MINRES Linear Solver with CUBLAS__possible bottleneck


I implemented a MINRES linear solver using CUBLAS library, but the performance that I achieved are better than CPU_code only for really large matricies.

Can someone check my code and tell me if there are some bottleneck?


void GPU_BandMinRes(float *Ab, int N, int K,float *b,float *x0, float *xMR, float tol, int n_max){


	// Ab, b, x0 xMR are device variable


		// Ab is a compact BAND MATRIX

	cublasStatus status;

	float *sup0;

	status = cublasAlloc(N*1, sizeof(float), (void**)&sup0); checkCublasStatus(status);

	float *v, *v_hat, *v_old, *w, *w_old, *w_oold;

	status = cublasAlloc(N*1, sizeof(float), (void**)&v);		checkCublasStatus(status);

	status = cublasAlloc(N*1, sizeof(float), (void**)&v_hat);   checkCublasStatus(status);

	status = cublasAlloc(N*1, sizeof(float), (void**)&v_old);   checkCublasStatus(status);

	status = cublasAlloc(N*1, sizeof(float), (void**)&w);		 checkCublasStatus(status);

	status = cublasAlloc(N*1, sizeof(float), (void**)&w_old);   checkCublasStatus(status);

	status = cublasAlloc(N*1, sizeof(float), (void**)&w_oold);   checkCublasStatus(status);


	float beta, c, c_old, s, s_old, eta, norm_r0, norm_rMR, alpha;

	float beta_old, c_oold, s_oold, r1_hat, r1, r2, r3;


	int n = 1;

	cublasScopy(N, b, 1, v_hat, 1); // v_hat=b;

	cublasSgbmv('N', N, N, K, K, -1 , Ab, (2*K+1), x0, 1, 1, v_hat, 1); // v_hat= -A*x0 + v_hat;


	beta = cublasSnrm2(N,v_hat,1); // beta = norm(v_hat);

	c	  = 1;

	c_old = 1;

	s	  = 0;

	s_old = 0;


		cublasScopy (N, b, 1, w_old, 1); // w_old = b;

	eta = beta;

	cublasScopy (N, x0, 1, xMR, 1);  //xMR = x0;

	norm_rMR = beta;

	norm_r0  = beta;

	while ( (n<n_max+1) && ( (norm_rMR/norm_r0) > tol) ){


	//-Calculate Lanczos Vectors

		cublasScopy(N, v, 1, v_old, 1); //v_old = v;		


		//v = v_hat/beta; 

		cublasScopy (N, v_hat, 1, v, 1); // v = v_hat;



		// alpha = v'*A*v;

		cublasSgbmv('N', N, N, K, K, 1 , Ab, (2*K+1), v, 1, 0, sup0, 1); // sup0= A*v;

	 	alpha= cublasSdot(N, sup0, 1,v, 1); // alpha = dot(sup0,sup0)=sup0'*sup0



			//v_hat = A*v - alpha*v - beta*v_old;

		cublasSaxpy(N, -alpha, v, 1, sup0, 1); // sup0 = -alpha*v +sup0 ----- sup0 was A*v

		cublasSaxpy(N, -beta, v_old, 1, sup0, 1); // sup0 = -beta*v_old +sup0

		cublasScopy(N, sup0, 1, v_hat, 1); //v_hat = sup0;


		beta_old = beta;				// beta_old = beta;


		beta = cublasSnrm2(N,v_hat,1);  // beta = norm(v_hat);

	//-Calculate QR Factors

		c_oold = c_old;

		c_old  = c;

		s_oold = s_old;

		s_old  = s;

		r1_hat = c_old*alpha - c_oold*s_old*beta_old;

		r1	 = sqrt( r1_hat*r1_hat + beta*beta );

		r2	   = s_old*alpha + c_oold*c_old*beta_old;

		r3	 = s_oold*beta_old;

	//-Calculate New Givens Rotations

		c = r1_hat/r1;

		s = beta/r1;

