metal-linalg

SVD routing on Apple M5 Pro (20 GPU cores)

What every section and number below means: reading-reports.md.

Cost model scaled to this device from one probe point: bidiag x1.00, block x0.24, cpu x0.08, gk x0.44, jacobi x0.10, qr x0.17, qrblock x0.22 (1.00 is an M1).

Machine state: load 4.7/18 at the start, load 8.4/18 at the end; power mains.

Probe point after the sweep relative to before it: block x1.00, cpu x0.96, gk x1.00, jacobi x1.04, qr x1.03, qrblock x1.01 (stable).

Generated by tuning/tune_svd.py from 295 (shape, batch) points, 45 shapes with M >= N, batch in [1, 4, 16, 64, 256, 1024, 4096], seven backends (and the CPU and bidiag again for singular values alone), two or more passes, min-of-repeats.

Answer

Row for kTuned[] in src/svd.mm:

// device, GPU cores,   qr_min_rows, qr_min_k,   block_min_k, block_min_k_batched, block_min_batch,   gpu_max_k, gpu_min_batch_times_k, gpu_min_batch, gpu_max_l,   bidiag_min_k, values_bidiag_min_k, bidiag_max_batch, values_bidiag_max_batch,   gk_min_k, gk_max_k
{"Apple M5 Pro", 20,   512, 32,   192, 64, 64,   48, 4096, 1, 64,   1024, 2048, 1, 1,   4, 56},

To try it without rebuilding:

SVD_QR_MIN_ROWS=512 SVD_QR_MIN_K=32 SVD_BLOCK_MIN_K=192 SVD_BLOCK_MIN_K_BATCHED=64 SVD_BLOCK_MIN_BATCH=64 SVD_GPU_MAX_K=48 SVD_GPU_MIN_BATCH_TIMES_K=4096 SVD_GPU_MIN_BATCH=1 SVD_GPU_MAX_L=64 SVD_BIDIAG_MIN_K=1024 SVD_VALUES_BIDIAG_MIN_K=2048 SVD_BIDIAG_MAX_BATCH=1 SVD_VALUES_BIDIAG_MAX_BATCH=1 SVD_GK_MIN_K=4 SVD_GK_MAX_K=56

The policy in effect on this device came from tuned:Apple M5 Pro. Against the best measured backend at every point the fitted rule scores 1.0047 geometric-mean regret, worst 1.26x, 5 of 295 points losing more than 10%, and 1.099x the oracle’s total time.

Warnings

Stage 1: which GPU backend

Scored against the best GPU backend at each of the 295 points, as if there were no CPU: this is the rule a forced-GPU call (SVD_DEVICE=gpu) follows, and what a GPU with more cores will lean on. Two independent choices. Precondition with QR iff the long side is at least qr_min_rows, the short side at least qr_min_k, and the long side at least twice the short one. Block kernel iff the short side is at least block_min_k, or at least block_min_k_batched in a batch of block_min_batch or more.

rule geomean regret worst >10% total time / oracle est. picks
policy in effect (‘512’, ‘32’, ‘192’, ‘64’, ‘64’) 1.0195 1.78x 23 1.004 0
fitted (‘512’, ‘32’, ‘192’, ‘64’, ‘64’) 1.0195 1.78x 23 1.004 0

Without a batch term, 7 of 735 combinations are within 0.5% of the best geomean: qr_min_rows 256 .. 512, qr_min_k 8 .. 32, block_min_k 96 .. 128.

With the batch term adopted (below), 3 combinations are within 0.5% of the best: block_min_k 192 .. 256, block_min_k_batched 56 .. 64, block_min_batch 64 .. 64. The curves vary one constant around the chosen combination.

xychart-beta
    title "Regret by block_min_k"
    x-axis "block_min_k" [32, 40, 48, 56, 64, 80, 96, 128, 192, 256, 384, 512, 768, 1024, none]
    y-axis "geometric-mean regret" 1.0 --> 1.27
    line [1.2581, 1.1439, 1.1173, 1.0988, 1.0851, 1.0417, 1.0332, 1.0274, 1.0195, 1.0238, 1.0589, 1.0747, 1.0956, 1.1223, 1.1527]
block_min_k 32 40 48 56 64 80 96 128 192 256 384 512 768 1024 none
geomean 1.2581 1.1439 1.1173 1.0988 1.0851 1.0417 1.0332 1.0274 1.0195 1.0238 1.0589 1.0747 1.0956 1.1223 1.1527
worst 5.85x 4.25x 3.29x 2.91x 2.71x 2.35x 1.80x 1.78x 1.78x 1.78x 2.65x 5.07x 8.17x 15.82x 24.52x
xychart-beta
    title "Regret by block_min_k_batched"
    x-axis "block_min_k_batched" [32, 40, 48, 56, 64, 80, 96, 128]
    y-axis "geometric-mean regret" 1.0 --> 1.07
    line [1.0487, 1.0360, 1.0265, 1.0216, 1.0195, 1.0423, 1.0444, 1.0528]
block_min_k_batched 32 40 48 56 64 80 96 128
geomean 1.0487 1.0360 1.0265 1.0216 1.0195 1.0423 1.0444 1.0528
worst 2.66x 2.57x 1.93x 1.78x 1.78x 2.31x 2.31x 2.31x
xychart-beta
    title "Regret by block_min_batch"
    x-axis "block_min_batch" [4, 16, 64, 256, 1024, 4096]
    y-axis "geometric-mean regret" 1.0 --> 1.09
    line [1.0616, 1.0405, 1.0195, 1.0279, 1.0487, 1.0733]
block_min_batch 4 16 64 256 1024 4096
geomean 1.0616 1.0405 1.0195 1.0279 1.0487 1.0733
worst 2.62x 2.61x 1.78x 2.29x 2.45x 2.49x
xychart-beta
    title "Regret by qr_min_rows"
    x-axis "qr_min_rows" [16, 32, 64, 128, 256, 512, 1024, 2048, none]
    y-axis "geometric-mean regret" 1.0 --> 1.19
    line [1.0351, 1.0351, 1.0351, 1.0297, 1.0211, 1.0195, 1.0464, 1.1095, 1.1796]
qr_min_rows 16 32 64 128 256 512 1024 2048 none
geomean 1.0351 1.0351 1.0351 1.0297 1.0211 1.0195 1.0464 1.1095 1.1796
worst 1.66x 1.66x 1.66x 1.66x 1.66x 1.78x 2.34x 4.13x 6.56x
xychart-beta
    title "Regret by qr_min_k"
    x-axis "qr_min_k" [8, 16, 32, 64, 128, 256]
    y-axis "geometric-mean regret" 1.0 --> 1.16
    line [1.0215, 1.0215, 1.0195, 1.0446, 1.0772, 1.1441]
qr_min_k 8 16 32 64 128 256
geomean 1.0215 1.0215 1.0195 1.0446 1.0772 1.1441
worst 1.78x 1.78x 1.78x 3.94x 4.53x 6.56x

