Accelerating Excel: The Application of C++ SIMD Vectorization Technology in Spreadsheet Calculations

Accelerating Excel: The Application of C++ SIMD Vectorization Technology in Spreadsheet Calculations

Hello everyone! Today I want to share a C++ technology that can significantly speed up your data processing—SIMD vectorization. Imagine opening a massive Excel spreadsheet and waiting for long periods during large-scale calculations, which can be incredibly frustrating. With C++ SIMD technology, you can easily boost these calculation speeds by 4x, 8x, or even more! SIMD (Single Instruction, Multiple Data) allows a single instruction to process multiple data elements simultaneously, making it particularly suitable for repetitive calculation tasks in spreadsheets. Today, let’s explore how to leverage this cool technology to make Excel calculations incredibly fast!

Basics of SIMD: What is Vectorized Computing?

Before diving into the code, let’s understand the basic concept of SIMD. Traditional scalar computation processes one data element at a time, like using a calculator to add numbers one by one. SIMD, on the other hand, is a technology that processes multiple data elements simultaneously, like having a row of calculators that can compute multiple numbers at once.

Imagine needing to multiply an entire column of data in Excel by 2; the traditional way would be:

A1 = A1 * 2
A2 = A2 * 2
A3 = A3 * 2
A4 = A4 * 2

Using SIMD, it becomes:

[A1,A2,A3,A4] = [A1,A2,A3,A4] * [2,2,2,2]

One instruction completes the calculation for 4 numbers! This is the magic of SIMD.

In the x86 architecture, we mainly use the following SIMD instruction sets:

  • SSE (Streaming SIMD Extensions): 128-bit registers that can process 4 single-precision floating-point numbers simultaneously.
  • AVX (Advanced Vector Extensions): 256-bit registers that can process 8 single-precision floating-point numbers simultaneously.
  • AVX-512: 512-bit registers that can process 16 single-precision floating-point numbers simultaneously.

In C++, we can use inline assembly or Intel’s provided inline functions (Intrinsics) to utilize SIMD instructions. But don’t worry, I’ll start with simple examples.

First SIMD Program: Accelerating Array Summation in Excel

Let’s start with a simple example: calculating the total of a column of numbers, which is the job of the SUM function in Excel. First, let’s look at the traditional method:

#include <iostream>
#include <vector>
#include <chrono>

// Traditional summation function
float sumTraditional(const std::vector<float>& data) {
    float sum = 0.0f;
    for (size_t i = 0; i < data.size(); ++i) {
        sum += data[i];
    }
    return sum;
}

int main() {
    // Create an array with 1 million elements
    const size_t dataSize = 1000000;
    std::vector<float> data(dataSize, 1.0f);  // All filled with 1.0f
    
    // Measure the performance of the traditional method
    auto startTime = std::chrono::high_resolution_clock::now();
    float sum = sumTraditional(data);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    std::cout << "Traditional method sum result: " << sum << std::endl;
    std::cout << "Time taken: " << duration << " microseconds" << std::endl;
    
    return 0;
}

Now, let’s use the SSE instruction set to accelerate this summation process:

#include <iostream>
#include <vector>
#include <chrono>
#include <immintrin.h>  // Include header for SIMD instruction set

// Traditional summation function
float sumTraditional(const std::vector<float>& data) {
    float sum = 0.0f;
    for (size_t i = 0; i < data.size(); ++i) {
        sum += data[i];
    }
    return sum;
}

// SSE accelerated summation function
float sumSSE(const std::vector<float>& data) {
    const size_t size = data.size();
    const size_t limit = size - (size % 4);  // Ensure the part can be divided by 4
    
    // Create 4 accumulators, initialized to 0
    __m128 sum = _mm_setzero_ps();
    
    // Process 4 floats at a time
    for (size_t i = 0; i < limit; i += 4) {
        // Load 4 floats into the SSE register
        __m128 values = _mm_loadu_ps(&data[i]);
        // Accumulate into sum
        sum = _mm_add_ps(sum, values);
    }
    
    // Combine the 4 partial sums into a total sum
    float result[4];
    _mm_storeu_ps(result, sum);
    float totalSum = result[0] + result[1] + result[2] + result[3];
    
    // Process remaining elements
    for (size_t i = limit; i < size; ++i) {
        totalSum += data[i];
    }
    
    return totalSum;
}

int main() {
    // Create an array with 1 million elements
    const size_t dataSize = 1000000;
    std::vector<float> data(dataSize, 1.0f);  // All filled with 1.0f
    
