Matrix multiplication algorithm

Template:Short description Because matrix multiplication is such a central operation in many numerical algorithms, much work has been invested in making matrix multiplication algorithms efficient. Applications of matrix multiplication in computational problems are found in many fields including scientific computing and pattern recognition and in seemingly unrelated problems such as counting the paths through a graph. Many different algorithms have been designed for multiplying matrices on different types of hardware, including parallel and distributed systems, where the computational work is spread over multiple processors (perhaps over a network).

Directly applying the mathematical definition of matrix multiplication gives an algorithm that takes time on the order of Template:Math field operations to multiply two Template:Math matrices over that field (Template:Math in big O notation). Better asymptotic bounds on the time required to multiply matrices have been known since the Strassen's algorithm in the 1960s, but the optimal time (that is, the computational complexity of matrix multiplication) remains unknown. Template:As of, the best announced bound on the asymptotic complexity of a matrix multiplication algorithm is Template:Math time, given by Williams, Xu, Xu, and Zhou. This improves on the bound of Template:Math time, given by Alman and Williams. However, this algorithm is a galactic algorithm because of the large constants and cannot be realized practically.

Iterative algorithm

The definition of matrix multiplication is that if Template:Math for an Template:Math matrix Template:Mvar and an Template:Math matrix Template:Mvar, then Template:Mvar is an Template:Math matrix with entries

$c_{ij}=\sum _{k=1}^m{a}_{ik}{b}_{kj}.$

From this, a simple algorithm can be constructed which loops over the indices Template:Mvar from 1 through Template:Mvar and Template:Mvar from 1 through Template:Mvar, computing the above using a nested loop:

• Input: matrices Template:Mvar and Template:Mvar
• Let Template:Mvar be a new matrix of the appropriate size
• For Template:Mvar from 1 to Template:Mvar:
  • For Template:Mvar from 1 to Template:Mvar:
    • Let Template:Math
    • For Template:Mvar from 1 to Template:Mvar:
      • Set Template:Math
    • Set Template:Math
• Return Template:Mvar

This algorithm takes time Template:Math (in asymptotic notation). A common simplification for the purpose of algorithm analysis is to assume that the inputs are all square matrices of size Template:Math, in which case the running time is Template:Math, i.e., cubic in the size of the dimension.

Cache behavior

Illustration of row- and column-major order

The three loops in iterative matrix multiplication can be arbitrarily swapped with each other without an effect on correctness or asymptotic running time. However, the order can have a considerable impact on practical performance due to the memory access patterns and cache use of the algorithm; which order is best also depends on whether the matrices are stored in row-major order, column-major order, or a mix of both.

In particular, in the idealized case of a fully associative cache consisting of Template:Mvar bytes and Template:Mvar bytes per cache line (i.e. Template:Sfrac cache lines), the above algorithm is sub-optimal for Template:Mvar and Template:Mvar stored in row-major order. When Template:Math, every iteration of the inner loop (a simultaneous sweep through a row of Template:Mvar and a column of Template:Mvar) incurs a cache miss when accessing an element of Template:Mvar. This means that the algorithm incurs Template:Math cache misses in the worst case. Template:As of, the speed of memories compared to that of processors is such that the cache misses, rather than the actual calculations, dominate the running time for sizable matrices.

The optimal variant of the iterative algorithm for Template:Mvar and Template:Mvar in row-major layout is a tiled version, where the matrix is implicitly divided into square tiles of size Template:Math by Template:Math:

• Input: matrices Template:Mvar and Template:Mvar
• Let Template:Mvar be a new matrix of the appropriate size
• Pick a tile size Template:Math
• For Template:Mvar from 1 to Template:Mvar in steps of Template:Mvar:
  • For Template:Mvar from 1 to Template:Mvar in steps of Template:Mvar:
    • For Template:Mvar from 1 to Template:Mvar in steps of Template:Mvar:
      • Multiply Template:Math and Template:Math into Template:Math, that is:
      • For Template:Mvar from Template:Mvar to Template:Math:
        • For Template:Mvar from Template:Mvar to Template:Math:
          • Let Template:Math
          • For Template:Mvar from Template:Mvar to Template:Math:
            • Set Template:Math
          • Set Template:Math
• Return Template:Mvar

In the idealized cache model, this algorithm incurs only Template:Math cache misses; the divisor Template:Math amounts to several orders of magnitude on modern machines, so that the actual calculations dominate the running time, rather than the cache misses.