Held-out check of a batch-dependent block crossover (block from a smaller k once the batch is large enough), fitted on 167 points and scored on the other 128; the verdict is a bootstrap over the test points.

rule fitted on train train geomean test geomean test worst verdict
one block crossover [“256”, “32”, “96”, “none”, “none”] 1.0477 1.0667 2.21x baseline
batch-dependent block crossover {“block_min”: “192”, “block_lo”: “64”, “batch_hi”: “64”} 1.0183 1.0247 1.59x justified (better in 100% of resamples, median gain 4.1%)

Best GPU backend per point (J whole-matrix kernel, B block kernel, j and b the same after QR, g gk), then what the rule picks, the gk window included:

      M x N  \ batch     1     4    16    64   256  1024  4096
      4 x 4               J     g     J     g     g     g     g
      8 x 8               J     J     J     J     g     g     g
     16 x 8               g     g     g     J     g     g     g
     32 x 8               J     g     J     g     g     g     g
     64 x 8               J     J     g     J     g     g     g
    128 x 8               g     J     g     g     J     J     J
    256 x 8               J     J     g     g     J     J     J
     16 x 16              g     J     J     J     g     g     g
     32 x 16              g     g     g     g     g     g     g
     64 x 16              J     g     g     J     g     g     g
    128 x 16              J     g     J     J     g     g     g
    256 x 16              j     J     g     J     J     J     J
    512 x 16              J     J     J     J     j     g     g
     24 x 24              g     J     J     g     g     g     g
     32 x 32              J     J     J     g     g     g     g
     64 x 32              j     J     J     J     g     g     g
    128 x 32              J     J     J     J     g     g     g
    256 x 32              J     J     J     J     g     g     g
    512 x 32              J     j     J     j     g     g     g
   1024 x 32              j     j     J     j     g     j     g
     40 x 40              J     J     J     g     g     g     g
     48 x 48              J     J     J     g     g     g     g
     56 x 56              J     J     J     g     g     g     g
     64 x 64              J     J     J     g     g     g     g
    128 x 64              J     J     J     g     B     g     g
    256 x 64              j     J     J     g     B     g     B
    512 x 64              j     j     j     g     g     g     g
   1024 x 64              j     j     j     g     g     g     b
   2048 x 64              j     j     j     j     g     g     b
     80 x 80              J     J     J     g     g     g     g
     96 x 96              J     J     J     B     B     B     B
    128 x 128             J     J     J     B     B     B     B
    256 x 128             j     j     j     B     b     b     b
    512 x 128             j     j     j     b     b     b     b
   1024 x 128             j     j     j     b     b     b     b
   2048 x 128             j     j     j     b     b     b     .
    192 x 192             B     B     B     B     B     B     .
    256 x 256             B     B     B     B     B     B     .
    512 x 256             B     B     b     b     b     b     .
   1024 x 256             b     b     b     b     b     b     .
   2048 x 256             b     b     b     b     b     .     .
    384 x 384             B     B     B     B     B     .     .
    512 x 512             B     B     B     B     .     .     .
    768 x 768             B     B     B     .     .     .     .
   1024 x 1024            B     B     B     .     .     .     .
      M x N  \ batch     1     4    16    64   256  1024  4096
      4 x 4               g     g     g     g     g     g     g
      8 x 8               g     g     g     g     g     g     g
     16 x 8               g     g     g     g     g     g     g
     32 x 8               g     g     g     g     g     g     g
     64 x 8               g     g     g     g     g     g     g
    128 x 8               g     g     g     g     g     g     g
    256 x 8               g     g     g     g     g     g     g
     16 x 16              g     g     g     g     g     g     g
     32 x 16              g     g     g     g     g     g     g
     64 x 16              g     g     g     g     g     g     g
    128 x 16              g     g     g     g     g     g     g
    256 x 16              g     g     g     g     g     g     g
    512 x 16              g     g     g     g     g     g     g
     24 x 24              g     g     g     g     g     g     g
     32 x 32              g     g     g     g     g     g     g
     64 x 32              g     g     g     g     g     g     g
    128 x 32              g     g     g     g     g     g     g
    256 x 32              g     g     g     g     g     g     g
    512 x 32              g     g     g     g     g     g     g
   1024 x 32              g     g     g     g     g     g     g
     40 x 40              g     g     g     g     g     g     g
     48 x 48              g     g     g     g     g     g     g
     56 x 56              g     g     g     g     g     g     g
     64 x 64              J     J     J     B     B     B     B
    128 x 64              J     J     J     B     B     B     B
    256 x 64              J     J     J     B     B     B     B
    512 x 64              j     j     j     b     b     b     b
   1024 x 64              j     j     j     b     b     b     b
   2048 x 64              j     j     j     b     b     b     b
     80 x 80              J     J     J     B     B     B     B
     96 x 96              J     J     J     B     B     B     B
    128 x 128             J     J     J     B     B     B     B
    256 x 128             J     J     J     B     B     B     B
    512 x 128             j     j     j     b     b     b     b
   1024 x 128             j     j     j     b     b     b     b
   2048 x 128             j     j     j     b     b     b     .
    192 x 192             B     B     B     B     B     B     .
    256 x 256             B     B     B     B     B     B     .
    512 x 256             b     b     b     b     b     b     .
   1024 x 256             b     b     b     b     b     b     .
   2048 x 256             b     b     b     b     b     .     .
    384 x 384             B     B     B     B     B     .     .
    512 x 512             B     B     B     B     .     .     .
    768 x 768             B     B     B     .     .     .     .
   1024 x 1024            B     B     B     .     .     .     .

