- add a low level mechanism to provide preallocated memory to gemm

- ensure static allocation for the product of "large" fixed size matrix

Eigen/src/Core/products/GeneralMatrixMatrix.h

@@ -25,6 +25,8 @@
 #ifndef EIGEN_GENERAL_MATRIX_MATRIX_H
 #define EIGEN_GENERAL_MATRIX_MATRIX_H
 
+template<typename _LhsScalar, typename _RhsScalar> class ei_level3_blocking;
+
 /* Specialization for a row-major destination matrix => simple transposition of the product */
 template<
   typename Scalar, typename Index,
@@ -38,7 +40,8 @@ struct ei_general_matrix_matrix_product<Scalar,Index,LhsStorageOrder,ConjugateLh
     const Scalar* rhs, Index rhsStride,
     Scalar* res, Index resStride,
     Scalar alpha,
-    GemmParallelInfo<Scalar, Index>* info = 0)
+    ei_level3_blocking<Scalar,Scalar>& blocking,
+    GemmParallelInfo<Index>* info = 0)
   {
     // transpose the product such that the result is column major
     ei_general_matrix_matrix_product<Scalar, Index,
@@ -47,7 +50,7 @@ struct ei_general_matrix_matrix_product<Scalar,Index,LhsStorageOrder,ConjugateLh
       LhsStorageOrder==RowMajor ? ColMajor : RowMajor,
       ConjugateLhs,
       ColMajor>
-    ::run(cols,rows,depth,rhs,rhsStride,lhs,lhsStride,res,resStride,alpha,info);
+    ::run(cols,rows,depth,rhs,rhsStride,lhs,lhsStride,res,resStride,alpha,blocking,info);
   }
 };
 
@@ -64,7 +67,8 @@ static void run(Index rows, Index cols, Index depth,
   const Scalar* _rhs, Index rhsStride,
   Scalar* res, Index resStride,
   Scalar alpha,
-  GemmParallelInfo<Scalar,Index>* info = 0)
+  ei_level3_blocking<Scalar,Scalar>& blocking,
+  GemmParallelInfo<Index>* info = 0)
 {
   ei_const_blas_data_mapper<Scalar, Index, LhsStorageOrder> lhs(_lhs,lhsStride);
   ei_const_blas_data_mapper<Scalar, Index, RhsStorageOrder> rhs(_rhs,rhsStride);
@@ -75,10 +79,9 @@ static void run(Index rows, Index cols, Index depth,
   typedef typename ei_packet_traits<Scalar>::type PacketType;
   typedef ei_product_blocking_traits<Scalar> Blocking;
 
-  Index kc = depth; // cache block size along the K direction
+  Index kc = blocking.kc();                 // cache block size along the K direction
-  Index mc = rows;  // cache block size along the M direction
+  Index mc = std::min(rows,blocking.mc());  // cache block size along the M direction
-  Index nc = cols;  // cache block size along the N direction
+  //Index nc = blocking.nc(); // cache block size along the N direction
-  computeProductBlockingSizes<Scalar,Scalar>(kc, mc, nc);
 
   ei_gemm_pack_rhs<Scalar, Index, Blocking::nr, RhsStorageOrder> pack_rhs;
   ei_gemm_pack_lhs<Scalar, Index, Blocking::mr, LhsStorageOrder> pack_lhs;
@@ -94,10 +97,10 @@ static void run(Index rows, Index cols, Index depth,
     Scalar* blockA = ei_aligned_stack_new(Scalar, kc*mc);
     std::size_t sizeW = kc*Blocking::PacketSize*Blocking::nr*8;
     Scalar* w = ei_aligned_stack_new(Scalar, sizeW);
-    Scalar* blockB = (Scalar*)info[tid].blockB;
+    Scalar* blockB = blocking.blockB();
+    ei_internal_assert(blockB!=0);
 
-    // For each horizontal panel of the rhs, and corresponding panel of the lhs...
+    // For each horizontal panel of the rhs, and corresponding vertical panel of the lhs...
-    // (==GEMM_VAR1)
     for(Index k=0; k<depth; k+=kc)
     {
       const Index actual_kc = std::min(k+kc,depth)-k; // => rows of B', and cols of the A'
@@ -106,7 +109,7 @@ static void run(Index rows, Index cols, Index depth,
       // let's start by packing A'.
       pack_lhs(blockA, &lhs(0,k), lhsStride, actual_kc, mc);
 
-      // Pack B_k to B' in parallel fashion:
+      // Pack B_k to B' in a parallel fashion:
       // each thread packs the sub block B_k,j to B'_j where j is the thread id.
 
