1 Temporal blocking of stencil codes

New algorithms and optimization techniques are needed to balance the accelerating trend towards bandwidth-starved multicore chips. It is well known that the performance of stencil codes can be improved by temporal blocking, lessening the pressure on the memory interface. We introduce a new pipelined approach that makes explicit use of shared caches in multicore environments and minimizes synchronization and boundary overhead. For clusters of shared-memory nodes we demonstrate how temporal blocking can be employed successfully in a hybrid shared/distributed-memory environment.

Multicore-aware parallel temporal blocking of stencil codes for shared and distributed memory

[0.5cm]Markus Wittmann, Georg Hager, Gerhard Wellein

[1mm]Erlangen Regional Computing Center, 91058 Erlangen, Germany

1 Temporal blocking of stencil codes

1.1 Baseline and test bed

The Jacobi algorithm is a simple method for solving boundary value problems. It serves here as a prototype for more advanced stencil-based methods like the lattice-Boltzmann algorithm (LBM). In three dimensions, one stencil (cell) update is described by


Successive sweeps over the computational domain are performed to reach convergence, writing to grids and in turn. Counting the usually required read for ownership (RFO) on a write miss, the kernel has a naive code balance of (double precision words per flop). However, the actual number of words transferred over the slowest data path (the memory bus) can be reduced to three per stencil update with a suitable spatial blocking scheme. Furthermore, the RFO can be circumvented on current x86-based processor architectures by employing non-temporal store instructions, which bypass the cache hierarchy. These and other well-known standard optimizations like data alignment and SIMD vectorization have been applied for our baseline version of the algorithm and are described in the literature [1, 2]. We use OpenMP-parallel C/C++ code whenever possible, and revert to compiler intrinsics only if necessary, e.g., if the compiler refuses SIMD vectorization because a loop runs backward (as is the case with the compressed grid version of pipelined temporal blocking, which will be described in Sect. 1.3).

The memory-bound performance of the baseline code on a given architecture can be easily estimated by assuming that memory bandwidth is the sole limiting factor, and that all other contributions can be hidden behind it. This assumption is valid for current multicore processors if all cores sharing a memory interface are used in a parallel calculation, but may be false for single-threaded code [8]. If the achievable STREAM COPY bandwidth (using non-temporal stores) is , a “perfect” baseline Jacobi code () should show a performance of


We use the “lattice site updates per second” (LUP/s) metric here. Unless otherwise noted, all benchmark tests were performed on a cluster of dual-socket Intel Nehalem EP (Xeon 5550) compute nodes. The quad-core CPUs run at a clock speed of 2.66 GHz and achieve a maximum STREAM COPY bandwidth of 18.5 GB/s per socket, leading to an expectation of 2.3 GLUP/s for a standard Jacobi algorithm in main memory. A shared 8 MB L3 cache is available to the four cores in a socket, while L2 (256 kB) and L1D (32 kB) caches are exclusive to each core. Memory is physically distributed across the two sockets but logically shared, forming a ccNUMA-type system. The nodes are connected via with a fully non-blocking fat-tree QDR-InfiniBand interconnect.

The idea behind temporal blocking is to perform multiple in-cache updates on each grid cell before the result is evicted to memory, thereby reducing effective code balance. Section 1.3 will introduce a pipelined temporal blocking scheme in a shared-memory parallel context, while Sect. 2 describes how and under what conditions these optimizations can be put to use in a hybrid (shared/distributed-memory) code.

1.2 Related work

Improving the performance of stencil codes by temporal blocking is not a new idea, and many publications have studied different methods in depth [3, 4, 5, 6, 7]. However, the explicit use of shared caches provided by modern multicore CPUs has not yet been investigated to great detail. Ref. [2] describes a “wavefront” method similar to the one introduced here. However, that work was motivated mainly by the architectural peculiarities of multi-core CPUs, and does not elaborate on specific optimizations like avoiding boundary copies and optimizing thread synchronization. Our investigation is more general and explores a much larger parameter space. Finally there is, to our knowledge, as yet no systematic analysis of the prospects of temporal blocking on hybrid architectures, notably clusters of shared-memory compute nodes.

1.3 Shared-memory pipelined temporal blocking on shared caches

In contrast to previous approaches to cache reuse with stencil algorithms, pipelined temporal blocking makes explicit use of the cache topology on modern processors, where certain cache levels are shared by groups of cores, which we call cache groups. Our Nehalem test system is a typical example, where the four cores in a socket share an 8 MB L3 cache.

