Cache-Oblivious Algorithms
and Data Structures
Erik D. Demaine
MIT Laboratory for Computer Science, 200 Technology Square,
Cambridge, MA 02139, USA, edemaine@mit.edu
Abstract. A recent direction in the design of cache-efficient and diskefficient algorithms and data structures is the notion of cache obliviousness, introduced by Frigo, Leiserson, Prokop, and Ramachandran in
1999. Cache-oblivious algorithms perform well on a multilevel memory
hierarchy without knowing any parameters of the hierarchy, only knowing the existence of a hierarchy. Equivalently, a single cache-oblivious
algorithm is efficient on all memory hierarchies simultaneously. While
such results might seem impossible, a recent body of work has developed cache-oblivious algorithms and data structures that perform as well
or nearly as well as standard external-memory structures which require
knowledge of the cache/memory size and block transfer size. Here we
describe several of these results with the intent of elucidating the techniques behind their design. Perhaps the most exciting of these results
are the data structures, which form general building blocks immediately
leading to several algorithmic results.
Table of Contents
Cache-Oblivious Algorithms and Data Structures . . . . . . . . . . . . . . . . . . . . . .
Erik D. Demaine
1
2
Overview . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1 External-Memory Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.2 Cache-Oblivious Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3 Justification of Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1 Replacement Strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.2 Associativity and Automatic Replacement . . . . . . . . . . . . . . . .
2.4 Tall-Cache Assumption . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3 Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1 Scanning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.1 Traversal and Aggregates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.2 Array Reversal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2 Divide and Conquer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.1 Median and Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.2 Binary Search (A Failed Attempt) . . . . . . . . . . . . . . . . . . . . . .
3.2.3 Matrix Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3 Sorting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.1 Mergesort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.2 Funnelsort . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 Computational Geometry and Graph Algorithms . . . . . . . . . . . . . . .
4 Static Data Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.1 Static Search Tree (Binary Search) . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2 Funnels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5 Dynamic Data Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.1 Ordered-File Maintenance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2 B-trees . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.3 Buffer Trees (Priority Queues) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.4 Linked Lists . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
6 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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1
Overview
We assume that the reader is already familiar with the motivation for designing
cache-efficient and disk-efficient algorithms: multilevel memory hierarchies are
becoming more prominent, and their costs a dominant factor of running time,
so for speed it is crucial to minimize these costs. We begin in Section 2 with
a description of the cache-oblivious model, after a brief review of the standard
external-memory model. Then in Section 3 we consider some simple to moderately complex cache-oblivious algorithms: reversal, matrix operations, and sorting. The bulk of this work culminates with the paper that first defined the notion
of cache-oblivious algorithms [FLPR99]. Next in Sections 4 and 5 we examine
static and dynamic cache-oblivious data structures that have been developed,
mostly in the past few years (2000–2003). Finally, Section 6 summarizes where
we are and what directions might be interesting to pursue in the (near) future.
2
Models
2.1
External-Memory Model
To contrast with the cache-oblivious model, we first review the standard model
of a two-level memory hierarchy with block transfers. This model is known variously as the external-memory model, the I/O model, the disk access model, or
the cache-aware model (to contrast with cache obliviousness). The standard reference for this model is Aggarwal and Vitter’s 1988 paper [AV88] which also
analyzes the memory-transfer cost of sorting in this model. Special versions of
the model were considered earlier, e.g., by Floyd in 1972 [Flo72] in his analysis
of the memory-transfer cost of matrix transposition.
The model1 defines a computer as having two levels (see Figure 1):
1. the cache which is near the CPU, cheap to access, but limited in space; and
2. the disk which is distant from the CPU, expensive to access, but nearly
limitless in space.
We use the terms “cache” and “disk” for the two levels to make the relative
costs clear (cache is faster than disk); other papers ambiguously use “memory”
to refer to either the slow level (when comparing to cache) or the fast level (when
comparing to disk). We use the term “memory” to refer generically to the entire
memory system, in particular, the total order in which data is stored.
The central aspect of the external-memory model is that transfers between
cache and disk involve blocks of data. Specifically, the disk is partitioned into
blocks of B elements each, and accessing one element on disk copies its entire
block to cache. The cache can store up to M/B blocks, for a total size of M
1
We ignore the parallel-disks aspect of the model described by Aggarwal and Vitter
[AV88].
3
CPU
+ −
× ÷
read
M/B
write
B
Cache
Disk
Figure 1. A two-level memory hierarchy shown with one block replacing another.
elements, M ≥ B.2 Before fetching a block from disk when the cache is already
full, the algorithm must decide which block to evict from cache.
Many algorithms have been developed in this model; see Vitter’s survey
[Vit01]. One of its attractive features, in contrast to a variety of other models, is that the algorithm needs to worry about only two levels of memory, and
only two parameters. Naturally, though, the existing algorithms depend crucially on B and M . Another point to make is that the algorithm (at least in
principle) explicitly issues read and write requests to the disk, and (again in
principle) explicitly manages the cache. These properties will disappear with
the cache-oblivious model.
2.2
Cache-Oblivious Model
The cache-oblivious model was introduced by Frigo, Leiserson, Prokop, and
Ramachandran in 1999 [FLPR99,Pro99]. Its principle idea is simple: design
external-memory algorithms without knowing B and M . But this simple idea
has several surprisingly powerful consequences.
One consequence is that, if a cache-oblivious algorithm performs well between
two levels of the memory hierarchy (nominally called cache and disk), then it
must automatically work well between any two adjacent levels of the memory
hierarchy. This consequence follows almost immediately, though it relies on every
two adjacent levels being modeled as an external memory, each presumably
with different values for the parameters B and M , in such a way that blocks
in memory levels nearer the CPU store subsets of memory levels farther from
2
To avoid worrying about small additive constants in M , we also assume that the
CPU has a constant number of registers that can store loop counters, partial sums,
etc.
4
the CPU—the inclusion property [HP96, p. 723]. A further consequence, if the
number of memory transfers is optimal up to a constant factor between any two
adjacent memory levels, then any weighted combination of these counts (with
weights corresponding to the relative speeds of the memory levels) is also within
a constant factor of optimal. In this way, we can design and analyze algorithms
in a two-level memory model, and obtain results for an arbitrary many-level
memory hierarchy—provided we can make the algorithms cache-oblivious.
Another, more practical consequence is self-tuning. Typical cache-efficient
algorithms require tuning to several cache parameters which are not always
available from the manufacturer and often difficult to extract automatically.
Parameter tuning makes code portability difficult. Perhaps the first and most
obvious motivation for cache-oblivious algorithms is the lack of such tuning:
a single algorithm should work well on all machines without modification. Of
course, the code is still subject to some tuning, e.g., where to trim the base case
of a recursion, but such optimizations should not be direct effects of the cache.
In contrast to the external-memory model, algorithms in the cache-oblivious
model cannot explicitly manage the cache (issue block-read and block-write requests). This loss of freedom is necessary because the block and cache sizes are
unknown. In addition, this automatic-management model more closely matches
physical caches other than the level between main memory and disk: which block
to replace is normally decided by the cache hardware according to a fixed pagereplacement strategy, not by a general program.
But how are we to design algorithms that minimize the number of block
transfers if we do not know the page-replacement strategy? An adversarial pagereplacement strategy could always evict the next block that will be accessed,
effectively reducing M to 1 in any algorithm. To avoid this problem, the cacheoblivious model assumes an ideal cache which advocates a utopian viewpoint:
page replacement is optimal, and the cache is fully associative. These assumptions are important to understand, and will seem unrealistic, but theoretically
they are justified as described in the next section.
