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At least 19 records

Block LU factorization

Many of the currently popular 'block algorithms' are scalar algorithms in which the operations have been grouped and reordered into matrix operations. One genuine block algorithm in practical use is block LU factorization, and this has recently been shown by Demmel and Higham to be unstable in general. It is shown here that block LU factorization is stable if A is block diagonally dominant by columns. Moreover, for a general matrix the level of instability in block LU factorization can be founded in terms of the condition number kappa(A) and the growth factor for Gaussian elimination without pivoting. A consequence is that block LU factorization is stable for a matrix A that is symmetric positive definite or point diagonally dominant by rows or columns as long as A is well-conditioned.

Demmel, James W.↗

SparseLU, A Novel Algorithm and Math Library for Sparse LU Factorization

Decomposing sparse matrices into lower and upper triangular matrices (sparse LU factorization) is a key operation in many computational scientific applications. We developed SparseLU, a sparse linear algebra library that implements a new algorithm for LU factorization on general sparse matrices. The new algorithm divides the input matrix into tiles to which OpenMP tasks are created for factorization computation, where only tiles that contain nonzero elements are computed. For comparative performance analysis, we used the reference library SuperLU. Testing was performed on synthetically generated matrices which replicate the conditions of the real-world matrices. SparseLU is able to reach a mean speedup of ~29× compared to SuperLU.

Valero Lara, Pedro↗

Brief Announcement: Communication Optimal Sparse LU Factorization for Planar Matrices

We introduce a new parallel algorithm for solving sparse LU factorization of planar matrices, which commonly arise in the finite element method for 2D PDEs. Existing scalable methods, such as the multifrontal approach with subtree-to-subcube mapping by Gupta et al. [1] and right-looking with 3D mapping by Sao et al. [2] fail to achieve optimal communication costs for these matrices. Our new algorithm combines 3D mapping and subtree-to-subcube mapping to minimize communication costs while allowing trade-offs between extra memory and reduced communication. We demonstrate that our proposed algorithm attains the communication lower bound up to a factor of O(log log n) in the memory-optimal case and up to a factor of O(log P) in the memory-independent case for an n-dimensional planar sparse matrix on P processors.

Sao, Piyush↗

A new approximate LU factorization scheme for the Reynolds-averaged Navier-Stokes equations

A new approximate LU factorization scheme is developed to solve the steady state Reynolds-averaged Navier-Stokes (NS) equations. Central differencing is used for both implicit and explicit operator and special care is taken to obtain well-conditioned factors on the implicit side. The scheme is then analyzed and optimized according to a simple linear analysis. It is unconditionally stable for the model hyperbolic equation in both two- and three-dimensions. However, the requirement for well-conditioned factors has essentially limited the effective time step the scheme can achieve. Supersonic and transonic three-dimensinal flows past a hemisphere cylinder are computed to demonstrate the convergence characteristics of the scheme. A good convergence rate is achieved for the inviscid case. Finally, an explicit eigenvector annihilation procedure is adopted successfully to remove the stiffness caused by the fine grid spacing for viscous flows.

Pan, D.↗

A communication-avoiding 3D algorithm for sparse LU factorization on heterogeneous systems

We propose a new algorithm to improve the strong scalability of right-looking sparse LU factorization on distributed memory systems. Our 3D algorithm for sparse LU uses a three-dimensional MPI process grid, exploits elimination tree parallelism, and trades off increased memory for reduced per-process communication. We also analyze the asymptotic improvements for planar graphs (e.g., those arising from 2D grid or mesh discretizations) and certain non-planar graphs (specifically for 3D grids and meshes). For a planar graph with $n$ vertices, our algorithm reduces communication volume asymptotically in $n$ by a factor of $\mathscr{O}$ $\Big(\sqrt{log \ n}\Big)$ and latency by a factor of $\mathscr{O}$ $(log \ n)$. For nonplanar cases, our algorithm can reduce the per-process communication volume by 3× and latency by $\mathscr{O}$ $\Big(n^\frac13\Big)$ times. In all cases, the memory needed to achieve these gains is a constant factor. We implemented our algorithm by extending the 2D data structure used in SuperLU_DIST. Our new 3D code achieves empirical speedups up to 27× for planar graphs and up to 3.3× for non-planar graphs over the baseline 2D SuperLU_DIST when run on 24,000 cores of a Cray XC30. We extend the 3D algorithm for heterogeneous architectures by adding the Highly Asynchronous Lazy Offload (Halo) algorithm for co-processor offload. On 4096 nodes of a Cray XK7 with 32,768 CPU cores and 4096 Nvidia K20x GPUs, the 3D algorithm achieves empirical speedups up to 24× for planar graphs and 3.5× for non-planar graphs over the baseline 2D SuperLU_DIST with co-processor acceleration.

