An optimized sparse approximate matrix multiply for matrices with decay
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Abstract: We present an optimized single-precision implementation of the Sparse Approximate Matrix Multiply (SpAMM{}) [M. Challacombe and N. Bock, arXiv {�f 1011.3534} (2010)], a fast algorithm for matrix-matrix multiplication for matrices with decay that achieves an computational complexity with respect to matrix dimension . We find that the max norm of the error achieved with a SpAMM{} tolerance below is lower than that of the single-precision { t SGEMM} for dense quantum chemical matrices, while outperforming { t SGEMM} with a cross-over already for small matrices (). Relative to naive implementations of SpAMM{} using Intel's Math Kernel Library ({ t MKL}) or AMD's Core Math Library ({ t ACML}), our optimized version is found to be significantly faster. Detailed performance comparisons are made for quantum chemical matrices with differently structured sub-blocks. Finally, we discuss the potential of improved hardware prefetch to yield 2--3x speedups.
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