Stage 1b: the gk backend

Inside a window of k = min(M, N), gk (Householder bidiagonalization and implicit QR, one threadgroup per matrix, k <= 83 on this device; on the matrix itself where it fits, else after a QR) instead of the Jacobi backend the split picks, fitted over the 295 points against the best GPU backend, gk included. Chosen: k = 4 .. 56.

rule geomean regret worst >10% total time / oracle est. picks
without gk (the split alone) 1.1554 2.94x 88 1.029 0
with gk for k in (4, 56) 1.1088 2.45x 76 1.013 0

2 windows are within 0.5% of the best geomean: gk_min_k 4 .. 8, gk_max_k 56 .. 56.

Held out: fitted on 167 points (window (4, 56)), scored on the other 128: geomean 1.1175x, worst 2.45x, against 1.1305x, worst 2.94x without gk.

gk over the best Jacobi backend, M x N x batch: 4x4x1 0.87x, 4x4x4 1.07x, 4x4x16 0.99x, 4x4x64 1.23x, 4x4x256 1.01x, 4x4x1024 1.05x, 4x4x4096 1.10x, 8x8x1 0.93x, 8x8x4 0.96x, 8x8x16 0.89x, 8x8x64 0.48x, 8x8x256 1.72x, 8x8x1024 1.43x, 8x8x4096 1.51x, 16x8x1 1.17x, 16x8x4 1.01x, 16x8x16 1.56x, 16x8x64 0.88x, 16x8x256 2.34x, 16x8x1024 1.34x, 16x8x4096 1.39x, 32x8x1 0.87x, 32x8x4 1.22x, 32x8x16 0.91x, 32x8x64 1.52x, 32x8x256 2.38x, 32x8x1024 1.32x, 32x8x4096 1.21x, 64x8x1 0.78x, 64x8x4 0.84x, 64x8x16 1.53x, 64x8x64 0.87x, 64x8x256 1.10x, 64x8x1024 1.02x, 64x8x4096 1.04x, 128x8x1 1.38x, 128x8x4 0.88x, 128x8x16 1.13x, 128x8x64 1.54x, 128x8x256 0.89x, 128x8x1024 0.94x, 128x8x4096 0.90x, 256x8x1 0.69x, 256x8x4 0.79x, 256x8x16 1.03x, 256x8x64 1.24x, 256x8x256 0.87x, 256x8x1024 0.79x, 256x8x4096 0.74x, 16x16x1 1.38x, 16x16x4 0.72x, 16x16x16 0.76x, 16x16x64 0.93x, 16x16x256 1.66x, 16x16x1024 2.03x, 16x16x4096 2.39x, 32x16x1 1.23x, 32x16x4 1.33x, 32x16x16 1.37x, 32x16x64 1.12x, 32x16x256 1.46x, 32x16x1024 1.59x, 32x16x4096 1.75x, 64x16x1 0.69x, 64x16x4 1.20x, 64x16x16 1.15x, 64x16x64 0.87x, 64x16x256 1.60x, 64x16x1024 1.39x, 64x16x4096 1.47x, 128x16x1 0.55x, 128x16x4 1.03x, 128x16x16 0.65x, 128x16x64 0.86x, 128x16x256 1.05x, 128x16x1024 1.21x, 128x16x4096 1.17x, 256x16x1 0.86x, 256x16x4 0.70x, 256x16x16 1.08x, 256x16x64 0.83x, 256x16x256 0.84x, 256x16x1024 0.91x, 256x16x4096 0.89x, 512x16x1 0.65x, 512x16x4 0.59x, 512x16x16 0.55x, 512x16x64 0.59x, 512x16x256 0.86x, 512x16x1024 1.09x, 512x16x4096 1.08x, 24x24x1 1.53x, 24x24x4 0.65x, 24x24x16 0.99x, 24x24x64 1.02x, 24x24x256 2.18x, 24x24x1024 2.29x, 24x24x4096 2.50x, 32x32x1 0.48x, 32x32x4 0.47x, 32x32x16 0.65x, 32x32x64 1.14x, 32x32x256 2.30x, 32x32x1024 2.69x, 32x32x4096 2.43x, 64x32x1 0.66x, 64x32x4 0.48x, 64x32x16 0.53x, 64x32x64 0.95x, 64x32x256 1.48x, 64x32x1024 1.60x, 64x32x4096 1.55x, 128x32x1 0.44x, 128x32x4 0.44x, 128x32x16 0.57x, 128x32x64 0.99x, 128x32x256 1.04x, 128x32x1024 1.23x, 128x32x4096 1.07x, 256x32x1 0.47x, 256x32x4 0.44x, 256x32x16 0.41x, 256x32x64 0.77x, 256x32x256 1.20x, 256x32x1024 1.29x, 256x32x4096 1.25x, 512x32x1 0.57x, 512x32x4 0.61x, 512x32x16 0.53x, 512x32x64 0.96x, 512x32x256 1.16x, 512x32x1024 1.14x, 512x32x4096 1.08x, 1024x32x1 0.61x, 1024x32x4 0.65x, 1024x32x16 0.65x, 1024x32x64 0.98x, 1024x32x256 1.04x, 1024x32x1024 0.99x, 1024x32x4096 1.06x, 40x40x1 0.68x, 40x40x4 0.74x, 40x40x16 0.67x, 40x40x64 1.40x, 40x40x256 2.31x, 40x40x1024 2.88x, 40x40x4096 2.75x, 48x48x1 0.72x, 48x48x4 0.73x, 48x48x16 0.77x, 48x48x64 1.53x, 48x48x256 2.33x, 48x48x1024 2.94x, 48x48x4096 2.88x, 56x56x1 0.70x, 56x56x4 0.71x, 56x56x16 0.67x, 56x56x64 1.55x, 56x56x256 2.29x, 56x56x1024 2.35x, 56x56x4096 2.32x, 64x64x1 0.64x, 64x64x4 0.60x, 64x64x16 0.62x, 64x64x64 1.64x, 64x64x256 1.67x, 64x64x1024 1.55x, 64x64x4096 1.56x, 128x64x1 0.55x, 128x64x4 0.56x, 128x64x16 0.52x, 128x64x64 1.07x, 128x64x256 0.93x, 128x64x1024 1.02x, 128x64x4096 1.04x, 256x64x1 0.59x, 256x64x4 0.61x, 256x64x16 0.59x, 256x64x64 1.16x, 256x64x256 0.98x, 256x64x1024 1.03x, 256x64x4096 0.98x, 512x64x1 0.55x, 512x64x4 0.61x, 512x64x16 0.66x, 512x64x64 1.10x, 512x64x256 1.06x, 512x64x1024 1.07x, 512x64x4096 1.05x, 1024x64x1 0.61x, 1024x64x4 0.67x, 1024x64x16 0.75x, 1024x64x64 1.04x, 1024x64x256 1.07x, 1024x64x1024 1.02x, 1024x64x4096 1.00x, 2048x64x1 0.64x, 2048x64x4 0.77x, 2048x64x16 0.81x, 2048x64x64 0.96x, 2048x64x256 1.03x, 2048x64x1024 1.01x, 80x80x1 0.67x, 80x80x4 0.72x, 80x80x16 0.70x, 80x80x64 1.13x, 80x80x256 1.57x, 80x80x1024 1.78x, 80x80x4096 1.77x

