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Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗

Sparse matrix‐vector and matrix‐multivector products for the truncated SVD on graphics processors

Summary Many practical algorithms for numerical rank computations implement an iterative procedure that involves repeated multiplications of a vector, or a collection of vectors, with both a sparse matrix and its transpose. Unfortunately, the realization of these sparse products on current high performance libraries often deliver much lower arithmetic throughput when the matrix involved in the product is transposed. In this work, we propose a hybrid sparse matrix layout, named CSRC, that combines the flexibility of some well‐known sparse formats to offer a number of appealing properties: (1) CSRC can be obtained at low cost from the popular CSR (compressed sparse row) format; (2) CSRC has similar storage requirements as CSR; and especially, (3) the implementation of the sparse product kernels delivers high performance for both the direct product and its transposed variant on modern graphics accelerators thanks to a significant reduction of atomic operations compared to a conventional implementation based on CSR. This solution thus renders considerably higher performance when integrated into an iterative algorithm for the truncated singular value decomposition (SVD), such as the randomized SVD or, as demonstrated in the experimental results, the block Golub–Kahan–Lanczos algorithm.

Aliaga, José I.↗

Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually suitable for these purposes, but it can be much slower than the unpivoted QR algorithm. For large matrices, the difference in performance is due to increased communication between the processor and slow memory, which QRCP needs in order to choose pivots during decomposition. Our main algorithm, Randomized QR with Column Pivoting (RQRCP), uses randomized projection to make pivot decisions from a much smaller sample matrix, which we can construct to reside in a faster level of memory than the original matrix. This technique may be understood as trading vastly reduced communication for a controlled increase in uncertainty during the decision process. Furthermore, for rank-revealing purposes, the selection mechanism in RQRCP produces results that are the same quality as the standard algorithm, but with performance near that of unpivoted QR (often an order of magnitude faster for large matrices). Additionally, we also propose two formulas that facilitate further performance improvements. The first efficiently updates sample matrices to avoid computing new randomized projections. The second avoids large trailing updates during the decomposition in truncated low-rank approximations. Our truncated version of RQRCP also provides a key initial step in our truncated SVD approximation, TUXV. These advances open up a new performance domain for large matrix factorizations that will support efficient problem-solving techniques for challenging applications in science, engineering, and data analysis.

97 MATHEMATICS AND COMPUTING↗

Applications of truncated QR methods to sinusoidal frequency estimation

Three truncated QR methods are proposed for sinusoidal frequency estimation: (1) truncated QR without column pivoting (TQR), (2) truncated QR with preordered columns, and (3) truncated QR with column pivoting. It is demonstrated that the benefit of truncated SVD for high frequency resolution is achievable under the truncated QR approach with much lower computational cost. Other attractive features of the proposed methods include the ease of updating, which is difficult for the SVD method, and numerical stability. TQR methods thus offer efficient ways to identify sinusoidals closely clustered in frequencies under stationary and nonstationary conditions.

Hsieh, S. F.↗

DIAS: A Data-Informed Active Subspace Regularization Framework for Inverse Problems

This paper presents a regularization framework that aims to improve the fidelity of Tikhonov inverse solutions. At the heart of the framework is the data-informed regularization idea that only data-uninformed parameters need to be regularized, while the data-informed parameters, on which data and forward model are integrated, should remain untouched. We propose to employ the active subspace method to determine the data-informativeness of a parameter. The resulting framework is thus called a data-informed (DI) active subspace (DIAS) regularization. Four proposed DIAS variants are rigorously analyzed, shown to be robust with the regularization parameter and capable of avoiding polluting solution features informed by the data. They are thus well suited for problems with small or reasonably small noise corruptions in the data. Furthermore, the DIAS approaches can effectively reuse any Tikhonov regularization codes/libraries. Though they are readily applicable for nonlinear inverse problems, we focus on linear problems in this paper in order to gain insights into the framework. Various numerical results for linear inverse problems are presented to verify theoretical findings and to demonstrate advantages of the DIAS framework over the Tikhonov, truncated SVD, and the TSVD-based DI approaches.

Nguyen, Hai↗

On recursive least-squares filtering algorithms and implementations

In many real-time signal processing applications, fast and numerically stable algorithms for solving least-squares problems are necessary and important. In particular, under non-stationary conditions, these algorithms must be able to adapt themselves to reflect the changes in the system and take appropriate adjustments to achieve optimum performances. Among existing algorithms, the QR-decomposition (QRD)-based recursive least-squares (RLS) methods have been shown to be useful and effective for adaptive signal processing. In order to increase the speed of processing and achieve high throughput rate, many algorithms are being vectorized and/or pipelined to facilitate high degrees of parallelism. A time-recursive formulation of RLS filtering employing block QRD will be considered first. Several methods, including a new non-continuous windowing scheme based on selectively rejecting contaminated data, were investigated for adaptive processing. Based on systolic triarrays, many other forms of systolic arrays are shown to be capable of implementing different algorithms. Various updating and downdating systolic algorithms and architectures for RLS filtering are examined and compared in details, which include Householder reflector, Gram-Schmidt procedure, and Givens rotation. A unified approach encompassing existing square-root-free algorithms is also proposed. For the sinusoidal spectrum estimation problem, a judicious method of separating the noise from the signal is of great interest. Various truncated QR methods are proposed for this purpose and compared to the truncated SVD method. Computer simulations provided for detailed comparisons show the effectiveness of these methods. This thesis deals with fundamental issues of numerical stability, computational efficiency, adaptivity, and VLSI implementation for the RLS filtering problems. In all, various new and modified algorithms and architectures are proposed and analyzed; the significance of any of the new method depends crucially on specific application.

