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Solving large sparse eigenvalue problems on supercomputers

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Philippe, Bernard↗

SU-G-TeP1-15: Toward a Novel GPU Accelerated Deterministic Solution to the Linear Boltzmann Transport Equation

Purpose: To develop a Graphic Processor Unit (GPU) accelerated deterministic solution to the Linear Boltzmann Transport Equation (LBTE) for accurate dose calculations in radiotherapy (RT). A deterministic solution yields the potential for major speed improvements due to the sparse matrix-vector and vector-vector multiplications and would thus be of benefit to RT. Methods: In order to leverage the massively parallel architecture of GPUs, the first order LBTE was reformulated as a second order self-adjoint equation using the Least Squares Finite Element Method (LSFEM). This produces a symmetric positive-definite matrix which is efficiently solved using a parallelized conjugate gradient (CG) solver. The LSFEM formalism is applied in space, discrete ordinates is applied in angle, and the Multigroup method is applied in energy. The final linear system of equations produced is tightly coupled in space and angle. Our code written in CUDA-C was benchmarked on an Nvidia GeForce TITAN-X GPU against an Intel i7-6700K CPU. A spatial mesh of 30,950 tetrahedral elements was used with an S4 angular approximation. Results: To avoid repeating a full computationally intensive finite element matrix assembly at each Multigroup energy, a novel mapping algorithm was developed which minimized the operations required at each energy. Additionally, a parallelized memory mapping for the kronecker product between the sparse spatial and angular matrices, including Dirichlet boundary conditions, was created. Atomicity is preserved by graph-coloring overlapping nodes into separate kernel launches. The one-time mapping calculations for matrix assembly, kronecker product, and boundary condition application took 452±1ms on GPU. Matrix assembly for 16 energy groups took 556±3s on CPU, and 358±2ms on GPU using the mappings developed. The CG solver took 93±1s on CPU, and 468±2ms on GPU. Conclusion: Three computationally intensive subroutines in deterministically solving the LBTE have been formulated on GPU, resulting in two orders of magnitude speedup. Funding support from Natural Sciences and Engineering Research Council and Alberta Innovates Health Solutions. Dr. Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization).

60 APPLIED LIFE SCIENCES↗

Reduce Operations: Send Volume Balancing While Minimizing Latency

Communication hypergraph model was introduced in a two-phase setting for encapsulating multiple communication cost metrics (bandwidth and latency), which are proven to be important in parallelizing irregular applications. In the first phase, computational-task-to-processor assignment is performed with the objective of minimizing total volume while maintaining computational load balance. In the second phase, communication-task-to-processor assignment is performed with the objective of minimizing total number of messages while maintaining communication-volume balance. The reduce-communication hypergraph model suffers from failing to correctly encapsulate send-volume balancing. We propose a novel vertex weighting scheme that enables part weights to correctly encode send-volume loads of processors for send-volume balancing. The model also suffers from increasing the total communication volume during partitioning. To decrease this increase, we propose a method that utilizes the recursive bipartitioning framework and refines each bipartition by vertex swaps. For performance evaluation, we consider column-parallel SpMV, which is one of the most widely known applications in which the reduce-task assignment problem arises. Extensive experiments on 313 matrices show that, compared to the existing model, the proposed models achieve considerable improvements in all communication cost metrics. Furthermore, these improvements lead to an average decrease of 30% in parallel SpMV time on 512 processors for 70 matrices with high irregularity.

97 MATHEMATICS AND COMPUTING↗

Sparse matrix‐vector and matrix‐multivector products for the truncated SVD on graphics processors

Summary Many practical algorithms for numerical rank computations implement an iterative procedure that involves repeated multiplications of a vector, or a collection of vectors, with both a sparse matrix and its transpose. Unfortunately, the realization of these sparse products on current high performance libraries often deliver much lower arithmetic throughput when the matrix involved in the product is transposed. In this work, we propose a hybrid sparse matrix layout, named CSRC, that combines the flexibility of some well‐known sparse formats to offer a number of appealing properties: (1) CSRC can be obtained at low cost from the popular CSR (compressed sparse row) format; (2) CSRC has similar storage requirements as CSR; and especially, (3) the implementation of the sparse product kernels delivers high performance for both the direct product and its transposed variant on modern graphics accelerators thanks to a significant reduction of atomic operations compared to a conventional implementation based on CSR. This solution thus renders considerably higher performance when integrated into an iterative algorithm for the truncated singular value decomposition (SVD), such as the randomized SVD or, as demonstrated in the experimental results, the block Golub–Kahan–Lanczos algorithm.

