A Non-static Data Layout Enhancing Parallelism and Vectorization in Sparse Grid Algorithms

Abstract

The name sparse grids denotes a highly space-efficient, grid-based numerical technique to approximate high-dimensional functions. Although employed in a broad spectrum of applications from different fields, there have only been few tries to use it in real time visualization (e.g. [1]), due to complex data structures and long algorithm runtime. In this work we present a novel approach inspired by principles of I/0-efficient algorithms. Locally applied coefficient permutations lead to improved cache performance and facilitate the use of vector registers for our sparse grid benchmark problem hierarchization. Based on the compact data structure proposed for regular sparse grids in [2], we developed a new algorithm that outperforms existing implementations on modern multi-core systems by a factor of 37 for a grid size of 127 million points. For larger problems the speedup is even increasing, and with execution times below 1 s, sparse grids are well-suited for visualization applications. Furthermore, we point out how a broad class of sparse grid algorithms can benefit from our approach.