Pipelined blocking splits the set of all available threads into teams of size , where a team runs on cores sharing a cache. It is possible that the size of a team is smaller than the whole cache group, but this option will not be explored here. Each team has one “front” thread, which performs the first updates on a certain grid block (see Fig. 1 for a visualization with three threads and ). Of course the block is loaded to cache in this process, and if it is small enough, the remaining threads can perform further updates ( each) on it in turn before it gets evicted to memory. All threads in the team can be kept busy by keeping this pipeline running, with different blocks in different stages until each block of the whole computational domain has been updated times, which completes a team sweep. To avoid race conditions, the minimum distance between neighboring threads is one block, but it may be larger. An estimate for the maximum distance is given by the cache size divided by times the size of one block. Due to the one-layer shift after each block update, the actual amount of cache needed is actually larger, depending on the blocksize and the overall number of updates, . In the simplest case, the distance is kept constant by imposing a global barrier across all threads after each block update. See below for ways to reduce synchronization overhead.

Figure 1: Temporal blocking by pipelining, shown here for three threads in two dimensions and separate grids and . All threads in a team update the most part of a block consecutively. Shifting the block by one cell in each direction after an update avoids extra boundary copies. To avert race conditions, a global barrier is required after each block update. This scheme can be easily generalized to support multiple updates per thread. Possible optimizations include the use of a “compressed grid” update scheme, and relaxed synchronization (see text).

Pipelined blocking has potential for automatic overlapping data transfer and calculation, because the front thread continuously operates on new blocks, which have to be fetched from memory. Compared to the wavefront technique [2], it does not incur extra work or boundary copies. The resulting kernel is fully SIMD-vectorized, and the well-known “compressed grid” optimization can be applied here as well: During the first team sweep, each result is written to a location shifted by the vector (-1,-1,-1) relative to its original position. In order to avoid complex address calculations, alternate team sweeps shift by (-1,-1,-1) and (+1,+1,+1), respectively, requiring reverse loops (running from large to small indices) on all even sweeps. Since the compiler refuses to properly SIMD-vectorize the inner loop in this case, SSE intrinsics were used to get optimal code. The use of non-temporal stores is unnecessary and even counterproductive; after the updates in a team sweep, a block gets evicted to memory automatically by the usual replacement mechanisms. The benefit of using “compressed grid” is that only one grid is necessary, saving nearly half the memory and lessening the bandwidth requirements.

In typical shared-memory systems there is usually more than one outer-level cache group, so more than one team must be kept running. We choose to use those additional threads to perform further updates on the blocks already handled by the “front” team. This enlarges the whole update pipeline to stages, where is the number of teams. Since different teams do not share any cache, blocks updated by one team must be transferred to another cache when the next team takes over. As will be shown in the results section, it makes sense to enforce a larger distance between successive teams than between neighboring threads inside a team. We call this extra distance the team delay, .

A problem with our method of consecutive thread teams is that every thread updates every block, rendering ccNUMA placement optimizations mostly useless. However, since the pressure on the memory interfaces is greatly reduced by the temporal blocking, a round-robin page placement strategy is adequate to achieve parallelism in memory access. The baseline Jacobi code employs standard first-touch page placement.

Relaxed synchronization

It is well known that synchronizing a large group of threads running on different cores can incur significant overhead. Depending on the system topology (shared caches, sockets, ccNUMA locality domains), a barrier may cost hundreds if not thousands of cycles even if implemented efficiently [8]. \@floatfigure\end@float With the number of cores per shared-memory node increasing steadily over time, alternatives should be used where appropriate. In our pipelined temporal blocking scheme, the barrier can be removed completely if the minimum and maximum thread distance and team delays are still observed. To this end, each thread maintains a (volatile) counter variable , which is initialized to zero at the start of each team sweep. It gets incremented whenever has updated its current block. Each is located in a cache line of its own to circumvent false sharing. The conditions to allow thread to start updating the next block are then


The first condition averts data races, whereas the second maintains a maximum distance between consecutive threads. The team delay is trivially implemented by adding to on a team’s front thread and to on its “rear” thread. Overall front and rear threads (i.e., the front thread of the first and the rear thread of the last team) ignore the first and the second condition, respectively.

In this scheme, only thread updates its own counter ; all others read its updated value by means of the standard cache coherence mechanisms. Making the variables volatile prevents register optimizations (using the OpenMP flush directive instead would be an alternative worth investigating). The naive choice of imposes a rigid lock-step between threads. As will be shown in the results section, it is better to choose a different value at least for , allowing for some “looseness” in the pipeline.

