The product form of inverses of sparse matrices and graph theory.
Geometric interpretation of product form of inverse applied to sparse matrices in linear programming, using graph theory
LINEAR PROGRAMMING↗
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Results for “sparse linear algebra”
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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An Algebraic Sparsified Nested Dissection Algorithm Using Low-Rank Approximations
Here, we propose a new algorithm for the fast solution of large, sparse, symmetric positive-definite linear systems, spaND (sparsified Nested Dissection). It is based on nested dissection, sparsification, and low-rank compression. After eliminating all interiors at a given level of the elimination tree, the algorithm sparsifies all separators corresponding to the interiors. This operation reduces the size of the separators by eliminating some degrees of freedom but without introducing any fill-in. This is done at the expense of a small and controllable approximation error. The result is an approximate factorization that can be used as an efficient preconditioner. We then perform several numerical experiments to evaluate this algorithm. We demonstrate that a version using orthogonal factorization and block-diagonal scaling takes fewer CG iterations to converge than previous similar algorithms on various kinds of problems. Furthermore, this algorithm is provably guaranteed to never break down and the matrix stays symmetric positive-definite throughout the process. We evaluate the algorithm on some large problems show it exhibits near-linear scaling. The factorization time is roughly $\mathcal{O}$(N), and the number of iterations grows slowly with N.
97 MATHEMATICS AND COMPUTING↗
RE-INTEGRATE EMT Simulation Software: Graph Convolutional Network for Sparse Matrix Pattern Detection
The increasing complexity of power networks, driven by proliferation of inverters, presents analytical challenges that simplified models often fail to capture, necessitating Electromagnetic Transient (EMT) simulations. EMT models are represented as discretized differential-algebraic equations (DAEs), forming a linear system Ax = b that is computationally intensive to solve. Due to inherent sparsity of adjacency matrix A, distinct patterns emerge that, when accurately identified, enable efficient solver selection to minimize computation time. However, identifying ideal pattern is complicated by numerous reordering algorithms and limited structural insights. To address this, we introduce a Graph Convolutional Network (GCN) model for classifying sparse matrix patterns common in power system analysis. The model, achieving 96% test accuracy, is validated using PV plant models of 125 MW capacities connected to New England 39-bus transmission system (TS), and further scaled to a 4,992-bus network with 384 PV plants, yielding 191, 616 × 191, 616 sized A matrix. For all cases, the GCN model accurately identifies the matrix’s intrinsic sparse pattern, demonstrating its potential to enhance solver performance in EMT analysis.
Hossain, Md Rifat [Florida International Universit↗
The basic matrix library (BML) for quantum chemistry
The basic matrix library package (BML) provides a common application programming interface (API) for linear algebra and matrix functions in C and Fortran for quantum chemistry codes. The BML API is matrix format independent. Currently the dense, compressed sparse row, and ELLPACK-R sparse matrix data types are available, each with different implementations. We show how the second-order spectral projection (SP2) algorithm used to compute the electronic structure of a molecular system represented with a tight-binding Hamiltonian can be successfully implemented with the aid of this library.
97 MATHEMATICS AND COMPUTING↗
An automatic multigrid method for the solution of sparse linear systems
An automatic version of the multigrid method for the solution of linear systems arising from the discretization of elliptic PDE's is presented. This version is based on the structure of the algebraic system solely, and does not use the original partial differential operator. Numerical experiments show that for the Poisson equation the rate of convergence of our method is equal to that of classical multigrid methods. Moreover, the method is robust in the sense that its high rate of convergence is conserved for other classes of problems: non-symmetric, hyperbolic (even with closed characteristics) and problems on non-uniform grids. No double discretization or special treatment of sub-domains (e.g. boundaries) is needed. When supplemented with a vector extrapolation method, high rates of convergence are achieved also for anisotropic and discontinuous problems and also for indefinite Helmholtz equations. A new double discretization strategy is proposed for finite and spectral element schemes and is found better than known strategies.
Shapira, Yair↗
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↗
Communication-avoiding optimization methods for distributed massive-scale sparse inverse covariance estimation
Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ≈819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.
97 MATHEMATICS AND COMPUTING↗
Communication-Avoiding Optimization Methods for Distributed Massive-Scale Sparse Inverse Covariance Estimation.
Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes of modern high-dimensional data sets (often on the order of terabytes), and assume Gaussian samples. To address these deficiencies, we introduce HP-CONCORD, a highly scalable optimization method for estimating a sparse inverse covariance matrix based on a regularized pseudolikelihood framework, without assuming Gaussianity. Our parallel proximal gradient method uses a novel communication-avoiding linear algebra algorithm and runs across a multi-node cluster with up to 1k nodes (24k cores), achieving parallel scalability on problems with up to ~819 billion parameters (1.28 million dimensions); even on a single node, HP-CONCORD demonstrates scalability, outperforming a state-of-the-art method. We also use HP-CONCORD to estimate the underlying dependency structure of the brain from fMRI data, and use the result to identify functional regions automatically. The results show good agreement with a clustering from the neuroscience literature.
