A belated note. This:

pp_def('sms_WxH_pdlpp_4loops',
    Pars      => 'a(m,n); [o]b(p,q);',
    OtherPars => 'PDL_Indx par_sm_w; PDL_Indx par_sm_h;',

    RedoDimsCode => '$SIZE(p) = $SIZE(m) - $COMP(par_sm_w) + 1; 
                     $SIZE(q) = $SIZE(n) - $COMP(par_sm_h) + 1;',
    Code => '
        PDL_Indx i, j, k, l, w, h, W, H;
        w = $COMP(par_sm_w);
        h = $COMP(par_sm_h);
        W = $SIZE(m);
        H = $SIZE(n);
        for (i = 0; i < H - h + 1; i++) {
            for (j = 0; j < W - w + 1; j++) {
                for (k = 0; k < w; k++) {
                    for (l = 0; l < h; l++) {
                        $b(p=>j, q=>i) += $a(m=>j+k, n=>i+l);
                    }
                }
            }
        }
    ',
);
[download]

Can use PP features much better (untested, illustrative):

pp_def('sms_WxH_pdlpp_4loops',
    Pars      => 'a(m,n); [o]b(p,q);',
    OtherPars => 'PDL_Indx par_sm_w => w; PDL_Indx par_sm_h => h;',
    RedoDimsCode => '$SIZE(p) = $SIZE(m) - $SIZE(w) + 1; 
                     $SIZE(q) = $SIZE(n) - $SIZE(h) + 1;',
    Code => 'loop(q,p,w,h) %{ $b() += $a(m=>p+w, n=>q+h); %}',
);
[download]

Features used above: OtherPars can set $SIZE of dims not otherwise used. When something is a $SIZE, you can loop() over it. If an index (named dim) is indexed by a variable of the same name, it can be omitted (as for $b() above). Obviously I used the fact that you can give several loops at once, which is very neat. Finally, your loop conditions were recalculating the expressions used to set $SIZE(p) etc.

Looking at the loop(), I suspect you want to switch the w and h loops to do everything as much as possible on the fastest-moving dimension. This algorithm would probably benefit a lot from tiling for maximum cache-hitting, which should probably become a proper PP feature. If someone wants to open a PDL issue with suggestions as to what the syntax would look like, it will probably get implemented and used on matmult.

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