The first assumption—optimal page replacement—specifies that the pagereplacement strategy knows the future and always evicts the page that will
be accessed farthest in the future. This omniscient ideal is the exact opposite
of the adversarial page-replacement strategy described above. In contrast, of
course, real-world caches do not know the future, and employ more realistic pagereplacement strategies such as evicting the least-recently-used block (LRU ) or
evicting the oldest block (FIFO).
The second assumption—full associativity—may not seem like an assumption for those more familiar with external memory than with real-world caches:
it says that any block can be stored anywhere in cache. In contrast, most caches
above the level between main memory and disk have limited associativity meaning that each block belongs to a cluster between 1 and M , usually the block
address modulo M , and at most some small constant c of blocks from a common cluster can be stored in cache at once. Typical real-world caches are either
directed mapped (c = 1) or 2-way associative (c = 2). Some caches have more
5
associativity—4-way or 8-way—but the constant c is certainly limited. Within
each cluster, caches can apply a page-replacement strategy such as FIFO or LRU
or OPT; but once the cluster fills, another block must be evicted. At first glance,
such a policy would seem to limit M to c in the worst case.
2.3
Justification of Model
Frigo et al. [FLPR99,Pro99] justify the ideal-cache model described in the previous section by a collection of reductions that modify an ideal-cache algorithm
to operate on a more realistic cache model. The running time of the algorithm
degrades somewhat, but in most cases by only a constant factor. Here we outline
the major steps, without going into the details of the proofs.
2.3.1
Replacement Strategy
The first reduction removes the practically unrealizable optimal (omniscient)
replacement strategy that uses information about future requests.
Lemma 1 ([FLPR99, Lemma 12]). If an algorithm makes T memory transfers on a cache of size M/2 with optimal replacement, then it makes at most 2T
memory transfers on a cache of size M with LRU or FIFO replacement (and
the same block size B).
In other words, LRU and FIFO replacement do just as well as optimal replacement up to a constant factor of memory transfers and up a constant factor
wastage of the cache. This competitiveness property of LRU and FIFO goes back
to a 1985 paper of Sleator and Tarjan [ST85a]. In the algorithmic setting, as long
as the number of memory transfers depends polynomially on the cache size M ,
then halving M will only affect the running time by a constant factor. More generally, what is needed is the regularity condition that T (B, M ) = O(T (B, M/2)).
Thus we have this reduction:
Corollary 1 ([FLPR99, Corollary 13]). If the number of memory transfers
made by an algorithm on a cache with optimal replacement, T (B, M ), satisfies
the regularity condition, then the algorithm makes Θ(T (B, M )) memory transfers
on a cache with LRU or FIFO replacement.
2.3.2
Associativity and Automatic Replacement
The reductions to convert full associativity into 1-way associativity (no associativity) and to convert automatic replacement into manual memory management
are combined inseparably into one:
Lemma 2 ([FLPR99, Lemma 16]). For some constant α > 0, an LRU cache
of size αM and block size B can be simulated in M space such that an access to
a block takes O(1) expected time.
The basic idea is to use 2-universal hash functions to implement the associativity with only O(1) conflicts. Of course, this reduction requires knowledge of
B and M .
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2.4
Tall-Cache Assumption
It is common to assume that a cache is taller than it is wide, that is, the number
of blocks, M/B, is larger than the size of each block, B. Often this constraint is
written M = Ω(B 2 ). Usually a weaker condition also suffices: M = Ω(B 1+γ ) for
any constant γ > 0. We will refer to this constraint as the tall-cache assumption.
This property is particularly important in some of the more sophisticated
cache-oblivious algorithms and data structures, where it ensures that the cache
provides a polynomially large “buffer” for guessing the block size slightly wrong.
It is also commonly assumed in external-memory algorithms.
3
Algorithms
Next we look at how to cause few memory transfers in the cache-oblivious model.
We start with some simple but nonetheless useful algorithms based on “scanning” in Section 3.1. Then we look at several examples of the divide-and-conquer
approach in Section 3.2. Section 3.3 considers the classic sorting problem, where
the standard divide-and-conquer approach (e.g., mergesort) is not optimal, and
more sophisticated techniques are needed. Finally, Section 3.4 gives references
to cache-oblivious algorithms in computational geometry and graph algorithms.
3.1
3.1.1
Scanning
Traversal and Aggregates
To make the existence of efficient cache-oblivious algorithms more intuitive, let
us start with a trivial example. Suppose we need to traverse all of the elements
in a set, e.g., to compute an aggregate (sum, maximum, etc.). On a flat memory
hierarchy (uniform-cost RAM), such a procedure requires Θ(N ) time for N elements.3 In the external-memory model, if we store the elements in dN/Be blocks
of size B, then the number of blocks transfers is dN/Be.
To achieve a similar bound in the cache-oblivious model, we can lay out the
elements of the set in a contiguous segment of memory, in any order, and implement the N -element traversal by scanning the elements one-by-one in the order
they are stored. This layout and traversal algorithm do not require knowledge
of B (or M ). The analysis may seem trivial (see Figure 2), but to see how such
arguments go, let us describe it in detail:
Theorem 1. Scanning N elements stored in a contiguous segment of memory
costs at most dN/Be + 1 memory transfers.
3
The problem size N , memory size M , and block size B are normally written in capital
letters in the external-memory context, originally so that the lower-case letters can
be used to denote the number of blocks in the problem and in cache, which are
smaller: n = N/B, m = M/B. The lower-case notation seems to have fallen out of
favor (at least, I find it easily confusing), but for consistency (and no loss of clarity)
the upper-case letters have stuck.
7
B
B
Figure 2. Scanning an array of N elements arbitrarily aligned with blocks may cost
one more memory transfer than dN/Be.
Proof. The main issue here is alignment: where the block boundaries are relative
to the beginning of the contiguous segment of memory. In the worst case, the
first block has just one element, and the last block has just one element. In
between, though, every block is fully occupied, so there are at most bN/Bc such
blocks, for a total of at most bN/Bc + 2 blocks. If B does not evenly divide N ,
this bound is the desired one. If B divides N and there are two nonfull blocks,
then there are only N/B − 1 full blocks, and again we have the desired bound.
2
The main structural element to point out here is that, although the algorithm
does not use B or M , the analysis naturally does. The analysis is implicitly over
all values of B and M (in this case, just B is relevant). In addition, we considered
all possible alignments of the block boundaries with respect to the memory
layout. However, this issue is normally minor, because at worst it divides one
“ideal” block (according to the algorithm’s alignment) into two physical blocks
(according to the generic, possibly adversarial, alignment of the memory system).
Above, we were concerned with the precise constant factors, so we were careful
to consider the possible alignments.
Because of precisely the alignment issue, the cache-oblivious bound is an
additive 1 away from the external-memory bound. Such error is ideal. Normally
our goal is to match bounds within multiplicative constant factors. This goal is
reasonable in particular because the model-justification reductions in Section 2.3
already lost multiplicative constant factors.
3.1.2
Array Reversal
While the aggregate application may seem trivial, albeit useful, a very similar
idea leads to a particularly elegant algorithm for array reversal : reversing the
elements of an array without extra storage. Bentley’s array-reversal algorithm
[Ben00, p. 14] makes two parallel scans, one from each end of the array, and at
each step swaps the two elements under consideration. See Figure 3. Provided
M ≥ 2B, this cache-oblivious algorithm uses the same number of memory reads
as a single scan.
3.2
Divide and Conquer
After scanning, the first major technique for designing cache-oblivious algorithms
is divide and conquer. A classic technique in general algorithm design, this approach is particularly suitable in the cache-oblivious context. Often it leads to
8
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2
3
4
4
3
2
1
Figure 3. Bentley’s reversal of an array.
algorithms whose memory-transfer count is optimal within a constant factor,
although not always.
