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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Task Parallel Incomplete Cholesky Factorization using 2D Partitioned-Block Layout

We introduce a task-parallel algorithm for sparse incomplete Cholesky factorization that utilizes a 2D sparse partitioned-block layout of a matrix. Our factorization algorithm follows the idea of algorithms-by-blocks by using the block layout. The algorithm-byblocks approach induces a task graph for the factorization. These tasks are inter-related to each other through their data dependences in the factorization algorithm. To process the tasks on various manycore architectures in a portable manner, we also present a portable tasking API that incorporates different tasking backends and device-specific features using an open-source framework for manycore platforms i.e., Kokkos. A performance evaluation is presented on both Intel Sandybridge and Xeon Phi platforms for matrices from the University of Florida sparse matrix collection to illustrate merits of the proposed task-based factorization. Experimental results demonstrate that our task-parallel implementation delivers about 26.6x speedup (geometric mean) over single-threaded incomplete Choleskyby- blocks and 19.2x speedup over serial Cholesky performance which does not carry tasking overhead using 56 threads on the Intel Xeon Phi processor for sparse matrices arising from various application problems.

2D layout↗
NASA NTRS1990

Partitioning sparse matrices with eigenvectors of graphs

The problem of computing a small vertex separator in a graph arises in the context of computing a good ordering for the parallel factorization of sparse, symmetric matrices. An algebraic approach for computing vertex separators is considered in this paper. It is shown that lower bounds on separator sizes can be obtained in terms of the eigenvalues of the Laplacian matrix associated with a graph. The Laplacian eigenvectors of grid graphs can be computed from Kronecker products involving the eigenvectors of path graphs, and these eigenvectors can be used to compute good separators in grid graphs. A heuristic algorithm is designed to compute a vertex separator in a general graph by first computing an edge separator in the graph from an eigenvector of the Laplacian matrix, and then using a maximum matching in a subgraph to compute the vertex separator. Results on the quality of the separators computed by the spectral algorithm are presented, and these are compared with separators obtained from other algorithms for computing separators. Finally, the time required to compute the Laplacian eigenvector is reported, and the accuracy with which the eigenvector must be computed to obtain good separators is considered. The spectral algorithm has the advantage that it can be implemented on a medium-size multiprocessor in a straightforward manner.

Pothen, Alex↗
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↗
NASA NTRS1990

Using a multifrontal sparse solver in a high performance, finite element code

We consider the performance of the finite element method on a vector supercomputer. The computationally intensive parts of the finite element method are typically the individual element forms and the solution of the global stiffness matrix both of which are vectorized in high performance codes. To further increase throughput, new algorithms are needed. We compare a multifrontal sparse solver to a traditional skyline solver in a finite element code on a vector supercomputer. The multifrontal solver uses the Multiple-Minimum Degree reordering heuristic to reduce the number of operations required to factor a sparse matrix and full matrix computational kernels (e.g., BLAS3) to enhance vector performance. The net result in an order-of-magnitude reduction in run time for a finite element application on one processor of a Cray X-MP.

King, Scott D.↗
DOE OSTI2018

Partitioning and Communication Strategies for Sparse Non-negative Matrix Factorization

Non-negative matrix factorization (NMF), the problem of finding two non-negative low-rank factors whose product approximates an input matrix, is a useful tool for many data mining and scientific applications such as topic modeling in text mining and unmixing in microscopy. In this paper, we focus on scaling algorithms for NMF to very large sparse datasets and massively parallel machines by employing effective algorithms, communication patterns, and partitioning schemes that leverage the sparsity of the input matrix. We consider two previous works developed for related problems, one that uses a fine-grained partitioning strategy using a point-to-point communication pattern and one that uses a Cartesian, or checkerboard, partitioning strategy using a collective-based communication pattern. We show that a combination of the previous approaches balances the demands of the various computations within NMF algorithms and achieves high efficiency and scalability. From the experiments, we see that our proposed strategy runs up to 10x faster than the state of the art on real-world datasets.

Kaya, Oguz↗
NASA NTRS1992

Towards a fast implementation of spectral nested dissection

We describe the spectral nested dissection (SND) algorithm, a new algorithm for computing orderings appropriate for parallel factorization of sparse, symmetric matrices. The algorithm makes use of spectral properties of the Laplacian matrix associated with the given matrix to compute separators. We evaluate the quality of the spectral orderings with respect to several measures: fill, elimination tree height, height and weight balances of elimination trees, and clique tree heights. We use some very large structural analysis problems as test cases and demonstrate on these real applications (such as the Space Shuttle Solid Rocket Booster) that spectral orderings compare quite favorably with commonly used orderings, outperforming them by a wide margin for some of these measures. The only disadvantage of SND is its relatively long execution time. We will present some recent efforts to improve the execution time using both a multilevel and a hybrid approach. We use SND in computing a multifrontal numerical factorization with the different orderings on an eight processor Cray Y-MP and show its effectiveness. We believe that spectral nested dissection is a major breakthrough in terms of generating efficient sparse orderings for parallel machines.

