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At least 109 records · Page 6

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↗

Efficient spares matrix multiplication scheme for the CYBER 203

This work has been directed toward the development of an efficient algorithm for performing this computation on the CYBER-203. The desire to provide software which gives the user the choice between the often conflicting goals of minimizing central processing (CPU) time or storage requirements has led to a diagonal-based algorithm in which one of three types of storage is selected for each diagonal. For each storage type, an initialization sub-routine estimates the CPU and storage requirements based upon 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 resources. The three storage types employed were chosen to be efficient on the CYBER-203 for diagonals which are sparse, moderately sparse, or dense; however, for many densities, no diagonal type is most efficient with respect to both resource requirements. The user-supplied weights dictate the choice.

Lambiotte, J. J., Jr.↗

MAGMA: Enabling exascale performance with accelerated BLAS and LAPACK for diverse GPU architectures

MAGMA (Matrix Algebra for GPU and Multicore Architectures) is a pivotal open-source library in the landscape of GPU-enabled dense and sparse linear algebra computations. With a repertoire of approximately 750 numerical routines across four precisions, MAGMA is deeply ingrained in the DOE software stack, playing a crucial role in high-performance computing. Notable projects such as ExaConstit, HiOP, MARBL, and STRUMPACK, among others, directly harness the capabilities of MAGMA. In addition, the MAGMA development team has been acknowledged multiple times for contributing to the vendors’ numerical software stacks. Looking back over the time of the Exascale Computing Project (ECP), we highlight how MAGMA has adapted to recent changes in modern HPC systems, especially the growing gap between CPU and GPU compute capabilities, as well as the introduction of low precision arithmetic in modern GPUs. We also describe MAGMA’s direct impact on several ECP projects. Maintaining portable performance across NVIDIA and AMD GPUs, and with current efforts toward supporting Intel GPUs, MAGMA ensures its adaptability and relevance in the ever-evolving landscape of GPU architectures.

97 MATHEMATICS AND COMPUTING↗

Rational approximations from power series of vector-valued meromorphic functions

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

Sidi, Avram↗

Structural response reconstruction using a system-equivalent singular vector basis

Here, this paper develops a novel method for reconstructing the full-field response of structural dynamic systems using sparse measurements. The singular value decomposition is applied to a frequency response matrix relating the structural response to physical loads, base motion, or modal loads. The left singular vectors form a non-physical reduced basis that can be used for response reconstruction with far fewer sensors than existing methods. The contributions of the singular vectors to measured response are termed singular-vector loads (SVLs) and are used in a regularized Bayesian framework to generate full-field response estimates and confidence intervals. The reconstruction framework is applicable to the estimation of single data records and power spectral densities from multiple records. Reconstruction is successfully performed in configurations where the number of SVLs to identify is less than, equal to, and greater than the number of sensors used for reconstruction. In a simulation featuring a seismically excited shear structure, SVL reconstruction significantly outperforms modal FRF-based reconstruction and successfully estimates full-field responses with as few as two uniaxial accelerometers. SVL reconstruction is further verified in a simulation featuring an acoustically excited cylinder. Finally, response reconstruction and uncertainty quantification are performed on an experimental structure with three shaker inputs and 27 triaxial accelerometer outputs.

42 ENGINEERING↗

Population genomic response to geographic gradients by widespread and endemic fishes of the Arabian Peninsula

