy's CSE expressions automatically generated:
>>>>>
>>>>> #include <math.h>
>>>>> #include "multibody_system_c.h"
>>>>>
>>>>> void mass_forcing(double constants[6], // constants = [g, m0, l0, m1,
>>>>> l1, m2]
>>>>>                   double coordinates[3], // coordinates = [q0, q1, q2]
>>>>>                   double speeds[3], // speeds = [u0, u1, u2]
>>>>>                   double mass_matrix[36], // computed
>>>>>                   double forcing_vector[6]) // computed
>>>>> {
>>>>>     // common subexpressions
>>>>>     double z_0 = coordinates[1];
>>>>>     double z_1 = sin(z_0);
>>>>>     double z_2 = constants[2]*z_1;
>>>>>     double z_3 = -constants[3]*z_2 - constants[5]*z_2;
>>>>>     double z_4 = coordinates[2];
>>>>>     double z_5 = sin(z_4);
>>>>>     double z_6 = -constants[4]*constants[5]*z_5;
>>>>>     double z_7 = pow(constants[2], 2);
>>>>>     double z_8 = constants[2]*constants[4]*constants[5];
>>>>>     double z_9 = cos(z_0);
>>>>>     double z_10 = cos(z_4);
>>>>>     double z_11 = z_8*(z_1*z_5 + z_10*z_9);
>>>>>     double z_12 = speeds[1];
>>>>>     double z_13 = speeds[2];
>>>>>     double z_14 = pow(z_12, 2);
>>>>>     double z_15 = constants[2]*z_14*z_9;
>>>>>     double z_16 = pow(z_13, 2);
>>>>>     double z_17 = constants[4]*constants[5]*z_10;
>>>>>     double z_18 = constants[0]*constants[2]*z_9;
>>>>>     double z_19 = z_5*z_9;
>>>>>     double z_20 = z_1*z_10;
>>>>>
>>>>>     // mass matrix
>>>>>     mass_matrix[0] = 1;
>>>>>     mass_matrix[1] = 0;
>>>>>     mass_matrix[2] = 0;
>>>>>     mass_matrix[3] = 0;
>>>>>     mass_matrix[4] = 0;
>>>>>     mass_matrix[5] = 0;
>>>>>     mass_matrix[6] = 0;
>>>>>     mass_matrix[7] = 1;
>>>>>     mass_matrix[8] = 0;
>>>>>     mass_matrix[9] = 0;
>>>>>     mass_matrix[10] = 0;
>>>>>     mass_matrix[11] = 0;
>>>>>     mass_matrix[12] = 0;
>>>>>     mass_matrix[13] = 0;
>>>>>     mass_matrix[14] = 1;
>>>>>     mass_matrix[15] = 0;
>>>>>     mass_matrix[16] = 0;
>>>>>     mass_matrix[17] = 0;
>>>>>     mass_matrix[18] = 0;
>>>>>     mass_matrix[19] = 0;
>>>>>     mass_matrix[20] = 0;
>>>>>     mass_matrix[21] = constants[1] + constants[3] + constants[5];
>>>>>     mass_matrix[22] = z_3;
>>>>>     mass_matrix[23] = z_6;
>>>>>     mass_matrix[24] = 0;
>>>>>     mass_matrix[25] = 0;
>>>>>     mass_matrix[26] = 0;
>>>>>     mass_matrix[27] = z_3;
>>>>>     mass_matrix[28] = constants[3]*z_7 + constants[5]*z_7;
>>>>>     mass_matrix[29] = z_11;
>>>>>     mass_matrix[30] = 0;
>>>>>     mass_matrix[31] = 0;
>>>>>     mass_matrix[32] = 0;
>>>>>     mass_matrix[33] = z_6;
>>>>>     mass_matrix[34] = z_11;
>>>>>     mass_matrix[35] = pow(constants[4], 2)*constants[5];
>>>>>
>>>>>     // forcing vector
>>>>>     forcing_vector[0] = speeds[0];
>>>>>     forcing_vector[1] = z_12;
>>>>>     forcing_vector[2] = z_13;
>>>>>     forcing_vector[3] = constants[3]*z_15 + constants[5]*z_15 +
>>>>> z_16*z_17;
>>>>>     forcing_vector[4] = -constants[3]*z_18 - constants[5]*z_18 +
>>>>> z_16*z_8*(z_19 - z_20);
>>>>>     forcing_vector[5] = -constants[0]*z_17 + z_14*z_8*(-z_19 + z_20);
>>>>> }
>>>>>
>>>>>
>>>>> Now I manually group these expression evaluations into "stacks", i.e.
>>>>> those calls which could happen in parallel (there is of course a bit more
>>>>> complicated dependency graph you can draw so that you maximize the time
>>>>> that your cores have a task).
