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Efficient 4x4 matrix multiplication (C vs assembly)

#1
I'm looking for a faster and trickier way to multiply two 4x4 matrices in C. My current research is focused on x86-64 assembly with SIMD extensions. So far, I've created a function witch is about 6x faster than a naive C implementation, which has exceeded my expectations for the performance improvement. Unfortunately, this stays true only when no optimization flags are used for compilation (GCC 4.7). With `-O2`, C becomes faster and my effort becomes meaningless.

I know that modern compilers make use of complex optimization techniques to achieve an almost perfect code, usually faster than an ingenious piece of hand-crafed assembly. But in a minority of performance-critical cases, a human may try to fight for clock cycles with the compiler. Especially, when some mathematics backed with a modern ISA can be explored (as it is in my case).

My function looks as follows (AT&T syntax, GNU Assembler):

.text
.globl matrixMultiplyASM
.type matrixMultiplyASM, @function
matrixMultiplyASM:
movaps (%rdi), %xmm0 # fetch the first matrix (use four registers)
movaps 16(%rdi), %xmm1
movaps 32(%rdi), %xmm2
movaps 48(%rdi), %xmm3
xorq %rcx, %rcx # reset (forward) loop iterator
.ROW:
movss (%rsi), %xmm4 # Compute four values (one row) in parallel:
shufps $0x0, %xmm4, %xmm4 # 4x 4FP mul's, 3x 4FP add's 6x mov's per row,
mulps %xmm0, %xmm4 # expressed in four sequences of 5 instructions,
movaps %xmm4, %xmm5 # executed 4 times for 1 matrix multiplication.
addq $0x4, %rsi

movss (%rsi), %xmm4 # movss + shufps comprise _mm_set1_ps intrinsic
shufps $0x0, %xmm4, %xmm4 #
mulps %xmm1, %xmm4
addps %xmm4, %xmm5
addq $0x4, %rsi # manual pointer arithmetic simplifies addressing

movss (%rsi), %xmm4
shufps $0x0, %xmm4, %xmm4
mulps %xmm2, %xmm4 # actual computation happens here
addps %xmm4, %xmm5 #
addq $0x4, %rsi

movss (%rsi), %xmm4 # one mulps operand fetched per sequence
shufps $0x0, %xmm4, %xmm4 # |
mulps %xmm3, %xmm4 # the other is already waiting in %xmm[0-3]
addps %xmm4, %xmm5
addq $0x4, %rsi # 5 preceding comments stride among the 4 blocks

movaps %xmm5, (%rdx,%rcx) # store the resulting row, actually, a column
addq $0x10, %rcx # (matrices are stored in column-major order)
cmpq $0x40, %rcx
jne .ROW
ret
.size matrixMultiplyASM, .-matrixMultiplyASM

It calculates a whole column of the resultant matrix per iteration, by processing four floats packed in 128-bit SSE registers. The full vectorisation is possible with a bit of math (operation reordering and aggregation) and `mullps`/`addps` instructions for parallel multiplication/addition of 4xfloat packages. The code reuses registers meant for passing parameters (`%rdi`, `%rsi`, `%rdx` : GNU/Linux ABI), benefits from (inner) loop unrolling and holds one matrix entirely in XMM registers to reduce memory reads. A you can see, I have researched the topic and took my time to implement it the best I can.

The naive C calculation conquering my code looks like this:

void matrixMultiplyNormal(mat4_t *mat_a, mat4_t *mat_b, mat4_t *mat_r) {
for (unsigned int i = 0; i < 16; i += 4)
for (unsigned int j = 0; j < 4; ++j)
mat_r->m[i + j] = (mat_b->m[i + 0] * mat_a->m[j + 0])
+ (mat_b->m[i + 1] * mat_a->m[j + 4])
+ (mat_b->m[i + 2] * mat_a->m[j + 8])
+ (mat_b->m[i + 3] * mat_a->m[j + 12]);
}

I have investigated the optimised assembly output of the above's C code which, while storing floats in XMM registers, _does not involve any parallel operations_ – just scalar calculations, pointer arithmetic and conditional jumps. The compiler's code seems to be less deliberate, but it is still slightly more effective than my vectorised version expected to be about 4x faster. I'm sure that the general idea is correct – programmers do similar things with rewarding results. But what is wrong here? Are there any register allocation or instruction scheduling issues I am not aware of? Do you know any x86-64 assembly tools or tricks to support my battle against the machine?
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#2
I wonder if transposing one of the matrices may be beneficial.