97 MATHEMATICS AND COMPUTING↗

Impact of Reordering on the LU Factorization Performance of Bordered Block-Diagonal Sparse Matrix

Power engineers rely on computer-based simulation tools to assess grid performance and ensure security. At the core of these tools are solvers for sparse linear equations. When transformed into a bordered block-diagonal (BBD) structure, part of the sparse linear equation solving can be parallelized. This work focuses on using the Schur-complement-based method for LU factorization on BBD matrices, specifically, Jacobian matrices from large-scale systems. Our findings show that the natural ordering method outperforms the default ordering method in computational performance for each block of the BBD matrix. This observation is validated using synthetic 25k-bus and 70k-bus cases, showing a speedup of up to 38% when using natural ordering without permutation. Additionally, the impact of the number of partitions is studied, and the result shows that computational performance improves with more, smaller partitions in the BBD matrices.

BBD matrix↗

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↗

Upwind differencing and LU factorization for chemical non-equilibrium Navier-Stokes equations

By means of either the Roe or the Van Leer flux-splittings for inviscid terms, in conjunction with central differencing for viscous terms in the explicit operator and the Steger-Warming splitting and lower-upper approximate factorization for the implicit operator, the present, robust upwind method for solving the chemical nonequilibrium Navier-Stokes equations yields formulas for finite-volume discretization in general coordinates. Numerical tests in the illustrative cases of a hypersonic blunt body, a ramped duct, divergent nozzle flows, and shock wave/boundary layer interactions, establish the method's efficiency.

Shuen, Jian-Shun↗

Distributed-memory lattice H-matrix factorization

We parallelize the LU factorization of a hierarchical low-rank matrix (H-matrix) on a distributed-memory computer. This is much more difficult than the H-matrix-vector multiplication due to the dataflow of the factorization, and it is much harder than the parallelization of a dense matrix factorization due to the irregular hierarchical block structure of the matrix. Block low-rank (BLR) format gets rid of the hierarchy and simplifies the parallelization, often increasing concurrency. However, this comes at a price of losing the near-linear complexity of the H-matrix factorization. In this work, we propose to factorize the matrix using a “lattice H-matrix” format that generalizes the BLR format by storing each of the blocks (both diagonals and off-diagonals) in the H-matrix format. These blocks stored in the H-matrix format are referred to as lattices. Thus, this lattice format aims to combine the parallel scalability of BLR factorization with the near-linear complexity of H-matrix factorization. We first compare factorization performances using the H-matrix, BLR, and lattice H-matrix formats under various conditions on a shared-memory computer. Our performance results show that the lattice format has storage and computational complexities similar to those of the H-matrix format, and hence a much lower cost of factorization than BLR. In conclusion, we then compare the BLR and lattice H-matrix factorization on distributed-memory computers. Our performance results demonstrate that compared with BLR, the lattice format with the lower cost of factorization may lead to faster factorization on the distributed-memory computer.

97 MATHEMATICS AND COMPUTING↗

Navier-Stokes simulation of wind-tunnel flow using LU-ADI factorization algorithm

The three dimensional Navier-Stokes solution code using the LU-ADI factorization algorithm was employed to simulate the workshop test cases of transonic flow past a wing model in a wind tunnel and in free air. The effect of the tunnel walls is well demonstrated by the present simulations. An Amdahl 1200 supercomputer having 128 Mbytes main memory was used for these computations.