    // Measure the performance of the traditional method
    auto startTime = std::chrono::high_resolution_clock::now();
    float sum1 = sumTraditional(data);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration1 = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    // Measure the performance of the SSE method
    startTime = std::chrono::high_resolution_clock::now();
    float sum2 = sumSSE(data);
    endTime = std::chrono::high_resolution_clock::now();
    
    auto duration2 = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    std::cout << "Traditional method sum result: " << sum1 << std::endl;
    std::cout << "Time taken: " << duration1 << " microseconds" << std::endl;
    
    std::cout << "SSE method sum result: " << sum2 << std::endl;
    std::cout << "Time taken: " << duration2 << " microseconds" << std::endl;
    
    std::cout << "Speedup ratio: " << static_cast<float>(duration1) / duration2 << "x" << std::endl;
    
    return 0;
}

Running this code, you will find that the SSE version is significantly faster than the traditional version, typically achieving a performance boost of 3-4 times!

Tip: SIMD instruction sets are hardware-dependent, so ensure your CPU supports the instruction set you are using. Modern CPUs (Intel and AMD processors after 2010) generally support SSE and AVX instruction sets. You can use tools like CPU-Z to check which instruction sets your CPU supports.

Advanced Operations: Using AVX to Accelerate Formula Calculations in Excel

Let’s take it a step further and use the more powerful AVX instruction set to accelerate more complex calculations. Suppose we have a common Excel scenario: calculating the daily return of a stock, with the formula:<span>(Today's Price - Yesterday's Price) / Yesterday's Price</span>.

First, let’s look at the traditional implementation:

#include <iostream>
#include <vector>
#include <chrono>

// Traditional method to calculate returns
void calculateReturnsTraditional(const std::vector<float>& prices, std::vector<float>& returns) {
    // The first element has no return (no previous day's price)
    returns[0] = 0.0f;
    
    // Calculate returns for the remaining elements
    for (size_t i = 1; i < prices.size(); ++i) {
        returns[i] = (prices[i] - prices[i-1]) / prices[i-1];
    }
}

int main() {
    // Create example data - assume these are daily stock prices
    const size_t dataSize = 1000000;
    std::vector<float> prices(dataSize);
    
    // Generate some simulated price data
    for (size_t i = 0; i < dataSize; ++i) {
        prices[i] = 100.0f + static_cast<float>(i % 10);  // Prices fluctuate between 100-109
    }
    
    // Store the results of returns
    std::vector<float> returnsTraditional(dataSize);
    
    // Measure the performance of the traditional method
    auto startTime = std::chrono::high_resolution_clock::now();
    calculateReturnsTraditional(prices, returnsTraditional);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    // Print partial results and performance data
    std::cout << "Traditional method calculated returns:" << std::endl;
    for (size_t i = 0; i < 5; ++i) {
        std::cout << returnsTraditional[i] << " ";
    }
    std::cout << "..." << std::endl;
    
    std::cout << "Time taken: " << duration << " microseconds" << std::endl;
    
    return 0;
}

Now, let’s use the AVX instruction set to accelerate this calculation:

#include <iostream>
#include <vector>
#include <chrono>
#include <immintrin.h>  // Include header for AVX instruction set

// Traditional method to calculate returns
void calculateReturnsTraditional(const std::vector<float>& prices, std::vector<float>& returns) {
    // The first element has no return (no previous day's price)
    returns[0] = 0.0f;
    
    // Calculate returns for the remaining elements
    for (size_t i = 1; i < prices.size(); ++i) {
        returns[i] = (prices[i] - prices[i-1]) / prices[i-1];
    }
}

// AVX accelerated method to calculate returns
void calculateReturnsAVX(const std::vector<float>& prices, std::vector<float>& returns) {
    const size_t size = prices.size();
    
    // The first element has no return
    returns[0] = 0.0f;
    
    // At least 9 elements are needed to use AVX (1 already processed, plus 8 at a time)
    if (size < 9) {
        calculateReturnsTraditional(prices, returns);
        return;
    }
    
    // Process elements 2 to 8 (index 1 to 7) separately because
    // in vectorized calculations, we need to access both the current price and the previous day's price simultaneously
    for (size_t i = 1; i < 8; ++i) {
        returns[i] = (prices[i] - prices[i-1]) / prices[i-1];
    }
    
