Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs

Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In particular, an anisotropic elliptic PDE for the pressure correction has to be solved at every time step in the dynamical core of many numerical weather prediction models, and equations of a very similar structure arise in global ocean models, subsurface flow simulations and gas and oil reservoir modelling. The elliptic solve is often the bottleneck of the forecast, and an algorithmically optimal method has to be used and implemented efficiently. Graphics Processing Units have been shown to be highly efficient for a wide range of applications in scientific computing, and recently iterative solvers have been parallelised on these architectures. We describe the GPU implementation and optimisation of a Preconditioned Conjugate Gradient (PCG) algorithm for the solution of a three dimensional anisotropic elliptic PDE for the pressure correction in NWP. Our implementation exploits the strong vertical anisotropy of the elliptic operator in the construction of a suitable preconditioner. As the algorithm is memory bound, performance can be improved significantly by reducing the amount of global memory access. We achieve this by using a matrix-free implementation which does not require explicit storage of the matrix and instead recalculates the local stencil. Global memory access can also be reduced by rewriting the algorithm using loop fusion and we show that this further reduces the runtime on the GPU. We demonstrate the performance of our matrix-free GPU code by comparing it to a sequential CPU implementation and to a matrix-explicit GPU code which uses existing libraries. The absolute performance of the algorithm for different problem sizes is quantified in terms of floating point throughput and global memory bandwidth.Comment: 18 pages, 7 figure

Parallelized Incomplete Poisson Preconditioner in Cloth Simulation

Efficient cloth simulation is an important problem for interactive applications that involve virtual humans, such as computer games. A common aspect of many methods that have been developed to simulate cloth is a linear system of equations, which is commonly solved using conjugate gradient or multi-grid approaches. In this paper, we introduce to the computer gaming community a recently proposed preconditioner, the incomplete Poisson preconditioner, for conjugate gradient solvers. We show that the parallelized incomplete Poisson preconditioner (PIPP) performs as well as the current state-of-the-art preconditioners, while being much more amenable to standard thread-level parallelism. We demonstrate our results on an 8-core Apple* Mac* Pro and a 32-core code name Emerald Ridge system

High Performance Matrix-Fee Method for Large-Scale Finite Element Analysis on Graphics Processing Units

This thesis presents a high performance computing (HPC) algorithm on graphics processing units (GPU) for large-scale numerical simulations. In particular, the research focuses on the development of an efficient matrix-free conjugate gradient solver for the acceleration and scalability of the steady-state heat transfer finite element analysis (FEA) on a three-dimension uniform structured hexahedral mesh using a voxel-based technique. One of the greatest challenges in large-scale FEA is the availability of computer memory for solving the linear system of equations. Like in large-scale heat transfer simulations, where the size of the system matrix assembly becomes very large, the FEA solver requires huge amounts of computational time and memory that very often exceed the actual memory limits of the available hardware resources. To overcome this problem a matrix-free conjugate gradient (MFCG) method is designed and implemented to finite element computations which avoids the global matrix assembly. The main difference of the MFCG to the classical conjugate gradient (CG) solver lies on the implementation of the matrix-vector product operation. Matrix-vector operation found to be the most expensive process consuming more than 80% out of the total computations for the numerical solution and thus a matrix-free matrix-vector (MFMV) approach becomes beneficial for saving memory and computational time throughout the execution of the FEA. In summary, the MFMV algorithm consists of three nested loops: (a) a loop over the mesh elements of the domain, (b) a loop on the element nodal values to perform the element matrix-vector operations and (c) the summation and transformation of the nodal values into their correct positions in the global index. A performance analysis on a serial and a parallel implementation on a GPU shows that the MFCG solver outperforms the classical CG consuming significantly lower amounts of memory allowing for much larger size simulations. The outcome of this study suggests that the MFCG can also speed-up and scale the execution of large-scale finite element simulations

Opt: A Domain Specific Language for Non-linear Least Squares Optimization in Graphics and Imaging

Many graphics and vision problems can be expressed as non-linear least squares optimizations of objective functions over visual data, such as images and meshes. The mathematical descriptions of these functions are extremely concise, but their implementation in real code is tedious, especially when optimized for real-time performance on modern GPUs in interactive applications. In this work, we propose a new language, Opt (available under http://optlang.org), for writing these objective functions over image- or graph-structured unknowns concisely and at a high level. Our compiler automatically transforms these specifications into state-of-the-art GPU solvers based on Gauss-Newton or Levenberg-Marquardt methods. Opt can generate different variations of the solver, so users can easily explore tradeoffs in numerical precision, matrix-free methods, and solver approaches. In our results, we implement a variety of real-world graphics and vision applications. Their energy functions are expressible in tens of lines of code, and produce highly-optimized GPU solver implementations. These solver have performance competitive with the best published hand-tuned, application-specific GPU solvers, and orders of magnitude beyond a general-purpose auto-generated solver

Parallel Smoothers for Matrix-based Multigrid Methods on Unstructured Meshes Using Multicore CPUs and GPUs

Multigrid methods are efficient and fast solvers for problems typically modeled by partial differential equations of elliptic type. For problems with complex geometries and local singularities stencil-type discrete operators on equidistant Cartesian grids need to be replaced by more flexible concepts for unstructured meshes in order to properly resolve all problem-inherent specifics and for maintaining a moderate number of unknowns. However, flexibility in the meshes goes along with severe drawbacks with respect to parallel execution – especially with respect to the definition of adequate smoothers. This point becomes in particular pronounced in the framework of fine-grained parallelism on GPUs with hundreds of execution units. We use the approach of matrixbased multigrid that has high flexibility and adapts well to the exigences of modern computing platforms. In this work we investigate multi-colored Gauß-Seidel type smoothers, the power(q)-pattern enhanced multi-colored ILU(p) smoothers with fillins