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DOE OSTI2022

SparseLU, A Novel Algorithm and Math Library for Sparse LU Factorization

Decomposing sparse matrices into lower and upper triangular matrices (sparse LU factorization) is a key operation in many computational scientific applications. We developed SparseLU, a sparse linear algebra library that implements a new algorithm for LU factorization on general sparse matrices. The new algorithm divides the input matrix into tiles to which OpenMP tasks are created for factorization computation, where only tiles that contain nonzero elements are computed. For comparative performance analysis, we used the reference library SuperLU. Testing was performed on synthetically generated matrices which replicate the conditions of the real-world matrices. SparseLU is able to reach a mean speedup of ~29× compared to SuperLU.

Valero Lara, Pedro↗

DOE OSTI2017

Non-Intrusive Energy Disaggregation Using Non-Negative Matrix Factorization With Sum-to-k Constraint

Energy disaggregation or non-intrusive load monitoring addresses the issue of extracting device-level energy consumption information by monitoring the aggregated signal at one single measurement point without installing meters on each individual device. Energy disaggregation can be formulated as a source separation problem, where the aggregated signal is expressed as linear combination of basis vectors in a matrix factorization framework. In this paper, an approach based on Sum-to-k constrained non-negative matrix factorization (S2K-NMF) is proposed. By imposing the sum-to-k constraint and the non-negative constraint, S2K-NMF is able to effectively extract perceptually meaningful sources from complex mixtures. The strength of the proposed algorithm is demonstrated through two sets of experiments: Energy disaggregation in a residential smart home; and heating, ventilating, and air conditioning components energy monitoring in an industrial building testbed maintained at the Oak Ridge National Laboratory. Furthermore, extensive experimental results demonstrate the superior performance of S2K-NMF as compared to state-of-the-art decomposition-based disaggregation algorithms.

42 ENGINEERING↗

DOE OSTI2025

powersqueeze

powersqueeze (psqz) is a truncated power iteration library intended for high-performance computing platforms. psqz efficiently produces low-dimensional, linear measurements of graph matrix spectra by combining classical power iteration with sparse Johnson-Lindenstrauss transforms. psqz is intended to produce high-quality, fast, data-oblivious low-dimensional representations of high-dimensional sparse data such as graphs and term-document matrices. psqz is intended to replace similar workflows that depend on directly approximating a truncated eigendecomposition (e.g., the first step of spectral clustering), which is a much more expensive operation.

Priest, BenjaminW [Lawrence Livermore National Lab↗

DOE OSTI2020

A matrix-free approach for finite-strain hyperelastic problems using geometric multigrid

This paper investigates matrix-free algorithms for problems in quasi-static finite-strain hyperelasticity. Iterative solvers with matrix-free operator evaluation have emerged as an attractive alternative to sparse matrices in the fluid dynamics and wave propagation communities because they significantly reduce the memory traffic, the limiting factor in classical finite element solvers. Specifically, we study different matrix-free realizations of the finite element tangent operator and determine whether generalized methods of incorporating complex constitutive behavior might be feasible. Furthermore, in order to improve the convergence behavior of iterative solvers, we also propose a method by which to construct level tangent operators and employ them to define a geometric multigrid preconditioner. Additionally, the performance of the matrix-free operator and the geometric multigrid preconditioner is compared to the matrix-based implementation with an algebraic multigrid (AMG) preconditioner on a single node for a representative numerical example of a heterogeneous hyperelastic material in two and three dimensions. We find that matrix-free methods for finite-strain solid mechanics are very promising, outperforming linear matrix-based schemes by two to five times, and that it is possible to develop numerically efficient implementations that are independent of the hyperelastic constitutive law.