       // However, before copying to B'_j, we have to make sure that no other thread is still using it,
@@ -162,10 +165,12 @@ static void run(Index rows, Index cols, Index depth,
     EIGEN_UNUSED_VARIABLE(info);
 
     // this is the sequential version!
-    Scalar* blockA = ei_aligned_stack_new(Scalar, kc*mc);
+    std::size_t sizeA = kc*mc;
-    std::size_t sizeB = kc*Blocking::PacketSize*Blocking::nr + kc*cols;
+    std::size_t sizeB = kc*cols;
-    Scalar* allocatedBlockB = ei_aligned_stack_new(Scalar, sizeB);
+    std::size_t sizeW = kc*Blocking::PacketSize*Blocking::nr;
-    Scalar* blockB = allocatedBlockB + kc*Blocking::PacketSize*Blocking::nr;
+    Scalar *blockA = blocking.blockA()==0 ? ei_aligned_stack_new(Scalar, sizeA) : blocking.blockA();
+    Scalar *blockB = blocking.blockB()==0 ? ei_aligned_stack_new(Scalar, sizeB) : blocking.blockB();
+    Scalar *blockW = blocking.blockW()==0 ? ei_aligned_stack_new(Scalar, sizeW) : blocking.blockW();
 
     // For each horizontal panel of the rhs, and corresponding panel of the lhs...
     // (==GEMM_VAR1)
@@ -192,13 +197,14 @@ static void run(Index rows, Index cols, Index depth,
         pack_lhs(blockA, &lhs(i2,k2), lhsStride, actual_kc, actual_mc);
 
         // Everything is packed, we can now call the block * panel kernel:
-        gebp(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols);
+        gebp(res+i2, resStride, blockA, blockB, actual_mc, actual_kc, cols, -1, -1, 0, 0, blockW);
 
       }
     }
 
-    ei_aligned_stack_delete(Scalar, blockA, kc*mc);
+    if(blocking.blockA()==0) ei_aligned_stack_delete(Scalar, blockA, kc*mc);
-    ei_aligned_stack_delete(Scalar, allocatedBlockB, sizeB);
+    if(blocking.blockB()==0) ei_aligned_stack_delete(Scalar, blockB, sizeB);
+    if(blocking.blockW()==0) ei_aligned_stack_delete(Scalar, blockW, sizeW);
   }
 }
 
@@ -214,33 +220,25 @@ struct ei_traits<GeneralProduct<Lhs,Rhs,GemmProduct> >
  : ei_traits<ProductBase<GeneralProduct<Lhs,Rhs,GemmProduct>, Lhs, Rhs> >
 {};
 
-template<typename Scalar, typename Index, typename Gemm, typename Lhs, typename Rhs, typename Dest>
+template<typename Scalar, typename Index, typename Gemm, typename Lhs, typename Rhs, typename Dest, typename BlockingType>
 struct ei_gemm_functor
 {
-  typedef typename Rhs::Scalar BlockBScalar;
+  ei_gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, Scalar actualAlpha,
-
+                  BlockingType& blocking)
-  ei_gemm_functor(const Lhs& lhs, const Rhs& rhs, Dest& dest, Scalar actualAlpha)
+    : m_lhs(lhs), m_rhs(rhs), m_dest(dest), m_actualAlpha(actualAlpha), m_blocking(blocking)
-    : m_lhs(lhs), m_rhs(rhs), m_dest(dest), m_actualAlpha(actualAlpha)
   {}
 
