1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
|
#include <cuComplex.h>
#include <cufft.h>
#include <vector>
#include <stdio.h>
#include <cuda.h>
#include <thrust/functional.h>
#include <thrust/device_ptr.h>
#include <thrust/transform_scan.h>
#include <thrust/sequence.h>
#include <float.h>
#include <chrono>
using std::vector;
static const int THREADS_PER_BLOCK = 1024;
// Holds matrix profile and index values together
typedef union {
float floats[2]; // floats[0] = lowest
unsigned int ints[2]; // ints[1] = lowIdx
unsigned long long int ulong; // for atomic update
} mp_entry;
struct MPIDXCombine
{
__host__ __device__
mp_entry operator()(double x, unsigned int idx){
mp_entry item;
item.floats[0] = (float) x;
item.ints[1] = idx;
return item;
}
};
//Atomically updates the MP/idxs using a single 64-bit integer. We lose a small amount of precision in the output, if we do not do this we are unable
// to atomically update both the matrix profile and the indexes without using a critical section and dedicated locks.
__device__ inline unsigned long long int MPatomicMin(volatile unsigned long long int* address, double val, unsigned int idx)
{
float fval = (float)val;
mp_entry loc, loctest;
loc.floats[0] = fval;
loc.ints[1] = idx;
loctest.ulong = *address;
while (loctest.floats[0] > fval){
loctest.ulong = atomicCAS((unsigned long long int*) address, loctest.ulong, loc.ulong);
}
return loctest.ulong;
}
//This macro checks return value of the CUDA runtime call and exits
//the application if the call failed.
#define gpuErrchk(ans) { gpuAssert((ans), __FILE__, __LINE__); }
inline void gpuAssert(cudaError_t code, const char *file, int line, bool abort=true)
{
if (code != cudaSuccess)
{
fprintf(stderr,"GPUassert: %s %s %d\n", cudaGetErrorString(code), file, line);
if (abort) exit(code);
}
}
//This kernel computes a sliding mean with specified window size and a corresponding prefix sum array (A)
template<class DTYPE>
__global__ void sliding_mean(DTYPE* pref_sum, size_t window, size_t size, DTYPE* means)
{
const DTYPE coeff = 1.0 / (DTYPE) window;
size_t a = blockIdx.x * blockDim.x + threadIdx.x;
size_t b = blockIdx.x * blockDim.x + threadIdx.x + window;
if(a == 0){
means[a] = pref_sum[window - 1] * coeff;
}
if(a < size - 1){
means[a + 1] = (pref_sum[b] - pref_sum[a]) * coeff;
}
}
//This kernel computes a sliding standard deviaiton with specified window size, the corresponding means of each element, and the prefix squared sum at each element
template<class DTYPE>
__global__ void sliding_std(DTYPE* squares, size_t window, size_t size, DTYPE* means, DTYPE* stds){
const DTYPE coeff = 1 / (DTYPE) window;
size_t a = blockIdx.x * blockDim.x + threadIdx.x;
size_t b = blockIdx.x * blockDim.x + threadIdx.x + window;
if(a == 0){
stds[a] = sqrt((squares[window - 1] * coeff) - (means[a] * means[a]));
}
else if(b < size + window) {
stds[a] = sqrt(((squares[b - 1] - squares[a - 1]) * coeff) - (means[a] * means[a]));
}
}
template<class DTYPE>
__global__ void elementwise_multiply_inplace(const DTYPE* A, DTYPE *B, const int size)
{
int tid = blockIdx.x * blockDim.x + threadIdx.x;
if(tid < size) {
B[tid] *= A[tid];
}
}
template<>
__global__ void elementwise_multiply_inplace(const cuDoubleComplex* A, cuDoubleComplex* B, const int size)
{
int tid = blockIdx.x * blockDim.x + threadIdx.x;
if(tid < size) {
B[tid] = cuCmul(A[tid], B[tid]);
}
}
// A is input unaligned sliding dot products produced by ifft
// out is the computed vector of distances
template<class DTYPE>
