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Fix race conditions caused by missing fences in OpenCL kernels for cholesky_decompose, tridiagonalization and diag_inv - #3432

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andrjohns merged 8 commits into
stan-dev:developfrom
jachymb:bugfix/opencl-global-memory-fence
Oct 22, 2026
Merged

andrjohns merged 8 commits into
stan-dev:developfrom
jachymb:bugfix/opencl-global-memory-fence

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@jachymb

@jachymb jachymb commented Oct 5, 2026

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Introduction

On my machine a noticed that the GPU kernel for cholesky_decompose is buggy and actually produces wrong results. I confirmed with Oclgrind that this is due to a fencing race condition. The attached test fails on my Radeon GPU against current develop and is fixed with this patch. I then tested other kernels in the repo with Oclgrind and found possible fencing race conditions in the kernels for tridiagonalization and diag_inv. For these two, I was unable to construct a failing test so maybe they are just latent issues. However, this kind of problems may be machine-specific, so I believe it's better fixed.

This fixes #3429. See also #3430.

The rest of this commentary was made by Fable5.1 which helped me debug this.

Summary

In three kernels, work items read or overwrite buffer entries that other work items access on the other side of a barrier(CLK_LOCAL_MEM_FENCE). That flag orders operations on local memory only; such accesses need CLK_GLOBAL_MEM_FENCE.

  • cholesky_decompose: both barriers now fence global memory. This kernel returns wrong results on an AMD GPU. With more than 64 work items, some of them read entries of the matrix as they were before other work items overwrote them, so cholesky_decompose of a matrix_cl with more than 64 rows silently returns a wrong factor.
  • tridiagonalization_householder: the barrier after the first loop now fences local and global memory.
  • diag_inv: a barrier(CLK_GLOBAL_MEM_FENCE) now separates the reads of the matrix from the final copy into it.

The last two were found with the race detector of Oclgrind (oclgrind --data-races <test>); no wrong result from them has been seen. On the small cases of their tests, Oclgrind reports 14, 62 and more than 1000 races in the three kernels on develop and none with this PR.

Tests

  • New: MathMatrixOpenCL.cholesky_decompose_cpu_vs_cl_one_work_group factors a 200Ă—200 matrix, which is one call of the kernel with 200 work items. On the AMD GPU it fails on develop in 5 of 5 runs and passes with the fix.
  • No new test for the other two kernels: no device at hand returns a wrong result from them, so a test could not fail on develop. The Oclgrind reports are the evidence.
  • The existing OpenCL tests of the Cholesky decomposition, the triangular inverse and the tridiagonalization pass on two CPU OpenCL devices (PoCL, Intel) and on the AMD GPU.

Side Effects

  • Results are identical to develop wherever develop was correct.
  • Speed: no measurable change on the CPU OpenCL devices. On the AMD GPU the Cholesky kernel is 2 to 5 % slower for blocks of 128 to 256 rows and up to 9 % for 64 rows; the triangular inverse and the tridiagonalization show no change beyond the scatter between runs.

Release notes

Fix race conditions caused by missing fences in OpenCL kernels for cholesky_decompose, tridiagonalization and diag_inv

Checklist

  • Copyright holder: Jáchym Barvínek jachymb@gmail.com

    The copyright holder is typically you or your assignee, such as a university or company. By submitting this pull request, the copyright holder is agreeing to the license the submitted work under the following licenses:
    - Code: BSD 3-clause (https://opensource.org/licenses/BSD-3-Clause)
    - Documentation: CC-BY 4.0 (https://creativecommons.org/licenses/by/4.0/)

  • the basic tests are passing

    • unit tests pass (to run, use: ./runTests.py test/unit)
    • header checks pass, (make test-headers)
    • dependencies checks pass, (make test-math-dependencies)
    • docs build, (make doxygen)
    • code passes the built in C++ standards checks (make cpplint)
  • the code is written in idiomatic C++ and changes are documented in the doxygen