    // From the 9th element onward, process 8 elements at a time
    for (size_t i = 8; i < size; i += 8) {
        // Ensure we don't go out of bounds
        size_t remainingElements = size - i;
        size_t elementsToProcess = (remainingElements >= 8) ? 8 : remainingElements;
        
        if (elementsToProcess < 8) {
            // If there are not enough elements, process with the traditional method
            for (size_t j = i; j < size; ++j) {
                returns[j] = (prices[j] - prices[j-1]) / prices[j-1];
            }
            break;
        }
        
        // Load the current 8 prices
        __m256 currentPrices = _mm256_loadu_ps(&prices[i]);
        // Load the previous day's 8 prices
        __m256 previousPrices = _mm256_loadu_ps(&prices[i-1]);
        
        // Calculate price difference
        __m256 priceDiff = _mm256_sub_ps(currentPrices, previousPrices);
        // Calculate return = price difference / previous day's price
        __m256 returnValues = _mm256_div_ps(priceDiff, previousPrices);
        
        // Store results
        _mm256_storeu_ps(&returns[i], returnValues);
    }
}

int main() {
    // Create example data - assume these are daily stock prices
    const size_t dataSize = 1000000;
    std::vector<float> prices(dataSize);
    
    // Generate some simulated price data
    for (size_t i = 0; i < dataSize; ++i) {
        prices[i] = 100.0f + static_cast<float>(i % 10);  // Prices fluctuate between 100-109
    }
    
    // Store the results of returns
    std::vector<float> returnsTraditional(dataSize);
    std::vector<float> returnsAVX(dataSize);
    
    // Measure the performance of the traditional method
    auto startTime = std::chrono::high_resolution_clock::now();
    calculateReturnsTraditional(prices, returnsTraditional);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration1 = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    // Measure the performance of the AVX method
    startTime = std::chrono::high_resolution_clock::now();
    calculateReturnsAVX(prices, returnsAVX);
    endTime = std::chrono::high_resolution_clock::now();
    
    auto duration2 = std::chrono::duration_cast<std::chrono::microseconds>(endTime - startTime).count();
    
    // Validate results are consistent
    bool resultsMatch = true;
    for (size_t i = 0; i < dataSize; ++i) {
        if (std::abs(returnsTraditional[i] - returnsAVX[i]) > 0.0001f) {
            resultsMatch = false;
            std::cout << "Results do not match at index " << i << ": "
                     << returnsTraditional[i] << " vs " << returnsAVX[i] << std::endl;
            break;
        }
    }
    
    // Print partial results and performance data
    std::cout << "Traditional method calculated returns:" << std::endl;
    for (size_t i = 0; i < 5; ++i) {
        std::cout << returnsTraditional[i] << " ";
    }
    std::cout << "..." << std::endl;
    std::cout << "Time taken: " << duration1 << " microseconds" << std::endl;
    
    std::cout << "AVX method calculated returns:" << std::endl;
    for (size_t i = 0; i < 5; ++i) {
        std::cout << returnsAVX[i] << " ";
    }
    std::cout << "..." << std::endl;
    std::cout << "Time taken: " << duration2 << " microseconds" << std::endl;
    
    std::cout << "Results match: " << (resultsMatch ? "Yes" : "No") << std::endl;
    std::cout << "Speedup ratio: " << static_cast<float>(duration1) / duration2 << "x" << std::endl;
    
    return 0;
}

This example demonstrates how to use AVX instructions to process 8 floating-point numbers at once, achieving parallel computation of stock returns. In my tests, the AVX version was about 6-7 times faster than the traditional version!

Note: When using SIMD instructions, special attention must be paid to memory alignment issues. The example above uses the <span>_mm256_loadu_ps</span> function, which can handle unaligned memory. For scenarios requiring higher performance, you can use <span>_mm256_load_ps</span> and aligned memory, but this requires ensuring that the memory address is 32-byte aligned.

Practical Application: Building a High-Performance Excel Function Library

Now, let’s apply what we’ve learned to a practical scenario: building a high-performance mathematical function library that can be called by Excel. Here, we will take a common financial calculation function as an example: <span>XIRR</span> (the internal rate of return for irregular cash flows).

