Multiplying Matrices, Fast and Slow

I recently read a very interesting blog post about exposing Intel SIMD intrinsics via a fork of the Scala compiler (scala-virtualized), which reports multiplicative improvements in throughput over HotSpot JIT compiled code. The academic paper (SIMD Intrinsics on Managed Language Runtimes), which has been accepted at CGO 2018, proposes a powerful alternative to the traditional […]

Incidental Similarity

I recently saw an interesting class, BitVector, in Apache Arrow, which represents a column of bits, providing minimal or zero copy distribution. The implementation is similar to a bitset but backed by a byte[] rather than a long[]. Given the coincidental similarity in implementation, it’s tempting to look at this, extend its interface and try […]

Vectorised Logical Operations in Java 9

This is a short post for my own reference, since I feel I have already done the topic of does Java 9 use AVX for this? to death. Cutting to the chase, Java 9 autovectorises loops to compute logical ANDs, XORs, ORs and ANDNOTs between arrays, making use of the instructions VPXOR, VPOR and VPAND. […]

How much Algebra does C2 Know? Part 2: Distributivity

In part one of this series of posts, I looked at how important associativity and independence are for fast loops. C2 seems to utilise these properties to generate unrolled and pipelined machine code for loops, achieving higher throughput even in cases where the kernel of the loop is 3x slower according to vendor advertised instruction […]

Zeroing Negative Values in Arrays Efficiently

Replacing negatives with zeroes in large arrays of values is a primitive function of several complex financial risk measures, including potential future exposure (PFE) and the liquidity coverage ratio (LCR). While this is not an interesting operation by any stretch of the imagination, it is useful and there is significant benefit in its performance. This […]