It's likely that this information applies only to compute capabality 1.x, or cuda 2.0. More recent architectures and cuda 3.0 have more sophisticated global memory access and in fact "coalesced global loads" are not even profiled for these chips.
Also, this logic can be applied to shared memory to avoid bank conflicts.
A coalesced memory transaction is one in which all of the threads in a half-warp access global memory at the same time. This is oversimple, but the correct way to do it is just have consecutive threads access consecutive memory addresses.
So, if threads 0, 1, 2, and 3 read global memory 0x0, 0x4, 0x8, and 0xc, it should be a coalesced read.
In a matrix example, keep in mind that you want your matrix to reside linearly in memory. You can do this however you want, and your memory access should reflect how your matrix is laid out. So, the 3x4 matrix below
0 1 2 3
4 5 6 7
8 9 a b
could be done row after row, like this, so that (r,c) maps to memory (r*4 + c)
0 1 2 3 4 5 6 7 8 9 a b
Suppose you need to access element once, and say you have four threads. Which threads will be used for which element? Probably either
thread 0: 0, 1, 2
thread 1: 3, 4, 5
thread 2: 6, 7, 8
thread 3: 9, a, b
or
thread 0: 0, 4, 8
thread 1: 1, 5, 9
thread 2: 2, 6, a
thread 3: 3, 7, b
Which is better? Which will result in coalesced reads, and which will not?
Either way, each thread makes three accesses. Let's look at the first access and see if the threads access memory consecutively. In the first option, the first access is 0, 3, 6, 9. Not consecutive, not coalesced. The second option, it's 0, 1, 2, 3. Consecutive! Coalesced! Yay!
The best way is probably to write your kernel and then profile it to see if you have non-coalesced global loads and stores.