42 ENGINEERING↗

DOE OSTI2023

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗

DOE OSTI2023

Batched Sparse Linear Algebra (Final Report for Subcontract B648960)

This report finalizes design specifications for developing batched kernels for small tensor operations for unassembled matrix-free iterative solvers, batched solvers for partially assembled operators, and batched solvers with support for various sparse formats. The outcome of the project milestones is a set of interfaces to Batched Sparse LA solvers running on hardware accelerators for use in ECP Libraries and Applications. It is part of the development of sparse batched kernels, solvers/preconditioners as well as creating interoperability in xSDK libraries with sparse and dense batched functions to benefit ECP applications. The participants included representatives from ECP libraries (not limited to the xSDK project), applications, and vendors (AMD, Intel, and NVIDIA). Batched sparse linear algebra solvers form the new frontier for algorithmic development and performance engineering. Many applications (ECP and non-ECP alike) require simultaneous solutions of small linear systems of equations that are structurally sparse. To move towards high hardware utilization, it is important to provide these applications with appropriate interfaces to efficient batched sparse solvers running on modern hardware accelerators. We present interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the software portable between the major hardware accelerators from AMD, Intel, and NVIDIA. The presented interface specifications includes batched band, sparse iterative, and sparse direct solvers. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, SUNDIALS, and SuperLU_dist.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Batched sparse direct solver design and evaluation in SuperLU_DIST

Over the course of interactions with various application teams, the need for batched sparse linear algebra functions has emerged in order to make more efficient use of the GPUs for many small and sparse linear algebra problems. In this paper, we present our recent work on a batched sparse direct solver for GPUs. The sparse LU factorization is computed by the levels of the elimination tree, leveraging the batched dense operations at each level and a new batched Scatter GPU kernel. The sparse triangular solve is computed by the level sets of the directed acyclic graph (DAG) of the triangular matrix. Batched operations overcome the large overhead associated with launching many small kernels. For medium sized matrix batches with not-so-small bandwidth, using an NVIDIA A100 GPU, our new batched sparse direct solver is orders of magnitude faster than a batched banded solver and uses less than one-tenth of the memory.

Boukaram, Wajih↗

DOE OSTI2024

A graphics processing unit accelerated sparse direct solver and preconditioner with block low rank compression

We present the GPU implementation efforts and challenges of the sparse solver package STRUMPACK. The code is made publicly available on github with a permissive BSD license. STRUMPACK implements an approximate multifrontal solver, a sparse LU factorization which makes use of compression methods to accelerate time to solution and reduce memory usage. Multiple compression schemes based on rank-structured and hierarchical matrix approximations are supported, including hierarchically semi-separable, hierarchically off-diagonal butterfly, and block low rank. Here, in this paper, we present the GPU implementation of the block low rank (BLR) compression method within a multifrontal solver. Our GPU implementation relies on highly optimized vendor libraries such as cuBLAS and cuSOLVER for NVIDIA GPUs, rocBLAS and rocSOLVER for AMD GPUs and the Intel oneAPI Math Kernel Library (oneMKL) for Intel GPUs. Additionally, we rely on external open source libraries such as SLATE (Software for Linear Algebra Targeting Exascale), MAGMA (Matrix Algebra on GPU and Multi-core Architectures), and KBLAS (KAUST BLAS). SLATE is used as a GPU-capable ScaLAPACK replacement. From MAGMA we use variable sized batched dense linear algebra operations such as GEMM, TRSM and LU with partial pivoting. KBLAS provides efficient (batched) low rank matrix compression for NVIDIA GPUs using an adaptive randomized sampling scheme. The resulting sparse solver and preconditioner runs on NVIDIA, AMD and Intel GPUs. Interfaces are available from PETSc, Trilinos and MFEM, or the solver can be used directly in user code. We report results for a range of benchmark applications, using the Perlmutter system from NERSC, Frontier from ORNL, and Aurora from ALCF. For a high frequency wave equation on a regular mesh, using 32 Perlmutter compute nodes, the factorization phase of the exact GPU solver is about 6.5× faster compared to the CPU-only solver. The BLR-enabled GPU solver is about 13.8× faster than the CPU exact solver. For a collection of SuiteSparse matrices, the STRUMPACK exact factorization on a single GPU is on average 1.9× faster than NVIDIA’s cuDSS solver.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2019