>>>>>
>>>>> // These are not computations but just value assignments.
>>>>> z_0 = coordinates[1];
>>>>> z_4 = coordinates[2];
>>>>> z_12 = speeds[1];
>>>>> z_13 = speeds[2];
>>>>> mass_matrix[0] = 1;
>>>>> mass_matrix[1] = 0;
>>>>> mass_matrix[2] = 0;
>>>>> mass_matrix[3] = 0;
>>>>> mass_matrix[4] = 0;
>>>>> mass_matrix[5] = 0;
>>>>> mass_matrix[6] = 0;
>>>>> mass_matrix[7] = 1;
>>>>> mass_matrix[8] = 0;
>>>>> mass_matrix[9] = 0;
>>>>> mass_matrix[10] = 0;
>>>>> mass_matrix[11] = 0;
>>>>> mass_matrix[12] = 0;
>>>>> mass_matrix[13] = 0;
>>>>> mass_matrix[14] = 1;
>>>>> mass_matrix[15] = 0;
>>>>> mass_matrix[16] = 0;
>>>>> mass_matrix[17] = 0;
>>>>> mass_matrix[18] = 0;
>>>>> mass_matrix[19] = 0;
>>>>> mass_matrix[20] = 0;
>>>>> mass_matrix[24] = 0;
>>>>> mass_matrix[25] = 0;
>>>>> mass_matrix[26] = 0;
>>>>> mass_matrix[30] = 0;
>>>>> mass_matrix[31] = 0;
>>>>> mass_matrix[32] = 0;
>>>>> forcing_vector[0] = speeds[0];
>>>>> forcing_vector[1] = z_12;
>>>>> forcing_vector[2] = z_13;
>>>>>
>>>>> // These are computations that involve the initial values passed into
>>>>> the
>>>>> // function, i.e. stack #1.
>>>>> z_7 = pow(constants[2], 2);
>>>>> z_8 = constants[2]*constants[4]*constants[5];
>>>>> z_14 = pow(z_12, 2);
>>>>> z_16 = pow(z_13, 2);
>>>>> mass_matrix[21] = constants[1] + constants[3] + constants[5];
>>>>> mass_matrix[35] = pow(constants[4], 2)*constants[5];
>>>>>
>>>>> // Stack #2
>>>>> z_1 = sin(z_0);
>>>>> z_5 = sin(z_4);
>>>>> z_9 = cos(z_0);
>>>>> z_10 = cos(z_4);
>>>>> z_2 = constants[2]*z_1;
>>>>> mass_matrix[28] = constants[3]*z_7 + constants[5]*z_7;
>>>>>
>>>>> // Stack #3
>>>>> z_3 = -constants[3]*z_2 - constants[5]*z_2;
>>>>> z_6 = -constants[4]*constants[5]*z_5;
>>>>> z_11 = z_8*(z_1*z_5 + z_10*z_9);
>>>>> z_15 = constants[2]*z_14*z_9;
>>>>> z_17 = constants[4]*constants[5]*z_10;
>>>>> z_18 = constants[0]*constants[2]*z_9;
>>>>> z_19 = z_5*z_9;
>>>>> z_20 = z_1*z_10;
>>>>>
>>>>> // Stack #4
>>>>> mass_matrix[22] = z_3;
>>>>> mass_matrix[23] = z_6;
>>>>> mass_matrix[27] = z_3;
>>>>> mass_matrix[29] = z_11;
>>>>> mass_matrix[33] = z_6;
>>>>> mass_matrix[34] = z_11;
>>>>> forcing_vector[3] = constants[3]*z_15 + constants[5]*z_15 + z_16*z_17;
>>>>> forcing_vector[4] = -constants[3]*z_18 - constants[5]*z_18 +
>>>>> z_16*z_8*(z_19 - z_20);
>>>>> forcing_vector[5] = -constants[0]*z_17 + z_14*z_8*(-z_19 + z_20);
>>>>>
>>>>>
>>>>> So this simplified example of the dependencies in the CSE's shows that
>>>>> if I had enough cores available I could parallelize each stack, 
>>>>> potentially
>>>>> increasing the execution speed. So instead of 31 evaluations, you could
>>>>> have 4 evaluations in parallel, ideally a 7.75x speedup. For more
>>>>> complicated problems, there could be thousands and thousands of these 
>>>>> CSEs,
>>>>> but I'll need to generate their dependencies with code to see if things
>>>>> stack this nicely for the big problems. I suspect the dependency chain
>>>>> could be such that the higher number stacks could have hundreds of
>>>>> expressions whereas the lower stacks have fewer, or vice versa.