1.4 Single-cache diagnostic performance model

One can try to establish an upper limit for the expected performance gain through pipelined temporal blocking on a cache group. Following the analysis in [2], we assume that the cache is large enough to hold blocks, and that the blocksize is chosen such that the shared cache must supply one load and one store per stencil update only. Since all data that comes from memory must also be streamed through the shared cache, the overall transfer time is the sum of in-memory and in-cache contributions. The block updates performed by a team thus take


Here is the memory bandwidth as obtained by a single-threaded STREAM COPY benchmark (a single stream is not able to saturate the memory bus on most current multicore processors), and is the multi-threaded shared cache bandwidth for STREAM COPY-like kernels. All upper cache levels are assumed to be infinitely fast. The expected speedup compared to the standard Jacobi algorithm is then


In the limit of very large , this ratio becomes as expected. The speedup increases if is close to , which is just another way of saying that the processor is “bandwidth-starved” when using multiple cores to access memory. On the other hand, if the memory bandwidth scales with core count, the factor of in the numerator is canceled, making such an architecture a bad candidate for temporal blocking. On the Nehalem system we use, and  [8], leading to an expected speedup of at , or 1.45 at . Although the model contains significant simplifications, our measurements on a single Nehalem socket match this prediction almost exactly (see next section). The maximum possible speedup on this CPU would be .

Note that our model assumes that code execution inside the caches and also in memory is purely bandwidth-bound, and that the memory bus is never idle, i.e., always saturated. If code execution decouples from main memory bandwidth, or execution becomes limited by arithmetic throughput, one cannot expect to get valid predictions.

1.5 Socket and node results

We must stress that the parameter space for temporal blocking schemes, and especially for pipelined blocking, is huge. The optimal choices reported here have been obtained experimentally, with some guidance from experience with older codes.


Figure 2: Left: Single-socket and single-node results for pipelined blocking versus the standard version, ( grid). and predictions for one-socket performance are indicated. Optimal values for were determined empirically except for the data. Top: Influence of pipeline looseness.

The left part of Fig. 2 shows single-socket (one team) and node results (two teams) on our test system for a fixed problem size of (Intel compiler version 11.1.056 was used throughout). The standard Jacobi data was obtained with a blocksize of roughly (); it is well known that due to the hardware prefetching mechanisms on current x86 designs, a long inner loop (comparable to the page size) is favorable [1]. While the results are rather insensitive to the blocksizes in and directions as long as the cache size restrictions are observed, the inner loop length is also decisive for good performance on the temporally blocked versions. Best performance is achieved around , with minor variations depending on the number of time steps per thread.

In contrast, the pipelined blocking scheme can achieve speedups of up to 50–60 % on one and two sockets. The relaxed synchronization scheme is somewhat beneficial, and pays off most on two sockets where the global barrier is much more costly than on the shared L3 cache of a single processor. Nevertheless we expect it to be a vital optimization on future many-core designs. The optimal number of updates per thread and block, , is usually 2 with some very minor improvement at . At the prediction from the diagnostic performance model agrees perfectly with our measurements; however, the model fails completely at larger for two reasons. First, code execution has decoupled from main memory bandwidth already at . With four threads on the socket, a performance of 1600 MLUP/s causes a main memory bandwidth of about 6.4 GB/s, which is just below the single-thread STREAM COPY bandwidth of 10 GB/s. Second, in-cache performance for stencil codes is not dominated by bandwidth effects alone, as has been shown in [8].

The optimal range of values for , the upper limit for the distance of neighboring threads, was determined to be 1–4 with the block sizes chosen (see the right part of Fig. 2). This allows for sufficient looseness in the pipeline without running the danger of blocks falling out of cache before the team’s rear thread has done its updates on them. Compared to the “lockstep” case , a performance gain of about 80 % can be observed. Of course, and the blocksize are strongly coupled, and larger blocks would require smaller , but we could not find better combinations than the ones reported here. A finite team delay only has a very slight impact on this architecture (about 3 % improvement for ), and its influence will not be studied further.

Scalability of the pipelined code is not perfect across sockets, since proper NUMA placement cannot be enforced, as described above. However, distributed-memory parallelization (see next section) can employ one process per socket, eliminating the need for first-touch parallel placement.

2 Distributed-memory parallelization

2.1 Multi-halo exchange


figure\end@float The parallel temporal blocking schemes described above work on multicore-based shared-memory architectures. Stencil algorithms are usually straightforward to parallelize on distributed-memory systems using domain decomposition and halo layer exchange, and the temporally blocked Jacobi code is no exception: The computational domain is decomposed as usual, but instead of a single halo, layers must be exchanged after updates have been performed per subdomain. Subdomains overlap by grid layers, and extra work is involved on the boundaries because update number covers a domain that is layers larger in each direction. The amount of data communication per stencil update is roughly the same as for no temporal blocking, except for edge and corner contributions, which only become important on very small subdomains (see below). An important side effect of multi-layer halo exchange is that communication takes place across subdomain edges and corners. Latency-dominated small messages can be avoided by transmitting halos consecutively along the three coordinate directions [9] (see Fig. LABEL:fig:dce).