__global__ void normalized_aligned_distance(const DTYPE* A, DTYPE* out, DTYPE * lastzs,
const DTYPE * AMean, const DTYPE* ASigma,
const unsigned int windowSize, const int exclusionZone,
const unsigned int ProfileLength, DTYPE* profile,
unsigned int * profile_idx, const unsigned int scratch, mp_entry *profile_entry)
{
int thID = blockIdx.x * blockDim.x + threadIdx.x;
int i = 1;
int j = thID + i;
DTYPE lastz = lastzs[thID];
if(j > exclusionZone)
{
// while(j < ProfileLength)
// {
lastz = lastz + (A[j + windowSize - 1] * A[i + windowSize - 1]) - (A[j - 1] * A[i - 1]);
DTYPE distance = max(2 * (windowSize - (lastz - AMean[j] * AMean[i] * windowSize) / (ASigma[j] * ASigma[i])), 0.0);
if (distance < profile_entry[j].floats[0])
{
MPatomicMin((unsigned long long int*)&profile_entry[j], distance, i);
}
if (distance < profile_entry[i].floats[0])
{
MPatomicMin((unsigned long long int*)&profile_entry[i], distance, j);
}
i++;
j++;
// }
}
}
template<class DTYPE>
__global__ void initialize_lastzs(const DTYPE* A, DTYPE* out, DTYPE * lastzs_last,
const DTYPE * AMean, const DTYPE* ASigma, const unsigned int windowSize, const unsigned int exclusionZone,
const unsigned int ProfileLength, DTYPE* profile,
unsigned int * profile_idx)
{
int j = blockIdx.x * blockDim.x + threadIdx.x;
if((j > exclusionZone) && (j < ProfileLength)) {
DTYPE lastz = 0;
for (int index = j; index < windowSize + j; index++)
{
lastz += A[index] * A[index-j];
}
DTYPE distance = max(2 * (windowSize - (lastz - AMean[j] * AMean[0] * windowSize) / (ASigma[j] * ASigma[0])), 0.0);
// Update the distance profile
out[j] = distance;
// Update the matrix profile if needed
if(profile[j] > distance) {
profile[j] = distance;
profile_idx[j] = 0;
}
if(j < ProfileLength) lastzs_last[j] = lastz;
}
else if (j < ProfileLength)
{
out[j] = DBL_MAX;
}
}
template<class DTYPE>
__host__ void distance_profile(const DTYPE* A, DTYPE* QT, DTYPE * lastzs,
DTYPE *profile, unsigned int *profile_idx, const DTYPE * AMean, const DTYPE * ASigma, const int timeSeriesLength,
const int windowSize,const int exclusionZone, const unsigned int i, mp_entry *profile_entry)
{
const int ProfileLength = timeSeriesLength - windowSize + 1;
dim3 grid(ceil(ProfileLength / (float) THREADS_PER_BLOCK), 1, 1);
dim3 block(THREADS_PER_BLOCK, 1, 1);
normalized_aligned_distance<DTYPE><<<grid, block>>>(A, QT, lastzs, AMean, ASigma,windowSize,
exclusionZone, ProfileLength,profile, profile_idx, i, profile_entry);
gpuErrchk(cudaPeekAtLastError());
}
// Reduction kernel, upper layer
// This reduction was adapted from the nvidia whitepaper:
// http://developer.download.nvidia.com/compute/cuda/1.1-Beta/x86_website/projects/reduction/doc/reduction.pdf
template <class DTYPE, unsigned int blockSize>
__global__ void reduce(const DTYPE *g_idata, DTYPE *g_odata, unsigned int *g_oloc, unsigned int ProfileLength) {
__shared__ DTYPE sdata[blockSize];
__shared__ DTYPE sloc[blockSize];
unsigned int tid = threadIdx.x;
unsigned int i = blockIdx.x*(blockSize*2) + tid;
unsigned int gridSize = blockSize*2*gridDim.x;
DTYPE temp;
unsigned int temploc;
sdata[tid] = DBL_MAX;
while (i < ProfileLength) {
if (i + blockSize < ProfileLength)
{
if (g_idata[i] < g_idata[i+blockSize])
{
temp=g_idata[i];
temploc=i;
}
else
{
temp=g_idata[i+blockSize];
temploc = i+blockSize;
}
}
else
{
temp = g_idata[i];
temploc = i;
}
if (sdata[tid] > temp)
{
sdata[tid] = temp;
sloc[tid] = temploc;
}
i += gridSize;
}
__syncthreads();
if (blockSize >= 1024) {
if (tid < 512 && sdata[tid] > sdata[tid + 512])
{
sdata[tid] = sdata[tid + 512];
sloc[tid] = sloc[tid + 512];