gk over the CPU, M x N x batch: 4x4x1 0.02x, 4x4x4 0.10x, 4x4x16 0.24x, 4x4x64 0.64x, 4x4x256 0.67x, 4x4x1024 1.08x, 4x4x4096 1.83x, 8x8x1 0.05x, 8x8x4 0.10x, 8x8x16 0.36x, 8x8x64 0.32x, 8x8x256 0.81x, 8x8x1024 1.24x, 8x8x4096 1.52x, 16x8x1 0.04x, 16x8x4 0.11x, 16x8x16 0.42x, 16x8x64 0.59x, 16x8x256 0.93x, 16x8x1024 1.58x, 16x8x4096 1.83x, 32x8x1 0.04x, 32x8x4 0.12x, 32x8x16 0.34x, 32x8x64 0.61x, 32x8x256 0.98x, 32x8x1024 1.34x, 32x8x4096 1.58x, 64x8x1 0.05x, 64x8x4 0.13x, 64x8x16 0.35x, 64x8x64 0.65x, 64x8x256 0.97x, 64x8x1024 1.06x, 64x8x4096 1.48x, 128x8x1 0.06x, 128x8x4 0.16x, 128x8x16 0.35x, 128x8x64 0.65x, 128x8x256 0.82x, 128x8x1024 0.85x, 128x8x4096 1.09x, 256x8x1 0.06x, 256x8x4 0.18x, 256x8x16 0.41x, 256x8x64 0.63x, 256x8x256 0.74x, 256x8x1024 0.94x, 256x8x4096 0.73x, 16x16x1 0.06x, 16x16x4 0.13x, 16x16x16 0.27x, 16x16x64 0.52x, 16x16x256 1.05x, 16x16x1024 1.34x, 16x16x4096 1.84x, 32x16x1 0.08x, 32x16x4 0.15x, 32x16x16 0.38x, 32x16x64 0.62x, 32x16x256 1.30x, 32x16x1024 1.63x, 32x16x4096 2.09x, 64x16x1 0.09x, 64x16x4 0.16x, 64x16x16 0.37x, 64x16x64 0.65x, 64x16x256 1.22x, 64x16x1024 1.35x, 64x16x4096 1.64x, 128x16x1 0.09x, 128x16x4 0.15x, 128x16x16 0.37x, 128x16x64 0.61x, 128x16x256 0.75x, 128x16x1024 1.26x, 128x16x4096 1.13x, 256x16x1 0.10x, 256x16x4 0.15x, 256x16x16 0.37x, 256x16x64 0.56x, 256x16x256 0.60x, 256x16x1024 0.80x, 256x16x4096 0.72x, 512x16x1 0.13x, 512x16x4 0.17x, 512x16x16 0.31x, 512x16x64 0.45x, 512x16x256 0.66x, 512x16x1024 0.66x, 512x16x4096 0.74x, 24x24x1 0.07x, 24x24x4 0.13x, 24x24x16 0.31x, 24x24x64 0.54x, 24x24x256 1.24x, 24x24x1024 1.45x, 24x24x4096 1.66x, 32x32x1 0.08x, 32x32x4 0.12x, 32x32x16 0.24x, 32x32x64 0.51x, 32x32x256 1.15x, 32x32x1024 1.55x, 32x32x4096 1.65x, 64x32x1 0.09x, 64x32x4 0.14x, 64x32x16 0.26x, 64x32x64 0.52x, 64x32x256 0.93x, 64x32x1024 1.30x, 64x32x4096 1.30x, 128x32x1 0.10x, 128x32x4 0.13x, 128x32x16 0.27x, 128x32x64 0.49x, 128x32x256 0.69x, 128x32x1024 0.85x, 128x32x4096 0.85x, 256x32x1 0.11x, 256x32x4 0.14x, 256x32x16 0.25x, 256x32x64 0.41x, 256x32x256 0.69x, 256x32x1024 0.77x, 256x32x4096 0.84x, 512x32x1 0.15x, 512x32x4 0.21x, 512x32x16 0.26x, 512x32x64 0.49x, 512x32x256 0.65x, 512x32x1024 0.65x, 512x32x4096 0.60x, 1024x32x1 0.20x, 1024x32x4 0.29x, 1024x32x16 0.33x, 1024x32x64 0.59x, 1024x32x256 0.61x, 1024x32x1024 0.59x, 1024x32x4096 0.61x, 40x40x1 0.10x, 40x40x4 0.14x, 40x40x16 0.28x, 40x40x64 0.56x, 40x40x256 0.94x, 40x40x1024 1.35x, 40x40x4096 1.32x, 48x48x1 0.11x, 48x48x4 0.14x, 48x48x16 0.26x, 48x48x64 0.56x, 48x48x256 0.97x, 48x48x1024 1.25x, 48x48x4096 1.24x, 56x56x1 0.10x, 56x56x4 0.13x, 56x56x16 0.23x, 56x56x64 0.52x, 56x56x256 0.86x, 56x56x1024 0.91x, 56x56x4096 0.91x, 64x64x1 0.12x, 64x64x4 0.13x, 64x64x16 0.22x, 64x64x64 0.53x, 64x64x256 0.69x, 64x64x1024 0.73x, 64x64x4096 0.73x, 128x64x1 0.13x, 128x64x4 0.15x, 128x64x16 0.20x, 128x64x64 0.49x, 128x64x256 0.56x, 128x64x1024 0.62x, 128x64x4096 0.62x, 256x64x1 0.14x, 256x64x4 0.19x, 256x64x16 0.24x, 256x64x64 0.53x, 256x64x256 0.59x, 256x64x1024 0.61x, 256x64x4096 0.55x, 512x64x1 0.17x, 512x64x4 0.25x, 512x64x16 0.34x, 512x64x64 0.53x, 512x64x256 0.62x, 512x64x1024 0.61x, 512x64x4096 0.59x, 1024x64x1 0.23x, 1024x64x4 0.35x, 1024x64x16 0.46x, 1024x64x64 0.61x, 1024x64x256 0.65x, 1024x64x1024 0.60x, 1024x64x4096 0.61x, 2048x64x1 0.30x, 2048x64x4 0.43x, 2048x64x16 0.51x, 2048x64x64 0.64x, 2048x64x256 0.66x, 2048x64x1024 0.66x, 80x80x1 0.15x, 80x80x4 0.17x, 80x80x16 0.22x, 80x80x64 0.37x, 80x80x256 0.57x, 80x80x1024 0.59x, 80x80x4096 0.56x