Aliaga, José I.↗

On the performance and energy efficiency of sparse linear algebra on GPUs

In this paper we unveil some performance and energy efficiency frontiers for sparse computations on GPU-based supercomputers. We compare the resource efficiency of different sparse matrix–vector products (SpMV) taken from libraries such as cuSPARSE and MAGMA for GPU and Intel’s MKL for multicore CPUs, and develop a GPU sparse matrix–matrix product (SpMM) implementation that handles the simultaneous multiplication of a sparse matrix with a set of vectors in block-wise fashion. While a typical sparse computation such as the SpMV reaches only a fraction of the peak of current GPUs, we show that the SpMM succeeds in exceeding the memory-bound limitations of the SpMV. We integrate this kernel into a GPU-accelerated Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) eigensolver. LOBPCG is chosen as a benchmark algorithm for this study as it combines an interesting mix of sparse and dense linear algebra operations that is typical for complex simulation applications, and allows for hardware-aware optimizations. In a detailed analysis we compare the performance and energy efficiency against a multi-threaded CPU counterpart. The reported performance and energy efficiency results are indicative of sparse computations on supercomputers.

Anzt, Hartwig↗

Efficient Implementations of the Quadrature-Free Discontinuous Galerkin Method

The efficiency of the quadrature-free form of the dis- continuous Galerkin method in two dimensions, and briefly in three dimensions, is examined. Most of the work for constant-coefficient, linear problems involves the volume and edge integrations, and the transformation of information from the volume to the edges. These operations can be viewed as matrix-vector multiplications. Many of the matrices are sparse as a result of symmetry, and blocking and specialized multiplication routines are used to account for the sparsity. By optimizing these operations, a 35% reduction in total CPU time is achieved. For nonlinear problems, the calculation of the flux becomes dominant because of the cost associated with polynomial products and inversion. This component of the work can be reduced by up to 75% when the products are approximated by truncating terms. Because the cost is high for nonlinear problems on general elements, it is suggested that simplified physics and the most efficient element types be used over most of the domain.

Lockard, David P.↗

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.↗

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 ↗

Fast Sparse-Vector Cosine Similarity in Go

This software provides a fast way to perform efficient sparse matrix multiplication followed by top-n multiplication result selection. Functionality for performing matrix multiplication / cosine similarity separately is included in this package as well. This package is a pure Go port of a Python package developed by ING Bank (https://github.com/ing-bank/sparse_dot_topn) which uses Cython to execute the matrix multiplication in C++. Instructions for compiling bindings which can be called from Python are included with this package as well.

Shivers, Ryan [Oak Ridge National Lab. (ORNL), Oak↗

An efficient sparse matrix multiplication scheme for the CYBER 205 computer

This paper describes the development of an efficient algorithm for computing the product of a matrix and vector on a CYBER 205 vector computer. The desire to provide software which allows the user to choose between the often conflicting goals of minimizing central processing unit (CPU) time or storage requirements has led to a diagonal-based algorithm in which one of four types of storage is selected for each diagonal. The candidate storage types employed were chosen to be efficient on the CYBER 205 for diagonals which have nonzero structure which is dense, moderately sparse, very sparse and short, or very sparse and long; however, for many densities, no diagonal type is most efficient with respect to both resource requirements, and a trade-off must be made. For each diagonal, an initialization subroutine estimates the CPU time and storage required for each storage type based on results from previously performed numerical experimentation. These requirements are adjusted by weights provided by the user which reflect the relative importance the user places on the two resources. The adjusted resource requirements are then compared to select the most efficient storage and computational scheme.

Lambiotte, Jules J., Jr.↗

Sparse Approximate Multifrontal Factorization with Butterfly Compression for High-Frequency Wave Equations

In this work, we present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the butterfly algorithm and its hierarchical matrix extension for compressing and factorizing large frontal matrices via graph-distance guided entry evaluation or randomized matrix-vector multiplication-based schemes. Complexity analysis and numerical experiments demonstrate $\mathcal{O}(N\log^2 N)$ computation and $\mathcal{O}(N)$ memory complexity when applied to an $N\times N$ sparse system arising from 3D high-frequency Helmholtz and Maxwell problems.