Consider how we multiply the following two matrices ...

A1 A2 A3 A4 W1 W2 W3 W4
B1 B2 B3 B4 X1 X2 X3 X4
C1 C2 C3 C4 * Y1 Y2 Y3 Y4
D1 D2 D3 D4 Z1 Z2 Z3 Z4

This would result in ...

dot(A,?1) dot(A,?2) dot(A,?3) dot(A,?4)
dot(B,?1) dot(B,?2) dot(B,?3) dot(B,?4)
dot(C,?1) dot(C,?2) dot(C,?3) dot(C,?4)
dot(D,?1) dot(D,?2) dot(D,?3) dot(D,?4)

Doing the dot product of a row and a column is a pain.

What if we transposed the second matrix before we multiplied?

A1 A2 A3 A4 W1 X1 Y1 Z1
B1 B2 B3 B4 W2 X2 Y2 Z2
C1 C2 C3 C4 * W3 X3 Y3 Z3
D1 D2 D3 D4 W4 X4 Y4 Z4

Now instead doing the dot product of a row and column, we are doing the dot product of two rows. This could lend itself to better use of the SIMD instructions.

Hope this helps.
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#3
4x4 matrix multiplication is 64 multiplications and 48 additions. Using SSE this can be reduced to 16 multiplications and 12 additions (and 16 broadcasts). The following code will do this for you. It only requires SSE (`#include <xmmintrin.h>`). The arrays `A`, `B`, and `C` need to be 16 byte aligned. Using horizontal instructions such as `hadd` (SSE3) and `dpps` (SSE4.1) will be [less efficient](

[To see links please register here]

) (especially `dpps`). I don't know if loop unrolling will help.

void M4x4_SSE(float *A, float *B, float *C) {
__m128 row1 = _mm_load_ps(&B[0]);
__m128 row2 = _mm_load_ps(&B[4]);
__m128 row3 = _mm_load_ps(&B[8]);
__m128 row4 = _mm_load_ps(&B[12]);
for(int i=0; i<4; i++) {
__m128 brod1 = _mm_set1_ps(A[4*i + 0]);
__m128 brod2 = _mm_set1_ps(A[4*i + 1]);
__m128 brod3 = _mm_set1_ps(A[4*i + 2]);
__m128 brod4 = _mm_set1_ps(A[4*i + 3]);
__m128 row = _mm_add_ps(
_mm_add_ps(
_mm_mul_ps(brod1, row1),
_mm_mul_ps(brod2, row2)),
_mm_add_ps(
_mm_mul_ps(brod3, row3),
_mm_mul_ps(brod4, row4)));
_mm_store_ps(&C[4*i], row);
}
}

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#4
There is a way to accelerate the code and outplay the compiler. It does not involve any sophisticated pipeline analysis or deep code micro-optimisation (which doesn't mean that it couldn't further benefit from these). The optimisation uses three simple tricks:

1. The function is now 32-byte aligned (which significantly boosted performance),

2. Main loop goes inversely, which reduces comparison to a zero test (based on EFLAGS),

3. Instruction-level address arithmetic proved to be faster than the "external" pointer calculation (even though it requires twice as much additions «in 3/4 cases»). It shortened the loop body by four instructions and reduced data dependencies within its execution path. [See related question](

[To see links please register here]

).

Additionally, the code uses a relative jump syntax which suppresses symbol redefinition error, which occurs when GCC tries to inline it (after being placed within `asm` statement and compiled with `-O3`).