Stage 2: GPU or CPU

GPU iff k <= gpu_max_k, l <= gpu_max_l (l = max(M, N)), batch * k >= gpu_min_batch_times_k and batch >= gpu_min_batch, with k = min(M, N), scored against the best of the CPU and the GPU backends (gk included). worst is over the points where the chosen backend was timed; a pick the cost model had to guess is listed in the warnings instead.

rule geomean regret worst >10% total time / oracle est. picks
oracle (best per point) 1.0000 1.00x 0 1.000 0
policy in effect (‘8’, ‘4096’, ‘1’, ‘none’) 1.0304 2.09x 27 1.103 1
fitted (‘48’, ‘4096’, ‘1’, ‘64’) 1.0047 1.26x 5 1.099 1

87 of 6171 combinations are within 0.5% of the best geomean: gpu_max_k 32 .. 56, gpu_min_batch_times_k 4096 .. 8192, gpu_min_batch 1 .. 16, gpu_max_l 64 .. 192.

xychart-beta
    title "Regret by gpu_min_batch_times_k"
    x-axis "gpu_min_batch_times_k" [0, 64, 128, 256, 512, 1024, 2048, 4096, 8192, 16384, none]
    y-axis "geometric-mean regret" 1.0 --> 1.36
    line [1.3478, 1.1487, 1.1133, 1.0687, 1.0512, 1.0232, 1.0144, 1.0047, 1.0075, 1.0109, 1.0414]
gpu_min_batch_times_k 0 64 128 256 512 1024 2048 4096 8192 16384 none
geomean 1.3478 1.1487 1.1133 1.0687 1.0512 1.0232 1.0144 1.0047 1.0075 1.0109 1.0414
worst 54.01x 8.37x 8.37x 4.09x 4.09x 1.97x 1.97x 1.26x 1.30x 1.58x 2.09x
xychart-beta
    title "Regret by gpu_max_l"
    x-axis "gpu_max_l" [16, 24, 32, 40, 48, 56, 64, 80, 96, 128, 192, 256, 384, 512, 768, 1024, 2048, none]
    y-axis "geometric-mean regret" 1.0 --> 1.04
    line [1.0297, 1.0259, 1.0144, 1.0126, 1.0112, 1.0112, 1.0047, 1.0047, 1.0047, 1.0071, 1.0071, 1.0148, 1.0148, 1.0235, 1.0235, 1.0287, 1.0287, 1.0287]
gpu_max_l 16 24 32 40 48 56 64 80 96 128 192 256 384 512 768 1024 2048 none
geomean 1.0297 1.0259 1.0144 1.0126 1.0112 1.0112 1.0047 1.0047 1.0047 1.0071 1.0071 1.0148 1.0148 1.0235 1.0235 1.0287 1.0287 1.0287
worst 2.09x 2.09x 1.64x 1.64x 1.64x 1.64x 1.26x 1.26x 1.26x 1.44x 1.44x 1.68x 1.68x 1.68x 1.68x 1.70x 1.70x 1.70x
xychart-beta
    title "Regret by gpu_min_batch"
    x-axis "gpu_min_batch" [1, 4, 16]
    y-axis "geometric-mean regret" 1.0 --> 1.02
    line [1.0047, 1.0047, 1.0047]
gpu_min_batch 1 4 16
geomean 1.0047 1.0047 1.0047
worst 1.26x 1.26x 1.26x
xychart-beta
    title "Regret by gpu_max_k"
    x-axis "gpu_max_k" [8, 16, 24, 32, 40, 48, 56, 64, 80, 96, 128, 192, 256, 384, 512, 768, 1024, none]
    y-axis "geometric-mean regret" 1.0 --> 1.04
    line [1.0288, 1.0169, 1.0132, 1.0079, 1.0062, 1.0047, 1.0059, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186, 1.0186]
gpu_max_k 8 16 24 32 40 48 56 64 80 96 128 192 256 384 512 768 1024 none
geomean 1.0288 1.0169 1.0132 1.0079 1.0062 1.0047 1.0059 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186 1.0186
worst 2.09x 1.66x 1.65x 1.35x 1.26x 1.26x 1.26x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x 3.66x

Held-out check of a per-k boundary against the product rule, fitted on 167 points and scored on the other 128; the verdict is a bootstrap.

rule fitted on train train geomean test geomean test worst verdict
product rule [40, 4096, 1, 64] 1.0026 1.0108 1.26x baseline
per-k table {“min_batch_by_k”: {“4”: null, “8”: 1024, “16”: 256, “24”: 256, “32”: 1024, “40”: 1024, “48”: null, “56”: null, “64”: null, “80”: null, “96”: null, “128”: null, “192”: null, “256”: null, “384”: null, “512”: null, “768”: null, “1024”: null}} 1.0018 1.0173 1.83x rejected (better in 0% of resamples, median gain -0.6%)

Best backend per point (c CPU, J whole-matrix kernel, B block kernel, j and b the same after QR, g gk, . not measured), what the rule picks, and the speedup of the best GPU backend over the CPU:

      M x N  \ batch     1     4    16    64   256  1024  4096
      4 x 4               c     c     c     c     c     g     g
      8 x 8               c     c     c     c     c     g     g
     16 x 8               c     c     c     c     c     g     g
     32 x 8               c     c     c     c     c     g     g
     64 x 8               c     c     c     c     c     g     g
    128 x 8               c     c     c     c     c     c     J
    256 x 8               c     c     c     c     c     J     c
     16 x 16              c     c     c     c     g     g     g
     32 x 16              c     c     c     c     g     g     g
     64 x 16              c     c     c     c     g     g     g
    128 x 16              c     c     c     c     c     g     g
    256 x 16              c     c     c     c     c     c     c
    512 x 16              c     c     c     c     c     c     c
     24 x 24              c     c     c     c     g     g     g
     32 x 32              c     c     c     c     g     g     g
     64 x 32              c     c     c     c     c     g     g
    128 x 32              c     c     c     c     c     c     c
    256 x 32              c     c     c     c     c     c     c
    512 x 32              c     c     c     c     c     c     c
   1024 x 32              c     c     c     c     c     c     c
     40 x 40              c     c     c     c     c     g     g
     48 x 48              c     c     c     c     c     g     g
     56 x 56              c     c     c     c     c     c     c
     64 x 64              c     c     c     c     c     c     c
    128 x 64              c     c     c     c     c     c     c
    256 x 64              c     c     c     c     c     c     c
    512 x 64              c     c     c     c     c     c     c
   1024 x 64              c     c     c     c     c     c     c
   2048 x 64              c     c     c     c     c     c     c
     80 x 80              c     c     c     c     c     c     c
     96 x 96              c     c     c     c     c     c     c
    128 x 128             c     c     c     c     c     c     c
    256 x 128             c     c     c     c     c     c     c
    512 x 128             c     c     c     c     c     c     c
   1024 x 128             c     c     c     c     c     c     c
   2048 x 128             c     c     c     c     c     c     .
    192 x 192             c     c     c     c     c     c     .
    256 x 256             c     c     c     c     c     c     .
    512 x 256             c     c     c     c     c     c     .
   1024 x 256             c     c     c     c     c     b     .
   2048 x 256             c     c     c     c     c     .     .
    384 x 384             c     c     c     c     c     .     .
    512 x 512             c     c     c     c     .     .     .
    768 x 768             c     c     c     .     .     .     .
   1024 x 1024            c     c     c     .     .     .     .
      M x N  \ batch     1     4    16    64   256  1024  4096
      4 x 4               c     c     c     c     c     g     g
      8 x 8               c     c     c     c     c     g     g
     16 x 8               c     c     c     c     c     g     g
     32 x 8               c     c     c     c     c     g     g
     64 x 8               c     c     c     c     c     g     g
    128 x 8               c     c     c     c     c     c     c
    256 x 8               c     c     c     c     c     c     c
     16 x 16              c     c     c     c     g     g     g
     32 x 16              c     c     c     c     g     g     g
     64 x 16              c     c     c     c     g     g     g
    128 x 16              c     c     c     c     c     c     c
    256 x 16              c     c     c     c     c     c     c
    512 x 16              c     c     c     c     c     c     c
     24 x 24              c     c     c     c     g     g     g
     32 x 32              c     c     c     c     g     g     g
     64 x 32              c     c     c     c     g     g     g
    128 x 32              c     c     c     c     c     c     c
    256 x 32              c     c     c     c     c     c     c
    512 x 32              c     c     c     c     c     c     c
   1024 x 32              c     c     c     c     c     c     c
     40 x 40              c     c     c     c     g     g     g
     48 x 48              c     c     c     c     g     g     g