  • the new changes are tested

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Name Old Result New Result Ratio Performance change( 1 - new / old )
stat_comp_benchmarks/benchmarks/gp_regr/gp_regr.stan 0.23 0.23 0.99 -1.21% slower
stat_comp_benchmarks/benchmarks/gp_regr/gen_gp_data.stan 0.06 0.06 0.99 -0.77% slower
stat_comp_benchmarks/benchmarks/low_dim_corr_gauss/low_dim_corr_gauss.stan 0.02 0.02 1.0 -0.19% slower
stat_comp_benchmarks/benchmarks/arma/arma.stan 0.71 0.71 1.0 0.31% faster
stat_comp_benchmarks/benchmarks/arK/arK.stan 3.2 3.19 1.0 0.21% faster
stat_comp_benchmarks/benchmarks/pkpd/one_comp_mm_elim_abs.stan 42.64 42.7 1.0 -0.12% slower
stat_comp_benchmarks/benchmarks/pkpd/sim_one_comp_mm_elim_abs.stan 0.6 0.6 1.0 -0.23% slower
stat_comp_benchmarks/benchmarks/gp_pois_regr/gp_pois_regr.stan 4.48 4.46 1.0 0.44% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 21.03 20.86 1.01 0.8% faster
stat_comp_benchmarks/benchmarks/garch/garch.stan 0.89 0.89 1.0 -0.22% slower
stat_comp_benchmarks/benchmarks/eight_schools/eight_schools.stan 0.11 0.11 1.01 1.48% faster
stat_comp_benchmarks/benchmarks/irt_2pl/irt_2pl.stan 8.45 8.45 1.0 0.05% faster
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix/low_dim_gauss_mix.stan 6.35 6.32 1.01 0.54% faster
stat_comp_benchmarks/benchmarks/sir/sir.stan 165.58 165.78 1.0 -0.12% slower
performance.compilation 379.51 385.46 0.98 -1.57% slower
Mean result: 0.9996594960254679

Jenkins Console Log
Jenkins Build Stages
Commit hash: 993f35f70b6d7c411c87d88bbb003259bfff0fcd

Machine information
Distributor ID:	Ubuntu
Description:	Ubuntu 20.04.3 LTS
Release:	20.04
Codename:	focal

CPU:

Architecture:                            x86_64
CPU op-mode(s):                          32-bit, 64-bit
Byte Order:                              Little Endian
Address sizes:                           43 bits physical, 48 bits virtual
CPU(s):                                  256
On-line CPU(s) list:                     0-255
Thread(s) per core:                      2
Core(s) per socket:                      64
Socket(s):                               2
NUMA node(s):                            2
Vendor ID:                               AuthenticAMD
CPU family:                              23
Model:                                   49
Model name:                              AMD EPYC 7742 64-Core Processor
Stepping:                                0
Frequency boost:                         enabled
CPU MHz:                                 1497.090
CPU max MHz:                             3416.0681
CPU min MHz:                             1500.0000
BogoMIPS:                                4491.56
Virtualization:                          AMD-V
L1d cache:                               4 MiB
L1i cache:                               4 MiB
L2 cache:                                64 MiB
L3 cache:                                512 MiB
NUMA node0 CPU(s):                       0-63,128-191
NUMA node1 CPU(s):                       64-127,192-255
Vulnerability Gather data sampling:      Not affected
Vulnerability Indirect target selection: Not affected
Vulnerability Itlb multihit:             Not affected
Vulnerability L1tf:                      Not affected
Vulnerability Mds:                       Not affected
Vulnerability Meltdown:                  Not affected
Vulnerability Mmio stale data:           Not affected
Vulnerability Old microcode:             Not affected
Vulnerability Reg file data sampling:    Not affected
Vulnerability Retbleed:                  Mitigation; untrained return thunk; SMT enabled with STIBP protection
Vulnerability Spec rstack overflow:      Mitigation; Safe RET
Vulnerability Spec store bypass:         Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1:                Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2:                Mitigation; Retpolines; IBPB conditional; STIBP always-on; RSB filling; PBRSB-eIBRS Not affected; BHI Not affected
Vulnerability Srbds:                     Not affected
Vulnerability Tsa:                       Not affected
Vulnerability Tsx async abort:           Not affected
Vulnerability Vmscape:                   Mitigation; IBPB before exit to userspace
Flags:                                   fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ht syscall nx mmxext fxsr_opt pdpe1gb rdtscp lm constant_tsc rep_good nopl xtopology nonstop_tsc cpuid extd_apicid aperfmperf rapl pni pclmulqdq monitor ssse3 fma cx16 sse4_1 sse4_2 x2apic movbe popcnt aes xsave avx f16c rdrand lahf_lm cmp_legacy svm extapic cr8_legacy abm sse4a misalignsse 3dnowprefetch osvw ibs skinit wdt tce topoext perfctr_core perfctr_nb bpext perfctr_llc mwaitx cpb cat_l3 cdp_l3 hw_pstate ssbd mba ibrs ibpb stibp vmmcall fsgsbase bmi1 avx2 smep bmi2 cqm rdt_a rdseed adx smap clflushopt clwb sha_ni xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local clzero irperf xsaveerptr rdpru wbnoinvd amd_ppin arat npt lbrv svm_lock nrip_save tsc_scale vmcb_clean flushbyasid decodeassists pausefilter pfthreshold avic v_vmsave_vmload vgif v_spec_ctrl umip rdpid overflow_recov succor smca sev sev_es