-  void operator() (Index row, Index rows, Index col=0, Index cols=-1, GemmParallelInfo<BlockBScalar,Index>* info=0) const
+  void operator() (Index row, Index rows, Index col=0, Index cols=-1, GemmParallelInfo<Index>* info=0) const
   {
     if(cols==-1)
       cols = m_rhs.cols();
+    if(info)
+      m_blocking.allocateB();
     Gemm::run(rows, cols, m_lhs.cols(),
               (const Scalar*)&(m_lhs.const_cast_derived().coeffRef(row,0)), m_lhs.outerStride(),
               (const Scalar*)&(m_rhs.const_cast_derived().coeffRef(0,col)), m_rhs.outerStride(),
               (Scalar*)&(m_dest.coeffRef(row,col)), m_dest.outerStride(),
-              m_actualAlpha,
+              m_actualAlpha, m_blocking, info);
-              info);
-  }
-
-
-  Index sharedBlockBSize() const
-  {
-    Index kc = m_rhs.rows(), mc = m_lhs.rows(), nc = m_rhs.cols();
-    computeProductBlockingSizes<Scalar,Scalar>(kc, mc, nc);
-    return kc * nc;;
   }
 
   protected:
@@ -248,12 +246,155 @@ struct ei_gemm_functor
     const Rhs& m_rhs;
     Dest& m_dest;
     Scalar m_actualAlpha;
+    BlockingType& m_blocking;
+};
+
+template<int StorageOrder, typename LhsScalar, typename RhsScalar, int MaxRows, int MaxCols, int MaxDepth,
+bool FiniteAtCompileTime = MaxRows!=Dynamic && MaxCols!=Dynamic && MaxDepth != Dynamic> struct ei_gemm_blocking_space;
+
+template<typename _LhsScalar, typename _RhsScalar>
+class ei_level3_blocking
+{
+    typedef _LhsScalar LhsScalar;
+    typedef _RhsScalar RhsScalar;
+    
+  protected:
+    LhsScalar* m_blockA;
+    RhsScalar* m_blockB;
+    RhsScalar* m_blockW;
+
+    DenseIndex m_mc;
+    DenseIndex m_nc;
+    DenseIndex m_kc;
+
+  public:
+
+    ei_level3_blocking()
+      : m_blockA(0), m_blockB(0), m_blockW(0), m_mc(0), m_nc(0), m_kc(0)
+    {}
+
+    inline DenseIndex mc() const { return m_mc; }
+    inline DenseIndex nc() const { return m_nc; }
+    inline DenseIndex kc() const { return m_kc; }
+
+    inline LhsScalar* blockA() { return m_blockA; }
+    inline RhsScalar* blockB() { return m_blockB; }
+    inline RhsScalar* blockW() { return m_blockW; }
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth>
+class ei_gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, true>
+  : public ei_level3_blocking<
+      typename ei_meta_if<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::ret,
+      typename ei_meta_if<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::ret>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor,
+      ActualRows = Transpose ? MaxCols : MaxRows,
+      ActualCols = Transpose ? MaxRows : MaxCols
+    };
+    typedef typename ei_meta_if<Transpose,_RhsScalar,_LhsScalar>::ret LhsScalar;
+    typedef typename ei_meta_if<Transpose,_LhsScalar,_RhsScalar>::ret RhsScalar;
+    typedef ei_product_blocking_traits<RhsScalar> Blocking;
+    enum {
+      SizeA = ActualCols * MaxDepth,
+      SizeB = ActualRows * MaxDepth,
+      SizeW = MaxDepth * Blocking::nr * ei_packet_traits<RhsScalar>::size
+    };
+
+    EIGEN_ALIGN16 LhsScalar m_staticA[SizeA];
