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Vectorization

Modern CPUs have Vector Processing Units (VPUs) that allow the processor to do the same instruction on multiple data, SIMD per cycle.

System microarchitecture Instruction Set SIMD width
Edison IvyBridge AVX 128 bits
Cori Haswell AVX2 256 bits
Cori KNL AVX-512 512 bits

Tip

On KNL with 512 bit vector operations 8 double precision operations can be done with each instruction. A code which takes advantage of that can potentially achieve an 8x speedup!

Auto-vectorization

In many cases a compiler is able to transform sequential code into vector operations automatically - a process known as automatic vectorization.

Example

do i = 1, n
    c(i) = a(i) + b(i)
end do
Could be transformed by the compiler such that blocks of 4 elements are processed at a time:
do i = 1, n, 4
    c(i) = a(i) + b(i)
    c(i+1) = a(i+1) + b(i+1)
    c(i+2) = a(i+2) + b(i+2)
    c(i+3) = a(i+3) + b(i+3)
end do