cho3 / blasfeo

Basic linear algebra subroutines for embedded optimization

BLASFEO - BLAS For Embedded Optimization

BLASFEO provides a set of basic linear algebra routines, performance-optimized for matrices fitting in cache (i.e. generally up to a couple hundreds size in each dimension), as typically encountered in embedded optimization applications.

The currently supported compter architectures (TARGET) are:

• X64_INTEL_HASWELL: Intel Haswell architecture or newer, AVX2 and FMA ISA, 64-bit OS.
• X64_INTEL_SANDY_BRIDGE: Intel Sandy-Bridge architecture or newer, AVX ISA, 64-bit OS.
• X64_INTEL_CORE: Intel Core architecture or newer, SSE3 ISA, 64-bit OS.
• X64_AMD_BULLDOZER: AMD Bulldozer architecture, AVX and FMA ISAs, 64-bit OS.
• X86_AMD_JAGUAR: AMD Jaguar architecture, AVX ISA, 32-bit OS.
• X86_AMD_BARCELONA: AMD Barcelona architecture, SSE3 ISA, 32-bit OS.
• ARMV8A_ARM_CORTEX_A57: ARMv8A architecture, VFPv4 and NEONv2 ISAs, 64-bit OS.
• ARMV8A_ARM_CORTEX_A53: ARMv8A architecture, VFPv4 and NEONv2 ISAs, 64-bit OS.
• ARMV7A_ARM_CORTEX_A15: ARMv7A architecture, VFPv3 and NEON ISAs, 32-bit OS.
• ARMV7A_ARM_CORTEX_A7: ARMv7A architecture, VFPv3 and NEON ISAs, 32-bit OS.
• GENERIC: generic target, coded in C, giving better performance if the architecture provides more than 16 scalar FP registers (e.g. many RISC such as ARM).

The BLASFEO backend provides three possible implementations of each linear algebra routine (LA):

• HIGH_PERFORMANCE: target-tailored; performance-optimized for cache resident matrices; panel-major matrix format. Currently provided for OS_LINUX (x86_64 64-bit, x86 32-bit, ARMv8A 64-bit, ARMv7A 32-bit), OS_WINDOWS (x86_64 64-bit) and OS_MAC (x86_64 64-bit).
• REFERENCE: target-unspecific lightly-optimizated; small code footprint; column-major matrix format
• EXTERNAL_BLAS_WRAPPER: call to external BLAS and LAPACK libraries; column-major matrix format

BLASFEO prodives two APIs:

• BLAS API: the standard BLAS and LAPACK APIs, with matrices stored in column-major.
• BLASFEO API: this API is optimized to reduce overhead for small matrices. It employes structures to describe matrices (blasfeo_dmat) and vectors (blasfeo_dvec), defined in include/blasfeo_common.h. The actual implementation of blasfeo_dmat and blasfeo_dvec depends on the LA and TARGET choice. The API is non-destructive, and compared to the BLAS API it has an additional matrix/vector argument reserved for the output.

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The BLASFEO wiki can be found at the page
https://blasfeo.syscop.de
and it provides more detailed installation instructions and examples, and a rich collection of benchmarks and comparisions.

More scientific information can be found in:

• the original BLASFEO paper describes the BLASFEO API and the beckend (comprising the panel-major matrix format):
  G. Frison, D. Kouzoupis, T. Sartor, A. Zanelli, M. Diehl, BLASFEO: basic linear algebra subroutines for embedded optimization. ACM Transactions on Mathematical Software (TOMS), 2018.
  (arXiv preprint https://arxiv.org/abs/1704.02457 )
• the second BLASFEO paper describes the BLAS API implementation and the assembly framework with its custom function calling convention:
  G. Frison, T. Sartor, A. Zanelli, M. Diehl, The BLAS API of BLASFEO: optimizing performance for small matrices, 2019.
  (arXiv preprint https://arxiv.org/abs/1902.08115 )
• the slides introduce BLASFEO:
  www.cs.utexas.edu/users/flame/BLISRetreat2017/slides/Gianluca_BLIS_Retreat_2017.pdf
• video with comments to the slides:
  https://utexas.app.box.com/s/yt2d693v8xc37yyjklnf4a4y1ldvyzon

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Notes:

• BLASFEO is released under the GPL+CE (Gnu General Public License version 3.0 with Classpath Exception). This license has been chosen to avoid the issues that the LGPL license implies in case of static linking. Unformally speaking, the GPL+CE license allows the BLASFEO library to be linked to both statically and dynamically to produce an executable, and the resulting executable can be released under terms of your choice. Please refer to the LICENSE.txt file for the legally binding statement of the license.

• 06-01-2018: BLASFEO employs now a new naming convention. The bash script change_name.sh can be used to automatically change the source code of any software using BLASFEO to adapt it to the new naming convention.