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At least 145 records · Page 8

Real-Time Stochastic Optimization of Complex Energy Systems on High-Performance Computers

A scalable approach computes in operationally-compatible time the energy dispatch under uncertainty for electrical power grid systems of realistic size with thousands of scenarios. The authors propose several algorithmic and implementation advances in their parallel solver PIPS-IPM for stochastic optimization problems. New developments include a novel, incomplete, augmented, multicore, sparse factorization implemented within the PARDISO linear solver and new multicore- and GPU-based dense matrix implementations. They show improvement on the interprocess communication on Cray XK7 and XC30 systems. PIPS-IPM is used to solve 24-hour horizon power grid problems with up to 1.95 billion decision variables and 1.94 billion constraints on Cray XK7 and Cray XC30, with observed parallel efficiencies and solution times within an operationally defined time interval. To the authors' knowledge, "real-time"-compatible performance on a broad range of architectures for this class of problems hasn't been possible prior to this work

Computer Science↗

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗

Porting AMG2013 to Heterogeneous CPU+GPU Nodes

LLNL's future advanced technology system SIERRA will feature heterogeneous compute nodes that consist of IBM PowerV9 CPUs and NVIDIA Volta GPUs. Conceptually, the motivation for such an architecture is quite straightforward: While GPUs are optimized for throughput on massively parallel workloads, CPUs strive to minimize latency for rather sequential operations. Yet, making optimal use of heterogeneous architectures raises new challenges for the development of scalable parallel software, e.g., with respect to work distribution. Porting LLNL's parallel numerical libraries to upcoming heterogeneous CPU+GPU architectures is therefore a critical factor for ensuring LLNL's future success in ful lling its national mission. One of these libraries, called HYPRE, provides parallel solvers and precondi- tioners for large, sparse linear systems of equations. In the context of this intern- ship project, I consider AMG2013 which is a proxy application for major parts of HYPRE that implements a benchmark for setting up and solving di erent systems of linear equations. In the following, I describe in detail how I ported multiple parts of AMG2013 to the GPU (Section 2) and present results for di erent experiments that demonstrate a successful parallel implementation on the heterogeneous ma- chines surface and ray (Section 3). In Section 4, I give guidelines on how my code should be used. Finally, I conclude and give an outlook for future work (Section 5).

97 MATHEMATICS AND COMPUTING↗

Compressive Phase Contrast Tomography

When x-rays penetrate soft matter, their phase changes more rapidly than their amplitude. Interference effects visible with high brightness sources creates higher contrast, edge enhanced images. When the object is piecewise smooth (made of big blocks of a few components), such higher contrast datasets have a sparse solution. We apply basis pursuit solvers to improve SNR, remove ring artifacts, reduce the number of views and radiation dose from phase contrast datasets collected at the Hard X-Ray Micro Tomography Beamline at the Advanced Light Source. We report a GPU code for the most computationally intensive task, the gridding and inverse gridding algorithm (non uniform sampled Fourier transform).

47 OTHER INSTRUMENTATION↗

Advances in Mixed Precision Algorithms: 2021 Edition

Over the last year, the ECP xSDK-multiprecision effort has made tremendous progress in developing and deploying new mixed precision technology and customizing the algorithms for the hardware deployed in the ECP flagship supercomputers. The effort also has succeeded in creating a cross-laboratory community of scientists interested in mixed precision technology and now working together in deploying this technology for ECP applications. In this report, we highlight some of the most promising and impactful achievements of the last year. Among the highlights we present are: Mixed precision IR using a dense LU factorization and achieving a 1.8× speedup on Spock; results and strategies for mixed precision IR using a sparse LU factorization; a mixed precision eigenvalue solver; Mixed Precision GMRES-IR being deployed in Trilinos, and achieving a speedup of 1.4× over standard GMRES; compressed Basis (CB) GMRES being deployed in Ginkgo and achieving an average 1.4× speedup over standard GMRES; preparing hypre for mixed precision execution; mixed precision sparse approximate inverse preconditioners achieving an average speedup of 1.2×; and detailed description of the memory accessor separating the arithmetic precision from the memory precision, and enabling memory-bound low precision BLAS 1/2 operations to increase the accuracy by using high precision in the computations without degrading the performance. We emphasize that many of the highlights presented here have also been submitted to peer-reviewed journals or established conferences, and are under peer-review or have already been published.