G++:

g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:

clang version 10.0.0-4ubuntu1 
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

@avehtari avehtari added the bug label Oct 16, 2026

@andrjohns andrjohns left a comment

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The diag_inv and tridiag changes are ok but the cholesky_decompose global fence has a pretty noticeable performance hit, which is problematic because it's a bit of a workhorse function in the Math library.

You can remove the need for the global fence by using a local buffer for the j-th row which is shared by its work items:

--- a/stan/math/opencl/cholesky_decompose.hpp
+++ b/stan/math/opencl/cholesky_decompose.hpp
@@ -52,7 +52,8 @@
   if (A.rows() <= opencl_context.tuning_opts().cholesky_min_L11_size) {
     try {
       opencl_kernels::cholesky_decompose(cl::NDRange(A.rows()),
-                                         cl::NDRange(A.rows()), A, A.rows());
+                                         cl::NDRange(A.rows()), A, A.rows(),
+                                         cl::Local(sizeof(double) * A.rows()));
     } catch (const cl::Error& e) {
       check_opencl_error("cholesky_decompose", e);
     }
--- a/stan/math/opencl/kernels/cholesky_decompose.hpp
+++ b/stan/math/opencl/kernels/cholesky_decompose.hpp
@@ -24,37 +24,42 @@
      * @param[in, out] A The input matrix and the result of the cholesky
      *  decomposition
      * @param rows The number of rows for A and B.
+     * @param row_j local buffer of rows doubles
      * @note Code is a <code>const char*</code> held in
      * <code>cholesky_decompose_kernel_code.</code>
      *  Used in math/opencl/cholesky_decompose.hpp.
      *  This kernel uses the helper macros available in helpers.cl.
      *
      */
-    __kernel void cholesky_decompose(__global double* A, int rows) {
+    __kernel void cholesky_decompose(__global double* A, int rows,
+                                     __local double* row_j) {
       const int local_index = get_local_id(0);
       // The following code is the sequential version of the inplace
       // cholesky decomposition. Only the innermost loops are parallelized. The
       // rows are processed sequentially. This loop process all the rows:
       for (int j = 0; j < rows; j++) {
-        if (local_index == 0) {
+        if (local_index == j) {
           double sum = 0.0;
           for (int k = 0; k < j; k++) {
-            sum = sum + A(j, k) * A(j, k);
+            const double a = A(j, k);
+            row_j[k] = a;
+            sum = sum + a * a;
           }
           A(j, j) = sqrt(A(j, j) - sum);
+          row_j[j] = A(j, j);
         }
-        // Work items read entries of A written by other work items, so the
-        // barriers need a global memory fence.
-        barrier(CLK_GLOBAL_MEM_FENCE);
+        barrier(CLK_LOCAL_MEM_FENCE);
         if (local_index < j) {
           A(local_index, j) = 0.0;
         } else if (local_index > j) {
           double sum = 0.0;
           for (int k = 0; k < j; k++)
-            sum = sum + A(local_index, k) * A(j, k);
-          A(local_index, j) = (A(local_index, j) - sum) / A(j, j);
+            sum = sum + A(local_index, k) * row_j[k];
+          A(local_index, j) = (A(local_index, j) - sum) / row_j[j];
         }
-        barrier(CLK_GLOBAL_MEM_FENCE);
+        barrier(CLK_LOCAL_MEM_FENCE);
       }
     }
     // \cond
@@ -65,7 +70,7 @@
  * See the docs for \link kernels/cholesky_decompose.hpp cholesky_decompose()
  * \endlink
  */
-const kernel_cl<in_out_buffer, int> cholesky_decompose(
+const kernel_cl<in_out_buffer, int, cl::LocalSpaceArg> cholesky_decompose(
     "cholesky_decompose", {indexing_helpers, cholesky_decompose_kernel_code});
 