     56 x 56              c     c     c     c     c     c     c
     64 x 64              c     c     c     c     c     c     c
    128 x 64              c     c     c     c     c     c     c
    256 x 64              c     c     c     c     c     c     c
    512 x 64              c     c     c     c     c     c     c
   1024 x 64              c     c     c     c     c     c     c
   2048 x 64              c     c     c     c     c     c     c
     80 x 80              c     c     c     c     c     c     c
     96 x 96              c     c     c     c     c     c     c
    128 x 128             c     c     c     c     c     c     c
    256 x 128             c     c     c     c     c     c     c
    512 x 128             c     c     c     c     c     c     c
   1024 x 128             c     c     c     c     c     c     c
   2048 x 128             c     c     c     c     c     c     .
    192 x 192             c     c     c     c     c     c     .
    256 x 256             c     c     c     c     c     c     .
    512 x 256             c     c     c     c     c     c     .
   1024 x 256             c     c     c     c     c     c     .
   2048 x 256             c     c     c     c     c     .     .
    384 x 384             c     c     c     c     c     .     .
    512 x 512             c     c     c     c     .     .     .
    768 x 768             c     c     c     .     .     .     .
   1024 x 1024            c     c     c     .     .     .     .
      M x N  \ batch     1     4    16    64   256  1024  4096
      4 x 4            0.02  0.10  0.25  0.64  0.67  1.08  1.83
      8 x 8            0.05  0.10  0.41  0.67  0.81  1.24  1.52
     16 x 8            0.04  0.11  0.42  0.67  0.93  1.58  1.83
     32 x 8            0.05  0.12  0.37  0.61  0.98  1.34  1.58
     64 x 8            0.06  0.16  0.35  0.75  0.97  1.06  1.48
    128 x 8            0.06  0.18  0.35  0.65  0.91  0.91  1.21
    256 x 8            0.09  0.23  0.41  0.63  0.85  1.19  0.99
     16 x 16           0.06  0.18  0.35  0.56  1.05  1.34  1.84
     32 x 16           0.08  0.15  0.38  0.62  1.30  1.63  2.09
     64 x 16           0.14  0.16  0.37  0.75  1.22  1.35  1.64
    128 x 16           0.16  0.15  0.57  0.71  0.75  1.26  1.13
    256 x 16           0.12  0.22  0.37  0.67  0.71  0.87  0.81
    512 x 16           0.20  0.30  0.56  0.76  0.77  0.66  0.74
     24 x 24           0.07  0.19  0.32  0.54  1.24  1.45  1.66
     32 x 32           0.17  0.26  0.37  0.51  1.15  1.55  1.65
     64 x 32           0.13  0.28  0.49  0.55  0.93  1.30  1.30
    128 x 32           0.23  0.29  0.48  0.50  0.69  0.85  0.85
    256 x 32           0.22  0.33  0.62  0.53  0.69  0.77  0.84
    512 x 32           0.26  0.34  0.49  0.52  0.65  0.65  0.60
   1024 x 32           0.32  0.45  0.51  0.61  0.61  0.59  0.61
     40 x 40           0.15  0.19  0.42  0.56  0.94  1.35  1.32
     48 x 48           0.15  0.20  0.34  0.56  0.97  1.25  1.24
     56 x 56           0.14  0.19  0.34  0.52  0.86  0.91  0.91
     64 x 64           0.19  0.21  0.35  0.53  0.69  0.73  0.73
    128 x 64           0.23  0.28  0.38  0.49  0.60  0.62  0.62
    256 x 64           0.23  0.31  0.41  0.53  0.61  0.61  0.57
    512 x 64           0.30  0.41  0.52  0.53  0.62  0.61  0.59
   1024 x 64           0.37  0.52  0.62  0.61  0.65  0.60  0.61
   2048 x 64           0.48  0.56  0.63  0.66  0.66  0.66  0.69
     80 x 80           0.22  0.23  0.31  0.37  0.57  0.59  0.56
     96 x 96           0.23  0.29  0.34  0.36  0.50  0.46  0.43
    128 x 128          0.21  0.27  0.34  0.42  0.45  0.41  0.40
    256 x 128          0.28  0.37  0.58  0.59  0.57  0.56  0.54
    512 x 128          0.33  0.34  0.49  0.57  0.62  0.54  0.52
   1024 x 128          0.39  0.41  0.54  0.62  0.66  0.58  0.53
   2048 x 128          0.46  0.51  0.64  0.69  0.69  0.65     .
    192 x 192          0.20  0.20  0.25  0.28  0.25  0.23     .
    256 x 256          0.30  0.29  0.25  0.24  0.23  0.21     .
    512 x 256          0.44  0.42  0.35  0.36  0.34  0.32     .
   1024 x 256          0.46  0.46  0.44  0.44  0.41   gpu     .
   2048 x 256          0.55  0.55  0.53  0.51  0.52     .     .
    384 x 384          0.33  0.30  0.19  0.16  0.15     .     .
    512 x 512          0.52  0.38  0.18  0.16     .     .     .
    768 x 768          0.52  0.35  0.15     .     .     .     .
   1024 x 1024         0.67  0.32  0.25     .     .     .     .