97 MATHEMATICS AND COMPUTING↗

Advances in Mixed Precision Algorithms: 2021 Edition

Over the last year, the ECP xSDK-multiprecision effort has made tremendous progress in developing and deploying new mixed precision technology and customizing the algorithms for the hardware deployed in the ECP flagship supercomputers. The effort also has succeeded in creating a cross-laboratory community of scientists interested in mixed precision technology and now working together in deploying this technology for ECP applications. In this report, we highlight some of the most promising and impactful achievements of the last year. Among the highlights we present are • Mixed precision IR using a dense LU factorization and achieving a 1.8× speedup on Spock; • Results and strategies for mixed precision IR using a sparse LU factorization; • A mixed precision eigenvalue solver; • Mixed Precision GMRES-IR being deployed in Trilinos, and achieving a speedup of 1.4× over standard GMRES; • Compressed Basis (CB) GMRES being deployed in Ginkgo and achieving an average 1.4× speedup over standard GMRES; • Preparing hypre for mixed precision execution; • Mixed precision sparse approximate inverse preconditioners achieving an average speedup of 1.2×; • Detailed description of the memory accessor separating the arithmetic precision from the memory precision, and enabling memory-bound low precision BLAS 1/2 operations to increase the accuracy by using high precision in the computations without degrading the performance. We emphasize that many of the highlights presented here have also been submitted to peer-reviewed journals or established conferences, and are under peer-review or have already been published.

97 MATHEMATICS AND COMPUTING↗

PDSLin User Guide

This document describes a software package which implements a parallel hybrid (direct/iterative) linear solver based on the Schur complement method for solving a general sparse linear system of equations. The package is named parallel domain decomposition Schur complement based linear solver, or PDSLin in short. We give a brief description of the algorithm, installation, calling sequences, and data structures of PDSLin.

97 MATHEMATICS AND COMPUTING↗

Sparse regression for plasma physics

Many scientific problems can be formulated as sparse regression, i.e., regression onto a set of parameters when there is a desire or expectation that some of the parameters are exactly zero or do not substantially contribute. This includes many problems in signal and image processing, system identification, optimization, and parameter estimation methods such as Gaussian process regression. Sparsity facilitates exploring high-dimensional spaces while finding parsimonious and interpretable solutions. In the present work, we illustrate some of the important ways in which sparse regression appears in plasma physics and point out recent contributions and remaining challenges to solving these problems in this field. Further, a brief review is provided for the optimization problem and the state-of-the-art solvers, especially for constrained and high-dimensional sparse regression.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

S-Preconditioner for Multi-fold Data Reduction with Guaranteed User-Controlled Accuracy

The growing gap between the massive amounts of data generated by petascale scientific simulation codes and the capability of system hardware and software to effectively analyze this data necessitates data reduction. Yet, the increasing data complexity challenges most, if not all, of the existing data compression methods. In fact, lossless compression techniques offer no more than 10% reduction on scientific data that we have experience with, which is widely regarded as effectively incompressible. To bridge this gap, in this paper, we advocate a transformative strategy that enables fast, accurate, and multi-fold reduction of double-precision floating-point scientific data. The intuition behind our method is inspired by an effective use of preconditioners for linear algebra solvers optimized for a particular class of computational dwarfs (e.g., dense or sparse matrices). Focusing on a commonly used multi-resolution wavelet compression technique as the underlying solver for data reduction we propose the S-preconditioner, which transforms scientific data into a form with high global regularity to ensure a significant decrease in the number of wavelet coefficients stored for a segment of data. Combined with the subsequent EQ-calibrator, our resultant method (called S-Preconditioned EQ-Calibrated Wavelets (SPEQC-WAVELETS)), robustly achieved a 4- to 5- fold data reduction while guaranteeing user-defined accuracy of reconstructed data to be within 1% point-by-point relative error, lower than 0:01 Normalized RMSE, and higher than 0:99 Pearson Correlation. In this paper, we show the results we obtained by testing our method on six petascale simulation codes including fusion, combustion, climate, astrophysics, and subsurface groundwater in addition to 13 publicly available scientific datasets. We also demonstrate that application-driven data mining tasks performed on decompressed variables or their derived quantities produce results of comparable quality with the ones for the original data.

Jin, Ye↗

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗

Denoising Poisson phaseless measurements via orthogonal dictionary learning

Phaseless diffraction measurements recorded by CCD detectors are often affected by Poisson noise. In this paper, we propose a dictionary learning model by employing patches based sparsity in order to denoise such Poisson phaseless measurements. The model consists of three terms: (i) A representation term by an orthogonal dictionary, (ii) an L 0 pseudo norm of the coefficient matrix, and (iii) a Kullback-Leibler divergence term to fit phaseless Poisson data. Fast alternating minimization method (AMM) and proximal alternating linearized minimization (PALM) are adopted to solve the proposed model, and especially the theoretical guarantee of the convergence of PALM is provided. The subproblems for these two algorithms both have fast solvers, and indeed, the solutions for the sparse coding and dictionary updating both have closed forms due to the orthogonality of learned dictionaries. Numerical experiments for phase retrieval using coded diffraction and ptychographic patterns are conducted to show the efficiency and robustness of proposed methods, which, by preserving texture features, produce visually and quantitatively improved restored images compared with other phase retrieval algorithms without regularization and local sparsity promoting algorithms.

