Faster Inversion and Other Black Box Matrix Computations Using Efficient Block Projections

Block projections have been used, in [Eberly et al. 2006], to obtain an efficient algorithm to find solutions for sparse systems of linear equations. A bound of softO(n^(2.5)) machine operations is obtained assuming that the input matrix can be multiplied by a vector with constant-sized entries in softO(n) machine operations. Unfortunately, the correctness of this algorithm depends on the existence of efficient block projections, and this has been conjectured. In this paper we establish the correctness of the algorithm from [Eberly et al. 2006] by proving the existence of efficient block projections over sufficiently large fields. We demonstrate the usefulness of these projections by deriving improved bounds for the cost of several matrix problems, considering, in particular, ``sparse'' matrices that can be be multiplied by a vector using softO(n) field operations. We show how to compute the inverse of a sparse matrix over a field F using an expected number of softO(n^(2.27)) operations in F. A basis for the null space of a sparse matrix, and a certification of its rank, are obtained at the same cost. An application to Kaltofen and Villard's Baby-Steps/Giant-Steps algorithms for the determinant and Smith Form of an integer matrix yields algorithms requiring softO(n^(2.66)) machine operations. The derived algorithms are all probabilistic of the Las Vegas type

Algorithmic patterns for H\mathcal{H}-matrices on many-core processors

In this work, we consider the reformulation of hierarchical ($\mathcal{H}$) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). $\mathcal{H}$ matrices approximate specific dense matrices, e.g., from discretized integral equations or kernel ridge regression, leading to log-linear time complexity in dense matrix-vector products. The parallelization of $\mathcal{H}$ matrix operations on many-core processors is difficult due to the complex nature of the underlying algorithms. While previous algorithmic advances for many-core hardware focused on accelerating existing $\mathcal{H}$ matrix CPU implementations by many-core processors, we here aim at totally relying on that processor type. As main contribution, we introduce the necessary parallel algorithmic patterns allowing to map the full $\mathcal{H}$ matrix construction and the fast matrix-vector product to many-core hardware. Here, crucial ingredients are space filling curves, parallel tree traversal and batching of linear algebra operations. The resulting model GPU implementation hmglib is the, to the best of the authors knowledge, first entirely GPU-based Open Source $\mathcal{H}$ matrix library of this kind. We conclude this work by an in-depth performance analysis and a comparative performance study against a standard $\mathcal{H}$ matrix library, highlighting profound speedups of our many-core parallel approach

Highly parallel sparse Cholesky factorization

Several fine grained parallel algorithms were developed and compared to compute the Cholesky factorization of a sparse matrix. The experimental implementations are on the Connection Machine, a distributed memory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special purpose algorithms in which the matrix structure conforms to the connection structure of the machine, the focus is on matrices with arbitrary sparsity structure. The most promising algorithm is one whose inner loop performs several dense factorizations simultaneously on a 2-D grid of processors. Virtually any massively parallel dense factorization algorithm can be used as the key subroutine. The sparse code attains execution rates comparable to those of the dense subroutine. Although at present architectural limitations prevent the dense factorization from realizing its potential efficiency, it is concluded that a regular data parallel architecture can be used efficiently to solve arbitrarily structured sparse problems. A performance model is also presented and it is used to analyze the algorithms

Computational linear algebra over finite fields

We present here algorithms for efficient computation of linear algebra problems over finite fields

Computing the Rank Profile Matrix

The row (resp. column) rank profile of a matrix describes the staircase shape of its row (resp. column) echelon form. In an ISSAC'13 paper, we proposed a recursive Gaussian elimination that can compute simultaneously the row and column rank profiles of a matrix as well as those of all of its leading sub-matrices, in the same time as state of the art Gaussian elimination algorithms. Here we first study the conditions making a Gaus-sian elimination algorithm reveal this information. Therefore, we propose the definition of a new matrix invariant, the rank profile matrix, summarizing all information on the row and column rank profiles of all the leading sub-matrices. We also explore the conditions for a Gaussian elimination algorithm to compute all or part of this invariant, through the corresponding PLUQ decomposition. As a consequence, we show that the classical iterative CUP decomposition algorithm can actually be adapted to compute the rank profile matrix. Used, in a Crout variant, as a base-case to our ISSAC'13 implementation, it delivers a significant improvement in efficiency. Second, the row (resp. column) echelon form of a matrix are usually computed via different dedicated triangular decompositions. We show here that, from some PLUQ decompositions, it is possible to recover the row and column echelon forms of a matrix and of any of its leading sub-matrices thanks to an elementary post-processing algorithm