The basic idea is that divide-and-conquer repeatedly refines the problem
size. Eventually, the problem will fit in cache (size at most M ), and later, the
problem will fit in a single block (size at most B). While the divide-and-conquer
recursion completes all the way down to constant size, the analysis can consider
the moments at which the problem fits in cache and fits in a block, and prove
that the number of memory transfers is small in these cases. For a divide-andconquer recursion dominated by the leaf costs, i.e. in which the number of leaves
in the recursion tree is polynomially larger than the divide/merge cost, such an
algorithm will usually then use within a constant factor of the optimal number
of memory transfers. The constant factor arises here because we do not consider
problems of exactly size M or B, but rather when a refined problem has size at
most M or B; if we reduce the problem size by a constant factor c in each step,
this will happen with problems of size at least M/c or B/c. On the other hand, if
the divide and merge can be done using few memory transfers, then the divideand-conquer approach will be efficient even when the cost is not dominated by
the leaves.
3.2.1
Median and Selection
Let us start with a simple specific example of a divide-and-conquer algorithm:
finding the median of an array in the comparison model. As usual, we will solve
the more general problem of selecting the element of a given rank. The algorithm
is a mix of scanning and a divide-and-conquer.
We begin with the classic deterministic O(N )-time flat-memory algorithm
[BFP+ 73]:
1. Conceptually partition the array into dN/5e quintuplets of five adjacent
elements each.
2. Compute the median of each quintuplet using O(1) comparisons.
3. Recursively compute the median of these medians (which is not necessarily
the median of the original array).
4. Partition the elements of the array into two groups, according to whether
they are at most or strictly greater than this median.
5. Count the number of elements in each group, and recurse into the group that
contains the element of the desired rank.
9
To make this algorithm cache-oblivious, we specify how each step works in
terms of memory layout and scanning. Step 1 is just conceptual; no work needs
to be done. Step 2 can be done by two parallel scans, one reading the array 5
elements at a time, and the other writing a new array of computed medians.
Assuming that the cache holds at least two blocks, this parallel scan uses Θ(1 +
N/B) memory transfers. Step 3 is just a recursive call of size dN/5e. Step 4 can be
done with three parallel scans, one reading the array, and two others writing the
partitioned arrays. Again, the parallel scans use Θ(1 + N/B) memory transfers
7
N (as in
provided M ≥ 3B. Step 5 is another recursive call of size at most 10
the classic algorithm).
Thus we obtain the following recurrence on the number of memory transfers,
T (N ):
T (N ) = T (N/5) + T (7N/10) + O(1 + N/B).
It turns out that the base case of this recurrence is important to analyze.
To see why, let us start with the simple assumption that T (O(1)) = O(1). Then
there are N c leaves in the recursion tree, where c ≈ 0.8397803,4 and each leaf
incurs a constant number of memory transfers. So T (N ) is at least Ω(N c ), which
is larger than O(1 + N/B) when N is larger than B but smaller than BN c .
Fortunately, we have a stronger base case: T (O(B)) = O(1), because once
the problem fits into O(1) blocks, all five steps incur only a constant number
of memory transfers. Then there are only (N/B)c leaves in the recursion tree,
which cost only O((N/B)c ) = o(N/B) memory transfers. Thus the cost per level
decreases geometrically from the root, so the total cost is the cost of the root:
O(1 + N/B).
This analysis proves the following result:
Theorem 2. The worst-case linear-time median algorithm, implemented with
appropriate scans, uses O(1 + N/B) memory transfers, provided M ≥ 3B.
To review, the key part of the analysis was to identify the relevant base
case, so that the “overhead term” (the +1 in the divide/merge term) did not
dominate the cost for small problem sizes relative to the cache. In this case,
the only relevant threshold was B, essentially because the target running time
depended only on B and not M . Other than the new base case, the analysis was
the same as the classic analysis.
3.2.2
Binary Search (A Failed Attempt)
Another simple example of divide and conquer is binary search, with recurrence
T (N ) = T (N/2) + O(1).
4
7 c
More precisely, c is the solution to ( 15 )c + ( 10
) = 1 which arises from plugging
L(N ) = N c into the recurrence for the number L(N ) of leaves: L(N ) = L(N/5) +
L(7N/10), L(1) = 1.
10
In this case, each problem has only one subproblem, the left half or the right
half. In other words, each node in the recursion tree has only a single branch, a
sort of degenerate case of divide and conquer.
More importantly, in this situation, the cost of the leaves balance with the
cost of the root, meaning that the cost of every level of the recursion tree is the
same, introducing an extra lg N factor. We might hope that the lg N factor could
be reduced in a blocked setting by using a stronger base case. But the stronger
base case, T (O(B)) = O(1), does not help much, because it reduces the number
of levels in the recursion tree by only an additive Θ(lg B). So the solution to the
recurrence becomes T (N ) = lg N − |Θ(lg B)|, proving the following theorem:
Theorem 3. Binary search on a sorted array incurs Θ(lg N − lg B) memory
transfers.
In contrast, in external memory, searching in a sorted list can be done in as
few as Θ(lg N/ lg B) = Θ(logB N ) memory transfers using B-trees. This bound is
also optimal in the comparison model. The same bound is possible in the cacheoblivious setting, also using divide-and-conquer, but this time using a layout
other than the sorted order. We will return to this structure in the section on
data structures, specifically Section 4.1.
3.2.3
Matrix Multiplication
Matrix multiplication is a particularly good application of divide and conquer in
the cache-oblivious setting. The algorithm described below, designed for square
matrices, originates in [BFJ+ 96] where it was described in a different framework. Then the algorithm was extended to rectangular matrices and described
in the cache-oblivious framework in the original paper on cache obliviousness
[FLPR99]. Here we focus on square matrices, and for the moment on matrices
whose dimensions are powers of two.
For contrast, let us start by analyzing the straightforward algorithm for matrix multiplication. Suppose we want to compute C = A · B, where each matrix
is N × N . For each element cij of C, the algorithm scans in parallel row i of
A and column j of B. Ideally, A is stored in row-major order and B is stored
in column-major order. Then each element of C requires at most O(1 + N/B)
memory transfers, assuming that the cache can hold at least three blocks. The
cost could only be smaller if M is large enough to store a previously visited row
or column. If M ≥ N , the relevant row of A will be remembered for an entire
row of C. But for a column of B to be remembered, M would have to be at least
N 2 , in which case the entire problem fits in cache. Thus the cost of scanning B
dominates, and we have the following theorem:
Theorem 4. Assuming that A is stored in row-major order and B is stored in
column-major order, the standard matrix-multiplication algorithm uses O(N 2 +
N 3 /B) memory transfers if 3B ≤ M < N 2 and O(1 + N 2 /B) memory transfers
if M ≥ 3N 2 .
11
The point of this result is that, even with an ideal storage order of A and B,
the algorithm still requires Θ(N 3 /B) memory transfers unless the entire problem
fits in cache. In fact,
√ it is possible to do better, and achieve a running time of
Θ(N 2 /B + N 3 /B M ). In the external-memory context, this bound was first
achieved by Hong and Kung in 1981 [HK81], who also proved a matching lower
bound for any matrix-multiplication algorithm that executes these additions
and multiplications (as opposed to Strassen-like algorithms). The cache-oblivious
solution uses the same idea as the external-memory solution: block matrices.
We can write a matrix multiplication C = A · B as a divide-and-conquer
recursion using block-matrix notation:
µ
¶ µ
¶ µ
¶
C11 C12
A11 A12
B11 B12
=
·
C21 C22
A21 A22
B21 B22
¶
µ
A11 B11 + A12 B21 A11 B12 + A12 B22
.