Genetic structure within marine species may be driven by local adaptation to their environment, or alternatively by historical processes, such as geographic isolation. The gulfs and seas bordering the Arabian Peninsula offer an ideal setting to examine connectivity patterns in coral reef fishes with respect to environmental gradients and vicariance. The Red Sea is characterized by a unique marine fauna, historical periods of desiccation and isolation, as well as environmental gradients in salinity, temperature, and primary productivity that vary both by latitude and by season. The adjacent Arabian Sea is characterized by a sharper environmental gradient, ranging from extensive coral cover and warm temperatures in the southwest, to sparse coral cover, cooler temperatures, and seasonal upwelling in the northeast. Reef fish, however, are not confined to these seas, with some Red Sea fishes extending varying distances into the northern Arabian Sea, while their pelagic larvae are presumably capable of much greater dispersal. These species must therefore cope with a diversity of conditions that invoke the possibility of steep clines in natural selection. Here, we test for genetic structure in two widespread reef fish species (a butterflyfish and surgeonfish) and eight range-restricted butterflyfishes across the Red Sea and Arabian Sea using genome-wide single nucleotide polymorphisms. We performed multiple matrix regression with randomization analyses on genetic distances for all species, as well as reconstructed scenarios for population subdivision in the species with signatures of isolation. We found that (a) widespread species displayed more genetic subdivision than regional endemics and (b) this genetic structure was not correlated with contemporary environmental parameters but instead may reflect historical events. We propose that the endemic species may be adapted to a diversity of local conditions, but the widespread species are instead subject to ecological filtering where different combinations of genotypes persist under divergent ecological regimes.

59 BASIC BIOLOGICAL SCIENCES↗

GSoFa: Scalable Sparse Symbolic LU Factorization on GPUs

Decomposing a matrix $\mathbf {A}$ into a lower matrix $\mathbf {L}$ and an upper matrix $\mathbf {U}$, which is also known as LU decomposition, is an essential operation in numerical linear algebra. For a sparse matrix, LU decomposition often introduces more nonzero entries in the $\mathbf {L}$ and $\mathbf {U}$ factors than in the original matrix. A symbolic factorization step is needed to identify the nonzero structures of $\mathbf {L}$ and $\mathbf {U}$ matrices. Attracted by the enormous potentials of the Graphics Processing Units (GPUs), an array of efforts have surged to deploy various LU factorization steps except for the symbolic factorization, to the best of our knowledge, on GPUs. This article introduces gSoFa, the first GPU-based symbolic factorization design with the following three optimizations to enable scalable LU symbolic factorization for nonsymmetric pattern sparse matrices on GPUs. First, here we introduce a novel fine-grained parallel symbolic factorization algorithm that is well suited for the Single Instruction Multiple Thread (SIMT) architecture of GPUs. Second, we tailor supernode detection into a SIMT friendly process and strive to balance the workload, minimize the communication and saturate the GPU computing resources during supernode detection. Third, we introduce a three-pronged optimization to reduce the excessive space consumption problem faced by multi-source concurrent symbolic factorization. Taken together, gSoFa achieves up to 31× speedup from 1 to 44 Summit nodes (6 to 264 GPUs) and outperforms the state-of-the-art CPU project, on average, by 5×. Notably, gSoFa also achieves up to 47 percent of the peak memory throughput of a V100 GPU in the Summit Supercomputer.

97 MATHEMATICS AND COMPUTING↗

Educating local radial basis functions using the highest gradient of interest in three dimensional geometries: EDUCATING LOCALIZED RBF-SCHEMES

We present a novel methodology to effectively localize radial basis function approximation methods in three dimensions. The local scheme requires shape parameter-dependent functions that can be used to approximate gradients of scattered data and to solve partial differential operators. The optimum shape parameter is obtained from the highest gradient of interest, where a known analytical function, when boundary conditions are not present, or a shape parameter-free global approximation are used to educate the localized scheme. The later option is applicable to problems where the operator needs to be solved multiple times, like in time evolution or stochastic integration. Past shape parameter's optimizations, for two-dimensional domains, based on the condition number of the interpolant matrix, were unable to provide satisfactory approximations. The applicability of our method is illustrated in the context of an analytical expression interpolation and during a Ginzburg-Landau relaxation of a free energy functional. In general, the optimum shape parameter depends on geometry, node distribution, and density, whereas the approximation errors decrease as the node density and the local stencil size increase. The effective localization of radial basis functions motivates its use in moving boundary problems and accelerates solutions through sparse matrix solvers.

