31 research outputs found
Mixed-Precision Numerical Linear Algebra Algorithms: Integer Arithmetic Based LU Factorization and Iterative Refinement for Hermitian Eigenvalue Problem
Mixed-precision algorithms are a class of algorithms that uses low precision in part of the algorithm in order to save time and energy with less accurate computation and communication. These algorithms usually utilize iterative refinement processes to improve the approximate solution obtained from low precision to the accuracy we desire from doing all the computation in high precision. Due to the demand of deep learning applications, there are hardware developments offering different low-precision formats including half precision (FP16), Bfloat16 and integer operations for quantized integers, which uses integers with a shared scalar to represent a set of equally spaced numbers. As new hardware architectures focus on bringing performance in these formats, the mixed-precision algorithms have more potential leverage on them and outmatch traditional fixed-precision algorithms. This dissertation consists of two articles. In the first article, we adapt one of the most fundamental algorithms in numerical linear algebra---LU factorization with partial pivoting--- to use integer arithmetic. With the goal of obtaining a low accuracy factorization as the preconditioner of generalized minimal residual (GMRES) to solve systems of linear equations, the LU factorization is adapted to use two different fixed-point formats for matrices L and U. A left-looking variant is also proposed for matrices with unbounded column growth. Finally, GMRES iterative refinement has shown that it can work on matrices with condition numbers up to 10000 with the algorithm that uses int16 as input and int32 accumulator for the update step. The second article targets symmetric and Hermitian eigenvalue problems. In this section we revisit the SICE algorithm from Dongarra et al. By applying the Sherman-Morrison formula on the diagonally-shifted tridiagonal systems, we propose an updated SICE-SM algorithm. By incorporating the latest two-stage algorithms from the PLASMA and MAGMA software libraries for numerical linear algebra, we achieved up to 3.6x speedup using the mixed-precision eigensolver with the blocked SICE-SM algorithm for iterative refinement when compared with full double complex precision solvers for the cases with a portion of eigenvalues and eigenvectors requested
Efficient Algorithms for Solving Structured Eigenvalue Problems Arising in the Description of Electronic Excitations
Matrices arising in linear-response time-dependent density functional theory and many-body perturbation theory, in particular in the Bethe-Salpeter approach, show a 2 × 2 block structure. The motivation to devise new algorithms, instead of using general purpose eigenvalue solvers, comes from the need to solve large problems on high performance computers. This requires parallelizable and communication-avoiding algorithms and implementations. We point out various novel directions for diagonalizing structured matrices. These include the solution of skew-symmetric eigenvalue problems in ELPA, as well as structure preserving spectral divide-and-conquer schemes employing generalized polar decompostions
Custom optimization algorithms for efficient hardware implementation
The focus is on real-time optimal decision making with application in advanced control
systems. These computationally intensive schemes, which involve the repeated solution of
(convex) optimization problems within a sampling interval, require more efficient computational
methods than currently available for extending their application to highly dynamical
systems and setups with resource-constrained embedded computing platforms.
A range of techniques are proposed to exploit synergies between digital hardware, numerical
analysis and algorithm design. These techniques build on top of parameterisable
hardware code generation tools that generate VHDL code describing custom computing
architectures for interior-point methods and a range of first-order constrained optimization
methods. Since memory limitations are often important in embedded implementations we
develop a custom storage scheme for KKT matrices arising in interior-point methods for
control, which reduces memory requirements significantly and prevents I/O bandwidth
limitations from affecting the performance in our implementations. To take advantage of
the trend towards parallel computing architectures and to exploit the special characteristics
of our custom architectures we propose several high-level parallel optimal control
schemes that can reduce computation time. A novel optimization formulation was devised
for reducing the computational effort in solving certain problems independent of the computing
platform used. In order to be able to solve optimization problems in fixed-point
arithmetic, which is significantly more resource-efficient than floating-point, tailored linear
algebra algorithms were developed for solving the linear systems that form the computational
bottleneck in many optimization methods. These methods come with guarantees
for reliable operation. We also provide finite-precision error analysis for fixed-point implementations
of first-order methods that can be used to minimize the use of resources while
meeting accuracy specifications. The suggested techniques are demonstrated on several
practical examples, including a hardware-in-the-loop setup for optimization-based control
of a large airliner.Open Acces
Generalized averaged Gaussian quadrature and applications
A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal
MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications
Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described