Divide-and-conquer algorithm

An alternative to the iterative algorithm is the divide-and-conquer algorithm for matrix multiplication. This relies on the block partitioning

$C=\left(\begin{array}{cc}{C}_{11}& C_{12}\\ C_{21}& C_{22}\end{array}\right),A=\left(\begin{array}{cc}{A}_{11}& A_{12}\\ A_{21}& A_{22}\end{array}\right),B=\left(\begin{array}{cc}{B}_{11}& B_{12}\\ B_{21}& B_{22}\end{array}\right),$

which works for all square matrices whose dimensions are powers of two, i.e., the shapes are Template:Math for some Template:Mvar. The matrix product is now

$\left(\begin{array}{cc}{C}_{11}& C_{12}\\ C_{21}& C_{22}\end{array}\right)=\left(\begin{array}{cc}{A}_{11}& A_{12}\\ A_{21}& A_{22}\end{array}\right)\left(\begin{array}{cc}{B}_{11}& B_{12}\\ B_{21}& B_{22}\end{array}\right)=\left(\begin{array}{cc}{A}_{11}{B}_{11}+A_{12}{B}_{21}& A_{11}{B}_{12}+A_{12}{B}_{22}\\ A_{21}{B}_{11}+A_{22}{B}_{21}& A_{21}{B}_{12}+A_{22}{B}_{22}\end{array}\right)$

which consists of eight multiplications of pairs of submatrices, followed by an addition step. The divide-and-conquer algorithm computes the smaller multiplications recursively, using the scalar multiplication Template:Math as its base case.

The complexity of this algorithm as a function of Template:Mvar is given by the recurrence

$T(1)=\mathrm{\Theta }(1);$

$T(n)=8T(n/2)+\mathrm{\Theta }(n^2),$

accounting for the eight recursive calls on matrices of size Template:Math and Template:Math to sum the four pairs of resulting matrices element-wise. Application of the master theorem for divide-and-conquer recurrences shows this recursion to have the solution Template:Math, the same as the iterative algorithm.

Non-square matrices

A variant of this algorithm that works for matrices of arbitrary shapes and is faster in practice splits matrices in two instead of four submatrices, as follows. Splitting a matrix now means dividing it into two parts of equal size, or as close to equal sizes as possible in the case of odd dimensions.

• Inputs: matrices Template:Mvar of size Template:Math, Template:Mvar of size Template:Math.
• Base case: if Template:Math is below some threshold, use an unrolled version of the iterative algorithm.
• Recursive cases:

• If Template:Math, split Template:Mvar horizontally:

$C=\left(\begin{array}{c}{A}_1\\ A_2\end{array}\right)B=\left(\begin{array}{c}{A}_{1}B\\ A_{2}B\end{array}\right)$

• Else, if Template:Math, split Template:Mvar vertically:

$C=A\left(\begin{array}{cc}{B}_1& B_2\end{array}\right)=\left(\begin{array}{cc}A{B}_1& A{B}_2\end{array}\right)$

• Otherwise, Template:Math. Split Template:Mvar vertically and Template:Mvar horizontally:

$C=\left(\begin{array}{cc}{A}_1& A_2\end{array}\right)\left(\begin{array}{c}{B}_1\\ B_2\end{array}\right)=A_1{B}_1+A_2{B}_2$

Cache behavior

The cache miss rate of recursive matrix multiplication is the same as that of a tiled iterative version, but unlike that algorithm, the recursive algorithm is cache-oblivious: there is no tuning parameter required to get optimal cache performance, and it behaves well in a multiprogramming environment where cache sizes are effectively dynamic due to other processes taking up cache space. (The simple iterative algorithm is cache-oblivious as well, but much slower in practice if the matrix layout is not adapted to the algorithm.)

The number of cache misses incurred by this algorithm, on a machine with Template:Mvar lines of ideal cache, each of size Template:Mvar bytes, is bounded byTemplate:RTemplate:Rp

$\mathrm{\Theta }(m+n+p+\frac{mn+np+mp}{b}+\frac{mnp}{b\sqrt{M}})$

Sub-cubic algorithms

Improvement of estimates of exponent Template:Math over time for the computational complexity of matrix multiplication $O(n^{\omega })$.

Algorithms exist that provide better running times than the straightforward ones. The first to be discovered was Strassen's algorithm, devised by Volker Strassen in 1969 and often referred to as "fast matrix multiplication". It is based on a way of multiplying two Template:Math-matrices which require only 7 multiplications (instead of the usual 8), at the expense of several additional addition and subtraction operations. Applying this recursively gives an algorithm with a multiplicative cost of $O(n^{{\log }_{2}7})\approx O(n^{2.807})$. Strassen's algorithm is more complex, and the numerical stability is reduced compared to the naïve algorithm, but it is faster in cases where Template:Math or so and appears in several libraries, such as BLAS. It is very useful for large matrices over exact domains such as finite fields, where numerical stability is not an issue.

Since Strassen's algorithm is actually used in practical numerical software and computer algebra systems improving on the constants hidden in the big O notation has its merits. A table that compares key aspects of the improved version based on recursive multiplication of 2x2-block matrices via 7 block matrix multiplications follows. As usual $n$ gives the dimensions of the matrix and $M$ designates the memory size.