=
A21 B11 + A22 B21 A21 B12 + A22 B22
In this way, we reduce an N × N multiplication problem down to eight (N/2) ×
(N/2) multiplication subproblems. In addition, there are four (N/2) × (N/2)
addition subproblems; each of these can be solved by a single scan in O(1+N 2 /B)
memory transfers. Thus we obtain the following recurrence:
T (N ) = 8T (N/2) + O(1 + N 2 /B).
To make small matrix blocks fit into blocks or main memory, the matrix is
not stored in row-major or column-major order, but rather in a recursive layout.
Each matrix A is laid out so that each block A11 , A12 , A21 , A22 occupies a
consecutive segment of memory, and these four segments are stored together in
an arbitrary order.
The base case becomes trickier
√ both B √and
√ for this problem, because now
M are relevant. Certainly, T (O( B)) = O(1), because an O( B) × O( B)
submatrix fits in a constant number of blocks.
But this base case turns out to be
√
irrelevant. More interesting
is
that
T
(c
M
)
=
O(M/B), where the constant c
√
√
is chosen so that three c M × c M submatrices fit in cache, and hence each
block is read or written at most once.
With
√ this stronger base case, the number of leaves in the recursion tree
√ is
Θ((N/ M )3 ), and each leaf costs O(M/B), so the total leaf cost is O(N 3 /B M ).
2
The divide/merge cost at the
√ root of the recursion tree is O(N /B). These two
costs balance when N = Θ( M ), when the depth of the tree is O(1). Thus the
total running time is the maximum of these two terms, or equivalently up to a
constant factor, the summation of the two terms.
So far we have assumed that the square matrices have dimensions that are
powers of two, so that we can repeatedly divide in half. To avoid this problem,
we can extend the matrix to the next power of two. So if we have an N × N
matrix A, we extend it to an ddN ee × ddN ee matrix, where ddN ee = 2dlg N e is the
hyperceiling operator [BDFC00]. The matrix size N 2 is increased by less than
a factor of 4, so the running time increases by only a constant factor. Thus we
obtain the following theorem:
12
Theorem 5. For square matrices, the recursive block-matrix
cache-oblivious
√
matrix-multiplication algorithm uses O(N 2 /B + N 3 /B M ) memory transfers,
assuming that M ≥ 3B.
As mentioned above, Frigo et al. [FLPR99,Pro99] showed how to generalize this algorithm to rectangular matrices. In this context, the algorithm only
splits one dimension at a time, the largest of the three dimensions N1 , N2 , N3
where A is N1 × N2 and B is N2 × N3 . The problem then reduces to two matrix
multiplications and up to one addition. The recursion then becomes more complicated to allow the case in which one matrix fits in cache, but another matrix
is much larger. In these cases, several similar recurrences arise, and the number
of memory transfers can go up by an additive O(N1 + N2 + N3 ).
Frigo et al. [FLPR99,Pro99] show two other facts about matrix multiplication
whose details we omit here. First, the algorithms have the same memory-transfer
cost when the matrices are stored in row-major or column-major order, provided
we have the tall-cache assumption described in Section 2.4. Second, Strassen’s
algorithm for matrix multiplication leads to analogous improvement in memorytransfer cost. Strassen’s algorithm has running time O(N lg 7 ) ≈ O(N 2.8073549 ),
and its natural application to the recursive framework
√ described above results
in a memory-transfer bound of O(N 2 /B + N lg 7 /B M ).
Other matrix problems can be solved via block recursion. These problems
include LU factorization without pivoting [BFJ+ 96], LU factorization with pivoting [Tol97], and matrix transpose and fast Fourier transform [FLPR99,Pro99].
3.3
Sorting
The sorting problem is one of the most-studied problems in computer science.
In external-memory algorithms, it plays a particularly important role, because
sorting is often a lower bound and even an upper bound, for other problems.
The original paper of Aggarwal and Vitter [AV88] proved that the number of
N
memory transfers to sort in the comparison model is Θ( N
B dlogM/B B e).
3.3.1
Mergesort
The external-memory algorithm that achieves this bound [AV88] is an (M/B)way mergesort. During the merge, each memory block maintains the first B
elements of each list, and when a block empties, the next block from that list is
loaded. So a merge effectively corresponds to scanning through the entire data,
for a cost of Θ(N/B) memory transfers.
The total number of memory transfers for this sorting algorithm is given by
the recurrence
M
T (N ) = M
B T (N/ B ) + Θ(N/B),
with a base case of T (O(B)) = O(1). The recursion tree has Θ(N/B) leaves,
for a leaf cost of Θ(N/B). The root node has divide-and-merge cost Θ(N/B) as
well, as do all levels in between. The number of levels in the recursion tree is
N
logM/B N , so the total cost is Θ( N
B logM/B B ).
13
In the cache-oblivious context, the most obvious algorithm is to use a standard 2-way mergesort, but then the recurrence becomes
T (N ) = 2T (N/2) + Θ(N/B),
N
which has solution T (N ) = Θ( N
B log2 B ). Our goal is to increase the base in the
logarithm from 2 to M/B, without knowing M or B.
3.3.2
Funnelsort
Frigo et al. [FLPR99,Pro99] gave two optimal cache-oblivious algorithms for
sorting: a new funnelsort and an adaptation of the existing distribution sort. We
will describe a simplification to the first algorithm, called lazy funnelsort, which
was introduced by Brodal and Fagerberg [BF02a]. Funnelsort, in turn, is a sort
of lazy mergesort.
This algorithm will be our first application of the tall-cache assumption (see
Section 2.4). For simplicity, we assume that M = Ω(B 2 ). The same results can be
obtained when M = Ω(B 1+γ ) by increasing the constant 3; refer to [BF02a] for
details. Interestingly, optimal cache-oblivious sorting is not achievable without
the tall-cache assumption [BF03].
The heart of the funnelsort algorithm is a static data structure which we call
a funnel. We delay the description of funnels to Section 4.2 when we have built
up some necessary tools in the context of static data structures. For now, we
treat a K-funnel as a black box that merges K sorted lists of total size K 3 using
3
3
O( KB logM/B KB + K) memory transfers. The space occupied by a K-funnel is
Θ(K 2 ).
Once we have such a fast merging procedure, we can sort using a K-way
mergesort. How should we choose K? The larger the K, the faster the algorithm,
because we cannot predict the optimal (M/B) multiplicity of the merge. This
property suggests choosing K = N , in which case the entire sorting algorithm
is in the merge.5 In fact, however, a K-funnel is fast only if it is fed at least K 3
elements. Also, a K-funnel occupies Θ(K 2 ) space, and we want a linear-space
algorithm. Thus, we choose K = N 1/3 .
Now the sorting algorithm proceeds as follows:
1. Split the array into K = N 1/3 contiguous segments each of size N/K = N 2/3 .
2. Recursively sort each segment.
3. Apply the K-funnel to merge the sorted segments.
Memory transfers are made just in Steps 2 and 3, leading to the recurrence:
T (N ) = N 1/3 T (N 2/3 ) + O( N
B logM/B
N
B
+ N 1/3 ).
The base case is T (O(B 2 )) = O(B) because the tall-cache
√ assumption says that
M ≥ B 2 . Above the base case, N = Ω(B 2 ), so B = O( N ), and the N
B log(· · ·)
cost dominates the N 1/3 cost.
5
What a cheat!
14
The recursion tree has N/B 2 leaves, each costing O(B logM/B B + B 1/3 ) =
O(B) memory transfers, for a total leaf cost of O(N/B). The root divide-andN
merge cost is O( N
B logM/B B ), which dominates the recurrence. Thus, modulo
the details of the funnel, we have proved the following theorem:
Theorem 6. Assuming M = Ω(B 2 ), funnelsort sorts N comparable elements
N
in O( N
B logM/B B ) memory transfers.