Minimisation of Multiplicity Tree Automata

We consider the problem of minimising the number of states in a multiplicity tree automaton over the field of rational numbers. We give a minimisation algorithm that runs in polynomial time assuming unit-cost arithmetic. We also show that a polynomial bound in the standard Turing model would require a breakthrough in the complexity of polynomial identity testing by proving that the latter problem is logspace equivalent to the decision version of minimisation. The developed techniques also improve the state of the art in multiplicity word automata: we give an NC algorithm for minimising multiplicity word automata. Finally, we consider the minimal consistency problem: does there exist an automaton with $n$ states that is consistent with a given finite sample of weight-labelled words or trees? We show that this decision problem is complete for the existential theory of the rationals, both for words and for trees of a fixed alphabet rank.Comment: Paper to be published in Logical Methods in Computer Science. Minor editing changes from previous versio

A scalable H-matrix approach for the solution of boundary integral equations on multi-GPU clusters

In this work, we consider the solution of boundary integral equations by means of a scalable hierarchical matrix approach on clusters equipped with graphics hardware, i.e. graphics processing units (GPUs). To this end, we extend our existing single-GPU hierarchical matrix library hmglib such that it is able to scale on many GPUs and such that it can be coupled to arbitrary application codes. Using a model GPU implementation of a boundary element method (BEM) solver, we are able to achieve more than 67 percent relative parallel speed-up going from 128 to 1024 GPUs for a model geometry test case with 1.5 million unknowns and a real-world geometry test case with almost 1.2 million unknowns. On 1024 GPUs of the cluster Titan, it takes less than 6 minutes to solve the 1.5 million unknowns problem, with 5.7 minutes for the setup phase and 20 seconds for the iterative solver. To the best of the authors' knowledge, we here discuss the first fully GPU-based distributed-memory parallel hierarchical matrix Open Source library using the traditional H-matrix format and adaptive cross approximation with an application to BEM problems

Faster all-pairs shortest paths via circuit complexity

We present a new randomized method for computing the min-plus product (a.k.a., tropical product) of two $n \times n$ matrices, yielding a faster algorithm for solving the all-pairs shortest path problem (APSP) in dense $n$-node directed graphs with arbitrary edge weights. On the real RAM, where additions and comparisons of reals are unit cost (but all other operations have typical logarithmic cost), the algorithm runs in time $$\frac{n^3}{2^{\Omega(\log n)^{1/2}}}$$ and is correct with high probability. On the word RAM, the algorithm runs in $n^3/2^{\Omega(\log n)^{1/2}} + n^{2+o(1)}\log M$ time for edge weights in $([0,M] \cap {\mathbb Z})\cup\{\infty\}$. Prior algorithms used either $n^3/(\log^c n)$ time for various $c \leq 2$, or $O(M^{\alpha}n^{\beta})$ time for various $\alpha > 0$ and $\beta > 2$. The new algorithm applies a tool from circuit complexity, namely the Razborov-Smolensky polynomials for approximately representing ${\sf AC}^0[p]$ circuits, to efficiently reduce a matrix product over the $(\min,+)$ algebra to a relatively small number of rectangular matrix products over ${\mathbb F}_2$, each of which are computable using a particularly efficient method due to Coppersmith. We also give a deterministic version of the algorithm running in $n^3/2^{\log^{\delta} n}$ time for some $\delta > 0$, which utilizes the Yao-Beigel-Tarui translation of ${\sf AC}^0[m]$ circuits into "nice" depth-two circuits.Comment: 24 pages. Updated version now has slightly faster running time. To appear in ACM Symposium on Theory of Computing (STOC), 201