Automatic Hierarchical Parallelization of Linear Recurrences

Linear recurrences encompass many fundamental computations including prefix sums and digital filters. Later result values depend on earlier result values in recurrences, making it a challenge to compute them in parallel. We present a new work- and space-efficient algorithm to compute linear recurrences that is amenable to automatic parallelization and suitable for hierarchical massively-parallel architectures such as GPUs. We implemented our approach in a domain-specific code generator that emits optimized CUDA code. Our evaluation shows that, for standard prefix sums and single-stage IIR filters, the generated code reaches the throughput of memory copy for large inputs, which cannot be surpassed. On higher-order prefix sums, it performs nearly as well as the fastest handwritten code from the literature. On tuple-based prefix sums and digital filters, our automatically parallelized code outperforms the fastest prior implementations.