}
__syncthreads();
}
if (blockSize >= 512 ) {
if (tid < 256 && sdata[tid] > sdata[tid + 256])
{
sdata[tid] = sdata[tid + 256];
sloc[tid] = sloc[tid + 256];
}
__syncthreads();
}
if (blockSize >= 256) {
if (tid < 128 && sdata[tid] > sdata[tid + 128])
{
sdata[tid] = sdata[tid + 128];
sloc[tid] = sloc[tid + 128];
}
__syncthreads();
}
if (blockSize >= 128) {
if (tid < 64 && sdata[tid] > sdata[tid + 64])
{
sdata[tid] = sdata[tid + 64];
sloc[tid] = sloc[tid + 64];
}
__syncthreads();
}
if (blockSize >= 64) {
if (tid < 32 && sdata[tid] > sdata[tid + 32])
{
sdata[tid] = sdata[tid + 32];
sloc[tid] = sloc[tid + 32];
}
__syncthreads();
}
if (blockSize >= 32) {
if (tid < 16 && sdata[tid] > sdata[tid + 16])
{
sdata[tid] = sdata[tid + 16];
sloc[tid] = sloc[tid + 16];
}
__syncthreads();
}
if (blockSize >= 16) {
if (tid < 8 && sdata[tid] > sdata[tid + 8])
{
sdata[tid] = sdata[tid + 8];
sloc[tid] = sloc[tid + 8];
}
__syncthreads();
}
if (blockSize >= 8) {
if (tid < 4 && sdata[tid] > sdata[tid + 4])
{
sdata[tid] = sdata[tid + 4];
sloc[tid] = sloc[tid + 4];
}
__syncthreads();
}
if (blockSize >= 4) {
if (tid < 2 && sdata[tid] > sdata[tid + 2])
{
sdata[tid] = sdata[tid + 2];
sloc[tid] = sloc[tid + 2];
}
__syncthreads();
}
if (blockSize >= 2) {
if (tid == 0)
{
if (sdata[0] <= sdata[1])
{
g_odata[blockIdx.x] = sdata[0];
g_oloc[blockIdx.x] = sloc[0];
}
else
{
g_odata[blockIdx.x] = sdata[1];
g_oloc[blockIdx.x] = sloc[1];
}
}
}
else
{
if (tid == 0)
{
g_odata[blockIdx.x] = sdata[0];
g_oloc[blockIdx.x] = sloc[0];
}
}
}
//reduction kernel, lower layer
template <class DTYPE, unsigned int blockSize>
__global__ void reducelast(DTYPE *g_idata, unsigned int *g_iloc,
unsigned int start_loc, DTYPE* profilei, unsigned int* profileidxi, unsigned int n) {
__shared__ DTYPE sdata[blockSize];
__shared__ DTYPE sloc[blockSize];
unsigned int tid = threadIdx.x;
unsigned int i = blockIdx.x*(blockSize*2) + tid;
unsigned int gridSize = blockSize*2*gridDim.x;
DTYPE temp;
unsigned int temploc;
sdata[tid] = DBL_MAX;
DTYPE minval;
unsigned int minloc;
while (i < n) {
if (i + blockSize <n)
{
if (g_idata[i] < g_idata[i+blockSize])
{
temp=g_idata[i];
temploc=g_iloc[i];
}
else
{
temp=g_idata[i+blockSize];
temploc = g_iloc[i+blockSize];
}
}
else
{
temp = g_idata[i];
temploc = g_iloc[i];
}
if (sdata[tid] > temp)
{
sdata[tid] = temp;
sloc[tid] = temploc;
}
i += gridSize;
}
__syncthreads();
if (blockSize >= 1024) {
if (tid < 512 && sdata[tid] > sdata[tid + 512])
{
sdata[tid] = sdata[tid + 512];
sloc[tid] = sloc[tid + 512];
}
__syncthreads();
}
if (blockSize >= 512 ) {
if (tid < 256 && sdata[tid] > sdata[tid + 256])
{
sdata[tid] = sdata[tid + 256];
sloc[tid] = sloc[tid + 256];
}
__syncthreads();
}
if (blockSize >= 256) {
if (tid < 128 && sdata[tid] > sdata[tid + 128])
{
sdata[tid] = sdata[tid + 128];
sloc[tid] = sloc[tid + 128];
}
__syncthreads();
}
if (blockSize >= 128) {
if (tid < 64 && sdata[tid] > sdata[tid + 64])
{
sdata[tid] = sdata[tid + 64];
sloc[tid] = sloc[tid + 64];
}
__syncthreads();
}
if (blockSize >= 64) {
if (tid < 32 && sdata[tid] > sdata[tid + 32])
{
sdata[tid] = sdata[tid + 32];
sloc[tid] = sloc[tid + 32];
}
__syncthreads();
}
if (blockSize >= 32) {
if (tid < 16 && sdata[tid] > sdata[tid + 16])
{
sdata[tid] = sdata[tid + 16];
sloc[tid] = sloc[tid + 16];
}
__syncthreads();
}
if (blockSize >= 16) {
if (tid < 8 && sdata[tid] > sdata[tid + 8])
{
sdata[tid] = sdata[tid + 8];
sloc[tid] = sloc[tid + 8];
}
__syncthreads();
}
if (blockSize >= 8) {
if (tid < 4 && sdata[tid] > sdata[tid + 4])
{
sdata[tid] = sdata[tid + 4];
