Tag: vectorization

Vectorised Algorithms in Java

There has been a Cambrian explosion of JVM data technologies in recent years. It’s all very exciting, but is the JVM really competitive with C in this area? I would argue that there is a reason Apache Arrow is polyglot, and it’s not just interoperability with Python. To pick on one project impressive enough to

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