Obayashi, Shigeru↗

Navier-Stokes simulation of wind-tunnel flow using LU-ADI factorization algorithm

The three dimensional Navier-Stokes solution code using the LU-ADI factorization algorithm was employed to simulate the workshop test cases of transonic flow past a wing model in a wind tunnel and in free air. The effect of the tunnel walls is well demonstrated by the present simulations. An Amdahl 1200 supercomputer having 128 Mbytes main memory was used for these computations.

Obayashi, Shigeru↗

A hierarchical butterfly LU preconditioner for two-dimensional electromagnetic scattering problems involving open surfaces

This paper introduces a hierarchical interpolative decomposition butterfly-LU factorization (H-IDBF-LU) preconditioner for solving two-dimensional electric-field integral equations (EFIEs) in electromagnetic scattering problems of perfect electrically conducting objects with open surfaces. H-IDBF-LU leverages the interpolative decomposition butterfly factorization (IDBF) to compress dense blocks of the discretized EFIE operator to expedite its application; this compressed operator also serves as an approximate LU factorization of the EFIE operator leading to an efficient preconditioner in iterative solvers. Both the memory requirement and computational cost of the H-IDBF-LU solver scale as $O$($N$ log 2 $N$) in one iteration; the total number of iterations required for a reasonably good accuracy scales as $O$(1) to O(log 2 $N$) in all of our numerical tests. The efficacy and accuracy of the proposed preconditioned iterative solver are demonstrated via its application to a broad range of scatterers involving up to 100 million unknowns.

Liu, Yang↗

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↗

Direct Solve of Electrically Large Integral Equations for Problem Sizes to 1M Unknowns

Matrix methods for solving integral equations via direct solve LU factorization are presently limited to weeks to months of very expensive supercomputer time for problems sizes of several hundred thousand unknowns. This report presents matrix LU factor solutions for electromagnetic scattering problems for problem sizes to one million unknowns with thousands of right hand sides that run in mere days on PC level hardware. This EM solution is accomplished by utilizing the numerical low rank nature of spatially blocked unknowns using the Adaptive Cross Approximation for compressing the rank deficient blocks of the system Z matrix, the L and U factors, the right hand side forcing function and the final current solution. This compressed matrix solution is applied to a frequency domain EM solution of Maxwell's equations using standard Method of Moments approach. Compressed matrix storage and operations count leads to orders of magnitude reduction in memory and run time.

Shaeffer, John↗

Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems

Double-precision floating-point arithmetic (FP64) has been the de facto standard for engineering and scientific simulations for several decades. Problem complexity and the sheer volume of data coming from various instruments and sensors motivate researchers to mix and match various approaches to optimize compute resources, including different levels of floating-point precision. In recent years, machine learning has motivated hardware support for half-precision floating-point arithmetic. A primary challenge in high-performance computing is to leverage reduced-precision and mixed-precision hardware. We show how the FP16/FP32 Tensor Cores on NVIDIA GPUs can be exploited to accelerate the solution of linear systems of equations Ax = b without sacrificing numerical stability. The techniques we employ include multiprecision LU factorization, the preconditioned generalized minimal residual algorithm (GMRES), and scaling and auto-adaptive rounding to avoid overflow. We also show how to efficiently handle systems with multiple right-hand sides. On the NVIDIA Quadro GV100 (Volta) GPU, we achieve a 4×-5× performance increase and 5× better energy efficiency versus the standard FP64 implementation while maintaining an FP64 level of numerical stability.

GMRES↗

Algorithm For Solution Of Navier-Stokes Equations

Advantages of two previous algorithms combined. Steady-state Navier-Stokes equations put in implicit finite-difference form solved by approximate Newton iteration. LU-SSOR scheme is new relaxation method combining advantages of LU factorization with Gauss-Seidel relaxation. Vectorizable LU-SSOR scheme, based on central differences, requires scalar diagonal inversions. Application of scheme to approximate Newton iteration of Navier-Stokes equations yields set of equations requiring no implicit smoothing on left side. Only adaptive, total-variation-diminishing, flux-limited dissipation terms added to right side. Algorithm used to predict laminar, turbulent, and hypersonic flows.

Yoon, Seokkwan↗