Fast GPU Linear Algebra via Compile Time Expression Fusion

Abstract

We describe the Bandicoot GPU linear algebra toolkit, a C++ based library that prioritises ease of use without compromising efficiency. Bandicoot's API is compatible with the popular Armadillo CPU linear algebra library, enabling easy transition for existing CPU-based codebases. Unlike other GPU-focused toolkits, Bandicoot uses template metaprogramming to generate fused GPU kernels directly at compile time, yielding efficient kernels that are often able to saturate memory bandwidth. This removes the need for runtime overhead or JIT infrastructure. Empirical results show that Bandicoot outperforms (sometimes by considerable margins) commonly-used linear algebra toolkits including PyTorch, TensorFlow, and JAX.