It can also be shown that the number of comparisons is O(N lg N ); see
[BF02a] for details.
3.4
Computational Geometry and Graph Algorithms
Some of the latest cache-oblivious algorithms solve “application-level” problems
in computational geometry and graph algorithms, usually with memory-transfer
costs matching the best known external-memory algorithms. We refer the interested reader to [ABD+ 02,BF02a,KR03] for details.
4
Static Data Structures
While data structures are normally thought of as dynamic, there is a rich theory
of data structures that only support queries, or otherwise do not change in form.
Here we consider two such data structures in the cache-oblivious setting:
Section 4.1: search trees, which statically correspond to binary search (improving on the attempt in Section 3.2.2);
Section 4.2: funnels, a multiway-merge structure needed for the funnelsort algorithm in Section 3.3.2;
4.1
Static Search Tree (Binary Search)
The static search tree [BDFC00,Pro99] is a fundamental tool in many data structures, indeed most of those described from here down. It supports searching for
an element among N comparable elements, meaning that it returns the matching element if there is one, and returns the two adjacent elements (next smallest
and next largest) otherwise. The search cost is O(log B N ) memory transfers
and O(lg N ) comparisons. First let us see why these bounds are optimal up to
constant factors:
Theorem 7. Starting from an initially empty cache, at least log B N + O(1)
memory transfers and lg N +O(1) comparisons are required to search for a desired
element, in the average case.
Proof. These are the natural information-theoretic lower bounds. A general (average) query element encodes lg(2N +1)+O(1) = lg N +O(1) bits of information,
because it can be any of the N elements or in any of the N + 1 positions between the elements. (The additive O(1) comes from Kolmogorov complexity;
15
see [LV97].) Each comparison reveals at most 1 bit of information, proving the
the lg N + O(1) lower bound on the number of comparisons. Each block read
reveals where the query element fits among those B elements, which is at most
lg(2B + 1) = lg B + O(1) bits of information. (Here we are measuring conditional
Kolmogorov information; we suppose that we already know everything about the
N elements, and hence about the B elements.) Thus, the number of block reads
is at least (lg N + O(1))/(lg B + O(1)) = log B N + O(1).
2
The idea behind obtaining the matching upper bound is simple. Construct a
complete binary tree with N nodes storing the N elements in search-tree order.
Now store the tree sequentially in memory according to a recursive layout called
the van Emde Boas layout 6 ; see Figure 4. Conceptually split the tree at √the
middle level of edges, resulting in one top recursive
subtree and roughly N
√
bottom recursive subtrees, each of size roughly N . Recursively lay out the top
recursive subtree, followed by each of the bottom recursive subtrees. In fact,
the order of the recursive subtrees is not important; what is important is that
each recursive subtree is laid out in a single segment of memory, and that these
segments are stored together without gaps.
1
A
√
N
17
2
4
3
B1
√
N
√
N
5
Bk
6
8
7
9
11
10
12
14
13
15
19
18
20
16
21
23
22
24
29
26
25
27
28
30
31
Figure 4. The van Emde Boas layout (left) in general and (right) of a tree of height 5.
To handle trees whose height h is not a power of two (as in Figure 4, right),
the split rounds so that the bottom recursive subtrees have heights that are
powers of two, specifically ddh/2ee. This process leaves the top recursive subtree
with a height of h − ddh/2ee, which may not be a power of two. In this case, we
apply the same rounding procedure to split it.
The van Emde Boas layout is a kind of divide-and-conquer, except that just
the layout is divide-and-conquer, whereas the search algorithm is the usual treesearch algorithm: look at the root, and go left or right appropriately. One way
to support the search navigation is to store left and right pointers at each node.
Other implicit (pointerless) methods have been developed [BFJ02,LFN02,Oha01],
although the best practical approach may yet to be discovered.
To analyze the search cost, consider the level of detail defined by recursively
splitting the tree until every recursive subtree has size at most B. In other words,
we stop the recursive splitting whenever we arrive at a recursive subtree with at
most B nodes; this stopping time may differ among different subtrees because
6
For those familiar with the van Emde Boas O(lg lg u) priority queues, this layout
matches the dominant idea of splitting at the middle level of a complete binary tree.
16
of rounding. Now each recursive subtree at this level of detail is stored in an
interval of memory of size at most B, so it occupies at most two blocks. Each
recursive subtree except the topmost has the same height [BDFC00, Lemma 1].
Because we are cutting trees at the middle level
√ in each step, this height may be
as small as (lg B)/2, for a subtree of size Θ( B), but no smaller.
The search visits nodes along a root-to-leaf path of length lg N , visiting a
sequence of recursive subtrees along the way. All but the first recursive subtree
has height at least (lg B)/2, so the number of visited recursive subtrees is at
most 1 + 2(lg N )/(lg B) = 2 logB N . Each recursive subtree may incur up to two
memory transfers, for a total cost of at most 2 + 4 log B N memory transfers.
Thus we have proved the following theorem:
Theorem 8. Searching in a complete binary tree with the van Emde Boas layout
incurs at most 2 + 4 logB N memory transfers and lg N comparisons.
The static search tree can also be generalized to complete trees with node
degrees varying between 2 and some constant ∆ ≥ 2; see [BDFC00]. This generalization was a key component in the first cache-oblivious dynamic search tree
[BDFC00], which used a variation on a B-tree with constant branching factor.
4.2
Funnels
With static search trees in hand, we are ready to fill in the details of the funnelsort algorithm described in Section 3.3.2. Our goal is to develop a K-funnel
3
3
which merges K sorted lists of total size K 3 using O( KB logM/B KB +K) memory
transfers and Θ(K 2 ) space. We assume here that M ≥ B 2 ; again, this assumption can be weakened to M = Ω(B 1+γ ) for any γ > 0, as described in [BF02a].
A K-funnel is a complete binary tree with K leaves, stored according to the
van
√ Emde Boas layout. Thus, each of the recursive subtrees of a K-funnel is
a K-funnel. In addition to the nodes, edges in a K-funnel store buffers; see
Figure 5. The edges
√ at the middle level of a K-funnel, partitioning the funnel
into two recursive K-subfunnels, have size K 3/2 each, for a total buffer size
of K 2 at that level. Buffers within the subfunnels are recursively smaller. We
store these buffers of size K 3/2 in the recursive layout alongside the recursive
√
K-subfunnels within the K-funnel. The buffers can be stored in an arbitrary
order along with the recursive subtrees.
First we analyze the space occupied by a K-funnel, which is important for
knowing when a funnel fits in memory:
Lemma 3. A K-funnel occupies Θ(K 2 ) storage, and at least K 2 storage.
Proof. The size of a K-funnel, S(K), satisfies the following recurrence:
√
√
S(K) = (1 + K) S( K) + K 2 .
This recurrence has O(K) leaves each costing O(1), for a total leaf cost of O(K).
The root divide-and-merge cost is K 2 , which dominates.
2
17
Buffer of size K 3/2
Total buffer size: K 2
Figure 5. A K-funnel. Lightly shaded regions are
√
K-funnels.
For consistency in describing the algorithms, we view a K-funnel as having an
additional buffer of size K 3 along the edge connecting the root of the tree to its
imaginary parent. To maintain the lemma above that the storage is O(K 2 ), this
buffer is not actually stored; rather, it can be viewed as the output mechanism.
The algorithm to fill this buffer above the root node, thereby merging the
entire input, is a simple recursion. We merge the elements in the buffers along
the left and right children edges of the node, as long as those two buffers remain
nonempty. (Initially, all buffers are empty.) Whenever either of the buffers becomes empty, we recursively fill it. At the bottom of the tree, a leaf buffer (a
buffer immediately below a leaf) corresponds to one of the input lists.