free energy functional↗

Comparison of sparse domain approaches for 4D SPECT dynamic image reconstruction

Purpose: Dynamic imaging (DI) provides additional diagnostic information in emission tomography in comparison to conventional static imaging at the cost of being computationally more challenging. Dynamic single photon emission computed tomography (SPECT) reconstruction is particularly difficult because of the limitations in the sampling geometry present in most existing scanners. We have developed an algorithm Spline Initialized Factor Analysis of Dynamic Structures (SIFADS) that is a matrix factorization method for reconstructing the dynamics of tracers in tissues and blood directly from the projections in dynamic cardiac SPECT, without first resorting to any 3D reconstruction. Methods: SIFADS is different from "pure" factor analysis in dynamic structures (FADS) in that it employs a dedicated spline-based pre-initialization. In this paper, we analyze the convergence properties of SIFADS and FADS using multiple metrics. The performances of the two approaches are evaluated for numerically simulated data and for real dynamic SPECT data from canine and human subjects. Results: For SIFADS, metrics analyzed for reconstruction algorithm convergence show better features of the metric curves vs iterations. In addition, SIAFDS provides better tissue segmentations than that from pure FADS. Measured computational times are also typically better for SIFADS implementations than those with pure FADS. Conclusion: The analysis supports the utility of the pre-initialization of a factorization algorithm for better dynamic SPECT image reconstruction.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

HPC-NMF: A High-Performance Parallel Algorithm for Nonnegative Matrix Factorization

NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient distributed algorithms to solve the problem for big data sets. We propose a high-performance distributed-memory parallel algorithm that computes the factorization by iteratively solving alternating non-negative least squares (NLS) subproblems for $\WW$ and $\HH$. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). As opposed to previous implementation, our algorithm is also flexible: It performs well for both dense and sparse matrices, and allows the user to choose any one of the multiple algorithms for solving the updates to low rank factors $\WW$ and $\HH$ within the alternating iterations.

Kannan, Ramakrishnan↗

Mathematical foundations of the GraphBLAS

The GraphBLAS standard (GraphBlas.org) is being developed to bring the potential of matrix-based graph algorithms to the broadest possible audience. Mathematically, the GraphBLAS defines a core set of matrix-based graph operations that can be used to implement a wide class of graph algorithms in a wide range of programming environments. This study provides an introduction to the mathematics of the GraphBLAS. Graphs represent connections between vertices with edges. Matrices can represent a wide range of graphs using adjacency matrices or incidence matrices. Adjacency matrices are often easier to analyze while incidence matrices are often better for representing data. Fortunately, the two are easily connected by matrix multiplication. A key feature of matrix mathematics is that a very small number of matrix operations can be used to manipulate a very wide range of graphs. This composability of a small number of operations is the foundation of the GraphBLAS. A standard such as the GraphBLAS can only be effective if it has low performance overhead. Finally, performance measurements of prototype GraphBLAS implementations indicate that the overhead is low.

97 MATHEMATICS AND COMPUTING↗

Optimizing shift selection in multilevel Monte Carlo for disconnected diagrams in lattice QCD

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be stochastically estimated. Because the variance of the stochastic estimator is typically large, variance reduction techniques must be employed. Multilevel Monte Carlo (MLMC) methods reduce the variance of the trace estimator by utilizing a telescoping sequence of estimators. Frequency Splitting is one such method that uses a sequence of inverses of shifted operators to estimate the trace of the inverse lattice Dirac operator, however there is no a priori way to select the shifts that minimize the cost of the multilevel trace estimation. Here we present a sampling and interpolation scheme that is able to predict the variances associated with Frequency Splitting under displacements of the underlying space time lattice. The interpolation scheme is able to predict the variances to high accuracy and therefore chooses shifts that correspond to an approximate minimum of the cost for the trace estimation. We show that Frequency Splitting with the chosen shifts displays significant speedups over multigrid deflation, and that these shifts can be used for multiple configurations within the same ensemble with no penalty to performance.

97 MATHEMATICS AND COMPUTING↗

MPI-FAUN: An MPI-Based Framework for Alternating-Updating Nonnegative Matrix Factorization

Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient parallel algorithms to solve the problem for big data sets. The main contribution of this work is a new, high-performance parallel computational framework for a broad class of NMF algorithms that iteratively solves alternating non-negative least squares (NLS) subproblems for W and H. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). The framework is flexible and able to leverage a variety of NMF and NLS algorithms, including Multiplicative Update, Hierarchical Alternating Least Squares, and Block Principal Pivoting. Our implementation allows us to benchmark and compare different algorithms on massive dense and sparse data matrices of size that spans from few hundreds of millions to billions. We demonstrate the scalability of our algorithm and compare it with baseline implementations, showing significant performance improvements. The code and the datasets used for conducting the experiments are available online.

