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Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speedup is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

DISTRIBUTED MEMORY MULTIPROCES

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented.

Zhang, Hong

Parallel variable-band Choleski solvers for computational structural analysis applications on vector multiprocessor supercomputers

A Choleski method used to solve linear systems of equations that arise in large scale structural analyses is described. The method uses a novel variable-band storage scheme and is structured to exploit fast local memory caches while minimizing data access delays between main memory and vector registers. Several parallel implementations of this method are described for the CRAY-2 and CRAY Y-MP computers demonstrating the use of microtasking and autotasking directives. A portable parallel language, FORCE, is also used for two different parallel implementations, demonstrating the use of CRAY macrotasking. Results are presented comparing the matrix factorization times for three representative structural analysis problems from runs made in both dedicated and multi-user modes on both the CRAY-2 and CRAY Y-MP computers. CPU and wall clock timings are given for the various parallel methods and are compared to single processor timings of the same algorithm. Computation rates over 1 GIGAFLOP (1 billion floating point operations per second) on a four processor CRAY-2 and over 2 GIGAFLOPS on an eight processor CRAY Y-MP are demonstrated as measured by wall clock time in a dedicated environment. Reduced wall clock times for the parallel methods relative to the single processor implementation of the same Choleski algorithm are also demonstrated for runs made in multi-user mode.

Poole, E. L.

Evaluation of out-of-core computer programs for the solution of symmetric banded linear equations

FORTRAN coded out-of-core equation solvers that solve using direct methods symmetric banded systems of simultaneous algebraic equations. Banded, frontal and column (skyline) solvers were studied as well as solvers that can partition the working area and thus could fit into any available core. Comparison timings are presented for several typical two dimensional and three dimensional continuum type grids of elements with and without midside nodes. Extensive conclusions are also given.

Dunham, R. S.

Aerodynamic shape optimization via sensitivity analysis on decomposed computational domains

Direct and iterative method considered to be most applicable to large systems of linear equations arising in discrete sensitivity analysis are assessed. Based on a single-domain grid, computations are performed using a banded matrix solver and an iterative solver, the generalized minimum residual (GMRES) method. The banded matrix solver is found to be generally the most economical method for those applications where the number of right-hand sides is large (i.e., a large number of design variables or a large number of adjoint vectors). For systems of equations that are too large to be solved by direct methods, an approach is proposed whereby the computational domain is divided into small subdomains, and each subdomain is solved separately.

Eleshaky, Mohamed E.

Newton solution of inviscid and viscous problems

The application of Newton iteration to inviscid and viscous airfoil calculations is examined. Spatial discretization is performed using upwind differences with split fluxes. The system of linear equations which arises as a result of linearization in time is solved directly using either a banded matrix solver or a sparse matrix solver. In the latter case, the solver is used in conjunction with the nested dissection strategy, whose implementation for airfoil calculations is discussed. The boundary conditions are also implemented in a fully implicit manner, thus yielding quadratic convergence. Complexities such as the ordering of cell nodes and the use of a far field vortex to correct freestream for a lifting airfoil are addressed. Various methods to accelerate convergence and improve computational efficiency while using Newton iteration are discussed. Results are presented for inviscid, transonic nonlifting and lifting airfoils and also for laminar viscous cases.

Venkatakrishnan, V.

Milestone 49 Report: Batched Sparse LA Phase 5 Implementation

Batched sparse linear algebra operations in general, and solvers in particular, have become the major algorithmic development activity and foremost performance engineering effort in the numerical software libraries work on modern hardware with accelerators such as GPUs. Many applications, ECP and non-ECP alike, require simultaneous solutions of many small linear systems of equations that are structurally sparse in one form or another. In order to move towards high hardware utilization levels, it is important to provide these applications with appropriate interface designs to be both functionally efficient and performance portable and give full access to the appropriate batched sparse solvers running on modern hardware accelerators prevalent across DOE supercomputing sites since the inception of ECP. To this end, we present here a summary of recent advances on the interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the corresponding software portable between the major hardware accelerators from AMD, Intel, and NVIDIA, while maintaining the appropriate disclosure levels conforming to the active NDA agreements. The presented interface specifications include a mix of batched band, sparse iterative, and sparse direct solvers with their accompanying functionality that is already required by the application codes or we anticipated to be needed in the near future. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, PETSc, and SuperLU.

97 MATHEMATICS AND COMPUTING

A Navier-Strokes Chimera Code on the Connection Machine CM-5: Design and Performance

We have implemented a three-dimensional compressible Navier-Stokes code on the Connection Machine CM-5. The code is set up for implicit time-stepping on single or multiple structured grids. For multiple grids and geometrically complex problems, we follow the 'chimera' approach, where flow data on one zone is interpolated onto another in the region of overlap. We will describe our design philosophy and give some timing results for the current code. A parallel machine like the CM-5 is well-suited for finite-difference methods on structured grids. The regular pattern of connections of a structured mesh maps well onto the architecture of the machine. So the first design choice, finite differences on a structured mesh, is natural. We use centered differences in space, with added artificial dissipation terms. When numerically solving the Navier-Stokes equations, there are liable to be some mesh cells near a solid body that are small in at least one direction. This mesh cell geometry can impose a very severe CFL (Courant-Friedrichs-Lewy) condition on the time step for explicit time-stepping methods. Thus, though explicit time-stepping is well-suited to the architecture of the machine, we have adopted implicit time-stepping. We have further taken the approximate factorization approach. This creates the need to solve large banded linear systems and creates the first possible barrier to an efficient algorithm. To overcome this first possible barrier we have considered two options. The first is just to solve the banded linear systems with data spread over the whole machine, using whatever fast method is available. This option is adequate for solving scalar tridiagonal systems, but for scalar pentadiagonal or block tridiagonal systems it is somewhat slower than desired. The second option is to 'transpose' the flow and geometry variables as part of the time-stepping process: Start with x-lines of data in-processor. Form explicit terms in x, then transpose so y-lines of data are in-processor. Form explicit terms in y, then transpose so z-lines are in processor. Form explicit terms in z, then solve linear systems in the z-direction. Transpose to the y-direction, then solve linear systems in the y-direction. Finally transpose to the x direction and solve linear systems in the x-direction. This strategy avoids inter-processor communication when differencing and solving linear systems, but requires a large amount of communication when doing the transposes. The transpose method is more efficient than the non-transpose strategy when dealing with scalar pentadiagonal or block tridiagonal systems. For handling geometrically complex problems the chimera strategy was adopted. For multiple zone cases we compute on each zone sequentially (using the whole parallel machine), then send the chimera interpolation data to a distributed data structure (array) laid out over the whole machine. This information transfer implies an irregular communication pattern, and is the second possible barrier to an efficient algorithm. We have implemented these ideas on the CM-5 using CMF (Connection Machine Fortran), a data parallel language which combines elements of Fortran 90 and certain extensions, and which bears a strong similarity to High Performance Fortran. We make use of the Connection Machine Scientific Software Library (CMSSL) for the linear solver and array transpose operations.

Jespersen, Dennis C.