Progress for Strassen-like recursive 2x2-block matrix multiplication

Year	Reference	#matrix multiplications per step	#matrix additions per step	total arithmetic operations	total I/O-complexity
1969	Strassen	7	18	$7n^{{\log }_{2}7}-6n^2$	$6{\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)}^{{\log }_{2}7}\cdot M-18n^2+3M$
1971	Winograd	7	15	$6n^{{\log }_{2}7}-5n^2$	$5{\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)}^{{\log }_{2}7}\cdot M-15n^2+3M$
2017	Karstadt, Schwartz	7	12	$5n^{{\log }_{2}7}-4n^2+3n^2{\log }_{2}n$	$4{\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)}^{{\log }_{2}7}\cdot M-12n^2+3n^2\cdot {\log }_2\left(\frac{\sqrt{2}n}{\sqrt{M}}\right)+5M$
2023	Schwartz, Vaknin	7	12	$5n^{{\log }_{2}7}-4n^2+1.5n^2{\log }_{2}n$	$4{\left(\frac{\sqrt{3}n}{\sqrt{M}}\right)}^{{\log }_{2}7}\cdot M-12n^2+1.5n^2\cdot {\log }_2\left(\frac{\sqrt{2}n}{\sqrt{M}}\right)+5M$

It is known that a Strassen-like algorithm with a 2x2-block matrix step requires at least 7 block matrix multiplications. In 1976 Probert showed that such an algorithm requires at least 15 additions (including subtractions), however, a hidden assumption was that the blocks and the 2x2-block matrix are represented in the same basis. Karstadt and Schwartz computed in different bases and traded 3 additions for less expensive basis transformations. They also proved that one cannot go below 12 additions per step using different bases. In subsequent work Beniamini et el. applied this base change trick to more general decompositions than 2x2-block matrices and improved the leading constant for their run times.

It is an open question in theoretical computer science how well Strassen's algorithm can be improved in terms of asymptotic complexity. The matrix multiplication exponent, usually denoted $\omega$, is the smallest real number for which any $n\times n$ matrix over a field can be multiplied together using $n^{\omega +o(1)}$ field operations. The current best bound on $\omega$ is $\omega <2.371552$, by Williams, Xu, Xu, and Zhou. This algorithm, like all other recent algorithms in this line of research, is a generalization of the Coppersmith–Winograd algorithm, which was given by Don Coppersmith and Shmuel Winograd in 1990. The conceptual idea of these algorithms is similar to Strassen's algorithm: a way is devised for multiplying two Template:Math-matrices with fewer than Template:Math multiplications, and this technique is applied recursively. However, the constant coefficient hidden by the Big O notation is so large that these algorithms are only worthwhile for matrices that are too large to handle on present-day computers. Victor Pan proposed so-called feasible sub-cubic matrix multiplication algorithms with an exponent slightly above 2.77, but in return with a much smaller hidden constant coefficient.

Freivalds' algorithm is a simple Monte Carlo algorithm that, given matrices Template:Mvar, Template:Mvar and Template:Mvar, verifies in Template:Math time if Template:Math.

AlphaTensor

In 2022, DeepMind introduced AlphaTensor, a neural network that used a single-player game analogy to invent thousands of matrix multiplication algorithms, including some previously discovered by humans and some that were not. Operations were restricted to the non-commutative ground field (normal arithmetic) and finite field $\mathbb{Z}/2\mathbb{Z}$ (mod 2 arithmetic). The best "practical" (explicit low-rank decomposition of a matrix multiplication tensor) algorithm found ran in O(n^2.778). Finding low-rank decompositions of such tensors (and beyond) is NP-hard; optimal multiplication even for 3x3 matrices remains unknown, even in commutative field. On 4x4 matrices, AlphaTensor unexpectedly discovered a solution with 47 multiplication steps, an improvement over the 49 required with Strassen’s algorithm of 1969, albeit restricted to mod 2 arithmetic. Similarly, AlphaTensor solved 5x5 matrices with 96 rather than Strassen's 98 steps. Based on the surprising discovery that such improvements exist, other researchers were quickly able to find a similar independent 4x4 algorithm, and separately tweaked Deepmind's 96-step 5x5 algorithm down to 95 steps in mod 2 arithmetic and to 97 in normal arithmetic. Some algorithms were completely new: for example, (4, 5, 5) was improved to 76 steps from a baseline of 80 in both normal and mod 2 arithmetic.