2D↗

Scene segmentation of natural images using texture measures and back-propagation

Knowledge of the three-dimensional world is essential for many guidance and navigation applications. A sequence of images from an electro-optical sensor can be processed using optical flow algorithms to provide a sparse set of ranges as a function of azimuth and elevation. A natural way to enhance the range map is by interpolation. However, this should be undertaken with care since interpolation assumes continuity of range. The range is continuous in certain parts of the image and can jump at object boundaries. In such situations, the ability to detect homogeneous object regions by scene segmentation can be used to determine regions in the range map that can be enhanced by interpolation. The use of scalar features derived from the spatial gray-level dependence matrix for texture segmentation is explored. Thresholding of histograms of scalar texture features is done for several images to select scalar features which result in a meaningful segmentation of the images. Next, the selected scalar features are used with a neural net to automate the segmentation procedure. Back-propagation is used to train the feed forward neural network. The generalization of the network approach to subsequent images in the sequence is examined. It is shown that the use of multiple scalar features as input to the neural network result in a superior segmentation when compared with a single scalar feature. It is also shown that the scalar features, which are not useful individually, result in a good segmentation when used together. The methodology is applied to both indoor and outdoor images.

Sridhar, Banavar↗

Analog Systems for Edge Optimization

Over the past decade, analog computing has the subject of substantial research interest providing a path toward improved computational efficiency in the post-Dennard era. Analog matrix vector multiplication (MVM) accelerators provide a popular approach given the ubiquity of MVM operations in numerous applications. However, historically analog computing systems can struggle with applications requiring high precision due to the inherent susceptibility of these systems to analog non-idealities. Therefore, prior work on analog systems has focused either on applications known to be tolerant of limited precision (e.g., neural network inference), or using expensive techniques to emulate high-precision using many analog MVM operations. In this work, we propose an alternative approach. Motivated by recent advances in inexact nonlinear solvers and optimizers, we explore the potential of co-designing optimization algorithms which can take full advantage of the fundamentally inexact analog MVM operations. To enable these co-designed algorithms we also develop a general mathematical theory of the precision and energy efficiency of analog operations, and a new system architecture for tightly-coupled analog and digital computation. Finally, we examine the applicability of analog computing to a wider class of symmetric positive definite systems and find potential in using analog operations as a sparse approximate inverse preconditioner. With these core innovations, this project provides a path toward effectively implementing optimization algorithms on power-constrained autonomous and semi-autonomous systems.

97 MATHEMATICS AND COMPUTING↗

Fast Solution in Sparse LDA for Binary Classification

An algorithm that performs sparse linear discriminant analysis (Sparse-LDA) finds near-optimal solutions in far less time than the prior art when specialized to binary classification (of 2 classes). Sparse-LDA is a type of feature- or variable- selection problem with numerous applications in statistics, machine learning, computer vision, computational finance, operations research, and bio-informatics. Because of its combinatorial nature, feature- or variable-selection problems are NP-hard or computationally intractable in cases involving more than 30 variables or features. Therefore, one typically seeks approximate solutions by means of greedy search algorithms. The prior Sparse-LDA algorithm was a greedy algorithm that considered the best variable or feature to add/ delete to/ from its subsets in order to maximally discriminate between multiple classes of data. The present algorithm is designed for the special but prevalent case of 2-class or binary classification (e.g. 1 vs. 0, functioning vs. malfunctioning, or change versus no change). The present algorithm provides near-optimal solutions on large real-world datasets having hundreds or even thousands of variables or features (e.g. selecting the fewest wavelength bands in a hyperspectral sensor to do terrain classification) and does so in typical computation times of minutes as compared to days or weeks as taken by the prior art. Sparse LDA requires solving generalized eigenvalue problems for a large number of variable subsets (represented by the submatrices of the input within-class and between-class covariance matrices). In the general (fullrank) case, the amount of computation scales at least cubically with the number of variables and thus the size of the problems that can be solved is limited accordingly. However, in binary classification, the principal eigenvalues can be found using a special analytic formula, without resorting to costly iterative techniques. The present algorithm exploits this analytic form along with the inherent sequential nature of greedy search itself. Together this enables the use of highly-efficient partitioned-matrix-inverse techniques that result in large speedups of computation in both the forward-selection and backward-elimination stages of greedy algorithms in general.

