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???:Intel? ?????(MKL)

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:Intel (MKL) http://www.njyangqs.com/ * Intel Math Kernel Library Contents Intel MKL s ... – PowerPoint PPT presentation

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Title: ???:Intel? ?????(MKL)


1
???Intel? ?????(MKL)
??? http//www.njyangqs.com/
????????????
2
??
  • ??
  • ????
  • ???
  • ???

3
???
  • ??? Intel MKL
  • Intel ?????????????/?????
  • ?Intel processors??
  • ????????SMP?????????

4
??
  • Intel???????
  • ??,??,????!
  • Intel??????????????
  • ??
  • ???? (BLAS, LAPACK)
  • ????/?????(BLAS, LAPACK)
  • ?????????(dgemm)
  • ?????, ????, ??, ????(FFTs)
  • ????,?????????? (VML)?????????(VSL)
  • ?Intel????????????

5
??
  • Intel ??????? ????
  • ?????Intel ?????(Intel MKL) ??
  • ????????Intel MKL
  • ????n?????????.

X Y Z W
X Y Z W
4x4 ????

????
6
??
  • Intel ???????
  • BLAS (?????????)
  • Level 1 BLAS ??-????
  • 15?????
  • 48???
  • Level 2 BLAS ??-????
  • 26?????
  • 66???
  • Level 3 BLAS ??-????
  • 9?????
  • 30???
  • Extended BLAS ??????level 1 BLAS
  • 8?????
  • 24???

7
??
  • Intel ???????
  • LAPACK (?????)
  • ???????????. ????????
  • ?????1000???????????
  • DFTs (???????)
  • ????, ????
  • ???
  • VML (?????)
  • ???????
  • ????libm??,????
  • VSL (??????)
  • ?????????

8
??
  • Intel ???????
  • BLAS?LAPACK ??Fortran.
  • ????????
  • VSL?VML?Fortran?C??
  • DFTs?Fortran 95?C??
  • cblas?????C/C?????BLAS

9
??
  • Intel ?????(Intel MKL) ??
  • ??32??64?Intel???
  • ???????????
  • ?????

Windows Linux
??? Intel, CVF, Microsoft Intel, Gnu
? .dll, .lib .a, .so
10
??
  • ??
  • ????
  • ???
  • ???

11
????
  • ???????
  • ?????????????
  • ??????? ?????????????
  • CPU ?????, ????
  • Cache ???????cache???? ??cache??
  • TLBs ?????????????
  • ???? ??????????.
  • ??? ?????????????
  • ?? ?????????(????).

12
????
  • ???
  • ???Intel ?????(Intel MKL) ?????,??
  • ??????????
  • ???level 1?level 2 BLAS ??????( O(n) )
  • ??????????
  • Level 3 BLAS ( O(n3) )
  • LAPACK ( O(n3) )
  • FFTs ( O(n log(n) )
  • VML, VSL ? ????????
  • ??????????OpenMP.
  • ??Intel MKL????????????????

13
??
  • ??
  • ????
  • ???
  • ???

14
???
  • ??Intel ?????(Intel MKL)
  • ??1 ifort, BLAS, IA-32???
  • ifort myprog.f mkl_c.lib
  • ??2 CVF, LAPACK, IA-32???
  • f77 myprog.f mkl_s.lib
  • ??3 ???????????DLL???????C??
  • link myprog.obj mkl_c_dll.lib
  • ????????????????????????

15
???
  • ????
  • ?????????

Roll Your Own
for( i 0 i lt n i ) for( j 0 j lt m
j ) for( k 0 k lt kk k ) cij
aik bkj
ddot
for( i 0 i lt n i ) for( j 0 j lt m
j ) cij cblas_ddot( n, ai,
incx,b0j, incy)
16
???
  • ????
  • DGEMV/DGEMM

dgemv
for( i 0 i lt n i ) cblas_dgemv(
CBLAS_RowMajor, CBLAS_NoTrans, m, n,
alpha, a, lda, b0i, ldb, beta,
c0i, ldc )
dgemm
Cblas_dgemm( CblasColMajor, CblasNoTrans,
CblasNoTrans, m, n, kk, alpha, b, ldb, a, lda,
beta, c, ldc )
17
???
  • ?? 1 DGEMM
  • ?????C??,DDOT,DGEMG?DGEMM?????????
  • ???MKL/BLAS????????