sloc[tid] = sloc[tid + 4];
}
__syncthreads();
}
if (blockSize >= 4) {
if (tid < 2 && sdata[tid] > sdata[tid + 2])
{
sdata[tid] = sdata[tid + 2];
sloc[tid] = sloc[tid + 2];
}
__syncthreads();
}
if (blockSize >= 2) {
if (tid == 0)
{
if (sdata[0] <= sdata[1])
{
minval = sdata[0];
minloc = sloc[0];
}
else
{
minval = sdata[1];
minloc = sloc[1];
}
}
}
else
{
if (tid == 0)
{
minval = sdata[0];
minloc = sloc[0];
}
}
if (tid==0)
{
if (minval<(*profilei))
{
(*profilei)=minval;
(*profileidxi)=minloc+start_loc;
}
}
}
template<class DTYPE>
void reducemain(DTYPE* vd, unsigned int start_loc, unsigned int max_block_num, unsigned int max_thread_num, unsigned int n, DTYPE* profile, unsigned int* profileidx, unsigned int i, DTYPE* reduced_result, unsigned int* reduced_loc)
{
if (n==0) //if this happens, there's an error
return;
if (max_thread_num>1024)
max_thread_num=1024;
unsigned int * middle_loc_pointer=reduced_loc;
unsigned int num_threads=max_thread_num;
unsigned int num_blocks=n/(num_threads*2);
if (n%(num_threads*2)!=0)
num_blocks++;
if (num_blocks>=max_block_num)
num_blocks=max_block_num;
DTYPE *middle_pointer = NULL;
unsigned int curn;
if (num_blocks>1) //upperlevel reduction
{
middle_pointer=reduced_result;
curn=num_blocks;
switch (num_threads)
{
case 1024:
reduce<DTYPE, 1024><<<num_blocks,1024>>>(vd + start_loc,reduced_result,reduced_loc,n); break;
case 512:
reduce<DTYPE, 512><<<num_blocks,512>>>(vd + start_loc,reduced_result,reduced_loc,n); break;
case 256:
reduce<DTYPE, 256><<<num_blocks,256>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 128:
reduce<DTYPE, 128><<<num_blocks,128>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 64:
reduce<DTYPE, 64><<<num_blocks,64>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 32:
reduce<DTYPE, 32><<<num_blocks,32>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 16:
reduce<DTYPE, 16><<<num_blocks,16>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 8:
reduce<DTYPE, 8><<<num_blocks,8>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 4:
reduce<DTYPE, 4><<<num_blocks,4>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
case 2:
reduce<DTYPE, 2><<<num_blocks,2>>>(vd+start_loc,reduced_result,reduced_loc,n); break;
default:
break;
}
gpuErrchk( cudaPeekAtLastError() );
}
else
{
middle_pointer=vd+start_loc;
curn=n;
auto ptr = thrust::device_pointer_cast(reduced_loc);
thrust::sequence(ptr,ptr+curn);
}
num_threads=floor(pow(2,ceil(log(curn)/log(2))-1));
if (num_threads>max_thread_num)
num_threads=max_thread_num;
switch (num_threads)
{
case 1024:
reducelast<DTYPE,1024><<<1,1024>>>(middle_pointer, middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 512:
reducelast<DTYPE,512><<<1,512>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 256:
reducelast<DTYPE,256><<<1,256>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 128:
reducelast<DTYPE,128><<<1,128>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i,curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 64:
reducelast<DTYPE,64><<<1,64>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i,curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 32:
reducelast<DTYPE,32><<<1,32>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 16:
reducelast<DTYPE,16><<<1,16>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i,curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 8:
reducelast<DTYPE,8><<<1,8>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i,curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 4:
reducelast<DTYPE,4><<<1,4>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i,curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 2:
reducelast<DTYPE,2><<<1,2>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 1:
reducelast<DTYPE,1><<<1,1>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
case 0:
reducelast<DTYPE,1><<<1,1>>>(middle_pointer,middle_loc_pointer, start_loc, profile+i, profileidx+i, curn);
gpuErrchk( cudaPeekAtLastError() );
break;
default:
break;
}
}
template<class DTYPE>
struct square_op : public thrust::unary_function<DTYPE,DTYPE>
{
__host__ __device__
DTYPE operator()(DTYPE x) const
{
return x * x;
}
};
template<class DTYPE>
void compute_statistics(const DTYPE *T, DTYPE *means, DTYPE *stds, DTYPE *scratch, size_t n, size_t m)
{
square_op<DTYPE> sqr;
dim3 grid(ceil(n / (double) THREADS_PER_BLOCK), 1,1);
dim3 block(THREADS_PER_BLOCK, 1, 1);
thrust::device_ptr<const DTYPE> dev_ptr_T = thrust::device_pointer_cast(T);
thrust::device_ptr<DTYPE> dev_ptr_scratch = thrust::device_pointer_cast(scratch);
thrust::inclusive_scan(dev_ptr_T, dev_ptr_T + n + m - 1, dev_ptr_scratch, thrust::plus<DTYPE>());
sliding_mean<DTYPE><<<grid, block>>>(scratch, m, n, means);
thrust::transform_inclusive_scan(dev_ptr_T, dev_ptr_T + n + m - 1, dev_ptr_scratch, sqr,thrust::plus<DTYPE>());
sliding_std<DTYPE><<<grid,block>>>(scratch, m, n, means, stds);
}
template<class DTYPE>
void STREAMP(DTYPE* T, const int timeSeriesLength, const int windowSize, DTYPE* profile, unsigned int* profile_idxs, mp_entry *profile_with_idx)
{
int exclusionZone = windowSize / 4;
size_t ProfileLength = timeSeriesLength - windowSize + 1;
DTYPE * AMean, * ASigma, *QT, *lastzs, *reduced_result;
dim3 block(THREADS_PER_BLOCK,1,1);
dim3 grid(ceil(ProfileLength / (float) THREADS_PER_BLOCK), 1, 1);
unsigned int *reduced_loc;
//clock_t start, now;
const unsigned int max_block_num=2048;
const unsigned int max_thread_num=1024;
unsigned int middle_loc_size=max_block_num>max_thread_num?max_block_num:max_thread_num;
// printf("size = %d, window = %d, exclusion = %d\n", ProfileLength, windowSize, exclusionZone);
//start = clock();
cudaMalloc(&QT, ProfileLength * sizeof(DTYPE));
cudaMalloc(&AMean, ProfileLength * sizeof(DTYPE));
cudaMalloc(&ASigma, ProfileLength * sizeof(DTYPE));
cudaMalloc(&lastzs, ProfileLength * sizeof(DTYPE));
cudaMalloc(&reduced_result, max_block_num * sizeof(DTYPE));
cudaMalloc(&reduced_loc, middle_loc_size * sizeof(unsigned int));
//now = clock();
//printf("Allocate memory took %lf sec\n", (now - start) / (double) CLOCKS_PER_SEC);
// Precompute statistics
//start = clock();
//Use QT vector as scratch space as we don't need it yet
compute_statistics(T, AMean, ASigma, QT, ProfileLength, windowSize);
//now = clock();
// printf("Precompute statistics took %lf sec\n", (now - start) / (double) CLOCKS_PER_SEC);
// Initialize profile and lastzs_last
// start = clock();
auto begin = std::chrono::high_resolution_clock::now();
initialize_lastzs<DTYPE><<<grid, block>>>(T, QT, lastzs, AMean, ASigma, windowSize, exclusionZone,
ProfileLength, profile, profile_idxs);
reducemain(QT, 0, 2048, 1024, ProfileLength, profile, profile_idxs, 0, reduced_result, reduced_loc);
MPIDXCombine combiner;
auto ptr_prof = thrust::device_pointer_cast(profile);
auto ptr_idx = thrust::device_pointer_cast(profile_idxs);
auto ptr_comb = thrust::device_pointer_cast(profile_with_idx);
thrust::transform(ptr_prof, ptr_prof + ProfileLength, ptr_idx, ptr_comb, combiner);
cudaDeviceSynchronize();
// compute the distance profile