The analysis considers the coarsest level of detail at which J-funnels occupy less than M/4 storage, so that J 2 -funnels occupy at least M/4 storage.
In symbols, cJ 2 ≤ M/4 where c ≥ 1 according to Lemma 3. By the tall-cache
assumption, the cache can fit one J-funnel and one block for each of the J leaf
buffers of that J-funnel, because cJ 2 ≤ M/4 implies
JB ≤
p
M/4c
√
√
M = M/ 4c ≤ M/2.
Now consider the cost of extracting J 3 elements from the root of a Jfunnel. Because we choose J by repeatedly taking the square
root of K, and
√
by Lemma 3, J-funnels
are
not
too
small,
occupying
Ω(
M
)
=
Ω(B) storage,
√
so J = Ω(M 1/4 ) = Ω( B). Loading the entire J-funnel and one block of each of
the leaf √
buffers costs O(J 2 /B + J) memory transfers, which is O(J 3 /B) because
J = Ω( B). The J-funnel can then merge its inputs cheaply, incurring extra
block reads only to read additional blocks from the leaf buffers, until a leaf buffer
empties.
When a leaf buffer empties, we recursively extract at least J 3 elements from
the ≥ J-funnel below this J-funnel, and most likely evict all of the J-funnel from
cache. But these J 3 elements “pay” for the O(J 3 /B) cost of reading the elements
back in. That is, the number of memory transfers is at most 1/B per element per
buffer of size at least J 3 that the element enters. Because J = Ω(M 1/4 ), each
element enters O(1 + (lg K)/ 14 lg M ) = O(1 + logM K) such buffers. In addition,
18
we might have to pay at least one memory transfer per input list, even if they
have fewer than B elements. Thus, the total number of memory transfers is
3
3
O( KB (1 + logM K) + K) = O( KB logM K + K).
This bound is not quite the standard sorting bound plus O(K), but it turns
out to be equivalent in this context with a bit of manipulation. Because M =
Ω(B 2 ), we have lg M ≥ 2 lg B + O(1), so
logM/B K =
lg K
lg K
lg K
=
=
= Θ(logM K).
lg(M/B)
lg M − lg B
Θ(lg M )
Thus, the logarithm base of M is equivalent to the standard logarithm base
of M/B. Also, if K = Ω(B 2 ), then logM K
B = logM K − logM B = Ω(logM K),
while if K = o(B 2 ), then K
log
K
=
o(B
logM B) = o(K), so the +O(K) term
M
B
dominates. Hence, the +O(K) term dominates any savings that would result
from replacing the logM K with logM K
B . Finally, the missing cube on K in the
logM K term contributes only a constant factor, which is absorbed by the O.
In conclusion, we obtain the following theorem, filling in the hole in the proof
of Theorem 6:
Theorem 9. If the input lists have K 3 elements total, then a K-funnel fills the
3
3
output buffer in O( KB logM/B KB + K) memory transfers.
5
Dynamic Data Structures
Dynamic data structures are perhaps the most exciting and most interesting kind
of cache-oblivious structure. In this context, it is harder to plan ahead, because
the sequence of operations performed on the structure is not known in advance.
Consequently, the desired access pattern to the elements is unpredictable and
more difficult to cluster into blocks.
5.1
Ordered-File Maintenance
A particularly useful tool for building dynamic data structures supports maintaining a sequence of elements in order in memory, with constant-size gaps,
subject to insertion and deletion of elements in the middle of the order. More
precisely, an insert operation specifies two adjacent elements between which the
new element belongs; and a delete operation specifies an existing element to
remove. Solutions to this ordered-file maintenance problem were pioneered by
Itai, Konheim, and Rodeh [IKR81] and Willard [Wil92], and then adapted to
the cache-oblivious context in the packed-memory structure of [BDFC00].
19
First attempts. First let us consider two extremes of trivial (inefficient) solutions,
which give some intuition for the difficulty of the problem. If gaps must be completely avoided, then every insertion or deletion requires shifting the remaining
elements to the right by one unit. If N is the number of elements currently in the
array, such an insertion or deletion requires Θ(N ) time and Θ(dN/Be) memory
transfers in the worst case. On the other hand, if the gaps can be exponentially
large, then to insert an element between two other elements, we can store it
midway between those two elements. If we imagine an initial set of just two
elements separated by a gap of 2N , then N insertions can be supported in this
way without moving any elements. Deletions only help, so up to N insertions
and deletions can be supported in O(1) time and memory transfers each.
Packed-memory structure. The packed-memory structure uses the first approach
(complete re-organization) for problem sizes covered by the second approach,
subranges of Θ(lg N ) elements. These subranges are organized as the leaves of
a (conceptual) complete balanced binary tree. Each node of this tree represents
the concatenation of several subranges (corresponding to the leaves below the
node).
At each node, we impose a density constraint on the number of elements in
that range: the range should not be too full or too empty, where the precise
meaning of “too much” depends on the height of the node. More precisely, the
density of a node is the number of elements stored below that node divided by
the total capacity below that node (the length of the range of that node). Let h
denote the height of the tree, so that h = lg N − lg lg N + O(1). The density of
a node at depth d, 0 ≤ d ≤ h, should nominally be at least 12 − 41 d/h (∈ [ 41 , 12 ])
and at most 43 + 14 d/h (∈ [ 43 , 1]). Thus, as we go up in the tree, we force more
stringent constraints on the density, but only by a constant factor. However, we
allow a node’s density to temporarily exceed these thresholds before the violation
is “noticed” by the structure and then fixed.
To insert an element, we first attempt to add the node to the relevant leaf
subrange. If this leaf is not completely full, we can accommodate the new element
by relabeling possibly all of the elements. If the leaf is full, we say that it is
outside threshold, and we walk up the tree until we find an ancestor that is within
threshold in the sense that it is above its lower-bound threshold and below its
upper-bound threshold. Then we rebalance this ancestor by redistributing all
of its elements uniformly throughout the constituent leafs. Consequently, every
descendent of that ancestor will be within threshold (because thresholds become
only weaker farther down in the tree), so in particular there will be room in the
original leaf for the new element.
Deletions are similar. We first attempt to remove the node from the relevant
leaf subrange. If the leaf then falls below its lower-bound threshold ( 41 full), we
walk up the tree until we find an ancestor that is within threshold, and rebalance
that node. Again every descendent, in particular the original leaf, will then fall
within threshold.
20
To support N changing drastically, we can apply the standard global rebuilding trick [Ove83]: whenever N grows or shrinks by a constant factor, rebuild the
entire structure.
Analysis. The key property for the amortized analysis is that, when a node is
rebalanced, its descendents are not just within threshold, but far within threshold. Specifically, the density of each node is below the upper-bound threshold
and above the lower-bound threshold each by at least the difference in density
thresholds between two adjacent levels: 14 /h = Θ(1/ lg N ).7 Thus, if the node
has capacity for K elements, at least Θ(K/ lg N ) elements must be inserted or
deleted below the node before it falls outside threshold again. The amortized
cost of inserting or deleting an element below a particular ancestor is therefore
Θ(lg N ). Each element falls below h = Θ(lg N ) nodes in the tree, for a total
amortized cost of Θ(lg2 N ) per insertion or deletion.
Each rebalance operation can be viewed as two interleaved scans: one leftwards in memory for when we walk up from a right child, and one rightwards
in memory for when we walk up from a left child. Thus, provided M ≥ 2B, the
block usage is optimal, so the number of memory transfers is Θ(d(lg 2 N )/Be).
This analysis establishes the following theorem:
Theorem 10. The packed-memory structure maintains N elements consecutive
in memory with gaps of size O(1), subject to insertions and deletions in O(lg 2 N )
amortized time and O(d(lg2 N )/Be) amortized memory transfers.