>>>>>
>>>>> How do I generate a DAG for long expressions in SymPy? Is this part of
>>>>> the internal architecture of SymPy expressions? I don't understand how the
>>>>> cse() code works yet either, but it seems like this information should be
>>>>> computed already. I just need to visualize the graph for some of our 
>>>>> bigger
>>>>> problems.
>>>>>
>>>>> Also, the for the number of scalars and number of operations in each.
>>>>> Here is an bigger problem with 2000 or so CSE's:
>>>>>
>>>>>
>>>>> https://github.com/moorepants/dissertation/blob/master/src/extensions/arms/ArmsDynamics.c
>>>>>
>>>>> This problem has 12 scalars that have 2000+ CSE's and there are 5840
>>>>> additions and subtractions, 9847 multiplications and divisions, 14 
>>>>> cosines,
>>>>> and 14 sines. So roughly 1300 operations per scalar.
>>>>>
>>>>>
>>>>> Jason
>>>>> moorepants.info
>>>>> +01 530-601-9791
>>>>>
>>>>>
>>>>> On Mon, Mar 17, 2014 at 12:06 AM, Matthew Rocklin 
>>>>> <[email protected]>wrote:
>>>>>
>>>>>> Response from Max follows (for some reason he was getting bounced by
>>>>>> the mailing list).
>>>>>>
>>>>>>
>>>>>> On Sun, Mar 16, 2014 at 8:55 PM, Max Hutchinson 
>>>>>> <[email protected]>wrote:
>>>>>>
>>>>>>> tl;dr it depends on the DAG, but improved ILP is is likely possible
>>>>>>> (if difficult) and there could be room for multi-core parallelism as 
>>>>>>> well.
>>>>>>>
>>>>>>> As I understand it, we're talking about a long computation applied
>>>>>>> to short input vectors.  If the computation can be applied to many input
>>>>>>> vectors at once, independent of each other, then all levels of 
>>>>>>> parallelism
>>>>>>> (multiple instructions, multiple cores, multiple sockets, multiple 
>>>>>>> nodes)
>>>>>>> can be used.  This is data-parallelism, which is great! However, it 
>>>>>>> doesn't
>>>>>>> sound like this is the case.
>>>>>>>
>>>>>>> It sounds like you're thinking of building a DAG of these CSEs and
>>>>>>> trying to use task-parallelism over independent parts of it 
>>>>>>> (automatically
>>>>>>> using sympy or theano or what have you).  The tension here is going to 
>>>>>>> be
>>>>>>> between locality and parallelism: how much compute hardware can you 
>>>>>>> spread
>>>>>>> your data across without losing the nice cache performance that your 
>>>>>>> small
>>>>>>> input vectors gain you.  I'd bet that going off-socket is way too wide.
>>>>>>>  Modern multi-core architectures have core-local L2 and L1 caches, so if
>>>>>>> your input data fits nicely into L2 and your DAG isn't really local, you
>>>>>>> probably won't get anything out of multiple-cores.  Your last stand is
>>>>>>> single-core parallelism (instruction-level 
>>>>>>> parallelism<http://en.wikipedia.org/wiki/Instruction-level_parallelism>),
>>>>>>> which sympy et al may or may not be well equipped to influence.
>>>>>>>
>>>>>>> To start, I'd recommend that you take a look at your DAGs and try to
>>>>>>> figure out how large the independent chunks are.  Then, estimate the 
>>>>>>> amount
>>>>>>> of instruction level parallelism when you run in 'serial' (which you 
>>>>>>> can do
>>>>>>> with flop-counting).  If your demonstrated ILP is less than your
>>>>>>> independent chunk size, then at least improved ILP should be possible.
>>>>>>>  Automatically splitting up these DAGs and expressing them in a 
>>>>>>> low-level
>>>>>>> enough way to affect ILP is a considerable task, though.
>>>>>>>
>>>>>>> To see if multi-core parallelism is worth it, you need to estimate
>>>>>>> how many extra L3 loads you'd incur by spreading your data of multiple 
>>>>>>> L2s.
>>>>>>>  I don't have great advice for that, maybe someone else here does.  The
>>>>>>> good news is that if your problem has this level of locality, then you 
>>>>>>> can
>>>>>>> probably get away with emitting C code with pthreads or even openmp.  
>>>>>>> Just
>>>>>>> bear in mind the thread creation/annihilation overhead (standing
>>>>>>> thread-pools are your friend) and pin them to cores.
>>>>>>>
>>>>>>> Good luck,
>>>>>>> Max
>>>>>>>
>>>>>>  --
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>>>>>> To view this discussion on the web visit
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>>>>>> .
>>>>>>
>>>>>> For more options, visit https://groups.google.com/d/optout.
>>>>>>
>>>>>
>>>>>
>>>>
>>>
>>
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