.text
.align 32 # 1. function entry alignment
.globl matrixMultiplyASM # (for a faster call)
.type matrixMultiplyASM, @function
matrixMultiplyASM:
movaps (%rdi), %xmm0
movaps 16(%rdi), %xmm1
movaps 32(%rdi), %xmm2
movaps 48(%rdi), %xmm3
movq $48, %rcx # 2. loop reversal
1: # (for simpler exit condition)
movss (%rsi, %rcx), %xmm4 # 3. extended address operands
shufps $0, %xmm4, %xmm4 # (faster than pointer calculation)
mulps %xmm0, %xmm4
movaps %xmm4, %xmm5
movss 4(%rsi, %rcx), %xmm4
shufps $0, %xmm4, %xmm4
mulps %xmm1, %xmm4
addps %xmm4, %xmm5
movss 8(%rsi, %rcx), %xmm4
shufps $0, %xmm4, %xmm4
mulps %xmm2, %xmm4
addps %xmm4, %xmm5
movss 12(%rsi, %rcx), %xmm4
shufps $0, %xmm4, %xmm4
mulps %xmm3, %xmm4
addps %xmm4, %xmm5
movaps %xmm5, (%rdx, %rcx)
subq $16, %rcx # one 'sub' (vs 'add' & 'cmp')
jge 1b # SF=OF, idiom: jump if positive
ret

This is the fastest x86-64 implementation I have seen so far. I will appreciate, vote up and accept any answer providing a faster piece of assembly for that purpose!
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#5
Obviously you can fetch terms from four matrices at a time and multiply four matrices simultaneously using the same algorithm.
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#6
Sandy Bridge an above extend the instruction set to support 8 element vector arithmetic. Consider this implementation.

struct MATRIX {
union {
float f[4][4];
__m128 m[4];
__m256 n[2];
};
};
MATRIX myMultiply(MATRIX M1, MATRIX M2) {
// Perform a 4x4 matrix multiply by a 4x4 matrix
// Be sure to run in 64 bit mode and set right flags
// Properties, C/C++, Enable Enhanced Instruction, /arch:AVX
// Having MATRIX on a 32 byte bundry does help performance
MATRIX mResult;
__m256 a0, a1, b0, b1;
__m256 c0, c1, c2, c3, c4, c5, c6, c7;
__m256 t0, t1, u0, u1;

t0 = M1.n[0]; // t0 = a00, a01, a02, a03, a10, a11, a12, a13
t1 = M1.n[1]; // t1 = a20, a21, a22, a23, a30, a31, a32, a33
u0 = M2.n[0]; // u0 = b00, b01, b02, b03, b10, b11, b12, b13
u1 = M2.n[1]; // u1 = b20, b21, b22, b23, b30, b31, b32, b33

a0 = _mm256_shuffle_ps(t0, t0, _MM_SHUFFLE(0, 0, 0, 0)); // a0 = a00, a00, a00, a00, a10, a10, a10, a10
a1 = _mm256_shuffle_ps(t1, t1, _MM_SHUFFLE(0, 0, 0, 0)); // a1 = a20, a20, a20, a20, a30, a30, a30, a30
b0 = _mm256_permute2f128_ps(u0, u0, 0x00); // b0 = b00, b01, b02, b03, b00, b01, b02, b03
c0 = _mm256_mul_ps(a0, b0); // c0 = a00*b00 a00*b01 a00*b02 a00*b03 a10*b00 a10*b01 a10*b02 a10*b03
c1 = _mm256_mul_ps(a1, b0); // c1 = a20*b00 a20*b01 a20*b02 a20*b03 a30*b00 a30*b01 a30*b02 a30*b03

