Perfomance Loss of Matrix-Vector Multilplication on GPU with Array Indexing
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Afshin Ahmadi
on 29 Apr 2020
Commented: Afshin Ahmadi
on 4 May 2020
Hi,
I have a large matrix A and a vector B. I want to do a partial multiplication on GPU using array indexing but the peformance is much lower than doing a full A*B. Below is a simple example of what I am trying to do:
A = rand(20000,'gpuArray');
B = rand(20000,1,'gpuArray');
C = A(8001:18000,1:end)*B;
GPU Device: Tesla V100
MATLAB 2020a
Any suggestion on how to improve the performance? Thank you.
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Accepted Answer
Edric Ellis
on 30 Apr 2020
Unfortunately, the expression A(8001:18000,:) requires a strided memory copy. Matrices in MATLAB (even on the GPU) are stored in column-major format, so picking out only certain rows is much less efficient than picking out only certain columns.
There's a trick you can use though that takes advantage of the fact that gpuArray matrix multiplication is optimised for the transposed-times case. Try instead pre-transposing A (this is relatively expensive, but perhaps you can do it only once) and then doing:
A(:, 8001:18000).' * B;
This uses the much-faster indexing pattern, and is about ~2x faster on my GPU.
5 Comments
Edric Ellis
on 4 May 2020
Strange, I just tried on a WIN64 machine here with a V100, and got the following result:
t1 =
1.6677e-04
t2 =
4.4944e-04
(This was using R2020a).
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