Pothen, Alex↗
DOE OSTI2020

A supernodal all-pairs shortest path algorithm

We show how to exploit graph sparsity in the Floyd-Warshall algorithm for the all-pairs shortest path (Apsp) problem. Floyd-Warshall is an attractive choice for Apsp on high-performing systems due to its structural similarity to solving dense linear systems and matrix multiplication. However, if sparsity of the input graph is not properly exploited, Floyd-Warshall will perform unnecessary asymptotic work and thus may not be a suitable choice for many input graphs. To overcome this limitation, the key idea in our approach is to use the known algebraic relationship between Floyd-Warshall and Gaussian elimination, and import several algorithmic techniques from sparse Cholesky factorization, namely, fill-in reducing ordering, symbolic analysis, supernodal traversal, and elimination tree parallelism. When combined, these techniques reduce computation, improve locality and enhance parallelism. We implement these ideas in an efficient shared memory parallel prototype that is orders of magnitude faster than an efficient multi-threaded baseline Floyd-Warshall that does not exploit sparsity. Our experiments suggest that the Floyd-Warshall algorithm can compete with Dijkstra's algorithm (the algorithmic core of Johnson's algorithm) for several classes sparse graphs.

Sao, Piyush↗
DOE OSTI2022

Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. In this work, we develop reduced compact representations of the limited-memory inverse BFGS Hessian to compute search directions efficiently when the constraint Jacobian is sparse. Orthogonal projections are implemented by a sparse QR factorization or a preconditioned LSQR iteration. In numerical experiments two proposed trust-region algorithms improve in computation times, often significantly, compared to previous implementations of related algorithms and compared to IPOPT.

97 MATHEMATICS AND COMPUTING↗
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 OSTI2017

PSelInv—A Distributed Memory Parallel Algorithm for Selected Inversion: The Symmetric Case

We describe an efficient parallel implementation of the selected inversion algorithm for distributed memory computer systems, which we call PSelInv. The PSelInv method computes selected elements of a general sparse matrix Athat can be decomposed as A= LU, where L is lower triangular and U is upper triangular. The implementation described in this article focuses on the case of sparse symmetric matrices. It contains an interface that is compatible with the distributed memory parallel sparse direct factorization SuperLU-DIST. Yet, the underlying data structure and design of PSelInv allows it to be easily combined with other factorization routines, such as PARDISO. We discuss general parallelization strategies such as data and task distribution schemes. Specifically, we describe how to exploit the concurrency exposed by the elimination tree associated with the LU factorization of A. We demonstrate the efficiency and accuracy of PSelInv by presenting several numerical experiments. In particular, we show that PSelInv can run efficiently on more than 4,000 cores for a modestly sized matrix. We also show how PSelInv can be used to accelerate large-scale electronic structure calculations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

Optimal parallel solution of sparse triangular systems

A method for the parallel solution of triangular sets of equations is described that is appropriate when there are many right-handed sides. By preprocessing, the method can reduce the number of parallel steps required to solve Lx = b compared to parallel forward or backsolve. Applications are to iterative solvers with triangular preconditioners, to structural analysis, or to power systems applications, where there may be many right-handed sides (not all available a priori). The inverse of L is represented as a product of sparse triangular factors. The problem is to find a factored representation of this inverse of L with the smallest number of factors (or partitions), subject to the requirement that no new nonzero elements be created in the formation of these inverse factors. A method from an earlier reference is shown to solve this problem. This method is improved upon by constructing a permutation of the rows and columns of L that preserves triangularity and allow for the best possible such partition. A number of practical examples and algorithmic details are presented. The parallelism attainable is illustrated by means of elimination trees and clique trees.

Alvarado, Fernando L.↗
DOE OSTI2016

A fast, memory efficient and robust sparse preconditioner based on a multifrontal approach with applications to finite‐element matrices

Summary In this article, we introduce a fast, memory efficient and robust sparse preconditioner that is based on a direct factorization scheme for sparse matrices arising from the finite‐element discretization of elliptic partial differential equations. We use a fast (but approximate) multifrontal approach as a preconditioner and use an iterative scheme to achieve a desired accuracy. This approach combines the advantages of direct and iterative schemes to arrive at a fast, robust, and accurate preconditioner. We will show that this approach is faster (∼2×) and more memory efficient (∼2–3×) than a conventional direct multifrontal approach. Furthermore, we will demonstrate that this preconditioner is both faster and more effective than other preconditioners such as the incomplete LU preconditioner. Specific speedups depend on the matrix size and improve as the size of the matrix increases. The preconditioner can be applied to both structured and unstructured meshes in a similar manner. We build on our previous work and utilize the fact that dense frontal and update matrices, in the multifrontal algorithm, can be represented as hierarchically off‐diagonal low‐rank matrices. Using this idea, we replace all large dense matrix operations in the multifrontal elimination process with O ( N ) hierarchically off‐diagonal low‐rank operations to arrive at a faster and more memory efficient factorization scheme. We then use this direct factorization method at low accuracies as a preconditioner and apply it to various real‐life engineering test cases. Copyright © 2016 John Wiley & Sons, Ltd.

