Calculating the Fibonacci numbers on GPU

(veitner.bearblog.dev)

33 points | by rbanffy 4 days ago

4 comments

  • meindnoch 6 hours ago
    They are calculating F(99999999) mod 9837. This can be done by 54 matrix multiplications of 2x2 matrices. It takes nanoseconds on a CPU. There's absolutely no point in using the GPU for this.
    • Strilanc 3 hours ago
      Yeah, I measure ~250 nanoseconds on CPU single shot. ~125 nanos amortized if repeated 100 times. It's fast enough that I'm not sure I'm benchmarking the method, as opposed to overheads like reading the time.

          #include <stdio.h>
          #include <time.h>
          
          int fib_mod_9837(int n) {
              int a = 0;
              int b = 1;
              int k = 1;
              while (k < n) {
                  k <<= 1;
              }
              while (k) {
                  int a2 = a*a;
                  int b2 = b*b;
                  int ab2 = a*b << 1;
                  a = a2 + ab2;
                  b = a2 + b2;
                  if (n & k) {
                      int t = a;
                      a += b;
                      b = t;
                  }
                  a %= 9837;
                  b %= 9837;
                  k >>= 1;
              }
              return a;
          }
          
          int main() {
              struct timespec begin, end;
              clock_gettime(CLOCK_MONOTONIC_RAW, &begin);
              int result = fib_mod_9837(99999999);
              clock_gettime(CLOCK_MONOTONIC_RAW, &end);
              printf("%lld\n", result);
              printf("elapsed nanos: %lld\n", (end.tv_nsec - begin.tv_nsec) + (end.tv_sec  - begin.tv_sec)*1000000000);
          }
    • threatofrain 56 minutes ago
      What's wrong with the closed form formula?
  • lb-guilherme 10 hours ago
    The algorithm here, fast doubling, is sequential (there is no parallelism) and is quite fast, with less than a hundred operations to arrive to the final result. This runs in nanosecond on a CPU and the benchmark in the article is mostly measuring the communication time rather than actual computation time.
    • meindnoch 6 hours ago
      They are unnecessarily filling a 99999999-sized array, only to print the last element and throw away the rest. Most of the time is going to be spent on filling this 400MB array.

      Unintentionally, the article is a good cautionary tale of how algorithmic knowledge can beat raw hardware power, if you know what you're doing.

    • Someone 9 hours ago
      They also do not make use of the fact that matrix multiplication is associative, so M⁴ = M² × M², M⁸ = M⁴ × M⁴, etc. That means one can compute F32 using 5 matrix multiplications. This uses 31.

      It wouldn’t surprise me at all if doing those 5 matrix multiplications on a CPU were faster than doing 31 on the GPU.

      Also, FTA: “To calculate extremly large fibonacci numbers we need to avoid integer overflow. A simple way to avoid that is to just take everything modulo a given number in the matrix multiplication“

      ⇒ This also is NOT calculating the Fibonacci numbers, copping out when things get difficult on a GPU.

      If you want to compute Fn mod some constant for 1 ≤ n ≤ some large constant fast on a GPU, I think I would compute quite a few of the intermediate matrices using the fast way, then spin up some ‘threads’ to compute the intermediate versions by copying those with the ‘standard’ matrix.

      • KeplerBoy 9 hours ago
        The matrix in question is tiny (2x2). There's no hope a GPU would ever outperform a CPU on that.

        It only gets interesting if you need a large matmuls or millions of small matmuls in parallel.

    • CBLT 3 hours ago
      Writing C code that performs this fast doubling algorithm for Fibonacci numbers was actually quite fun. Highly recommend it.

      In my experience where I didn't modulo the numbers, the compute time was dominated by the last couple of multiplications with Megabyte-sized integers.

  • Strilanc 3 hours ago
    Ah yes, another entry in the "I'll compute Fibonacci fast!... oh no" genre.

    My favorite of the genre so far is https://www.youtube.com/watch?v=KzT9I1d-LlQ , which tries to compute a big Fibonacci number in under a second. It doesn't do the modulus, so it has to do big integer arithmetic, and so is really about doing big multiplications with FFTs. But then it funnily spins off into a series of videos as the author keeps dryly realizing their code is extremely wasteful (ending in finally just using GMP).

    • foobarian 1 hour ago
      Reminds me of the opening in a war story in the "Algorithm Design Manual."

      > That look in his eyes should have warned me even before he started talking. “We want to use a parallel supercomputer for a numerical calculation up to 1,000,000,000, but we need a faster algorithm to do it.” I’d seen that distant look before. Eyes dulled from too much exposure to the raw horsepower of supercomputers - machines so fast that brute force seemed to eliminate the need for clever algorithms; at least until the problems got hard enough.

    • 0xf00ff00f 2 hours ago
      Great video, thanks for the link!
  • eesmith 9 hours ago
    > Using the power of GPUs we are able to calculate F99999999 in only 17 milliseconds on my Consumer GPU

    FWIW, on my 2020 era laptop, the following:

      #include <stdio.h>
      
      int main(void) {
        int a = 1, b = 1, c, n = 99999999;
        while (--n) {
          c = (a+b) % 9837;
          a = b;
          b = c;
        }
        printf("%d\n", a);
        return 0;
      }
    
    takes 330 ms measured as "time a.out".

    The problem with Fibonacci is there are algorithmic ways to speed things up. The following (using the method at https://en.wikipedia.org/wiki/Fibonacci_sequence to compute Fibonacci numbers recursively in O(log n) arithmetic operations) takes Python 0.1 ms to compute the same value:

      import functools
    
      @functools.cache
      def F(n):
          if n <= 2:
              return 1
    
          m = n // 2 # rounds down
          if n % 2:
              # odd
              return (F(m+1)**2 + F(m)**2) % 9837
          else:
              return ((2*F(m+1) - F(m))*F(m)) % 9837
    
      print(F(99999999))
    • qsort 7 hours ago
      Well, there's a closed formula right? I wonder if it's faster to carry out the computation in Z[sqrt(5]).
      • seanhunter 5 hours ago
        • qsort 5 hours ago
          Yeah, there's a similar formula for all homogeneous linear recurrences if I'm not mistaken, but you can't evaluate it naively with floating point arithmetic. We can view (1 + sqrt(5)) and (1 - sqrt(5)) as elements of Z[sqrt(5)] though. It's probably extremely annoying to write because you have to implement the arithmetic operations in that field, but it wouldn't surprise me if it had faster runtime.

          Probably Claude can do it? Maybe I'll give it a try later :)

    • amelius 8 hours ago
      Maybe a better test is digits of Pi?

      Or recursive hashing?

      • staunton 7 hours ago
        A test of what?
        • amelius 7 hours ago
          Test of your GPU approach/library versus CPU.
          • eesmith 6 hours ago
            I think the author is more interested in showing how to implement a certain problem using a GPU approach than to test a GPU approach vs. a CPU one.

            As mentioned, the topic comes from an end-of-chapter problem set on prefix sums, at https://www.cs.cmu.edu/~guyb/papers/Ble93.pdf .

            A prefix sum cam be implemented using a GPU, as demonstrated.

            However, using a prefix sum may not be the best way to compute Fibonacci numbers. As demonstrated.

            • simon_vtr 5 hours ago
              yea, i wrote this blogpost rather to show how to use scan in different ways than the canonical example of calculating prefix sum of a vector shown in introductions on gpu programming.