Random walks on jammed networks: Spectral properties

Using random walk analyses we explore diffusive transport on networks obtained from contacts between isotropically compressed, monodisperse, frictionless sphere packings generated over a range of pressures in the vicinity of the jamming transition p → 0 . For conductive particles in an insulating medium, conduction is determined by the particle contact network with nodes representing particle centers and edges contacts between particles. The transition rate is not homogeneous, but is distributed inhomogeneously due to the randomness of packing and concomitant disorder of the contact network, e.g., the distribution of the coordination number. A narrow escape time scale is used to write a Markov process for random walks on the particle contact network. This stochastic process is analyzed in terms of spectral density of the random, sparse, Euclidean and real, symmetric, positive, semidefinite transition rate matrix. Findings reveal network structures derived from jammed particles have properties similar to ordered, euclidean lattices but also some unique properties that distinguish them from other structures that are in some sense more homogeneous. Specifically, the distribution of eigenvalues of the transition rate matrix follow a power law with spectral dimension 3. Yet, quantitative details of the statistics of the eigenvectors show subtle differences with homogeneous lattices and allow us to distinguish between topological and geometric sources of disorder in the network.

42 ENGINEERING↗

DOE OSTI2014

ACDT: Architected Composite Data Types Trading-in Unfettered Data Access for Improved Execution

With Exascale performance and its challenges in mind, one ubiquitous concern among architects is energy efficiency. Petascale systems projected to Exascale systems are unsustainable at current power consumption rates. One major contributor to system-wide power consumption is the number of memory operations leading to data movement and management techniques applied by the runtime system. To address this problem, we present the concept of the Architected Composite Data Types (ACDT) framework. The framework is made aware of data composites, assigning them a specific layout, transformations and operators. Data manipulation overhead is amortized over a larger number of elements and program performance and power efficiency can be significantly improved. We developed the fundamentals of an ACDT framework on a massively multithreaded adaptive runtime system geared towards Exascale clusters. Showcasing the capability of ACDT, we exercised the framework with two representative processing kernels - Matrix Vector Multiply and the Cholesky Decomposition – applied to sparse matrices. As transformation modules, we applied optimized compress/decompress engines and configured invariant operators for maximum energy/performance efficiency. Additionally, we explored two different approaches based on transformation opaqueness in relation to the application. Under the first approach, the application is agnostic to compression and decompression activity. Such approach entails minimal changes to the original application code, but leaves out potential applicationspecific optimizations. The second approach exposes the decompression process to the application, hereby exposing optimization opportunities that can only be exploited with application knowledge. The experimental results show that the two approaches have their strengths in HW and SW respectively, where the SW approach can yield performance and power improvements that are an order of magnitude better than ACDT-oblivious, hand-optimized implementations.We consider the ACDT runtime framework an important component of compute nodes that will lead towards power efficient Exascale clusters.

exascale↗

DOE OSTI2017

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

GPU Accelerated Sparse Cholesky Factorization

The solution of sparse symmetric positive definite linear systems is an important computational kernel in large-scale scientific and engineering modeling and simulation. We will solve the linear systems using a direct method, in which a Cholesky factorization of the coefficient matrix is performed using a right-looking approach and the resulting triangular factors are used to compute the solution. Sparse Cholesky factorization is compute intensive. In this work we investigate techniques for reducing the factorization time in sparse Cholesky factorization by offloading some of the dense matrix operations on a GPU. We will describe the techniques we have considered. We achieved up to 4x speedup compared to the CPU-only version.

Karsavuran, M Ozan↗

DOE OSTI2021

Solving the $k$-Sparse Eigenvalue Problem with Reinforcement Learning

We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most k nonzero elements, where k is relatively small compare to the dimension of the matrix to be partially diagonalized. Here, this type of problem arises in applications in which the desired eigenvector exhibits localization properties and in large-scale eigenvalue computations in which the amount of computational resource is limited. When the positions of these nonzero elements can be determined, we can obtain the k-sparse approximation to the original problem by computing eigenvalues of a k × k submatrix extracted from k rows and columns of the original matrix. We review a previously developed greedy algorithm for incrementally probing the positions of the nonzero elements in a k-sparse approximate eigenvector and show that the greedy algorithm can be improved by using an RL method to refine the selection of k rows and columns of the original matrix. We describe how to represent states, actions, rewards and policies in an RL algorithm designed to solve the k-sparse eigenvalue problem and demonstrate the effectiveness of the RL algorithm on two examples originating from quantum many-body physics.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2026