The question arises whether the use of multi-layer halo exchange has any significant impact on performance. Two factors lead to opposite effects here: If the subdomain surface area is very small, aggregating multiple messages into one may be beneficial; effective bandwidth rises dramatically with growing message size in the latency-dominated regime. On the other hand, the surface to volume ratio is large in this limit, leading to a significant overhead from communication and extra halo work. \@floatfigure\end@float The different contributions to execution time (“bulk” and additional “face” stencil updates, and halo exchange) can be calculated, assuming a simple latency/bandwidth model for network communication and no overlap between calculation and data transfer.

While only simple algebra is involved, the resulting expressions are very complex, so we restrict ourselves to a graphical analysis. The main panel of Fig. LABEL:fig:mlh-adv shows the predicted ratio of execution times between a standard one-layer halo version and -layer exchange for cubic subdomains of size and different . We have set the parameters for a QDR-InfiniBand network here, with an asymptotic (large-message) unidirectional bandwidth of 3.2 GB/s and a latency of 1.8 s. The single-node performance was assumed to be 2000 MLUP/s, independent of (which only roughly holds in practice). As expected, multi-layer halos have no influence at large subdomain sizes. As the domain gets smaller (), extra halo work starts to degrade performance, but a relevant impact can only be expected at . At even smaller , the positive effect of message aggregation over-compensates the halo overhead, leading to substantial performance gains. Although this looks like a good result, the ratio of computation time versus overall execution time as shown in the inset of Fig. LABEL:fig:mlh-adv proves that the algorithm is strongly communication-limited below , such that parallel efficiency is very low. Any gain obtained by sophisticated temporal blocking is squandered by communication overhead in this limit.

Note that this simple model disregards some important effects like switching of message protocols, overhead for copying to and from message buffers, load imbalance, etc. Its purpose is to get a rough idea about where to expect benefits from distributed-memory parallelization of pipelined blocking with multi-layer halos.

2.2 Distributed-memory results

Implementation of the hybrid MPI/OpenMP pipelined Jacobi code was straightforward, with no explicit or implicit overlapping of communication and computation. The MPI library used (Intel MPI does not support asynchronous non-blocking transfers. Profiling has shown that copying halo data from boundary cells to and from intermediate message buffers causes about the same overhead as the actual data transfer over the QDR-InfinBand interconnect.


figure\end@float Figure LABEL:fig:dm shows performance data for strong and weak scaling scenarios at problem sizes of overall and per node, respectively, on 1 to 64 nodes. The standard Jacobi code (triangles and squares) was run with one MPI process per core (8PPN) and in “hybrid vector” mode (1PPN), the latter being clearly inferior.

The results for the multi-halo pipelined code substantiate the predictions from the model in the previous section: At large node count and strong scaling, execution time is dominated by communication. Hence, the benefit from temporal blocking cannot be maintained in this case. On the other hand, much less performance is lost with weak scaling. Due to the ccNUMA page placement problems with pipelined blocking, using two processes per node (2PPN), i.e., one per socket, yields a substantial improvement over the 1PPN case. About 80 % of the pipelined blocking speedup can be maintained for the distributed-memory parallel case.

3 Summary and outlook

We have demonstrated that multicore-aware pipelined temporal blocking can lead to a substantial performance improvement for the Jacobi algorithm on a current multicore architecture (Intel Nehalem EP). Substitution of a global barrier by relaxed synchronization between neighboring threads adds to the benefits. At least for a situation where the memory bus is still nearly saturated, a simple bandwidth-based performance model can predict the expected speedup. In comparison to earlier, more bandwidth-starved processor designs, the potential gain on Nehalem is limited due to the small ratio between cache and memory bandwidths, and the inability of a single core to saturate the memory bus. However, future multicore processors (just like the older Core 2 designs [2, 10]) can be expected to be less balanced, and thus profit more from temporal blocking. We have also shown, theoretically and in practice, under which circumstances it is possible to port the temporal blocking speedup to a distributed-memory parallel (hybrid) code. A hybrid, temporally blocked lattice Boltzmann flow solver based on the principles presented in this work is under development.

Further optimizations are possible: One main drawback of our method is that all cores in a node form a single large pipeline, inhibiting optimal ccNUMA placement. This could be corrected by a domain decomposition strategy similar to the one demonstrated in Ref. [2]. Prospects for overlapping communication and computation by functional decomposition among threads will be investigated, but we expect substantial complexities in such an implementation. We will also perform extensive benchmark tests on other processor and system architectures, including massively parallel systems like Cray XT and IBM Blue Gene.


Lively discussions with Darren Kerbyson, Jan Treibig, Thomas Zeiser and Johannes Habich are gratefully acknowledged. This work was supported by BMBF under grant No. 01IH08003A (project SKALB).


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