97 MATHEMATICS AND COMPUTING↗

Numerical Modeling of Nanoelectronic Devices

Nanoelectronic Modeling 3-D (NEMO 3-D) is a computer program for numerical modeling of the electronic structure properties of a semiconductor device that is embodied in a crystal containing as many as 16 million atoms in an arbitrary configuration and that has overall dimensions of the order of tens of nanometers. The underlying mathematical model represents the quantummechanical behavior of the device resolved to the atomistic level of granularity. The system of electrons in the device is represented by a sparse Hamiltonian matrix that contains hundreds of millions of terms. NEMO 3-D solves the matrix equation on a Beowulf-class cluster computer, by use of a parallel-processing matrix vector multiplication algorithm coupled to a Lanczos and/or Rayleigh-Ritz algorithm that solves for eigenvalues. In a recent update of NEMO 3-D, a new strain treatment, parameterized for bulk material properties of GaAs and InAs, was developed for two tight-binding submodels. The utility of the NEMO 3-D was demonstrated in an atomistic analysis of the effects of disorder in alloys and, in particular, in bulk In(x)Ga(l-x)As and in In0.6Ga0.4As quantum dots.

Klimeck, Gerhard↗

Lanczos eigensolution method for high-performance computers

The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors.

Bostic, Susan W.↗

Energy scaling advantages of resistive memory crossbar based computation and its application to sparse coding

In this study, the exponential increase in data over the last decade presents a significant challenge to analytics efforts that seek to process and interpret such data for various applications. Neural-inspired computing approaches are being developed in order to leverage the computational properties of the analog, low-power data processing observed in biological systems. Analog resistive memory crossbars can perform a parallel read or a vector-matrix multiplication as well as a parallel write or a rank-1 update with high computational efficiency. For an N × N crossbar, these two kernels can be O(N) more energy efficient than a conventional digital memory-based architecture. If the read operation is noise limited, the energy to read a column can be independent of the crossbar size (O(1)). These two kernels form the basis of many neuromorphic algorithms such as image, text, and speech recognition. For instance, these kernels can be applied to a neural sparse coding algorithm to give an O(N) reduction in energy for the entire algorithm when run with finite precision. Sparse coding is a rich problem with a host of applications including computer vision, object tracking, and more generally unsupervised learning.

97 MATHEMATICS AND COMPUTING↗

Butterfly Factorization Via Randomized Matrix-Vector Multiplications

This paper presents an adaptive randomized algorithm for computing the butterfly factorization of an m × n matrix with m ≈ n provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The resulting factorization is composed of O(log n) sparse factors, each containing O(n) nonzero entries. The factorization can be attained using O(n 3/2 log n) computation and O(n log n) memory resources. Furthermore, the proposed algorithm can be implemented in parallel and can apply to matrices with strong or weak admissibility conditions arising from surface integral equation solvers as well as multi-frontal-based finite-difference, finite-element, or finite-volume solvers. A distributed-memory parallel implementation of the algorithm demonstrates excellent scaling behavior.

97 MATHEMATICS AND COMPUTING↗

Parallel Preconditioning for CFD Problems on the CM-5

Up to today, preconditioning methods on massively parallel systems have faced a major difficulty. The most successful preconditioning methods in terms of accelerating the convergence of the iterative solver such as incomplete LU factorizations are notoriously difficult to implement on parallel machines for two reasons: (1) the actual computation of the preconditioner is not very floating-point intensive, but requires a large amount of unstructured communication, and (2) the application of the preconditioning matrix in the iteration phase (i.e. triangular solves) are difficult to parallelize because of the recursive nature of the computation. Here we present a new approach to preconditioning for very large, sparse, unsymmetric, linear systems, which avoids both difficulties. We explicitly compute an approximate inverse to our original matrix. This new preconditioning matrix can be applied most efficiently for iterative methods on massively parallel machines, since the preconditioning phase involves only a matrix-vector multiplication, with possibly a dense matrix. Furthermore the actual computation of the preconditioning matrix has natural parallelism. For a problem of size n, the preconditioning matrix can be computed by solving n independent small least squares problems. The algorithm and its implementation on the Connection Machine CM-5 are discussed in detail and supported by extensive timings obtained from real problem data.

Simon, Horst D.↗

Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

Buchholz, Peter↗