Koanantakool, Penporn↗
On the product form of inverses of sparse matrices.
Product form of inverses of sparse matrices, discussing geometrical interpretation and Gauss-Jordan method
LINEAR PROGRAMMING↗
On the scalability of the Albany/FELIX first-order Stokes approximation ice sheet solver for large-scale simulations of the Greenland and Antarctic ice sheets
We examine the scalability of the recently developed Albany/FELIX finite-element based code for the first-order Stokes momentum balance equations for ice flow. We focus our analysis on the performance of two possible preconditioners for the iterative solution of the sparse linear systems that arise from the discretization of the governing equations: (1) a preconditioner based on the incomplete LU (ILU) factorization, and (2) a recently-developed algebraic multigrid (AMG) preconditioner, constructed using the idea of semi-coarsening. A strong scalability study on a realistic, high resolution Greenland ice sheet problem reveals that, for a given number of processor cores, the AMG preconditioner results in faster linear solve times but the ILU preconditioner exhibits better scalability. A weak scalability study is performed on a realistic, moderate resolution Antarctic ice sheet problem, a substantial fraction of which contains floating ice shelves, making it fundamentally different from the Greenland ice sheet problem. Here, we show that as the problem size increases, the performance of the ILU preconditioner deteriorates whereas the AMG preconditioner maintains scalability. This is because the linear systems are extremely ill-conditioned in the presence of floating ice shelves, and the ill-conditioning has a greater negative effect on the ILU preconditioner than on the AMG preconditioner.
54 ENVIRONMENTAL SCIENCES↗
Algebraic multigrid preconditioners for two-phase flow in porous media with phase transitions [Algebraic multigrid preconditioners for multiphase flow in porous media with phase transitions]
Multiphase flow is a critical process in a wide range of applications, including oil and gas recovery, carbon sequestration, and contaminant remediation. Numerical simulation of multiphase flow requires solving of a large, sparse linear system resulting from the discretization of the partial differential equations modeling the flow. In the case of multiphase multicomponent flow with miscible effect, this is a very challenging task. The problem becomes even more difficult if phase transitions are taken into account. A new approach to handle phase transitions is to formulate the system as a nonlinear complementarity problem (NCP). Unlike in the primary variable switching technique, the set of primary variables in this approach is fixed even when there is phase transition. Not only does this improve the robustness of the nonlinear solver, it opens up the possibility to use multigrid methods to solve the resulting linear system. The disadvantage of the complementarity approach, however, is that when a phase disappears, the linear system has the structure of a saddle point problem and becomes indefinite, and current algebraic multigrid (AMG) algorithms cannot be applied directly. In this study, we explore the effectiveness of a new multilevel strategy, based on the multigrid reduction technique, to deal with problems of this type. We demonstrate the effectiveness of the method through numerical results for the case of two-phase, two-component flow with phase appearance/disappearance. In conclusion, we also show that the strategy is efficient and scales optimally with problem size.
02 PETROLEUM↗
Acceleration of GPU-based Krylov solvers via data transfer reduction
Krylov subspace iterative solvers are often the method of choice when solving large sparse linear systems. At the same time, hardware accelerators such as graphics processing units continue to offer significant floating point performance gains for matrix and vector computations through easy-to-use libraries of computational kernels. However, as these libraries are usually composed of a well optimized but limited set of linear algebra operations, applications that use them often fail to reduce certain data communications, and hence fail to leverage the full potential of the accelerator. In this study, we target the acceleration of Krylov subspace iterative methods for graphics processing units, and in particular the Biconjugate Gradient Stabilized solver that significant improvement can be achieved by reformulating the method to reduce data-communications through application-specific kernels instead of using the generic BLAS kernels, e.g. as provided by NVIDIA’s cuBLAS library, and by designing a graphics processing unit specific sparse matrix-vector product kernel that is able to more efficiently use the graphics processing unit’s computing power. Furthermore, we derive a model estimating the performance improvement, and use experimental data to validate the expected runtime savings. Finally, considering that the derived implementation achieves significantly higher performance, we assert that similar optimizations addressing algorithm structure, as well as sparse matrix-vector, are crucial for the subsequent development of high-performance graphics processing units accelerated Krylov subspace iterative methods.
