Generalising the Fast Reciprocal Square Root Algorithm

The Fast Reciprocal Square Root Algorithm is a well-established approximation technique consisting of two stages: first, a coarse approximation is obtained by manipulating the bit pattern of the floating point argument using integer instructions, and second, the coarse result is refined through one or more steps, traditionally using Newtonian iteration but alternatively using improved expressions with carefully chosen numerical constants found by other authors. The algorithm was widely used before microprocessors carried built-in hardware support for computing reciprocal square roots. At the time of writing, however, there is in general no hardware acceleration for computing other fixed fractional powers. This paper generalises the algorithm to cater to all rational powers, and to support any polynomial degree(s) in the refinement step(s), and under the assumption of unlimited floating point precision provides a procedure which automatically constructs provably optimal constants in all of these cases. It is also shown that, under certain assumptions, the use of monic refinement polynomials yields results which are much better placed with respect to the cost/accuracy tradeoff than those obtained using general polynomials. Further extensions are also analysed, and several new best approximations are given.Comment: 19 pages, 8 figure

A Many-Core Overlay for High-Performance Embedded Computing on FPGAs

In this work, we propose a configurable many-core overlay for high-performance embedded computing. The size of internal memory, supported operations and number of ports can be configured independently for each core of the overlay. The overlay was evaluated with matrix multiplication, LU decomposition and Fast-Fourier Transform (FFT) on a ZYNQ-7020 FPGA platform. The results show that using a system-level many-core overlay avoids complex hardware design and still provides good performance results.Comment: Presented at First International Workshop on FPGAs for Software Programmers (FSP 2014) (arXiv:1408.4423

Parallel Algorithm for Solving Kepler's Equation on Graphics Processing Units: Application to Analysis of Doppler Exoplanet Searches

[Abridged] We present the results of a highly parallel Kepler equation solver using the Graphics Processing Unit (GPU) on a commercial nVidia GeForce 280GTX and the "Compute Unified Device Architecture" programming environment. We apply this to evaluate a goodness-of-fit statistic (e.g., chi^2) for Doppler observations of stars potentially harboring multiple planetary companions (assuming negligible planet-planet interactions). We tested multiple implementations using single precision, double precision, pairs of single precision, and mixed precision arithmetic. We find that the vast majority of computations can be performed using single precision arithmetic, with selective use of compensated summation for increased precision. However, standard single precision is not adequate for calculating the mean anomaly from the time of observation and orbital period when evaluating the goodness-of-fit for real planetary systems and observational data sets. Using all double precision, our GPU code outperforms a similar code using a modern CPU by a factor of over 60. Using mixed-precision, our GPU code provides a speed-up factor of over 600, when evaluating N_sys > 1024 models planetary systems each containing N_pl = 4 planets and assuming N_obs = 256 observations of each system. We conclude that modern GPUs also offer a powerful tool for repeatedly evaluating Kepler's equation and a goodness-of-fit statistic for orbital models when presented with a large parameter space.Comment: 19 pages, to appear in New Astronom

High-Speed Function Approximation using a Minimax Quadratic Interpolator

A table-based method for high-speed function approximation in single-precision floating-point format is presented in this paper. Our focus is the approximation of reciprocal, square root, square root reciprocal, exponentials, logarithms, trigonometric functions, powering (with a fixed exponent p), or special functions. The algorithm presented here combines table look-up, an enhanced minimax quadratic approximation, and an efficient evaluation of the second-degree polynomial (using a specialized squaring unit, redundant arithmetic, and multioperand addition). The execution times and area costs of an architecture implementing our method are estimated, showing the achievement of the fast execution times of linear approximation methods and the reduced area requirements of other second-degree interpolation algorithms. Moreover, the use of an enhanced minimax approximation which, through an iterative process, takes into account the effect of rounding the polynomial coefficients to a finite size allows for a further reduction in the size of the look-up tables to be used, making our method very suitable for the implementation of an elementary function generator in state-of-the-art DSPs or graphics processing units (GPUs)

Fast Compensated Algorithms for the Reciprocal Square Root, the Reciprocal Hypotenuse, and Givens Rotations

The reciprocal square root is an important computation for which many very sophisticated algorithms exist (see for example \cite{863046,863031} and the references therein). In this paper we develop a simple differential compensation (much like those developed in \cite{borges}) that can be used to improve the accuracy of a naive calculation. The approach relies on the use of the fused multiply-add (FMA) which is widely available in hardware on a variety of modern computer architectures. We then demonstrate how to combine this approach with a somewhat inaccurate but fast square root free method for estimating the reciprocal square root to get a method that is both fast (in computing environments with a slow square root) and, experimentally, highly accurate. Finally, we show how this same approach can be extended to the reciprocal hypotenuse calculation and, most importantly, to the construction of Givens rotations

Highly parallel sparse Cholesky factorization

Several fine grained parallel algorithms were developed and compared to compute the Cholesky factorization of a sparse matrix. The experimental implementations are on the Connection Machine, a distributed memory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special purpose algorithms in which the matrix structure conforms to the connection structure of the machine, the focus is on matrices with arbitrary sparsity structure. The most promising algorithm is one whose inner loop performs several dense factorizations simultaneously on a 2-D grid of processors. Virtually any massively parallel dense factorization algorithm can be used as the key subroutine. The sparse code attains execution rates comparable to those of the dense subroutine. Although at present architectural limitations prevent the dense factorization from realizing its potential efficiency, it is concluded that a regular data parallel architecture can be used efficiently to solve arbitrarily structured sparse problems. A performance model is also presented and it is used to analyze the algorithms

Direct N-body Kernels for Multicore Platforms

Abstract—We present an inter-architectural comparison of single- and double-precision direct n-body implementations on modern multicore platforms, including those based on the Intel Nehalem and AMD Barcelona systems, the Sony-Toshiba-IBM PowerXCell/8i processor, and NVIDIA Tesla C870 and C1060 GPU systems. We compare our implementations across platforms on a variety of proxy measures, including performance, coding complexity, and energy efficiency. I