distance_profile<DTYPE>(T, QT, lastzs, profile, profile_idxs, AMean, ASigma, timeSeriesLength,
windowSize, exclusionZone, 1, profile_with_idx);
cudaDeviceSynchronize();
//now = clock();
auto end = std::chrono::high_resolution_clock::now();
std::cout << "STREAMP time: "<< (float) std::chrono::duration_cast<std::chrono::microseconds>(end-begin).count() / 1000 << " ms." << std::endl;
cudaFree(QT);
cudaFree(AMean);
cudaFree(ASigma);
cudaFree(lastzs);
}
//Reads input time series from file
template<class DTYPE>
void readFile(const char* filename, vector<DTYPE>& v, const char *format_str)
{
FILE* f = fopen( filename, "r");
if(f == NULL){
printf("Unable to open %s for reading, please make sure it exists\n", filename);
exit(0);
}
DTYPE num;
while(!feof(f)){
fscanf(f, format_str, &num);
v.push_back(num);
}
v.pop_back();
fclose(f);
}
int main(int argc, char **argv)
{
if (argc != 4) {
printf("Usage: <subseq length> <input file> <output file>\n");
exit(0);
}
int nDevices;
double *T, *profile;
unsigned int *idxs;
mp_entry *profile_with_idx;
int windowSize = atoi(argv[1]);
char *filename = argv[2];
//clock_t start, now;
vector<double> T_host;
cudaGetDeviceCount(&nDevices);
vector<cudaDeviceProp> device_info(nDevices);
/* printf("Number of CUDA devices: %d\n",nDevices);
for (int i = 0; i < nDevices; ++i) {
cudaGetDeviceProperties(&device_info.at(i), i);
printf("Device Number: %d\n", i);
printf(" Device name: %s\n", device_info.at(i).name);
printf(" Memory Clock Rate (KHz): %d\n",
device_info.at(i).memoryClockRate);
printf(" Memory Bus Width (bits): %d\n",
device_info.at(i).memoryBusWidth);
printf(" Peak Memory Bandwidth (GB/s): %f\n\n",
2.0*device_info.at(i).memoryClockRate*(device_info.at(i).memoryBusWidth/8)/1.0e6);
}*/
// std::cout << "Enter the device number to use: " << '\n';
//std::cin >> selectedDevice;
//cudaSetDevice(selectedDevice);
cudaSetDevice(0);
cudaFree(0);
//start = clock();
readFile<double>(filename, T_host, "%lf");
//now = clock();
// printf("Time taken to read date from file: %lf seconds\n", (now - start) / (double) CLOCKS_PER_SEC);
vector<double> profile_host(T_host.size() - windowSize + 1, DBL_MAX);
vector<unsigned int> index_host(profile_host.size(), 0);
vector<mp_entry> profile_with_idx_h(profile_host.size());
//start = clock();
cudaMalloc(&T, T_host.size() * sizeof(double));
cudaMemcpy(T, T_host.data(), T_host.size() * sizeof(double), cudaMemcpyHostToDevice);
cudaMalloc(&profile, profile_host.size() * sizeof(double));
cudaMemcpy(profile, profile_host.data(), profile_host.size() * sizeof(double), cudaMemcpyHostToDevice);
cudaMalloc(&idxs, index_host.size() * sizeof(unsigned int));
cudaMalloc(&profile_with_idx, profile_host.size() * sizeof(mp_entry));
//now = clock();
// printf("Time taken to allocate T and profile and transfer to device: %lf seconds\n", (now - start) / (double) CLOCKS_PER_SEC);
// Do SCRIMP
STREAMP<double>(T, T_host.size(), windowSize, profile, idxs, profile_with_idx);
//start = clock();
cudaMemcpy(&profile_with_idx_h[0], profile_with_idx, profile_host.size() * sizeof(mp_entry), cudaMemcpyDeviceToHost);
//now = clock();
//printf("Time taken to copy result to host: %lf seconds\n", (now - start) / (double) CLOCKS_PER_SEC);
//printf("writing result to files\n");
FILE* f1 = fopen( argv[3], "w");
for(int i = 0; i < profile_host.size(); ++i){
fprintf(f1, "%.10f %u\n", sqrt(profile_with_idx_h[i].floats[0]) , profile_with_idx_h[i].ints[1]);
}
fclose(f1);
gpuErrchk(cudaDeviceSynchronize());
gpuErrchk(cudaDeviceReset());
cudaFree(T);
cudaFree(profile);
cudaFree(profile_with_idx);
}
|