+    EIGEN_ALIGN16 RhsScalar m_staticB[SizeB];
+    EIGEN_ALIGN16 RhsScalar m_staticW[SizeW];
+
+  public:
+
+    ei_gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth)
+    {
+      this->m_mc = ActualRows;
+      this->m_nc = ActualCols;
+      this->m_kc = MaxDepth;
+      this->m_blockA = m_staticA;
+      this->m_blockB = m_staticB;
+      this->m_blockW = m_staticW;
+    }
+
+    inline void allocateA() {}
+    inline void allocateB() {}
+    inline void allocateW() {}
+    inline void allocateAll() {}
+};
+
+template<int StorageOrder, typename _LhsScalar, typename _RhsScalar, int MaxRows, int MaxCols, int MaxDepth>
+struct ei_gemm_blocking_space<StorageOrder,_LhsScalar,_RhsScalar,MaxRows, MaxCols, MaxDepth, false>
+  : public ei_level3_blocking<
+      typename ei_meta_if<StorageOrder==RowMajor,_RhsScalar,_LhsScalar>::ret,
+      typename ei_meta_if<StorageOrder==RowMajor,_LhsScalar,_RhsScalar>::ret>
+{
+    enum {
+      Transpose = StorageOrder==RowMajor
+    };
+    typedef typename ei_meta_if<Transpose,_RhsScalar,_LhsScalar>::ret LhsScalar;
+    typedef typename ei_meta_if<Transpose,_LhsScalar,_RhsScalar>::ret RhsScalar;
+    typedef ei_product_blocking_traits<RhsScalar> Blocking;
+
+    DenseIndex m_sizeA;
+    DenseIndex m_sizeB;
+    DenseIndex m_sizeW;
+
+  public:
+
+    ei_gemm_blocking_space(DenseIndex rows, DenseIndex cols, DenseIndex depth)
+    {
+      this->m_mc = Transpose ? cols : rows;
+      this->m_nc = Transpose ? rows : cols;
+      this->m_kc = depth;
+
+      computeProductBlockingSizes<LhsScalar,RhsScalar>(this->m_kc, this->m_mc, this->m_nc);
+      m_sizeA = this->m_mc * this->m_kc;
+      m_sizeB = this->m_kc * this->m_nc;
+      m_sizeW = this->m_kc*ei_packet_traits<RhsScalar>::size*Blocking::nr;
+    }
+
+    void allocateA()
+    {
+      if(this->m_blockA==0)
+        this->m_blockA = ei_aligned_new<LhsScalar>(m_sizeA);
+    }
+
+    void allocateB()
+    {
+      if(this->m_blockB==0)
+        this->m_blockB = ei_aligned_new<RhsScalar>(m_sizeB);
+    }
+
+    void allocateW()
+    {
+      if(this->m_blockB==0)
+        this->m_blockB = ei_aligned_new<RhsScalar>(m_sizeB);
+    }
+
+    void allocateAll()
+    {
+      allocateA();
+      allocateB();
+      allocateW();
+    }
+
+    ~ei_gemm_blocking_space()
+    {
+      ei_aligned_delete(this->m_blockA, m_sizeA);
+      ei_aligned_delete(this->m_blockB, m_sizeB);
+      ei_aligned_delete(this->m_blockW, m_sizeW);
+    }
 };
 
 template<typename Lhs, typename Rhs>
 class GeneralProduct<Lhs, Rhs, GemmProduct>
   : public ProductBase<GeneralProduct<Lhs,Rhs,GemmProduct>, Lhs, Rhs>
 {
+    enum {
+      MaxDepthAtCompileTime = EIGEN_SIZE_MIN_PREFER_FIXED(Lhs::MaxColsAtCompileTime,Rhs::MaxRowsAtCompileTime)
+    };
   public:
     EIGEN_PRODUCT_PUBLIC_INTERFACE(GeneralProduct)
 
@@ -273,6 +414,9 @@ class GeneralProduct<Lhs, Rhs, GemmProduct>
       Scalar actualAlpha = alpha * LhsBlasTraits::extractScalarFactor(m_lhs)
                                  * RhsBlasTraits::extractScalarFactor(m_rhs);
 