Moghaddam, Baback↗

NASA Tech Briefs, January 2007

Topics covered include: Flexible Skins Containing Integrated Sensors and Circuitry; Artificial Hair Cells for Sensing Flows; Video Guidance Sensor and Time-of-Flight Rangefinder; Optical Beam-Shear Sensors; Multiple-Agent Air/Ground Autonomous Exploration Systems; A 640 512-Pixel Portable Long-Wavelength Infrared Camera; An Array of Optical Receivers for Deep-Space Communications; Microstrip Antenna Arrays on Multilayer LCP Substrates; Applications for Subvocal Speech; Multiloop Rapid-Rise/Rapid Fall High-Voltage Power Supply; The PICWidget; Fusing Symbolic and Numerical Diagnostic Computations; Probabilistic Reasoning for Robustness in Automated Planning; Short-Term Forecasting of Radiation Belt and Ring Current; JMS Proxy and C/C++ Client SDK; XML Flight/Ground Data Dictionary Management; Cross-Compiler for Modeling Space-Flight Systems; Composite Elastic Skins for Shape-Changing Structures; Glass/Ceramic Composites for Sealing Solid Oxide Fuel Cells; Aligning Optical Fibers by Means of Actuated MEMS Wedges; Manufacturing Large Membrane Mirrors at Low Cost; Double-Vacuum-Bag Process for Making Resin- Matrix Composites; Surface Bacterial-Spore Assay Using Tb3+/DPA Luminescence; Simplified Microarray Technique for Identifying mRNA in Rare Samples; High-Resolution, Wide-Field-of-View Scanning Telescope; Multispectral Imager With Improved Filter Wheel and Optics; Integral Radiator and Storage Tank; Compensation for Phase Anisotropy of a Metal Reflector; Optical Characterization of Molecular Contaminant Films; Integrated Hardware and Software for No-Loss Computing; Decision-Tree Formulation With Order-1 Lateral Execution; GIS Methodology for Planning Planetary-Rover Operations; Optimal Calibration of the Spitzer Space Telescope; Automated Detection of Events of Scientific Interest; Representation-Independent Iteration of Sparse Data Arrays; Mission Operations of the Mars Exploration Rovers; and More About Software for No-Loss Computing.

Source record↗

Sparse Control Synthesis for Uncertain Responsive Loads With Stochastic Stability Guarantees

In this report, recent studies have demonstrated the potential of flexible loads in providing frequency response services, predominantly due to their availability and cost-effectiveness. However, uncertainty and variability in various weather-related and end-use behavioral factors often impact the reliability of demand-side control performance. This work addresses this problem with the design of a demand-side control to achieve frequency response under load uncertainties. Our approach involves modeling the load uncertainties via stochastic processes that appear as both multiplicative and additive in the power system dynamics. Recently developed mean square exponential stability (MSES) results for continuous-time linear stochastic systems are applied to pose the control synthesis problem which results in an LMI-based optimization problem. Additional costs and constraints are added to the LMI-based controller synthesis to ensure MSES, improve closed-loop transient performance, maximize tolerable uncertainties, and promote sparsity in the controller. Additionally, the fundamental limitations between the tolerable uncertainties and control efforts while ensuring MSES are discussed. Further, the control synthesis problem for the case of the full-state measurement is generalized to the case of partial-state measurements. The proposed control synthesis is illustrated on an IEEE 39 bus system with rigorous studies to demonstrate the role of sparsity, closed-loop transient performance, tolerable uncertainties, and control efforts while ensuring MSES and achieving frequency response.

42 ENGINEERING↗