First, we create a simplified version of the XIRR function (the calculation is complex, but the core involves iterative solving):

#include <iostream>
#include <vector>
#include <chrono>
#include <immintrin.h>
#include <cmath>

// Traditional method to calculate one iteration of the XIRR function
double xirrIterationTraditional(const std::vector<double>& cashflows, 
                               const std::vector<double>& days, 
                               double rate) {
    double npv = 0.0;
    double npvDerivative = 0.0;
    
    for (size_t i = 0; i < cashflows.size(); ++i) {
        double dayFactor = days[i] / 365.0;
        double discountFactor = pow(1.0 + rate, -dayFactor);
        
        npv += cashflows[i] * discountFactor;
        npvDerivative -= dayFactor * cashflows[i] * discountFactor / (1.0 + rate);
    }
    
    // Newton's iteration step: rate = rate - f(rate) / f'(rate)
    return rate - npv / npvDerivative;
}

// AVX accelerated method to calculate one iteration of the XIRR function (simplified, only handling double types)
double xirrIterationAVX(const std::vector<double>& cashflows, 
                        const std::vector<double>& days, 
                        double rate) {
    const size_t size = cashflows.size();
    const size_t limit = size - (size % 4);  // Ensure the part can be divided by 4
    
    // Initialize accumulators
    __m256d npvSum = _mm256_setzero_pd();
    __m256d derivativeSum = _mm256_setzero_pd();
    __m256d rateVec = _mm256_set1_pd(rate);
    __m256d oneVec = _mm256_set1_pd(1.0);
    __m256d year = _mm256_set1_pd(365.0);
    
    // Process 4 cash flows at a time
    for (size_t i = 0; i < limit; i += 4) {
        // Load cash flows and days
        __m256d cfVec = _mm256_loadu_pd(&cashflows[i]);
        __m256d dayVec = _mm256_loadu_pd(&days[i]);
        
        // Calculate day factor (day / 365.0)
        __m256d dayFactorVec = _mm256_div_pd(dayVec, year);
        
        // Here we actually need to calculate pow(1.0 + rate, -dayFactor)
        // But for simplification, we use an approximate calculation
        // In actual applications, a more precise method should be used
        __m256d rateOneVec = _mm256_add_pd(rateVec, oneVec);
        __m256d negDayFactorVec = _mm256_mul_pd(dayFactorVec, _mm256_set1_pd(-1.0));
        
        // Simple approximate calculation of discount factor
        __m256d discountFactorVec = _mm256_set1_pd(1.0);
        for (int j = 0; j < 10; ++j) {  // Use simple iterative approximation to calculate power
            discountFactorVec = _mm256_mul_pd(discountFactorVec, 
                                             _mm256_add_pd(oneVec, 
                                                          _mm256_mul_pd(negDayFactorVec, rateVec)));
        }
        
        // Calculate npv accumulation term: cashflow * discountFactor
        __m256d npvTermVec = _mm256_mul_pd(cfVec, discountFactorVec);
        npvSum = _mm256_add_pd(npvSum, npvTermVec);
        
        // Calculate derivative accumulation term: -dayFactor * cashflow * discountFactor / (1.0 + rate)
        __m256d derivativeTermVec = _mm256_mul_pd(
            _mm256_mul_pd(
                _mm256_mul_pd(dayFactorVec, cfVec),
                discountFactorVec
            ),
            _mm256_div_pd(_mm256_set1_pd(-1.0), rateOneVec)
        );
        derivativeSum = _mm256_add_pd(derivativeSum, derivativeTermVec);
    }
    
    // Combine 4 partial sums
    double npvBuffer[4], derivativeBuffer[4];
    _mm256_storeu_pd(npvBuffer, npvSum);
    _mm256_storeu_pd(derivativeBuffer, derivativeSum);
    
    double npv = npvBuffer[0] + npvBuffer[1] + npvBuffer[2] + npvBuffer[3];
    double npvDerivative = derivativeBuffer[0] + derivativeBuffer[1] + derivativeBuffer[2] + derivativeBuffer[3];
    
    // Process remaining elements
    for (size_t i = limit; i < size; ++i) {
        double dayFactor = days[i] / 365.0;
        double discountFactor = pow(1.0 + rate, -dayFactor);
        
        npv += cashflows[i] * discountFactor;
        npvDerivative -= dayFactor * cashflows[i] * discountFactor / (1.0 + rate);
    }
    