+      typedef ei_gemm_blocking_space<(Dest::Flags&RowMajorBit) ? RowMajor : ColMajor,Scalar,Scalar,
+              Dest::MaxRowsAtCompileTime,Dest::MaxColsAtCompileTime,MaxDepthAtCompileTime> BlockingType;
+              
       typedef ei_gemm_functor<
         Scalar, Index,
         ei_general_matrix_matrix_product<
@@ -280,11 +424,11 @@ class GeneralProduct<Lhs, Rhs, GemmProduct>
           (_ActualLhsType::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(LhsBlasTraits::NeedToConjugate),
           (_ActualRhsType::Flags&RowMajorBit) ? RowMajor : ColMajor, bool(RhsBlasTraits::NeedToConjugate),
           (Dest::Flags&RowMajorBit) ? RowMajor : ColMajor>,
-        _ActualLhsType,
+        _ActualLhsType, _ActualRhsType, Dest, BlockingType> GemmFunctor;
-        _ActualRhsType,
+      
-        Dest> GemmFunctor;
+      BlockingType blocking(dst.rows(), dst.cols(), lhs.cols());
 
-      ei_parallelize_gemm<(Dest::MaxRowsAtCompileTime>32 || Dest::MaxRowsAtCompileTime==Dynamic)>(GemmFunctor(lhs, rhs, dst, actualAlpha), this->rows(), this->cols());
+      ei_parallelize_gemm<(Dest::MaxRowsAtCompileTime>32 || Dest::MaxRowsAtCompileTime==Dynamic)>(GemmFunctor(lhs, rhs, dst, actualAlpha, blocking), this->rows(), this->cols());
     }
 };
 

Eigen/src/Core/products/Parallelizer.h

@@ -69,16 +69,15 @@ inline void setNbThreads(int v)
   ei_manage_multi_threading(SetAction, &v);
 }
 
-template<typename BlockBScalar, typename Index> struct GemmParallelInfo
+template<typename Index> struct GemmParallelInfo
 {
-  GemmParallelInfo() : sync(-1), users(0), rhs_start(0), rhs_length(0), blockB(0) {}
+  GemmParallelInfo() : sync(-1), users(0), rhs_start(0), rhs_length(0) {}
 
   int volatile sync;
   int volatile users;
 
   Index rhs_start;
   Index rhs_length;
-  BlockBScalar* blockB;
 };
 
 template<bool Condition, typename Functor, typename Index>
@@ -112,11 +111,7 @@ void ei_parallelize_gemm(const Functor& func, Index rows, Index cols)
   Index blockCols = (cols / threads) & ~Index(0x3);
   Index blockRows = (rows / threads) & ~Index(0x7);
 
-  typedef typename Functor::BlockBScalar BlockBScalar;
+  GemmParallelInfo<Index>* info = new GemmParallelInfo<Index>[threads];
-  BlockBScalar* sharedBlockB = new BlockBScalar[func.sharedBlockBSize()];
-
-  GemmParallelInfo<BlockBScalar,Index>* info = new
-		  GemmParallelInfo<BlockBScalar,Index>[threads];
 
   #pragma omp parallel for schedule(static,1) num_threads(threads)
   for(Index i=0; i<threads; ++i)
@@ -129,12 +124,10 @@ void ei_parallelize_gemm(const Functor& func, Index rows, Index cols)
 
     info[i].rhs_start = c0;
     info[i].rhs_length = actualBlockCols;
-    info[i].blockB = sharedBlockB;
 
     func(r0, actualBlockRows, 0,cols, info);
   }
 
-  delete[] sharedBlockB;
   delete[] info;
 #endif
 }

test/nomalloc.cpp

@@ -100,9 +100,7 @@ void ctms_decompositions()
 
   const Matrix A(Matrix::Random(size, size));
   const ComplexMatrix complexA(ComplexMatrix::Random(size, size));
-//   const Matrix saA = A.adjoint() * A; // NOTE: This product allocates on the stack. The two following lines are a kludgy workaround
+  const Matrix saA = A.adjoint() * A;
-  Matrix saA(Matrix::Constant(size, size, 1.0));
-  saA.diagonal().setConstant(2.0);
 
   // Cholesky module
   Eigen::LLT<Matrix>  LLT;  LLT.compute(A);