The packed-memory structure has been further refined to satisfy the property
that every update (in addition to every traversal) consists of O(1) physical scans
sequentially through memory [BCDFC02]. This property is useful in practice
when caches use prefetching to speed up sequential accesses over random blocked
accesses. The basic idea is to always grow the rebalancing window to the right,
again to powers of two, and viewing the array as cyclic. Thus, instead of two
interleaved scans as the window grows left and right, we have only one scan.
The analysis can no longer use the implicit binary tree structure, but still the
O(d(lg2 N )/Be) amortized update bound holds.
5.2
B-trees
The standard external-memory B-tree has branching factor B, and supports
insertions, deletions, and searches in O(log B N ). As we know from Theorem 7,
this bound is optimal for searches. (On the other hand, better bounds can be
obtained for insertions and deletions, at least in the amortized sense, when the
location of the nodes to be inserted and deleted are given.) The first cacheoblivious B-tree to achieve these bounds was designed by Bender, Demaine, and
Farach-Colton [BDFC00]. Two related simplifications were obtained by Bender,
7
Note that this density actually corresponds to a positive number of elements because
all nodes have at least Θ(log N ) elements below them; this fact is why we have leaves
of Θ(log N ) elements.
21
Duan, Iacono, and Wu [BDIW02] and simultaneously by Brodal, Fagerberg, and
Jacob [BFJ02].
Here we describe the simplification of [BDIW02], because it combines in a
fairly simple way two structures we have already described: the static search tree
from Section 4.1 and the packed-memory structure from Section 5.1. Specifically,
we build a static complete binary tree with Θ(N ) leaves, stored according to the
van Emde Boas layout, and a packed-memory structure representing the elements. The structure maintains a fixed one-to-one correspondence (bidirectional
pointers) between the cells in the packed-memory structure and the leaves in
the tree. Some of these cells/leaves are occupied by elements, while others are
blank.
Each internal node of the tree stores the maximum (nonblank) key of its two
children, recursively. Thus, we can binary search through the tree, starting at
the root, and at each step examining the key stored in the right child of the
current node to decide whether to travel left or right. Because we stay entirely
within the static search tree, the same analysis as Theorem 8 applies, for a cost
of O(logB N ) memory transfers.
An insertion or deletion into the structure first searches for the location of the
specified element (if it was not specified), and then issues a corresponding insert
or delete operation to the packed-memory structure, which causes several nodes
to move. Let K denote the number of moves, which is O(lg 2 N ) in the amortized
sense. To maintain the one-to-one correspondence, the affected Θ(K) cells each
update the key of its corresponding leaf. These key changes are propagated up the
tree to all ancestors, eventually updating the maximum stored in the root. The
propagation proceeds as a post-order traversal of the leaves and their ancestors,
so that a node is updated only after its children have been updated.
The claim is that this key propagation costs only O(K/B + log B N ) memory
transfers. The analysis is similar to Theorem 8: we consider the coarsest level of
detail
at which each recursive subtree fits in a block, and hence stores between
√
B and B nodes. The postorder traversal will proceed down the leftmost path
of the tree to be updated. When it reaches a bottom recursive subtree, it will
update all the elements in there; then it will go up to the recursive subtree
above, and then return down to the next bottom recursive subtree. The nextto-bottom subtree and the bottom subtrees below have a total size of at least
B, and assuming M ≥ 2B, these updates use blocks optimally. In this way, the
total number of memory transfers to update the next-to-bottom and bottom
levels is O(dK/Be) memory transfers. Above these levels, there are fewer than
dK/Be elements whose values must be propagated up to dK/Be + lg N other
nodes. We can afford an entire memory transfer for each of the dK/Be nodes.
The remaining ≤ lg N nodes up to the root are traversed consecutively for a cost
of O(logB N ) memory transfers by Theorem 8.
The total number of memory transfers for an update, O(log B N + (lg2 N )/B)
amortized, is not quite what we want. However, this bound is the best known if
we also want to be able to quickly traverse elements in order. For the structure
22
described so far, this is possible by simply traversing elements in the packedmemory structure. Thus we obtain the following theorem:
Theorem 11. This cache-oblivious B-tree supports insertions and deletions in
O(logB N +(lg2 N )/B) amortized memory transfers, searches in O(log B N ) memory transfers, and traversing K consecutive elements in O(dK/Be) memory
transfers.
Following [BDFC00], we can use a standard indirection trick to remove the
(lg2 N )/B term, although we lose the corresponding traversal bound. We apply
the structure to a universe of size Θ(N/ lg N ), where the “elements” denote
clusters of lg N elements. These clusters can be inserted and deleted into by
complete reorganization; when they fill or get a constant fraction empty, we split
or merge them appropriately, causing an insertion or deletion in the main toplevel
structure. Thus, updates to the toplevel structure are slowed down by a factor
of Θ(lg N ), reducing the cost of all but the O(log B N ) search to O((lg N )/B)
which becomes negligible.
Corollary 2. The indirection structure supports searches in O(log B N ) memory transfers, and insertions and deletions in O((lg N )/B) amortized memory
transfers plus the cost of finding the node to update.
Bender, Cole, and Raman [BCR02] have strengthened this result in various
directions. First, they obtain worst-case bounds of O(log B N ) memory transfers
for both updates and queries. Second, they build a partially persistent data structure, meaning that it supports queries about past versions of the data structure.
Third, they obtain fast finger queries (searches nearby previous searches).
5.3
Buffer Trees (Priority Queues)
Desired bound. When searches do not need to be answered immediately, operations can be performed faster than Θ(log B N ) memory transfers. For example,
if we tried to sort by inserting into a cache-oblivious B-tree and then extracting
the elements, it would cost O(N logB N ), which is far greater than the sorting
bound. In contrast, Arge’s external-memory buffer trees [Arg95] support insertions and deletions in O( B1 logM/B N
B ) amortized memory transfers, which leads
to the desired sorting bound. Buffer trees have the property that queries may
be answered later than they are asked, so that they can be batched together;
often (e.g., sorting) this delay is not a problem. In fact, the special delete-min
operation can be answered immediately using various modifications to the basic
buffer tree; see [ABD+ 02].
Results. Arge, Bender, Demaine, Holland-Minkley, and Munro [ABD+ 02] showed
how to build a cache-oblivious priority queue that supports insertions, deletions,
and online delete-min’s in O( B1 logM/B N
B ) amortized memory transfers. The
difference with buffer trees is that the cache-oblivious structure does not support delayed searches. Brodal and Fagerberg [BF02b] developed a simpler cacheoblivious priority queue using the funnels and funnelsort algorithm that we saw
23
in Sections 4.2 and 3.3.2. Their data structure (at least as described) does not
support deletion of elements other than the minimum. We briefly describe their
data structure, called a funnel heap, now.
Funnel heap. The funnel heap is composed of a sequence of several funnels of
doubly exponentially increasing size; see Figure 6. Above each of these funnels,
there is a corresponding buffer and 2-funnel (binary merging element) that together enforce a reasonable ordering among output elements. Specifically, we
guarantee that elements in the smaller buffers are smaller in value than elements in both larger buffers and in larger funnels. This invariant follows from
the use of 2-funnels to merge funnel outputs with larger buffers.
buffer 0
buffer 1
buffer 2
funnel 0
funnel 1
funnel 2
Figure 6. A funnel heap.
A delete-min operation is straightforward: it extracts the first element from
the first buffer, recursively filling it if it was empty. The filling operation is just
as in the funnel; see Section 4.2.
