Cache-Oblivious Algorithms (COA)

[NimaSarajpoor]

In short, Cache-Oblivious Algorithm (COA) is an algorithm that takes advantage of cache without knowing the cache size. This paper proposes COA for rectangular matrix transpose, fast Fourier transform (FFT), and sorting on computers with multiple levels of caching.

It would be nice to have a tutorial on the cache, how it works (visually), and the COA.

[NimaSarajpoor]

Example

In #938, we use the COA approach for transposing x.reshape(n, n), where x is a 1D array with length $n^2$ , and $n = 2^{2k}$ (see below)

@njit
def func(x, n, x_transpose):
    """
    Parameters
    -----------
    x : numpy.ndarray
      A numpy 1D array, with length n^2.

   n : int
       square-root of len(x). n is a power of 4. 

    x_transpose : numpy.ndarray
       A numpy 1D array with same length as x.  x_transpose.reshape(n,n) will contain the transpose of x.reshape(n,n)
    """
    blocksize = 32
    blocksize = min(blocksize, n)

    x = x.reshape(n, n)
    x_transpose = x_transpose.reshape(n, n)
    for i in range(0, n, blocksize):
        for j in range(0, n, blocksize):
            x_transpose[i:i + blocksize, j:j + blocksize] = np.transpose(x[j:j + blocksize, i:i + blocksize])

    return

The above COA-based function for transposing matrix is faster than the following functions (asymptotically speaking):

@njit
def func1(x, n):
    x[:] = np.transpose(x.reshape(n, n)).ravel()
    return

@njit(fastmath=True)
def func2(x, n):
  for k in range(n):
    for p in range(k + 1, n):
      i = k + p * n
      j = p + k * n
      x[i], x[j] = x[j], x[i]

  return

[NimaSarajpoor]

Some resources for stepping into the world of cache Why do CPUs Need Caches? Introduction to Cache Memory