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use mkl sparse matrix to improve performance #14492
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6d91df0
use mkl sparse matrix to improve performance
triplekings 5628528
fix build fail issue
triplekings 6ca37b4
add 3rdparty/sparse matrix in Makefile
triplekings be07f89
add macro for variable
triplekings 67960a4
fix lib not find error
triplekings d6e5e21
fix gpu R test error
triplekings 7ed707d
fix Mac build error
triplekings eb9c883
add lib/libsparse_matrix.so to CI
triplekings 5fbd8a2
fix indentation
rongzha1 124959f
Merge branch 'master' of https://github.com/apache/incubator-mxnet in…
triplekings f0db599
retrigger CI
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Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,21 @@ | ||
CC = g++ | ||
C = gcc | ||
MKLROOT = /opt/intel/mkl | ||
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ifneq ($(USE_INTEL_PATH),) | ||
MKLROOT = $(USE_INTEL_PATH)/mkl | ||
endif | ||
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CFLAGS = -fpic -O2 -I/opt/intel/mkl/include -c -Wall -Werror -DMKL_ILP64 -m64 -std=c++11 | ||
LDFLAGS = -Wl,--start-group -L${MKLROOT}/../compiler/lib/intel64 ${MKLROOT}/lib/intel64/libmkl_intel_ilp64.a ${MKLROOT}/lib/intel64/libmkl_intel_thread.a ${MKLROOT}/lib/intel64/libmkl_core.a -Wl,--end-group -liomp5 -lpthread -lm -ldl | ||
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default: libsparse_matrix.so | ||
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libsparse_matrix.so: sparse_matrix.o | ||
$(CC) -shared -o libsparse_matrix.so sparse_matrix.o $(LDFLAGS) | ||
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sparse_matrix.o: sparse_matrix.cc sparse_matrix.h | ||
$(CC) $(CFLAGS) sparse_matrix.cc | ||
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clean: | ||
$(RM) libsparse_matrix.so *.o *~ |
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Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,45 @@ | ||
#include <iostream> | ||
#include <string> | ||
#include <fstream> | ||
#include <mkl_spblas.h> | ||
#include "sparse_matrix.h" | ||
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bool mkl_DotCsrDnsDns(SP_INT64* rows_start, SP_INT64* col_indx, | ||
float* values, float* X, float* y, | ||
int rows, int cols, int X_columns) | ||
{ | ||
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sparse_index_base_t indexing = SPARSE_INDEX_BASE_ZERO; | ||
sparse_status_t status; | ||
sparse_matrix_t A = NULL; | ||
sparse_layout_t layout = SPARSE_LAYOUT_ROW_MAJOR; | ||
float one, zero; | ||
one = (float)1.0; | ||
zero = (float)0.0; | ||
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MKL_INT* rows_end = rows_start + 1; | ||
status = mkl_sparse_s_create_csr(&A, indexing, rows, cols, rows_start, rows_end, col_indx, values); | ||
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if (status != SPARSE_STATUS_SUCCESS) | ||
{ | ||
std::cout << "mkl_sparse_s_create_csr status :" << status << std::endl; | ||
return false; | ||
} | ||
sparse_operation_t operation = SPARSE_OPERATION_NON_TRANSPOSE; | ||
struct matrix_descr descrA; | ||
descrA.type = SPARSE_MATRIX_TYPE_GENERAL; | ||
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status = mkl_sparse_s_mm(operation, one, A, descrA, layout, X, X_columns, X_columns, zero, y, X_columns); | ||
if (status != SPARSE_STATUS_SUCCESS) | ||
{ | ||
std::cout << "mkl_sparse_s_create_csr status :" << status << std::endl; | ||
return false; | ||
} | ||
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mkl_sparse_destroy(A); | ||
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return true; | ||
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} |
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Original file line number | Diff line number | Diff line change |
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@@ -0,0 +1,48 @@ | ||
#ifndef MXNET_OPERATOR_SPARSE_MATRIX_INL_H_ | ||
#define MXNET_OPERATOR_SPARSE_MATRIX_INL_H_ | ||
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#if (!defined(__INTEL_COMPILER)) & defined(_MSC_VER) | ||
#define SP_INT64 __int64 | ||
#define SP_UINT64 unsigned __int64 | ||
#else | ||
#define SP_INT64 long long int | ||
#define SP_UINT64 unsigned long long int | ||
#endif | ||
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#if defined _WIN32 || defined __CYGWIN__ | ||
#ifdef BUILDING_DLL | ||
#ifdef __GNUC__ | ||
#define SPM_API_PUBLIC __attribute__ ((dllexport)) | ||
#else | ||
#define SPM_API_PUBLIC __declspec(dllexport) // Note: actually gcc seems to also supports this syntax. | ||
#endif | ||
#else | ||
#ifdef __GNUC__ | ||
#define SPM_API_PUBLIC __attribute__ ((dllimport)) | ||
#else | ||
#define SPM_API_PUBLIC __declspec(dllimport) // Note: actually gcc seems to also supports this syntax. | ||
#endif | ||
#endif | ||
#define SPM_API_LOCAL | ||
#else | ||
#if __GNUC__ >= 4 | ||
#define SPM_API_PUBLIC __attribute__ ((visibility ("default"))) | ||
#define SPM_API_LOCAL __attribute__ ((visibility ("hidden"))) | ||
#else | ||
#define SPM_API_PUBLIC | ||
#define SPM_API_LOCAL | ||
#endif | ||
#endif | ||
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extern "C" | ||
{ | ||
extern SPM_API_PUBLIC bool mkl_DotCsrDnsDns(SP_INT64* rows_start, SP_INT64* col_indx, | ||
float* values, float* X, float* y, int rows, int cols, int X_columns); | ||
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} | ||
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#endif //MXNET_OPERATOR_SPARSE_MATRIX_INL_H_ |
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Why does it land in the 3rdparty directory, instead of src/operator/?
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Is there future plan to support other sparse matrix ops, like dense + csr, csr + csr, csr * csr (elemwise)?
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@eric-haibin-lin
If you requests, e.g. mkl has
mkl_sparse_spmm s, d, c, z Computes the product of two sparse matrices and stores
the result as a sparse matrix
why this patch is merge first is because Wide & Deep use sparse dot dense matrix
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This is the quick solution for the wide deep. To move the code into src/operator, need to change code in mshadow and more tests are needed. I will do it as the next step.
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Thanks for the explanation. Why mshadow has to be changed?
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mshadw use 32bit interface , below is the link for mkl settings
https://software.intel.com/en-us/articles/intel-mkl-link-line-advisor
and the make should change
diff --git a/make/mshadow.mk b/make/mshadow.mk
index 86155ea..d0b731e 100644
--- a/make/mshadow.mk
+++ b/make/mshadow.mk
@@ -82,7 +82,7 @@ ifneq ($(USE_INTEL_PATH), NONE)
MSHADOW_LDFLAGS += -L$(USE_INTEL_PATH)/compiler/lib/intel64
MSHADOW_LDFLAGS += -L$(USE_INTEL_PATH)/lib/intel64
endif
endif
ifneq ($(USE_STATIC_MKL), NONE)
ifeq ($(USE_INTEL_PATH), NONE)
@@ -90,7 +90,7 @@ ifeq ($(USE_INTEL_PATH), NONE)
else
MKLROOT = $(USE_INTEL_PATH)/mkl
endif
else
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Look forward to the followup PR