Quantum block encoding for one-pair semiseparable matrices

Quantum block encoding (QBE) is a crucial step in the development of most quantum algorithms, as it provides an embedding of a given matrix into a suitable larger unitary matrix. Historically, the development of efficient techniques for QBE has mostly focused on sparse matrices; less effort has been devoted to data-sparse (e.g., rank-structured) matrices. In this work we examine a particular case of rank structure, namely, one-pair semiseparable matrices. We present a new block encoding approach that relies on a suitable factorization of the given matrix as the product of triangular and diagonal factors. To encode the matrix, the algorithm needs $2\log(N)+7$ ancillary qubits. Assuming that the data input oracles can be implemented with polylogarithmic depth, or that a QRAM input model is available, our proposed method requires $\mathcal{O}({\rm polylog} (N))$ time and has an error of $\mathcal{O}(N^2)$, where $N$ is the matrix size.

Antonioli, Giacomo [Pisa U.; CERN] (ORCID:00090000↗

DOE OSTI2017

Efficient quantum circuits for Szegedy quantum walks

A major advantage in using Szegedy’s formalism over discrete-time and continuous-time quantum walks lies in its ability to define a unitary quantum walk by quantizing a Markov chain on a directed or weighted graph. In this paper, we present a general scheme to construct efficient quantum circuits for Szegedy quantum walks that correspond to classical Markov chains possessing transformational symmetry in the columns of the transition matrix. In particular, the transformational symmetry criteria do not necessarily depend on the sparsity of the transition matrix, so this scheme can be applied to non-sparse Markov chains. Two classes of Markov chains that are amenable to this construction are cyclic permutations and complete bipartite graphs, for which we provide explicit efficient quantum circuit implementations. We also prove that our scheme can be applied to Markov chains formed by a tensor product. We also briefly discuss the implementation of Markov chains based on weighted interdependent networks. In addition, we apply this scheme to construct efficient quantum circuits simulating the Szegedy walks used in the quantum Pagerank algorithm for some classes of non-trivial graphs, providing a necessary tool for experimental demonstration of the quantum Pagerank algorithm. - Highlights: • A general theoretical framework for implementing Szegedy walks using quantum circuits. • Explicit efficient quantum circuit implementation of the Szegedy walk for several classes of graphs. • Efficient implementation of Szegedy walks for quantum page-ranking of a certain class of graphs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

The ITensor Software Library for Tensor Network Calculations

ITensor is a system for programming tensor network calculations with an interface modeled on tensor diagrams, allowing users to focus on the connectivity of a tensor network without manually bookkeeping tensor indices. The ITensor interface rules out common programming errors and enables rapid prototyping of algorithms. After discussing the philosophy behind the ITensor approach, we show examples of each part of the interface including Index objects, the ITensor product operator, tensor factorizations, tensor storage types, algorithms for matrix product state (MPS) and matrix product operator (MPO) tensor networks, quantum number conserving block sparse tensors, and the NDTensors library. We also review publications that have used ITensor for quantum many-body physics and for other areas where tensor networks are increasingly applied. To conclude we discuss promising features and optimizations to be added in the future.

Fishman, Matthew↗

DOE OSTI2022

Codebase release 0.3 for ITensor

Fishman, Matthew↗

DOE OSTI2024

Energy-Efficient Neuromorphic Architectures for Nuclear Radiation Detection Applications

A comprehensive analysis and simulation of two memristor-based neuromorphic architectures for nuclear radiation detection is presented. Both scalable architectures retrofit a locally competitive algorithm to solve overcomplete sparse approximation problems by harnessing memristor crossbar execution of vector–matrix multiplications. The proposed systems demonstrate excellent accuracy and throughput while consuming minimal energy for radionuclide detection. To ensure that the simulation results of our proposed hardware are realistic, the memristor parameters are chosen from our own fabricated memristor devices. Based on these results, we conclude that memristor-based computing is the preeminent technology for a radiation detection platform.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