Aminfar, AmirHossein↗
DOE OSTI2024

Impact of Reordering on the LU Factorization Performance of Bordered Block-Diagonal Sparse Matrix

Power engineers rely on computer-based simulation tools to assess grid performance and ensure security. At the core of these tools are solvers for sparse linear equations. When transformed into a bordered block-diagonal (BBD) structure, part of the sparse linear equation solving can be parallelized. This work focuses on using the Schur-complement-based method for LU factorization on BBD matrices, specifically, Jacobian matrices from large-scale systems. Our findings show that the natural ordering method outperforms the default ordering method in computational performance for each block of the BBD matrix. This observation is validated using synthetic 25k-bus and 70k-bus cases, showing a speedup of up to 38% when using natural ordering without permutation. Additionally, the impact of the number of partitions is studied, and the result shows that computational performance improves with more, smaller partitions in the BBD matrices.

BBD matrix↗
DOE OSTI2022

High performance sparse multifrontal solvers on modern GPUs

Here, we have ported the numerical factorization and triangular solve phases of the sparse direct solver STRUMPACK to GPU. STRUMPACK implements sparse LU factorization using the multifrontal algorithm, which performs most of its operations in dense linear algebra operations on so-called frontal matrices of various sizes. Our GPU implementation off-loads these dense linear algebra operations, as well as the sparse scatter–gather operations between frontal matrices. For the larger frontal matrices, our GPU implementation relies on vendor libraries such as cuBLAS and cuSOLVER for NVIDIA GPUs and rocBLAS and rocSOLVER for AMD GPUs. For the smaller frontal matrices we developed custom CUDA and HIP kernels to reduce kernel launch overhead. Overall, high performance is achieved by identifying submatrix factorizations corresponding to sub-trees of the multifrontal assembly tree which fit entirely in GPU memory. The multi-GPU setting uses SLATE (Software for Linear Algebra Targeting Exascale) as a modern GPU-aware replacement for ScaLAPACK. On 4 nodes of SUMMIT the code runs ~10X faster when using all 24 V100 GPUs compared to when it only uses the 168 POWER9 cores. On 8 SUMMIT nodes, using 48 V100 GPUs, the sparse solver reaches over 50TFlop/s. Compared to SuperLU, on a single V100, for a set of 17 matrices our implementation is faster for all but one matrix, and is on average 5X (median 4X) faster

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2021

Seasonal Disorder in Urban Traffic Patterns: A Low Rank Analysis

This article proposes several advances to sparse nonnegative matrix factorization (SNMF) as a way to identify large-scale patterns in urban traffic data. The input to our model is traffic counts organized by time and location. Nonnegative matrix factorization additively decomposes this information, organized as a matrix, into a linear sum of temporal signatures. Penalty terms encourage this factorization to concentrate on only a few temporal signatures, with weights which are not too large. Our interest here is to quantify and compare the regularity of traffic behavior, particularly across different broad temporal windows. In addition to the rank and error, we adapt a measure introduced by Hoyer to quantify sparsity in the representation. Combining these, we construct several curves which quantify error as a function of rank (the number of possible signatures) and sparsity; as rank goes up and sparsity goes down, the approximation can be better and the error should decreases. Plots of several such curves corresponding to different time windows leads to a way to compare disorder/order at different time scalewindows. In this paper, we apply our algorithms and procedures to study a taxi traffic dataset from New York City. In this dataset, we find weekly periodicity in the signatures, which allows us an extra framework for identifying outliers as significant deviations from weekly medians. We then apply our seasonal disorder analysis to the New York City traffic data and seasonal (spring, summer, winter, fall) time windows. We do find seasonal differences in traffic order.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2018

Fast and effective reordering of columns within supernodes using partition refinement

In this paper, we consider the problem of computing a triangular factorization of a sparse symmetric matrix using Gaussian elimination. We assume that the sparse matrix has been permuted using a fill-reducing ordering algorithm. When the matrix is symmetric positive definite, the sparsity structure of the triangular factor can be determined once the fill-reducing ordering has been computed. Thus, an efficient numerical factorization scheme can be designed so that only the nonzero entries are stored and operated on. On modern architectures, the positions of the nonzero entries in the triangular factor play a big role in determining the efficiency. It is desirable to have dense blocks in the factor so that the computation can be cast in terms of level-3 BLAS as much as possible. On architectures with GPUs, for example, it is also desirable for these dense blocks to be as large as possible in order to reduce the times to transfer data between the main CPU and the GPUs. We address the problem of locally refining the ordering so that the number of dense blocks is reduced and the sizes of these dense blocks are increased in the triangular factor.

Jacquelin, Mathias↗