97 MATHEMATICS AND COMPUTING↗
Communication: A reduced scaling J-engine based reformulation of SOS-MP2 using graphics processing units
We present a low-prefactor, cubically scaling scaled-opposite-spin second-order Møller-Plesset perturbation theory (SOS-MP2) method which is highly suitable for massively parallel architectures like graphics processing units (GPU). The scaling is reduced from O(N{sup 5}) to O(N{sup 3}) by a reformulation of the MP2-expression in the atomic orbital basis via Laplace transformation and the resolution-of-the-identity (RI) approximation of the integrals in combination with efficient sparse algebra for the 3-center integral transformation. In contrast to previous works that employ GPUs for post Hartree-Fock calculations, we do not simply employ GPU-based linear algebra libraries to accelerate the conventional algorithm. Instead, our reformulation allows to replace the rate-determining contraction step with a modified J-engine algorithm, that has been proven to be highly efficient on GPUs. Thus, our SOS-MP2 scheme enables us to treat large molecular systems in an accurate and efficient manner on a single GPU-server.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Xyce(™) Parallel Electronic Simulator
The Xyce Parallel Electronic Simulator simulates electronic circuit behavior in DC, AC, HB, MPDE and transient mode using standard analog (DAE) and/or device (PDE) device models including several age and radiation aware devices. It supports a variety of computing platforms (both serial and parallel) computers. Lastly, it uses a variety of modern solution algorithms dynamic parallel load-balancing and iterative solvers.! ! Xyce is primarily used to simulate the voltage and current behavior of a circuit network (a network of electronic devices connected via a conductive network). As a tool, it is mainly used for the design and analysis of electronic circuits.! ! Kirchoff's conservation laws are enforced over a network using modified nodal analysis. This results in a set of differential algebraic equations (DAEs). The resulting nonlinear problem is solved iteratively using a fully coupled Newton method, which in turn results in a linear system that is solved by either a standard sparse-direct solver or iteratively using Trilinos linear solver packages, also developed at Sandia National Laboratories.
Source record↗
Xyce(™) Parallel Electronic Simulator v.7.5
The Xyce Parallel Electronic Simulator simulates electronic circuit behavior in DC, AC, HB, MPDE and transient mode using standard analog (DAE) and/or device (PDE) device models including several age and radiation aware devices. It supports a variety of computing platforms (both serial and parallel) computers. Lastly, it uses a variety of modern solution algorithms dynamic parallel load-balancing and iterative solvers.! ! Xyce is primarily used to simulate the voltage and current behavior of a circuit network (a network of electronic devices connected via a conductive network). As a tool, it is mainly used for the design and analysis of electronic circuits.! ! Kirchoff's conservation laws are enforced over a network using modified nodal analysis. This results in a set of differential algebraic equations (DAEs). The resulting nonlinear problem is solved iteratively using a fully coupled Newton method, which in turn results in a linear system that is solved by either a standard sparse-direct solver or iteratively using Trilinos linear solver packages, also developed at Sandia National Laboratories.
Source record↗
Xyce(™) Parallel Electronic Simulator v.7.6
The Xyce Parallel Electronic Simulator simulates electronic circuit behavior in DC, AC, HB, MPDE and transient mode using standard analog (DAE) and/or device (PDE) device models including several age and radiation aware devices. It supports a variety of computing platforms (both serial and parallel) computers. Lastly, it uses a variety of modern solution algorithms dynamic parallel load-balancing and iterative solvers.! ! Xyce is primarily used to simulate the voltage and current behavior of a circuit network (a network of electronic devices connected via a conductive network). As a tool, it is mainly used for the design and analysis of electronic circuits.! ! Kirchoff's conservation laws are enforced over a network using modified nodal analysis. This results in a set of differential algebraic equations (DAEs). The resulting nonlinear problem is solved iteratively using a fully coupled Newton method, which in turn results in a linear system that is solved by either a standard sparse-direct solver or iteratively using Trilinos linear solver packages, also developed at Sandia National Laboratories.
Keiter, Eric↗
Mathematical and Computational Tools for Predictive Simulation of Complex Coupled Systems under Uncertainty
Methods and algorithms are developed to enable the accurate analysis of problems that exhibit interacting physical processes with uncertainties. These uncertainties can pertain either to each of the physical processes or to the manner in which they depend on each others. These problems are cast within a polynomial chaos framework and their solution then involves either solving a large system of algebraic equations or a high dimensional numerical quadrature. In both cases, the curse of dimensionality is manifested. Procedures are developed for the efficient evaluation of the resulting linear equations that advantage of the block sparse structure of these equations, resulting in a block recursive Schur complement construction. In addition, embedded quadratures are constructed that permit the evaluation of very high-dimensional integrals using low-dimensional quadratures adapted to particular quantities of interest. The low-dimensional integration is carried out in a transformed measure space in which the quantity of interest is low-dimensional. Finally, a procedure is also developed to discover a low-dimensional manifold, embedded in the initial high-dimensional one, in which scalar quantities of interest exist. This approach permits the functional expression of the reduced space in terms of the original space, thus permitting cross-scale sensitivity analysis.
97 MATHEMATICS AND COMPUTING↗
An empirical investigation of methods for nonsymmetric linear systems
The present investigation is concerned with a comparison of methods for solving linear algebraic systems which arise from finite difference discretizations of the elliptic convection-diffusion equation in a planar region Omega with Dirichlet boundary conditions. Such linear systems are typically of the form Ax = b where A is an N x N sparse nonsymmetric matrix. In a discussion of discretizations, it is assumed that a regular rectilinear mesh of width h has been imposed on Omega. The discretizations considered include central differences, upstream differences, and modified upstream differences. Six methods for solving Ax = b are considered. Three variants of Gaussian elimination have been chosen as representatives of state-of-the-art software for direct methods under different assumptions about pivoting. Three iterative methods are also included.
Sherman, A. H.↗