AVX2: Computing dot product of 512 float arrays

_mm256_dp_ps is only useful for dot-products of 2 to 4 elements; for longer vectors use vertical SIMD in a loop and reduce to scalar at the end. Using _mm256_dp_ps and _mm256_add_ps in a loop would be much slower.

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GCC and clang require you to enable (with command line options) ISA extensions that you use intrinsics for, unlike MSVC and ICC.

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The code below is probably close to theoretical performance limit of your CPU. Untested.

Compile it with clang or gcc -O3 -march=native. (Requires at least -mavx -mfma, but -mtune options implied by -march are good, too, and so are the other -mpopcnt and other things arch=native enables. Tune options are critical to this compiling efficiently for most CPUs with FMA, specifically -mno-avx256-split-unaligned-load: Why doesn’t gcc resolve _mm256_loadu_pd as single vmovupd?)

Or compile it with MSVC -O2 -arch:AVX2

#include <immintrin.h>
#include <vector>
#include <assert.h>

// CPUs support RAM access like this: "ymmword ptr [rax+64]"
// Using templates with offset int argument to make easier for compiler to emit good code.

// Multiply 8 floats by another 8 floats.
template<int offsetRegs>
inline __m256 mul8( const float* p1, const float* p2 )
{
    constexpr int lanes = offsetRegs * 8;
    const __m256 a = _mm256_loadu_ps( p1 + lanes );
    const __m256 b = _mm256_loadu_ps( p2 + lanes );
    return _mm256_mul_ps( a, b );
}

// Returns acc + ( p1 * p2 ), for 8-wide float lanes.
template<int offsetRegs>
inline __m256 fma8( __m256 acc, const float* p1, const float* p2 )
{
    constexpr int lanes = offsetRegs * 8;
    const __m256 a = _mm256_loadu_ps( p1 + lanes );
    const __m256 b = _mm256_loadu_ps( p2 + lanes );
    return _mm256_fmadd_ps( a, b, acc );
}

// Compute dot product of float vectors, using 8-wide FMA instructions.
float dotProductFma( const std::vector<float>& a, const std::vector<float>& b )
{
    assert( a.size() == b.size() );
    assert( 0 == ( a.size() % 32 ) );
    if( a.empty() )
        return 0.0f;

    const float* p1 = a.data();
    const float* const p1End = p1 + a.size();
    const float* p2 = b.data();

    // Process initial 32 values. Nothing to add yet, just multiplying.
    __m256 dot0 = mul8<0>( p1, p2 );
    __m256 dot1 = mul8<1>( p1, p2 );
    __m256 dot2 = mul8<2>( p1, p2 );
    __m256 dot3 = mul8<3>( p1, p2 );
    p1 += 8 * 4;
    p2 += 8 * 4;

    // Process the rest of the data.
    // The code uses FMA instructions to multiply + accumulate, consuming 32 values per loop iteration.
    // Unrolling manually for 2 reasons:
    // 1. To reduce data dependencies. With a single register, every loop iteration would depend on the previous result.
    // 2. Unrolled code checks for exit condition 4x less often, therefore more CPU cycles spent computing useful stuff.
    while( p1 < p1End )
    {
        dot0 = fma8<0>( dot0, p1, p2 );
        dot1 = fma8<1>( dot1, p1, p2 );
        dot2 = fma8<2>( dot2, p1, p2 );
        dot3 = fma8<3>( dot3, p1, p2 );
        p1 += 8 * 4;
        p2 += 8 * 4;
    }

    // Add 32 values into 8
    const __m256 dot01 = _mm256_add_ps( dot0, dot1 );
    const __m256 dot23 = _mm256_add_ps( dot2, dot3 );
    const __m256 dot0123 = _mm256_add_ps( dot01, dot23 );
    // Add 8 values into 4
    const __m128 r4 = _mm_add_ps( _mm256_castps256_ps128( dot0123 ), _mm256_extractf128_ps( dot0123, 1 ) );
    // Add 4 values into 2
    const __m128 r2 = _mm_add_ps( r4, _mm_movehl_ps( r4, r4 ) );
    // Add 2 lower values into the final result
    const __m128 r1 = _mm_add_ss( r2, _mm_movehdup_ps( r2 ) );
    // Return the lowest lane of the result vector.
    // The intrinsic below compiles into noop, modern compilers return floats in the lowest lane of xmm0 register.
    return _mm_cvtss_f32( r1 );
}

Possible further improvements:

1. Unroll by 8 vectors instead of 4. I’ve checked gcc 9.2 asm output, compiler only used 8 vector registers out of the 16 available.

2. Make sure both input vectors are aligned, e.g. use a custom allocator which calls _aligned_malloc / _aligned_free on msvc, or aligned_alloc / free on gcc & clang. Then replace _mm256_loadu_ps with _mm256_load_ps.

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To auto-vectorize a simple scalar dot product, you’d also need OpenMP SIMD or -ffast-math (implied by -Ofast) to let the compiler treat FP math as associative even though it’s not (because of rounding). But GCC won’t use multiple accumulators when auto-vectorizing, even if it does unroll, so you’d bottleneck on FMA latency, not load throughput.

(2 loads per FMA means the throughput bottleneck for this code is vector loads, not actual FMA operations.)