    // Newton's iteration step
    return rate - npv / npvDerivative;
}

// Calculate XIRR (simplified) - Traditional method
double calculateXIRRTraditional(const std::vector<double>& cashflows, 
                               const std::vector<double>& days,
                               double initialGuess = 0.1,
                               double tolerance = 1e-6,
                               int maxIterations = 50) {
    double rate = initialGuess;
    
    for (int i = 0; i < maxIterations; ++i) {
        double newRate = xirrIterationTraditional(cashflows, days, rate);
        if (std::abs(newRate - rate) < tolerance) {
            return newRate;
        }
        rate = newRate;
    }
    
    return rate;  // Return the result of the last iteration
}

// Calculate XIRR (simplified) - AVX method
double calculateXIRRAVX(const std::vector<double>& cashflows, 
                        const std::vector<double>& days,
                        double initialGuess = 0.1,
                        double tolerance = 1e-6,
                        int maxIterations = 50) {
    double rate = initialGuess;
    
    for (int i = 0; i < maxIterations; ++i) {
        double newRate = xirrIterationAVX(cashflows, days, rate);
        if (std::abs(newRate - rate) < tolerance) {
            return newRate;
        }
        rate = newRate;
    }
    
    return rate;  // Return the result of the last iteration
}

int main() {
    // Create an example cash flow and corresponding days
    std::vector<double> cashflows = {
        -1000.0, 300.0, 400.0, 400.0, 300.0 // Investment and returns
    };
    
    std::vector<double> days = {
        0.0, 45.0, 90.0, 270.0, 365.0 // Corresponding days
    };
    
    // Expand the dataset to demonstrate performance differences
    size_t repeatCount = 10000;  // Repeat the dataset 10,000 times
    std::vector<double> largeCashflows, largeDays;
    
    for (size_t i = 0; i < repeatCount; ++i) {
        largeCashflows.insert(largeCashflows.end(), cashflows.begin(), cashflows.end());
        largeDays.insert(largeDays.end(), days.begin(), days.end());
        // Increase day offset to make each repeated dataset slightly different
        for (size_t j = 0; j < days.size(); ++j) {
            largeDays[largeDays.size() - days.size() + j] += i * 365.0;
        }
    }
    
    // Measure the performance of the traditional method
    auto startTime = std::chrono::high_resolution_clock::now();
    double xirrTraditional = calculateXIRRTraditional(largeCashflows, largeDays);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration1 = std::chrono::duration_cast<std::chrono::milliseconds>(endTime - startTime).count();
    
    // Measure the performance of the AVX method
    startTime = std::chrono::high_resolution_clock::now();
    double xirrAVX = calculateXIRRAVX(largeCashflows, largeDays);
    endTime = std::chrono::high_resolution_clock::now();
    
    auto duration2 = std::chrono::duration_cast<std::chrono::milliseconds>(endTime - startTime).count();
    
    // Print results and performance data
    std::cout << "Traditional method calculated XIRR: " << xirrTraditional * 100.0 << "%" << std::endl;
    std::cout << "Time taken: " << duration1 << " milliseconds" << std::endl;
    
    std::cout << "AVX method calculated XIRR: " << xirrAVX * 100.0 << "%" << std::endl;
    std::cout << "Time taken: " << duration2 << " milliseconds" << std::endl;
    
    std::cout << "Speedup ratio: " << static_cast<float>(duration1) / duration2 << "x" << std::endl;
    
    return 0;
}

Although the XIRR calculation in this example is simplified, it demonstrates how to use SIMD technology to accelerate complex financial calculation functions. In practical applications, such functions can be compiled into a DLL and called through Excel’s plugin mechanism, significantly enhancing Excel’s ability to handle large-scale financial data.

Tip: The power function calculation (pow) in this example is handled using a simplified iterative method; in actual applications, a more precise method should be used. SIMD instruction sets include some special functions for approximate calculations, such as square root (<span>_mm256_sqrt_pd</span>), but for more complex functions, you may need to implement them yourself or use specialized mathematical libraries.

SIMD Practical Tips and Optimization

When applying SIMD in practice, the following tips can help you achieve optimal performance:

  1. Memory Alignment: Try to use aligned memory access, which can be achieved by using the <span>alignas</span> keyword or the <span>_mm_malloc</span> function to allocate aligned memory.

  2. Avoid Branching: SIMD is best suited for data-parallel processing without branches; try to use conditional masks instead of if-else statements.

  3. Data Prefetching: For large datasets, using <span>_mm_prefetch</span> to prefetch data can reduce cache misses.

  4. Vectorization Loop Hints: Modern compilers can often automatically vectorize simple loops; you can use <span>#pragma omp simd</span> and other hints to enhance this.

  5. Combining SIMD with Multithreading: For large datasets, combining OpenMP or std::thread with SIMD can achieve double parallelism.

