Preliminaries
On modern computers, only the lowest level memory structures (the registers) can move data around in single clock cycles. However, registers are very expensive and most computer cores have less than a few dozen registers. At the other end of the memory spectrum (DRAM), the memory is very cheap (i.e. literally millions of times cheaper) but takes hundreds of cycles after a request to receive the data. To bridge this gap between super fast and expensive and super slow and cheap are the cache memories, named L1, L2, L3 in decreasing speed and cost. The idea is that most of the executing code will be hitting a small set of variables often, and the rest (a much larger set of variables) infrequently. If the processor can't find the data in L1 cache, then it looks in L2 cache. If not there, then L3 cache, and if not there, main memory. Each of these "misses" is expensive in time.
(The analogy is cache memory is to system memory, as system memory is too hard disk storage. Hard disk storage is super cheap but very slow).
Caching is one of the main methods to reduce the impact of latency. To paraphrase Herb Sutter (cfr. links below): increasing bandwidth is easy, but we can't buy our way out of latency.
Data is always retrieved through the memory hierarchy (smallest == fastest to slowest). A cache hit/miss usually refers to a hit/miss in the highest level of cache in the CPU -- by highest level I mean the largest == slowest. The cache hit rate is crucial for performance since every cache miss results in fetching data from RAM (or worse ...) which takes a lot of time (hundreds of cycles for RAM, tens of millions of cycles for HDD). In comparison, reading data from the (highest level) cache typically takes only a handful of cycles.
In modern computer architectures, the performance bottleneck is leaving the CPU die (e.g. accessing RAM or higher). This will only get worse over time. The increase in processor frequency is currently no longer relevant to increase performance. The problem is memory access. Hardware design efforts in CPUs therefore currently focus heavily on optimizing caches, prefetching, pipelines and concurrency. For instance, modern CPUs spend around 85% of die on caches and up to 99% for storing/moving data!
There is quite a lot to be said on the subject. Here are a few great references about caches, memory hierarchies and proper programming:
Main concepts for cache-friendly code
A very important aspect of cache-friendly code is all about the principle of locality, the goal of which is to place related data close in memory to allow efficient caching. In terms of the CPU cache, it's important to be aware of cache lines to understand how this works: How do cache lines work?
The following particular aspects are of high importance to optimize caching:
- Temporal locality: when a given memory location was accessed, it is likely that the same location is accessed again in the near future. Ideally, this information will still be cached at that point.
- Spatial locality: this refers to placing related data close to each other. Caching happens on many levels, not just in the CPU. For example, when you read from RAM, typically a larger chunk of memory is fetched than what was specifically asked for because very often the program will require that data soon. HDD caches follow the same line of thought. Specifically for CPU caches, the notion of cache lines is important.
Use appropriate c++ containers
A simple example of cache-friendly versus cache-unfriendly is c++'s std::vector versus std::list. Elements of a std::vector are stored in contiguous memory, and as such accessing them is much more cache-friendly than accessing elements in a std::list, which stores its content all over the place. This is due to spatial locality.
A very nice illustration of this is given by Bjarne Stroustrup in this youtube clip (thanks to @Mohammad Ali Baydoun for the link!).
Don't neglect the cache in data structure and algorithm design
Whenever possible, try to adapt your data structures and order of computations in a way that allows maximum use of the cache. A common technique in this regard is cache blocking (Archive.org version), which is of extreme importance in high-performance computing (cfr. for example ATLAS).
Know and exploit the implicit structure of data
Another simple example, which many people in the field sometimes forget is column-major (ex. fortran,matlab) vs. row-major ordering (ex. c,c++) for storing two dimensional arrays. For example, consider the following matrix:
1 2
3 4
In row-major ordering, this is stored in memory as 1 2 3 4; in column-major ordering, this would be stored as 1 3 2 4. It is easy to see that implementations which do not exploit this ordering will quickly run into (easily avoidable!) cache issues. Unfortunately, I see stuff like this very often in my domain (machine learning). @MatteoItalia showed this example in more detail in his answer.
When fetching a certain element of a matrix from memory, elements near it will be fetched as well and stored in a cache line. If the ordering is exploited, this will result in fewer memory accesses (because the next few values which are needed for subsequent computations are already in a cache line).
For simplicity, assume the cache comprises a single cache line which can contain 2 matrix elements and that when a given element is fetched from memory, the next one is too. Say we want to take the sum over all elements in the example 2x2 matrix above (lets call it M):
Exploiting the ordering (e.g. changing column index first in c++):
M[0][0] (memory) + M[0][1] (cached) + M[1][0] (memory) + M[1][1] (cached)
= 1 + 2 + 3 + 4
--> 2 cache hits, 2 memory accesses
Not exploiting the ordering (e.g. changing row index first in c++):
M[0][0] (memory) + M[1][0] (memory) + M[0][1] (memory) + M[1][1] (memory)
= 1 + 3 + 2 + 4
--> 0 cache hits, 4 memory accesses
In this simple example, exploiting the ordering approximately doubles execution speed (since memory access requires much more cycles than computing the sums). In practice, the performance difference can be much larger.
Avoid unpredictable branches
Modern architectures feature pipelines and compilers are becoming very good at reordering code to minimize delays due to memory access. When your critical code contains (unpredictable) branches, it is hard or impossible to prefetch data. This will indirectly lead to more cache misses.
This is explained very well here (thanks to @0x90 for the link): Why is processing a sorted array faster than processing an unsorted array?
Avoid virtual functions
In the context of c++, virtual methods represent a controversial issue with regard to cache misses (a general consensus exists that they should be avoided when possible in terms of performance). Virtual functions can induce cache misses during look up, but this only happens if the specific function is not called often (otherwise it would likely be cached), so this is regarded as a non-issue by some. For reference about this issue, check out: What is the performance cost of having a virtual method in a C++ class?
Common problems
A common problem in modern architectures with multiprocessor caches is called false sharing. This occurs when each individual processor is attempting to use data in another memory region and attempts to store it in the same cache line. This causes the cache line -- which contains data another processor can use -- to be overwritten again and again. Effectively, different threads make each other wait by inducing cache misses in this situation.
See also (thanks to @Matt for the link): How and when to align to cache line size?
An extreme symptom of poor caching in RAM memory (which is probably not what you mean in this context) is so-called thrashing. This occurs when the process continuously generates page faults (e.g. accesses memory which is not in the current page) which require disk access.
