Matrix Core Programming on AMD CDNA Architecture

ARMv9 Scalable Matrix Extension (SME). Apple had outer-product matrix hardware (AMX) since 2019, but you cannot buy the chips by themselves.

I am still using ancient AMD GPUs, bought between 2015 and 2019, because all later GPUs have much worse FP64 throughput per dollar.

So I was never able to upgrade them, because all newer GPUs are worse.

There was a little hope when the last generation of Intel discrete desktop Battlemage GPUs improved their FP64 throughput. While their throughput is relatively modest, i.e. half of a Zen 5 desktop Ryzen, they are extremely cheap so their performance per dollar is very good. Therefore they can be used to multiply the throughput of a desktop computer at a modest additional cost.

Unfortunately, with the new Intel CEO the future of the Intel GPUs is very unclear, so it is unknown whether they will be followed by better GPUs or they will be canceled. If Intel will stupidly choose to no longer compete in the GPU market, the last source of GPUs with good FP64 throughput will disappear.

The datacenter GPUs that still have good FP64 throughput have huge prices that cannot be justified for any small business or individual. In order to recover the cost of such GPUs you must have a workload that keeps them busy continuously, day and night. Such workloads must be aggregated from a large number of users. So we have regressed to the mainframes used by time-sharing around the beginning of the seventies of the last century, backwards from the freedom of personal computers.

I see no hope for the future availability of any computing devices with better FP64 throughput per dollar than the desktop CPUs. Technically, it would be trivial to make such devices, but the companies like AMD and NVIDIA do not care about small business or individual customers but only about selling to other equally huge companies, so they dimension their devices accordingly and they also set fictitious retail prices many times greater than the actual price that will be negotiated with the big companies. While the big companies will pay much less, small businesses or individuals cannot buy at other prices than the list prices, which means that they must give up on buying such devices as they are not worth such prices.

Matrix free generally refers to using "X-vector product" operators, where X is something like the Jacobian or Hessian, but you do not materialize the final Jacobian or Hessian matrix. A big X operator is split into smaller X operators and you operate on the X operator by obtaining the X-vector products sequentially. This doesn't necessarily mean there are no matrices in the individual X-vector products. The smaller X operators could still be matrix vector products.

In fact, one of the big benefits of splitting your big matrix into a series of small matrix vector products is that some of the matrix vector products are parameterized and some are not or at least they share the same parameters over multiple matrix vector products. This means you can perform matrix-matrix multiplication against some of the operators. This is particularly evident in batched training of neural networks.

I do not see which is the relationship between Ozaki algorithms and algorithms that are supposedly "matrix free".

The Ozaki scheme and its variants improves the precision of matrix-matrix multiplications, allowing a matrix-matrix multiplication done with operations having lower-precision to approach the precision of the same multiplication done with operations with higher precision.

So it is an improvement for matrix-matrix operations, which are better done in matrix units. It is not any kind of "matrix free" algorithm.

The Ozaki scheme is not good enough for emulating FP64 in a GPU with poor FP64 throughput, but good FP32 throughput. The reason is that not only the greater precision of FP64 is important, but also its much greater dynamic range in comparison with FP32. In computations with FP64, overflows and underflows are extremely rare events and easy to avoid. On the other hand, in complex physical simulations it is impossible to avoid overflows and underflows in FP32, unless one uses extremely cumbersome frequent rescalings, which eliminate all the advantages of using floating-point numbers instead of fixed-point numbers.

I do not know to which kind of "matrix free" algorithms for FEA you are referring .

Nevertheless, the problem of any "matrix free" algorithm is exactly its poor scaling, because any "matrix free" algorithm must do similar amounts of computational operations and memory transfers. This limits the performance to that of the memory, which prevents scaling.

The advantage of the algorithms based on matrices is exactly the better scaling, because only such algorithms can do more computational operations than memory transfers, so their scaling is no longer limited by the memory interface.

For implementing matrix-matrix operations, the matrix units introduced initially by NVIDIA and then by AMD, Apple, Intel and since next year also by Arm, are preferable, because they reduce even more the number of memory transfers that prevent scaling, in comparison with implementing the same matrix-matrix operations in vector units.

There is no need for dedicated hardware for LU, because for big matrices LU can be reduced to matrix-matrix multiplications of smaller submatrices.

LU for small matrices and most other operations with small matrices are normally better done in the vector units.