Hsieh, Shih-Fu↗

Surrogate models for plasma displacement and current in 3D perturbed magnetohydrodynamic equilibria in tokamaks

Abstract A numerical database of over one thousand perturbed three-dimensional (3D) equilibria has been generated, constructed based on the MARS-F (Liu et al 2000 Phys. Plasmas 7 3681) computed plasma response to the externally applied 3D field sources in multiple tokamak devices. Perturbed 3D equilibria with the n = 1–4 ( n is the toroidal mode number) toroidal periodicity are computed. Surrogate models are created for the computed perturbed 3D equilibrium utilizing model order reduction (MOR) techniques. In particular, retaining the first few eigenstates from the singular value decomposition (SVD) of the data is found to produce reasonably accurate MOR-representations for the key perturbed quantities, such as the perturbed parallel plasma current density and the plasma radial displacement. SVD also helps to reveal the core versus edge plasma response to the applied 3D field. For the database covering the conventional aspect ratio devices, about 95% of data can be represented by the truncated SVD-series with inclusion of only the first five eigenstates, achieving a relative error (RE) below 20%. The MOR-data is further utilized to train neural networks (NNs) to enable fast reconstruction of perturbed 3D equilibria, based on the two-dimensional equilibrium input and the 3D source field. The best NN-training is achieved for the MOR-data obtained with a global SVD approach, where the full set of samples used for NN training and testing are stretched and form a large matrix which is then subject to SVD. The fully connected multi-layer perceptron, with one or two hidden layers, can be trained to predict the MOR-data with less than 10% RE. As a key insight, a better strategy is to train separate NNs for the plasma response fields with different toroidal mode numbers. It is also better to apply MOR and to subsequently train NNs separately for conventional and low aspect ratio devices, due to enhanced toroidal coupling of Fourier spectra in the plasma response in the latter case.

3D equilibrium↗

Singular value decomposition and similarity renormalization group evolution of nuclear interactions

One of the main challenges for ab initio nuclear many-body theory is the growth of computational and storage costs as calculations are extended to heavy, exotic, and structurally complex nuclei. Here, we investigate the factorization of nuclear interactions as a means to address this issue. We perform Singular Value Decompositions of nucleon-nucleon interactions in partial wave representation and study the dependence of the singular value spectrum on interaction characteristics like regularization scheme and resolution scales. We develop and implement the Similarity Renormalization Group (SRG) evolution of the factorized interaction, and demonstrate that this SVD-SRG approach accurately preserves two-nucleon observables. We find that low-resolution interactions allow the truncation of the SVD at low rank, and that a small number of relevant components is sufficient to capture the nuclear interaction and perform an accurate SRG evolution, while the Coulomb interaction requires special consideration. The rank is uniform across all partial waves, and almost independent of the basis choice in the tested cases. This suggests an interpretation of the relevant singular components as mere representations of a small set of abstract operators that can describe the interaction and its SRG flow. Following the traditional workflow for nuclear interactions, we discuss how the transformation between the center-of-mass and laboratory frames creates redundant copies of the partial wave components when implemented in matrix representation, and we discuss strategies for mitigation. Lastly, we test the low-rank approximation to the SRG-evolved interactions in many-body calculations using the In-Medium SRG. By including nuclear radii in our analysis, we verify that the implementation of the SRG using the singular vectors of the interaction does not spoil the evolution of other observables.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Analysis of crustal structure of Venus utilizing residual Line-of-Sight (LOS) gravity acceleration and surface topography data. A trial of global modeling of Venus gravity field using harmonic spline method

To construct Venus' gravity disturbance field (or gravity anomaly) with the spacecraft-observer line of site (LOS) acceleration perturbation data, both a global and a local approach can be used. The global approach, e.g., spherical harmonic coefficients, and the local approach, e.g., the integral operator method, based on geodetic techniques are generally not the same, so that they must be used separately for mapping long wavelength features and short wavelength features. Harmonic spline, as an interpolation and extrapolation technique, is intrinsically flexible to both global and local mapping of a potential field. Theoretically, it preserves the information of the potential field up to the bound by sampling theorem regardless of whether it is global or local mapping, and is never bothered with truncation errors. The improvement of harmonic spline methodology for global mapping is reported. New basis functions, a singular value decomposition (SVD) based modification to Parker & Shure's numerical procedure, and preliminary results are presented.