a0 = _mm256_shuffle_ps(t0, t0, _MM_SHUFFLE(1, 1, 1, 1)); // a0 = a01, a01, a01, a01, a11, a11, a11, a11
a1 = _mm256_shuffle_ps(t1, t1, _MM_SHUFFLE(1, 1, 1, 1)); // a1 = a21, a21, a21, a21, a31, a31, a31, a31
b0 = _mm256_permute2f128_ps(u0, u0, 0x11); // b0 = b10, b11, b12, b13, b10, b11, b12, b13
c2 = _mm256_mul_ps(a0, b0); // c2 = a01*b10 a01*b11 a01*b12 a01*b13 a11*b10 a11*b11 a11*b12 a11*b13
c3 = _mm256_mul_ps(a1, b0); // c3 = a21*b10 a21*b11 a21*b12 a21*b13 a31*b10 a31*b11 a31*b12 a31*b13

a0 = _mm256_shuffle_ps(t0, t0, _MM_SHUFFLE(2, 2, 2, 2)); // a0 = a02, a02, a02, a02, a12, a12, a12, a12
a1 = _mm256_shuffle_ps(t1, t1, _MM_SHUFFLE(2, 2, 2, 2)); // a1 = a22, a22, a22, a22, a32, a32, a32, a32
b1 = _mm256_permute2f128_ps(u1, u1, 0x00); // b0 = b20, b21, b22, b23, b20, b21, b22, b23
c4 = _mm256_mul_ps(a0, b1); // c4 = a02*b20 a02*b21 a02*b22 a02*b23 a12*b20 a12*b21 a12*b22 a12*b23
c5 = _mm256_mul_ps(a1, b1); // c5 = a22*b20 a22*b21 a22*b22 a22*b23 a32*b20 a32*b21 a32*b22 a32*b23

a0 = _mm256_shuffle_ps(t0, t0, _MM_SHUFFLE(3, 3, 3, 3)); // a0 = a03, a03, a03, a03, a13, a13, a13, a13
a1 = _mm256_shuffle_ps(t1, t1, _MM_SHUFFLE(3, 3, 3, 3)); // a1 = a23, a23, a23, a23, a33, a33, a33, a33
b1 = _mm256_permute2f128_ps(u1, u1, 0x11); // b0 = b30, b31, b32, b33, b30, b31, b32, b33
c6 = _mm256_mul_ps(a0, b1); // c6 = a03*b30 a03*b31 a03*b32 a03*b33 a13*b30 a13*b31 a13*b32 a13*b33
c7 = _mm256_mul_ps(a1, b1); // c7 = a23*b30 a23*b31 a23*b32 a23*b33 a33*b30 a33*b31 a33*b32 a33*b33

c0 = _mm256_add_ps(c0, c2); // c0 = c0 + c2 (two terms, first two rows)
c4 = _mm256_add_ps(c4, c6); // c4 = c4 + c6 (the other two terms, first two rows)
c1 = _mm256_add_ps(c1, c3); // c1 = c1 + c3 (two terms, second two rows)
c5 = _mm256_add_ps(c5, c7); // c5 = c5 + c7 (the other two terms, second two rose)

// Finally complete addition of all four terms and return the results
mResult.n[0] = _mm256_add_ps(c0, c4); // n0 = a00*b00+a01*b10+a02*b20+a03*b30 a00*b01+a01*b11+a02*b21+a03*b31 a00*b02+a01*b12+a02*b22+a03*b32 a00*b03+a01*b13+a02*b23+a03*b33
// a10*b00+a11*b10+a12*b20+a13*b30 a10*b01+a11*b11+a12*b21+a13*b31 a10*b02+a11*b12+a12*b22+a13*b32 a10*b03+a11*b13+a12*b23+a13*b33
mResult.n[1] = _mm256_add_ps(c1, c5); // n1 = a20*b00+a21*b10+a22*b20+a23*b30 a20*b01+a21*b11+a22*b21+a23*b31 a20*b02+a21*b12+a22*b22+a23*b32 a20*b03+a21*b13+a22*b23+a23*b33
// a30*b00+a31*b10+a32*b20+a33*b30 a30*b01+a31*b11+a32*b21+a33*b31 a30*b02+a31*b12+a32*b22+a33*b32 a30*b03+a31*b13+a32*b23+a33*b33
return mResult;
}


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