	//-Update Solution

		cublasScopy (N, w_old, 1, w_oold, 1); // w_oold = w_old;

		cublasScopy (N, w, 1, w_old, 1);	  // w_old  = w;


		// w= (v - r3*w_oold - r2*w_old)/r1;

		cublasSscal(N, 0, w, 1);				  // w = 0;

		cublasSaxpy(N, (1/r1), v, 1, w, 1);	   // w = (1/r1)*v +w

		cublasSaxpy(N, -(r3/r1), w_oold, 1, w, 1);// w = -(r3/r1)*w_oold + w

		cublasSaxpy(N, -(r2/r1), w_old, 1, w, 1); // w = -(r2/r1)*w_old + w

		//xMR = xMR + c*eta*w;

		cublasSaxpy(N, c*eta, w, 1, xMR, 1); // xMR = xMR + c*eta*w;

		norm_rMR = norm_rMR*abs(s);

		eta = -s*eta;










	printf( " \n GPUBandMinRes Done!..." );


Your code is only using sgbmv, saxpy and sscal, none of which really contain enough Flops to hit better than CPU performance, except at very large sizes (as you have found). There are some pretty gross inefficiencies in your code, however. The solution update code would be much better done in a single CUDA kernel than spread out over three saxpy and an sscal calls. In general, you will get much better performance if you can amalgamate several steps of the algorithm into a single kernel launch, so that memory and PCI-e access costs can be amortised over a larger number of Flops.

Thank you very much,

The problem is that for small matrices CPU_code perform better than GPU_code also if all matrices are are stored in global memory.

Have any suggestion how to improve my code, I didnt find any solution on improving my “update solution” code.


I have written a CUDA code for CG and BiCG methods and I have a feeling that those and the MinRES algorithms are somewhat similar. Couple of things I learnt from my experience while coding for the CG method

  1. Most of the time is spent in the Matrix-vector multiplication. I am talking something like 70% for large matrices. So it is imperative that you try to optimize this method first and foremost. In my case I was dealing with sparse matrices. I had to come up with my own version of the storage method and kernel for doing the multiplication instead of using CUBLAS. However the performance of my kernels was not as good as those released by Nathan Bell and Michael Garland. So if you are using MinRES algorithm with sparse matrices, use this kernel library.

  2. Your update solution invokes too many kernels and you can collapse all of them into one kernel. What you can do this as follows

update_solution( <parameters>){

int tid = threadIdx.x + blockIdx.x*blockDim.x;

// n is the number of elements 

if (tid < n){

w_oold[tid] = w_old[tid];

w_old[tid] = w[tid];

w[tid] = 1/r1*v[tid] -(r3/r1)*w_oold[tid] - (r2/r1)*w_old[tid];

xMR[tid] = xMR[tid]+c*etaa*w[tid];


You launch the above kernels with a one dimensional grid of N threads where N >= n. Vary the block size and see the best fit - 192 ought to do the trick.

You can do a slight improvisation and write back the results all at once by using temp registers. (I am not sure if the compiler automatically does that ) NOTE: The above code may have bugs - I just wanted you to get the idea.

You can write similar kernels for previous steps as well so that you are launching only 3-4 kernels per iteration instead of the dozen or so kernels. Also profile all your kernels so you know where most of your computation time is spent. The visual profiler is a useful tool in this regard.

Thank you very much maringanti ! I will try to implement what you suggested, but if I want save more time I guess I should use shared memory.

Please let me know if you have some other ideas.

Use shared memory only if you want to exchange data between threads in the same block. Else try to use registers. Memory operations to and from registers is faster than that of shared memory.

Read up on vasily volkov’s paper and presentation he gave in sc08 - in that they clearly differentiate the performance between shared memory and register - By using registers he has managed to get around 30%-50% more performance.

Here is vasily volkov’s website - http://www.cs.berkeley.edu/~volkov/