Fang, Ming↗

Extension of frozen natural orbital approximation to open-shell references: Theory, implementation, and application to single-molecule magnets

Natural orbitals are often used to achieve a more compact representation of correlated wave-functions. Using natural orbitals computed as eigenstates of the virtual–virtual block of the state density matrix instead of the canonical Hartree–Fock orbitals results in smaller errors when the same fraction of virtual space is frozen. This strategy, termed frozen natural orbital (FNO) approach, is effective in reducing the cost of regular coupled-cluster (CC) calculations and some multistate methods, such as EOM-IP-CC (equation-of-motion CC for ionization potentials). This contribution extends the FNO approach to the EOM-SF-CC ansatz (EOM-CC with spin-flip). In contrast to EOM-IP-CCSD, EOM-SF-CCSD relies on high-spin open-shell references. Using FNOs computed for an open-shell reference leads to an erratic behavior of the EOM-SF-CC energies and properties due to an inconsistent truncation of the α and β orbital spaces. A general solution to problems arising in the EOM-CC calculations utilizing open-shell references, termed OSFNO (open-shell FNO), is proposed. Furthermore, by means of singular value decomposition (SVD) of the overlap matrix of the α and β orbitals, the OSFNO algorithm identifies the corresponding orbitals and determines virtual orbitals corresponding to the singly occupied space. This is followed by SVD of the singlet part of the state density matrix in the remaining virtual orbital subspace. The so-computed FNOs preserve the spin purity of the open-shell orbital subspace to the extent allowed by the original reference, thus facilitating a safe truncation of the virtual space. The performance of OSFNO is benchmarked for selected diradicals and triradicals.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A Predictor-Corrector Strategy for Adaptivity in Dynamical Low-Rank Approximations

Here, in this paper, we present a predictor-corrector strategy for constructing rank-adaptive, dynamical low-rank approximations (DLRAs) of matrix-valued ODE systems. The strategy is a compromise between (i) low-rank step-truncation approaches that alternately evolve and compress solutions and (ii) strict DLRA approaches that augment the low-rank manifold using subspaces generated locally in time by the DLRA integrator. The strategy is based on an analysis of the error between a forward temporal update into the ambient full-rank space, which is typically computed in a step-truncation approach before recompressing, and the standard DLRA update, which is forced to live in a low-rank manifold. We use this error, without requiring its full-rank representation, to correct the DLRA solution. A key ingredient for maintaining a low-rank representation of the error is a randomized SVD, which introduces some degree of stochastic variability into the implementation. The strategy is formulated and implemented in the context of discontinuous Galerkin spatial discretizations of PDEs and applied to several versions of DLRA methods found in the literature as well as a new variant. Numerical experiments comparing the predictor-corrector strategy to other methods demonstrate robustness to overcome shortcomings of step truncation or strict DLRA approaches: The former may require more memory than is strictly needed, while the latter may miss transients solution features that cannot be recovered. The effect of randomization, tolerances, and other implementation parameters is also explored.

97 MATHEMATICS AND COMPUTING↗

Accelerating multigrid with streaming chiral SVD for Wilson fermions in lattice QCD

A modification to the setup algorithm for the multigrid preconditioner of Wilson fermions in lattice QCD is presented. A larger basis of test vectors than that used in regular multigrid is calculated by the smoother and truncated by singular value decomposition on the chiral components of the test vectors. The truncated basis is used to form the prolongation and restriction matrices of the multigrid hierarchy. This modification of the setup method is demonstrated to increase the convergence of linear solvers on an anisotropic lattice with m π ≈ 239 MeV from the Hadron Spectrum Collaboration and an isotropic lattice with m π ≈ 220 MeV from the MILC Collaboration. The lattice volume dependence of the method is also examined. Increasing the number of test vectors improves speedup up to a point, but storing these vectors becomes impossible in limited memory resources such as GPUs. To address storage cost, we implement a streaming singular value decomposition of the basis of test vectors on the chiral components and demonstrate a decrease in the number of fine level iterations by a factor of 1.7 for m q ≈ m crit

Iterative methods↗

Thermal Radiation Transport with Tensor Trains

We present a novel tensor network algorithm to solve the time-dependent, gray thermal radiation transport equation. The method invokes a tensor train (TT) decomposition for the specific intensity. The efficiency of this approach is dictated by the rank of the decomposition. When the solution is “low rank,” the memory footprint of the specific intensity solution vector may be significantly compressed. The algorithm, following a step-then-truncate approach of a traditional discrete ordinates method, operates directly on the compressed state vector, thereby enabling large speedups for low-rank solutions. To achieve these speedups, we rely on a recently developed rounding approach based on the Gram-SVD. We detail how familiar S N algorithms for (gray) thermal transport can be mapped to this TT framework and present several numerical examples testing both the optically thick and thin regimes. The TT framework finds low-rank structure and supplies up to ≃60× speedups and ≃1000× compressions for problems demanding large angle counts, thereby enabling previously intractable SN calculations and supplying a promising avenue to mitigate ray effects.

79 ASTRONOMY AND ASTROPHYSICS↗