Stage 3: the bidiag backend instead of the CPU

Where the rule above chooses the CPU, the bidiag backend (GPU bidiagonalization, then LAPACK’s bidiagonal solve) from a threshold k = min(M, N) on (0: never), for batches up to a cap (0: any; it solves a batch one matrix after another, the CPU path spreads one over every core), fitted on the points where bidiag was timed (k >= 128, within the cost cap): the region the threshold decides. With vectors it is scored against the best of all backends, bidiag included; for singular values alone (svdvals), bidiag against the CPU at the points where the rule chooses the CPU.

  threshold batch cap geomean regret worst without bidiag: geomean worst held out (fitted on half)
with vectors 1024 1 1.0000 1.00x 1.0263 2.03x from 1024, batch <= 1: 1.0000 vs 1.0009
singular values alone 2048 1 1.0000 1.00x 1.0195 1.95x from 2048, batch <= 1: 1.0000 vs 1.0000

bidiag over the CPU (with vectors), M x N x batch: 128x128x1 0.24x, 128x128x4 0.08x, 128x128x16 0.02x, 128x128x64 0.02x, 128x128x256 0.02x, 256x128x1 0.29x, 256x128x4 0.10x, 256x128x16 0.05x, 256x128x64 0.03x, 256x128x256 0.03x, 512x128x1 0.33x, 512x128x4 0.10x, 512x128x16 0.04x, 512x128x64 0.04x, 512x128x256 0.03x, 1024x128x1 0.39x, 1024x128x4 0.12x, 1024x128x16 0.06x, 1024x128x64 0.05x, 1024x128x256 0.04x, 2048x128x1 0.45x, 2048x128x4 0.15x, 2048x128x16 0.08x, 2048x128x64 0.07x, 2048x128x256 0.06x, 192x192x1 0.27x, 192x192x4 0.07x, 192x192x16 0.03x, 192x192x64 0.02x, 192x192x256 0.02x, 256x256x1 0.38x, 256x256x4 0.10x, 256x256x16 0.04x, 256x256x64 0.03x, 512x256x1 0.44x, 512x256x4 0.12x, 512x256x16 0.04x, 512x256x64 0.04x, 1024x256x1 0.48x, 1024x256x4 0.14x, 1024x256x16 0.06x, 1024x256x64 0.05x, 2048x256x1 0.55x, 2048x256x4 0.16x, 2048x256x16 0.08x, 2048x256x64 0.07x, 384x384x1 0.44x, 384x384x4 0.13x, 384x384x16 0.05x, 384x384x64 0.04x, 512x512x1 0.65x, 512x512x4 0.18x, 512x512x16 0.07x, 512x512x64 0.06x, 768x768x1 0.73x, 768x768x4 0.22x, 768x768x16 0.11x, 1024x1024x1 1.03x, 1024x1024x4 0.31x, 1024x1024x16 0.25x, 1536x1536x1 1.08x, 1536x1536x2 0.64x, 1536x1536x4 0.34x, 2048x2048x1 1.40x, 2048x2048x2 0.95x, 2048x2048x4 0.63x, 3072x3072x1 1.86x, 4096x4096x1 2.03x

bidiag over the CPU (singular values alone), M x N x batch: 128x128x1 0.18x, 128x128x4 0.07x, 128x128x16 0.02x, 128x128x64 0.02x, 128x128x256 0.02x, 256x128x1 0.21x, 256x128x4 0.07x, 256x128x16 0.03x, 256x128x64 0.02x, 256x128x256 0.02x, 512x128x1 0.22x, 512x128x4 0.07x, 512x128x16 0.03x, 512x128x64 0.02x, 512x128x256 0.02x, 1024x128x1 0.25x, 1024x128x4 0.07x, 1024x128x16 0.04x, 1024x128x64 0.03x, 1024x128x256 0.02x, 2048x128x1 0.27x, 2048x128x4 0.10x, 2048x128x16 0.04x, 2048x128x64 0.03x, 2048x128x256 0.03x, 192x192x1 0.15x, 192x192x4 0.05x, 192x192x16 0.02x, 192x192x64 0.01x, 192x192x256 0.01x, 256x256x1 0.21x, 256x256x4 0.07x, 256x256x16 0.03x, 256x256x64 0.02x, 512x256x1 0.24x, 512x256x4 0.08x, 512x256x16 0.04x, 512x256x64 0.02x, 1024x256x1 0.27x, 1024x256x4 0.09x, 1024x256x16 0.03x, 1024x256x64 0.03x, 2048x256x1 0.30x, 2048x256x4 0.09x, 2048x256x16 0.04x, 2048x256x64 0.03x, 384x384x1 0.27x, 384x384x4 0.08x, 384x384x16 0.04x, 384x384x64 0.03x, 512x512x1 0.41x, 512x512x4 0.12x, 512x512x16 0.05x, 512x512x64 0.04x, 768x768x1 0.51x, 768x768x4 0.14x, 768x768x16 0.10x, 1024x1024x1 0.75x, 1024x1024x4 0.22x, 1024x1024x16 0.29x, 1536x1536x1 0.88x, 1536x1536x2 0.52x, 1536x1536x4 0.32x, 2048x2048x1 1.14x, 2048x2048x2 0.85x, 2048x2048x4 0.66x, 3072x3072x1 1.67x, 4096x4096x1 1.95x

Noise floor

Pass-to-pass ratio, 1489 measurements: median 1.010, p90 1.065, max 2.98.

runtime n median p90 max
<1 ms 385 1.026 1.394 2.98
1-3 ms 242 1.008 1.044 1.29
3-10 ms 255 1.009 1.042 1.37
10-30 ms 174 1.008 1.033 1.24
30-100 ms 164 1.008 1.034 1.16
>100 ms 269 1.006 1.035 1.12