97 MATHEMATICS AND COMPUTING↗

Towards Efficient Alternating Current Optimal Power Flow Analysis on Graphical Processing Units

We present a solution of sparse ACOPF analysis on GPU. In particular, we discuss the performance bottlenecks and detail our efforts to accelerate the linear solver, a core component of ACOPF that dominates the computational time. ACOPF solutions of two large-scale systems, synthetic Northeast (25,000 buses) and Eastern (70,000 buses) \cite{birchfield2017tamu-cases} on GPU show promising speed-up compared to CPU based solution using a state-of-the-art solver. To our knowledge, this is the first result demonstrating acceleration of sparse ACOPF on GPUs.

Power grid analysis, GPU↗

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↗

Revisiting Parallel Cyclic Reduction and Parallel Prefix-Based Algorithms for Block Tridiagonal System of Equations

Simulations that require solutions of block tridiagonal systems of equations rely on fast parallel solvers for runtime efficiency. Leading parallel solvers that are highly effective for general systems of equations, dense or sparse, are limited in scalability when applied to block tridiagonal systems. This paper presents scalability results as well as detailed analyses of two parallel solvers that exploit the special structure of block tridiagonal matrices to deliver superior performance, often by orders of magnitude. A rigorous analysis of their relative parallel runtimes is shown to reveal the existence of a critical block size that separates the parameter space spanned by the number of block rows, the block size and the processor count, into distinct regions that favor one or the other of the two solvers. Dependence of this critical block size on the above parameters as well as on machine-specific constants is established. These formal insights are supported by empirical results on up to 2,048 cores of a Cray XT4 system. To the best of our knowledge, this is the highest reported scalability for parallel block tridiagonal solvers to date.

Seal, Sudip K↗

Optimizing Sparse Matrix-Multiple Vectors Multiplication for Nuclear Configuration Interaction Calculations

Obtaining highly accurate predictions on the properties of light atomic nuclei using the configuration interaction (CI) approach requires computing a few extremal Eigen pairs of the many-body nuclear Hamiltonian matrix. In the Many-body Fermion Dynamics for nuclei (MFDn) code, a block Eigen solver is used for this purpose. Due to the large size of the sparse matrices involved, a significant fraction of the time spent on the Eigen value computations is associated with the multiplication of a sparse matrix (and the transpose of that matrix) with multiple vectors (SpMM and SpMM-T). Existing implementations of SpMM and SpMM-T significantly underperform expectations. Thus, in this paper, we present and analyze optimized implementations of SpMM and SpMM-T. We base our implementation on the compressed sparse blocks (CSB) matrix format and target systems with multi-core architectures. We develop a performance model that allows us to understand and estimate the performance characteristics of our SpMM kernel implementations, and demonstrate the efficiency of our implementation on a series of real-world matrices extracted from MFDn. In particular, we obtain 3-4 speedup on the requisite operations over good implementations based on the commonly used compressed sparse row (CSR) matrix format. The improvements in the SpMM kernel suggest we may attain roughly a 40% speed up in the overall execution time of the block Eigen solver used in MFDn.

97 MATHEMATICS AND COMPUTING↗

A Parallel Solver for Graph Laplacians

Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as problem sizes increase and single core speeds stagnate, parallelism is essential to solve such problems quickly. We present an unsmoothed aggregation multigrid method for solving graph Laplacians in a distributed memory setting. We introduce new parallel aggregation and low degree elimination algorithms targeted specifically at irregular degree graphs. These algorithms are expressed in terms of sparse matrix-vector products using generalized sum and product operations. This formulation is amenable to linear algebra using arbitrary distributions and allows us to operate on a 2D sparse matrix distribution, which is necessary for parallel scalability. Our solver outperforms the natural parallel extension of the current state of the art in an algorithmic comparison. We demonstrate scalability to 576 processes and graphs with up to 1.7 billion edges.

Konolige, Tristan↗

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

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

42 ENGINEERING↗

Block encoding of the three-dimensional heterogeneous Poisson equation with application to fracture flow

Quantum linear system (QLS) algorithms offer the potential to solve large-scale linear systems exponentially faster than classical methods. However, applying QLS algorithms to real-world problems remains challenging due to issues such as state preparation, data loading, and efficient information extraction. In this work, we study the feasibility of applying QLS algorithms to solve discretized three-dimensional (3D) heterogeneous Poisson equations, with specific examples relating to groundwater flow through geologic fracture networks. We explicitly construct a block encoding for the 3D heterogeneous Poisson matrix by leveraging the sparse local structure of the discretized operator. While classical solvers benefit from preconditioning, we show that block encoding the system matrix and preconditioner separately does not improve the effective condition number that dominates the QLS run-time. This differs from classical approaches where the preconditioner and the system matrix can often be implemented independently. Nevertheless, due to the structure of the problem in three dimensions, the quantum algorithm achieves a run-time of 𝑂⁡(𝑁 2/3 polylog 𝑁 ⋅log (1/𝜖)), outperforming the best classical methods (with run times of 𝑂⁡(𝑁⁢log 𝑁 ⋅log (1/𝜖))) and offering exponential memory savings. These results highlight both the promise and limitations of QLS algorithms for practical scientific computing, and point to effective condition-number reduction as a key barrier in achieving quantum advantages.

58 GEOSCIENCES↗