An insertion operation needs to be more aggressive in order to preserve the
invariant. In general, we allow funnels to have missing input streams. Suppose
that the ith funnel is the smallest funnel missing at least one input stream. Then
we sort the entire contents up to the ith funnel, along with the inserted element
and parts of the ith funnel, and distribute this sorted list among the buffers up
24
to the ith funnel and a new input stream to the ith funnel. This “sweeping”
process empties all funnels up to but not including the ith funnel, making it a
long time before sweeping next reaches the ith funnel.
Sweeping proceeds in two main steps. First, we can immediately read off the
sorted order of elements in the buffers up to and including the ith buffer (just
before the ith funnel). We also include the elements within the ith funnel along
the root-to-leaf path from the output stream to the missing input stream; the
sorted order of these elements we can also be read off. We move these sorted
elements to an auxiliary buffer, erasing the originals. Second, we extract the
sorted order of the elements in funnels up to but not including the ith funnel
by repeatedly calling delete-min and storing the elements into another auxiliary
buffer. Finally, we merge the two sorted lists obtained from the two main steps,
and distribute the first few elements among the buffers up to the ith funnel (so
that they have the same size as before), then along the root-to-leaf path in the
ith funnel, then storing the majority of the elements as a new input stream to
the ith funnel.
The doubly exponential size increase is designed so that the size of an input
stream of the ith funnel is just large enough to contain all the elements extracted
from a sweep. More specifically, the ith buffer and an input to the ith funnel
i
has size roughly 2(4/3) , while the number of inputs to the ith funnel is roughly
i
the cubed root 2(4/3) /3 . A fairly straightforward charging scheme shows that
j
the amortized memory-transfer cost of a sweep is O( B1 logM/B N (3/4) ) for each
level j. As with funnelsort, this analysis uses the tall-cache assumption; see
[BF02b] for details. Even when summing from j = 0 to j = ∞, this amortized
cost is O( B1 logM/B N ). Thus we obtain the following theorem:
Theorem 12. The funnel heap supports insertion and delete-min operations in
O( B1 logM/B N
B ) amortized memory transfers.
5.4
Linked Lists
A standard linked list supports three main operations: insertion and deletion of
nodes, given the immediate predecessor or successor, and traversal to the next
or previous node. These operations can be supported in O(1) time on a normal
pointer machine.
External-memory solution. In external memory, traversing K consecutive elements in the list can be supported in O(dK/Be) amortized memory transfers,
while maintaining O(1) memory transfers per insertion or deletion. The idea is
to maintain the list as a partition into Θ(N/B) pieces each with between B/2
and B consecutive elements. Each piece is stored consecutively in a single block,
but the pieces are ordered arbitrarily in memory. To insert an element, we insert
into the relevant piece, and if it does not fit, we split the piece in half, and place
one half at the end of memory. To delete an element, we remove it from the
relevant piece, and if that piece becomes too small, we merge it with a logically
adjacent piece and resplit if necessary. The hole is filled by swapping with the
last piece.
25
Summary of cache-oblivious solutions. In the cache-oblivious setting, we already
know one solution, the packed-memory structure from Section 5.1, which supports updates in O((lg2 N )/B) memory transfers. Because gaps are maintained
to have size O(1), traversing K consecutive elements in the packed-memory
structure costs O(dK/Be) memory transfers. This solution is essentially the best
we know subject to the constraint of a worst-case traversal bound of O(dK/Be).
If we are allowed a slightly larger worst-case traversal bound for a small
range of K around B, namely, an additive B ε term when K ≥ B 1−ε , then
there is a cache-oblivious data structure achieving O((lg lg N )2+ε /B) amortized
memory transfers per update [BCDFC02]. This structure relies on the tallcache assumption to allow the elements to get slightly out of order. The basic
idea is to recursively split the N elements into N 1−α pieces of size N α , where
0 < α < 1; the pieces store consecutive list elements in consecutive memory
regions, but the pieces themselves may be stored in any order. We can afford
to add an O(1/(lg lg N )1+ε ) fraction of extra space to each level of recursion,
and the total space is still O(N ). This space turns out to be enough for local reorganization of pieces to obtain an O((lg lg N )2+ε /B) amortized update bound,
paying O((lg lg N )1+ε ) at each of the Θ(lg lg N ) levels of recursion.
On the other hand, if the traversal bound can be amortized, we can build
a self-organizing data structure that achieves the same bounds as the externalmemory linked list, except that the bounds are all amortized. This structure is
essentially described in [BCDFC02], but in the context of the O((lg lg N )2+ε /B)
structure, where it is adapted to obtain an O(dK/Be) amortized traversal bound
in addition to the O(dK/Be + [B ε if K > B ε ]) worst-case traversal bound.
Self-organizing structure. Here we describe the self-organizing data structure,
which is quite simple. Updates are trivial: an insertion adds an element at the
end of memory, and links it into the list; a deletion unlinks the element from the
list, and just erases the element. For now, we ignore the space wasted by leaving
holes in the array; these holes will be dealt with later so that the used space is
always O(n).
The heart of the structure is in the self-organizing traversal operations. The
traversal itself follows the pointers to traverse all K elements, while observing
their access pattern. Suppose that the traversed elements are organized into r
runs of consecutive elements. Then the cost of the traversal was O(r + dK/Be)
memory transfers. We charge r−3 of this cost to the updates that created all runs
except the first two and the last one. Then the traversal operation fixes these
runs by merging all runs except the first and last run into a single run, storing it
at the end of memory, and erasing the original copies of these runs. This merge
operation combines r − 2 runs into 1 run, and ensures that the charged update
operations will not be charged again. Thus, the amortized cost of an update
remains O(1) memory transfers, and the amortized cost of a traversal reduces
to O(dK/Be) memory transfers as desired.
When the space occupied by the structure grows by a constant factor, we
traverse the entire list, reducing the structure to a single run, and then shift this
run to start at the beginning of memory. If there were r runs in total, the cost
26
of this traversal is O(r + dN/Be) memory transfers. As before, we can charge
r − 1 of this cost to the runs that were fixed by merging into a single run. The
remaining O(dN/Be) memory transfers can be charged to the memory transfers
required to have grown the structure by a constant factor in the first place, as
in the standard array-doubling trick but with a 1/B factor.
The data structure described in [BCDFC02] behaves slightly differently when
the structure grows by a constant factor: it recompatifies by shifting all elements
left, preserving their relative order, removing all gaps, and updating pointers as
we go. Updating pointers can cost Θ(N ) memory transfers in the worst case,
which can be too much in the worst case. Fortunately, updating pointers is only
expensive between elements in different runs, so the cost of recompactification is
again O(r + dN/Be) where r is the total number of runs, and the amortization
goes through as in the previous paragraph.
6
Conclusion
The cache-oblivious model is an exciting innovation that has lead to a flurry of interesting research. My favorite aspect of the model is that it is theoretically clean,
avoiding all parameterization in the algorithms. As a consequence, the model requires and has lead to several new approaches and tools for forcing data locality
in such a broad model. Surprisingly, in most cases, cache-oblivious algorithms
match the performance of the standard, more knowledgeable, external-memory
algorithms.
In addition to exploring the boundary between external-memory and cacheoblivious algorithms, we might hope that cache-oblivious algorithms actually
give new insight for entering new arenas or solving old problems in external memory. For example, what can be said along the lines of self-adjusting data structures such as splay trees [ST85b], van Emde Boas priority queues [vE77,vEKZ77],
or fusion trees [FW93]?
Acknowledgments
Many thanks go to Michael Bender; through many joint discussions, our understanding of cache obliviousness and its associated issues has grown significantly.
Also, the realization that the worst-case linear-time median algorithm is efficient
in the cache-oblivious context arose in a discussion with Michael Bender, Stefan
Langerman, and Ian Munro.
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