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Fast Hadamard Transform in CUDA, with a PyTorch interface

Features:

  • Support fp32, fp16, bf16, for dimension up to 32768.
  • Implicitly pad with zeros if dimension is not a power of 2.

How to use

from fast_hadamard_transform import hadamard_transform
def hadamard_transform(x, scale=1.0):
    """
    Arguments:
        x: (..., dim)
        scale: float. Multiply the output by this number.
    Returns:
        out: (..., dim)

    Multiply each row of x by the Hadamard transform matrix.
    Equivalent to F.linear(x, torch.tensor(scipy.linalg.hadamard(dim))) * scale.
    If dim is not a power of 2, we implicitly pad x with zero so that dim is the next power of 2.
    """

Speed

Benchmarked on A100, for not too small batch size, compared to memcpy (torch.clone), which is a lower bound for the time taken as we'd need to read inputs from GPU memory and write output to GPU memory anyway.

Data type Dimension Time taken vs memcpy
fp16/bf16 <= 512 1.0x
512 - 8192 <= 1.2x
16384 1.3x
32768 1.8x
fp32 <= 8192 1.0x
16384 1.1x
32768 1.2x

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Fast Hadamard transform in CUDA, with a PyTorch interface

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  • C 28.6%
  • Python 26.5%
  • Cuda 23.8%
  • C++ 21.1%