18
??
  • ??
  • ????
  • ???
  • ???

19
???
  • LAPACK???Intel ?????
  • ?????LAPACK??
  • ??? ????????????
  • ????
  • ??????(Amdahls law t t?? t??/p)
  • ????????????????,??????
  • ?????????
  • NETLIB LAPACK????????????????????,??????Intel
    MKL?,??????????,??????????????

20
???
  • ???????(DFTs)
  • 1?,2?,3?(???????)
  • ?????
  • ?????????????????,????????????????????????,???????
    ??????????
  • ??????,?????
  • ???????,????????????
  • C?F90??

21
???
  • ?Intel ?????????????
  • ????3???
  • ???????.
  • Status DftiCreateDescriptor(MDH, )
  • ?????(????).
  • Status DftiCommitDescriptor(MDH)
  • ????.
  • Status DftiComputeForward(MDH, X)
  • ?????(???)

22
???
  • ?????(VML)???/??
  • ????? ?????? ?libm,????(??)
  • ?? ?Fortran?C????
  • ?????
  • ???( lt 1 ulp )
  • ????, ??( lt 4 ulps )
  • ??????v(-a), sin(0),?
  • ???? ??????libm

23
???
  • VML ?????
  • ?????????(???????).
  • ??, ??
  • ??????????????
  • ????????????????????.

24
???
  • ??????(VSL)
  • ???????(RNGs)
  • ????????
  • VSL???????????
  • ??????? ????
  • ?????????BRNG???
  • 5????RNGs (BRNGs) ?,??,???
  • MCG31, R250, MRG32, MCG59, WH

25
???
  • ???RNGs
  • Gaussian (two methods) ??
  • Exponential ??
  • Laplace ??????
  • Weibull ????
  • Cauchy ????
  • Rayleigh ??
  • Lognormal ????
  • Gumbel Gumbel??

26
???
  • ??VSL
  • ???????
  • ???????
  • VSLStreamStatePtr stream
  • ?????.
  • vslNewStream(stream,VSL_BRNG_MC_G31, seed )
  • ????RNGs.
  • vsRngUniform( 0, stream, size, out, start, end
    )
  • ?????(??).
  • vslDeleteStream(stream)

27
???
  • ?? ????????p
  • ???????,Spr2
  • ??????,??,1/4??????????????????,???????1,??????
    ??????????,???1/4????????????1/4???????
  • ??????1/4???????????????????? x2y21

1
-1
1
0
-1
28
???
int main() unsigned int iter200000000
int i,j double x, y double
dUnderCurve0.0 double pi0.0 srand( 0)
for (i0iltiteri) x(double)rand()/(d
ouble)RAND_MAX y(double)rand()/(double)R
AND_MAX if (xx yy lt 1.0)
dUnderCurve pi dUnderCurve /
(double) iter 4 return 0
  • ?? ????????p

1
-1
1
0
-1
29
???
unsigned int iter200000000 int i,j double
x, y double dUnderCurve0.0 double pi0.0
double rBLOCK_SIZE2
VSLStreamStatePtr stream vslNewStream(
stream, BRNG, (int) clock() )
for(j0jltiter/BLOCK_SIZE j)
vdRngUniform( METHOD, stream, BLOCK_SIZE2, r,
0.0, 1.0 ) for (i0 iltBLOCK_SIZE i)
xri
yriBLOCK_SIZE if (xx yy
lt 1.0) dUnderCurve
vslDeleteStream( stream
) pi dUnderCurve / (double) iter 4
  • ?? ????????p

1
-1
1
0
-1
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