Parallel and distributed algorithms

Shared-memory parallelism

The divide-and-conquer algorithm sketched earlier can be parallelized in two ways for shared-memory multiprocessors. These are based on the fact that the eight recursive matrix multiplications in

$\left(\begin{array}{cc}{A}_{11}{B}_{11}+A_{12}{B}_{21}& A_{11}{B}_{12}+A_{12}{B}_{22}\\ A_{21}{B}_{11}+A_{22}{B}_{21}& A_{21}{B}_{12}+A_{22}{B}_{22}\end{array}\right)$

can be performed independently of each other, as can the four summations (although the algorithm needs to "join" the multiplications before doing the summations). Exploiting the full parallelism of the problem, one obtains an algorithm that can be expressed in fork–join style pseudocode:

Template:Framebox Procedure Template:Math:

• Base case: if Template:Math, set Template:Math (or multiply a small block matrix).
• Otherwise, allocate space for a new matrix Template:Mvar of shape Template:Math, then:
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • Parallel execution:
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
  • Join (wait for parallel forks to complete).
  • Template:Math.
  • Deallocate Template:Mvar.

Procedure Template:Math adds Template:Mvar into Template:Mvar, element-wise:

• Base case: if Template:Math, set Template:Math (or do a short loop, perhaps unrolled).
• Otherwise:
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • Partition Template:Mvar into Template:Math, Template:Math, Template:Math, Template:Math.
  • In parallel:
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
    • Fork Template:Math.
  • Join.

Here, fork is a keyword that signal a computation may be run in parallel with the rest of the function call, while join waits for all previously "forked" computations to complete. Template:Math achieves its goal by pointer manipulation only.

This algorithm has a critical path length of Template:Math steps, meaning it takes that much time on an ideal machine with an infinite number of processors; therefore, it has a maximum possible speedup of Template:Math on any real computer. The algorithm isn't practical due to the communication cost inherent in moving data to and from the temporary matrix Template:Mvar, but a more practical variant achieves Template:Math speedup, without using a temporary matrix.

Block matrix multiplication. In the 2D algorithm, each processor is responsible for one submatrix of Template:Mvar. In the 3D algorithm, every pair of submatrices from Template:Mvar and Template:Mvar that is multiplied is assigned to one processor.

Communication-avoiding and distributed algorithms

On modern architectures with hierarchical memory, the cost of loading and storing input matrix elements tends to dominate the cost of arithmetic. On a single machine this is the amount of data transferred between RAM and cache, while on a distributed memory multi-node machine it is the amount transferred between nodes; in either case it is called the communication bandwidth. The naïve algorithm using three nested loops uses Template:Math communication bandwidth.

Cannon's algorithm, also known as the 2D algorithm, is a communication-avoiding algorithm that partitions each input matrix into a block matrix whose elements are submatrices of size Template:Math by Template:Math, where Template:Math is the size of fast memory. The naïve algorithm is then used over the block matrices, computing products of submatrices entirely in fast memory. This reduces communication bandwidth to Template:Math, which is asymptotically optimal (for algorithms performing Template:Math computation).

In a distributed setting with Template:Mvar processors arranged in a Template:Math by Template:Math 2D mesh, one submatrix of the result can be assigned to each processor, and the product can be computed with each processor transmitting Template:Math words, which is asymptotically optimal assuming that each node stores the minimum Template:Math elements. This can be improved by the 3D algorithm, which arranges the processors in a 3D cube mesh, assigning every product of two input submatrices to a single processor. The result submatrices are then generated by performing a reduction over each row. This algorithm transmits Template:Math words per processor, which is asymptotically optimal. However, this requires replicating each input matrix element Template:Math times, and so requires a factor of Template:Math more memory than is needed to store the inputs. This algorithm can be combined with Strassen to further reduce runtime. "2.5D" algorithms provide a continuous tradeoff between memory usage and communication bandwidth. On modern distributed computing environments such as MapReduce, specialized multiplication algorithms have been developed.

Algorithms for meshes

Matrix multiplication completed in 2n-1 steps for two n×n matrices on a cross-wired mesh.

There are a variety of algorithms for multiplication on meshes. For multiplication of two n×n on a standard two-dimensional mesh using the 2D Cannon's algorithm, one can complete the multiplication in 3n-2 steps although this is reduced to half this number for repeated computations. The standard array is inefficient because the data from the two matrices does not arrive simultaneously and it must be padded with zeroes.

The result is even faster on a two-layered cross-wired mesh, where only 2n-1 steps are needed. The performance improves further for repeated computations leading to 100% efficiency. The cross-wired mesh array may be seen as a special case of a non-planar (i.e. multilayered) processing structure.

In a 3D mesh with n³ processing elements, two matrices can be multiplied in $𝒪(\log n)$ using the DNS algorithm.

See also

• Computational complexity of mathematical operations
• Computational complexity of matrix multiplication
• CYK algorithm § Valiant's algorithm
• Matrix chain multiplication
• Method of Four Russians
• Multiplication algorithm
• Sparse matrix–vector multiplication

Further reading

• Template:Cite journal
• Template:Cite journal
• Template:Cite journal
• How To Optimize GEMM