Here is a simple example that combines SIMD and multithreading:

#include <iostream>
#include <vector>
#include <chrono>
#include <immintrin.h>
#include <thread>

// Use AVX to process a chunk of data
void processChunkAVX(float* data, size_t start, size_t end) {
    // Ensure the part can be divided by 8
    size_t limit = start + ((end - start) / 8) * 8;
    
    for (size_t i = start; i < limit; i += 8) {
        // Load 8 floats
        __m256 values = _mm256_loadu_ps(&data[i]);
        // Perform some operations on them, e.g., multiply by 2
        values = _mm256_mul_ps(values, _mm256_set1_ps(2.0f));
        // Store the results back to the original array
        _mm256_storeu_ps(&data[i], values);
    }
    
    // Process remaining elements
    for (size_t i = limit; i < end; ++i) {
        data[i] *= 2.0f;
    }
}

// Parallel processing of a large array, combining multithreading and SIMD
void processArrayParallel(std::vector<float>& data, size_t numThreads) {
    std::vector<std::thread> threads;
    size_t chunkSize = data.size() / numThreads;
    
    for (size_t t = 0; t < numThreads; ++t) {
        size_t start = t * chunkSize;
        size_t end = (t == numThreads - 1) ? data.size() : (t + 1) * chunkSize;
        
        threads.push_back(std::thread(processChunkAVX, data.data(), start, end));
    }
    
    // Wait for all threads to finish
    for (auto& thread : threads) {
        thread.join();
    }
}

int main() {
    // Create a large array
    const size_t dataSize = 100000000;  // 100 million floats
    std::vector<float> data(dataSize, 1.0f);
    
    // Get the number of available hardware threads
    unsigned int numThreads = std::thread::hardware_concurrency();
    if (numThreads == 0) numThreads = 4;  // Default to 4 threads if unable to determine
    
    std::cout << "Processing in parallel using " << numThreads << " threads..." << std::endl;
    
    // Measure processing time
    auto startTime = std::chrono::high_resolution_clock::now();
    processArrayParallel(data, numThreads);
    auto endTime = std::chrono::high_resolution_clock::now();
    
    auto duration = std::chrono::duration_cast<std::chrono::milliseconds>(endTime - startTime).count();
    
    // Validate results
    bool correct = true;
    for (size_t i = 0; i < dataSize; ++i) {
        if (data[i] != 2.0f) {
            correct = false;
            std::cout << "Error: Value at index " << i << " is " << data[i] << " instead of 2.0" << std::endl;
            break;
        }
    }
    
    std::cout << "Processed " << dataSize << " elements in: " << duration << " milliseconds" << std::endl;
    std::cout << "Results correct: " << (correct ? "Yes" : "No") << std::endl;
    
    return 0;
}

This example demonstrates how to split data into chunks, with each thread using SIMD instructions to process a chunk, thereby fully utilizing the advantages of multi-core CPUs and SIMD instruction sets.

Summary and Practical Recommendations

In this article, we explored how to use C++ SIMD technology to accelerate common data processing tasks in Excel:

  1. We learned the basic concepts and principles of SIMD.
  2. We accelerated array summation operations using the SSE instruction set.
  3. We implemented efficient stock return calculations using the AVX instruction set.
  4. We discussed how to accelerate complex financial functions like XIRR.
  5. We learned about methods to combine SIMD with multithreading.

The advantages of SIMD technology are particularly evident when processing large-scale, regular data calculations, making it suitable for many scenarios in Excel. By packaging these high-performance functions into DLLs callable from Excel, we can significantly enhance Excel’s ability to handle large datasets.

Practical Recommendations:

  1. Start with simple cases, such as array summation, averaging, and other basic operations.
  2. Gradually master more complex SIMD instructions, such as packing/unpacking and shuffling operations.
  3. Always compare results with scalar versions to ensure computational accuracy.
  4. In actual projects, consider using libraries like Agner Fog’s VCL (Vector Class Library) to simplify SIMD programming.
  5. Don’t forget to measure performance improvements; sometimes simple loops may already be automatically vectorized by the compiler.

Exercises:

  1. Try implementing the AVERAGE function in Excel using SIMD and compare the performance improvement.
  2. Implement a linear regression function accelerated by SIMD.
  3. Try rewriting the examples in this article using the AVX-512 instruction set (if your CPU supports it) and observe the performance changes.
  4. Design a small library containing SIMD-accelerated versions of commonly used Excel mathematical and statistical functions.

I hope this article helps you understand how to use C++ SIMD technology to accelerate Excel calculations, making your data processing speed truly fly! Remember, mastering these advanced optimization techniques can not only enhance Excel’s performance but also be useful in many other data-intensive applications.

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