 }  // namespace opencl_kernels

Work item j now computes the diagonal entry of row j and copies the row
into a local buffer, from which the other work items read it. Each work
item then accesses only its own row of A in global memory, so local
memory fences suffice and the global fences, which slowed the kernel
down, are no longer needed. Reading row j from local memory also makes
the kernel faster than develop's on an AMD GPU. Suggested by Andrew
Johnson in review.
@jachymb

jachymb commented Oct 21, 2026 •

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@andrjohns Thanks! That's a much better fix. I knew about the slowdown, which I had documented in "side effects" but my thinking was limited to just "correct is better than fast".

Pushed together with a merge of develop.

  • Oclgrind reports no races with it. The results are identical
  • On my Radeon 680M it is cheaper than the global fences and also faster than develop! So your buffer actually makes the workhorse faster! Now cholesky_decompose takes 0.41–0.65 of develop's time for 128–256 rows (a single kernel call) and 0.61–0.82 of it for 512–2048 rows.
  • On intel CPU OpenCL it seems 1.1–1.4× slower than develop, but that's not really an interesting case IMHO and more than worth it as a tradeoff.

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Name Old Result New Result Ratio Performance change( 1 - new / old )
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix_collapse/low_dim_gauss_mix_collapse.stan 8.46 8.66 0.98 -2.36% slower
stat_comp_benchmarks/benchmarks/gp_pois_regr/gp_pois_regr.stan 2.26 2.16 1.05 4.57% faster
stat_comp_benchmarks/benchmarks/eight_schools/eight_schools.stan 0.06 0.05 1.07 6.26% faster
stat_comp_benchmarks/benchmarks/irt_2pl/irt_2pl.stan 4.65 4.16 1.12 10.66% faster
stat_comp_benchmarks/benchmarks/garch/garch.stan 0.44 0.49 0.9 -11.57% slower
stat_comp_benchmarks/benchmarks/low_dim_gauss_mix/low_dim_gauss_mix.stan 2.74 2.8 0.98 -2.55% slower
stat_comp_benchmarks/benchmarks/pkpd/sim_one_comp_mm_elim_abs.stan 0.25 0.25 1.01 1.0% faster
stat_comp_benchmarks/benchmarks/pkpd/one_comp_mm_elim_abs.stan 19.18 19.66 0.98 -2.49% slower
stat_comp_benchmarks/benchmarks/gp_regr/gen_gp_data.stan 0.03 0.03 0.9 -10.65% slower
stat_comp_benchmarks/benchmarks/gp_regr/gp_regr.stan 0.1 0.12 0.83 -20.53% slower
stat_comp_benchmarks/benchmarks/sir/sir.stan 91.33 91.51 1.0 -0.2% slower
stat_comp_benchmarks/benchmarks/arK/arK.stan 1.64 1.52 1.08 7.29% faster
stat_comp_benchmarks/benchmarks/low_dim_corr_gauss/low_dim_corr_gauss.stan 0.01 0.01 1.09 8.21% faster
stat_comp_benchmarks/benchmarks/arma/arma.stan 0.29 0.28 1.03 3.38% faster
performance.compilation 256.55 232.25 1.1 9.47% faster
Mean result: 1.0071656928804626

Jenkins Console Log
Jenkins Build Stages
Commit hash: 8774185548440f572c1900f4a344e9ba089df121

Machine information
Distributor ID:	Ubuntu
Description:	Ubuntu 20.04.3 LTS
Release:	20.04
Codename:	focal

CPU:

Architecture:                            x86_64
CPU op-mode(s):                          32-bit, 64-bit
Byte Order:                              Little Endian
Address sizes:                           46 bits physical, 48 bits virtual
CPU(s):                                  80
On-line CPU(s) list:                     0-79
Thread(s) per core:                      2
Core(s) per socket:                      20
Socket(s):                               2
NUMA node(s):                            2
Vendor ID:                               GenuineIntel
CPU family:                              6
Model:                                   85
Model name:                              Intel(R) Xeon(R) Gold 6248 CPU @ 2.50GHz
Stepping:                                7
CPU MHz:                                 999.980
CPU max MHz:                             3900.0000
CPU min MHz:                             1000.0000
BogoMIPS:                                5000.00
Virtualization:                          VT-x
L1d cache:                               1.3 MiB
L1i cache:                               1.3 MiB
L2 cache:                                40 MiB
L3 cache:                                55 MiB
NUMA node0 CPU(s):                       0,2,4,6,8,10,12,14,16,18,20,22,24,26,28,30,32,34,36,38,40,42,44,46,48,50,52,54,56,58,60,62,64,66,68,70,72,74,76,78
NUMA node1 CPU(s):                       1,3,5,7,9,11,13,15,17,19,21,23,25,27,29,31,33,35,37,39,41,43,45,47,49,51,53,55,57,59,61,63,65,67,69,71,73,75,77,79
Vulnerability Gather data sampling:      Mitigation; Microcode
Vulnerability Indirect target selection: Mitigation; Aligned branch/return thunks
Vulnerability Itlb multihit:             KVM: Mitigation: Split huge pages
Vulnerability L1tf:                      Not affected
Vulnerability Mds:                       Not affected
Vulnerability Meltdown:                  Not affected
Vulnerability Mmio stale data:           Mitigation; Clear CPU buffers; SMT vulnerable
Vulnerability Old microcode:             Not affected
Vulnerability Reg file data sampling:    Not affected
Vulnerability Retbleed:                  Mitigation; Enhanced IBRS
Vulnerability Spec rstack overflow:      Not affected
Vulnerability Spec store bypass:         Mitigation; Speculative Store Bypass disabled via prctl
Vulnerability Spectre v1:                Mitigation; usercopy/swapgs barriers and __user pointer sanitization
Vulnerability Spectre v2:                Mitigation; Enhanced / Automatic IBRS; IBPB conditional; PBRSB-eIBRS SW sequence; BHI SW loop, KVM SW loop
Vulnerability Srbds:                     Not affected
Vulnerability Tsa:                       Not affected
Vulnerability Tsx async abort:           Mitigation; TSX disabled
Vulnerability Vmscape:                   Mitigation; IBPB before exit to userspace
Flags:                                   fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush dts acpi mmx fxsr sse sse2 ss ht tm pbe syscall nx pdpe1gb rdtscp lm constant_tsc art arch_perfmon pebs bts rep_good nopl xtopology nonstop_tsc cpuid aperfmperf pni pclmulqdq dtes64 monitor ds_cpl vmx smx est tm2 ssse3 sdbg fma cx16 xtpr pdcm pcid dca sse4_1 sse4_2 x2apic movbe popcnt tsc_deadline_timer aes xsave avx f16c rdrand lahf_lm abm 3dnowprefetch cpuid_fault epb cat_l3 cdp_l3 intel_ppin ssbd mba ibrs ibpb stibp ibrs_enhanced tpr_shadow flexpriority ept vpid ept_ad fsgsbase tsc_adjust bmi1 avx2 smep bmi2 erms invpcid cqm mpx rdt_a avx512f avx512dq rdseed adx smap clflushopt clwb intel_pt avx512cd avx512bw avx512vl xsaveopt xsavec xgetbv1 xsaves cqm_llc cqm_occup_llc cqm_mbm_total cqm_mbm_local dtherm ida arat pln pts hwp hwp_act_window hwp_epp hwp_pkg_req vnmi pku ospke avx512_vnni md_clear flush_l1d arch_capabilities

G++:

g++ (Ubuntu 9.4.0-1ubuntu1~20.04) 9.4.0
Copyright (C) 2019 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

Clang:

clang version 10.0.0-4ubuntu1 
Target: x86_64-pc-linux-gnu
Thread model: posix
InstalledDir: /usr/bin

@andrjohns andrjohns left a comment

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LGTM thanks!

@andrjohns
andrjohns merged commit 5792530 into stan-dev:develop Oct 22, 2026
63 of 64 checks passed
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OpenCL cholesky_decompose returns a wrong factor on GPU for matrices with more than 64 rows

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