A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

High-Performance Solvers for Dense Hermitian Eigenproblems

We introduce a new collection of solvers - subsequently called EleMRRR - for large-scale dense Hermitian eigenproblems. EleMRRR solves various types of problems: generalized, standard, and tridiagonal eigenproblems. Among these, the last is of particular importance as it is a solver on its own right, as well as the computational kernel for the first two; we present a fast and scalable tridiagonal solver based on the Algorithm of Multiple Relatively Robust Representations - referred to as PMRRR. Like the other EleMRRR solvers, PMRRR is part of the freely available Elemental library, and is designed to fully support both message-passing (MPI) and multithreading parallelism (SMP). As a result, the solvers can equally be used in pure MPI or in hybrid MPI-SMP fashion. We conducted a thorough performance study of EleMRRR and ScaLAPACK's solvers on two supercomputers. Such a study, performed with up to 8,192 cores, provides precise guidelines to assemble the fastest solver within the ScaLAPACK framework; it also indicates that EleMRRR outperforms even the fastest solvers built from ScaLAPACK's components

Using parallel banded linear system solvers in generalized eigenvalue problems

Subspace iteration is a reliable and cost effective method for solving positive definite banded symmetric generalized eigenproblems, especially in the case of large scale problems. This paper discusses an algorithm that makes use of two parallel banded solvers in subspace iteration. A shift is introduced to decompose the banded linear systems into relatively independent subsystems and to accelerate the iterations. With this shift, an eigenproblem is mapped efficiently into the memories of a multiprocessor and a high speed-up is obtained for parallel implementations. An optimal shift is a shift that balances total computation and communication costs. Under certain conditions, we show how to estimate an optimal shift analytically using the decay rate for the inverse of a banded matrix, and how to improve this estimate. Computational results on iPSC/2 and iPSC/860 multiprocessors are presented

A hierarchically blocked Jacobi SVD algorithm for single and multiple graphics processing units

We present a hierarchically blocked one-sided Jacobi algorithm for the singular value decomposition (SVD), targeting both single and multiple graphics processing units (GPUs). The blocking structure reflects the levels of GPU's memory hierarchy. The algorithm may outperform MAGMA's dgesvd, while retaining high relative accuracy. To this end, we developed a family of parallel pivot strategies on GPU's shared address space, but applicable also to inter-GPU communication. Unlike common hybrid approaches, our algorithm in a single GPU setting needs a CPU for the controlling purposes only, while utilizing GPU's resources to the fullest extent permitted by the hardware. When required by the problem size, the algorithm, in principle, scales to an arbitrary number of GPU nodes. The scalability is demonstrated by more than twofold speedup for sufficiently large matrices on a Tesla S2050 system with four GPUs vs. a single Fermi card.Comment: Accepted for publication in SIAM Journal on Scientific Computin

Summary of research conducted at the Institute for Computer Applications in Science and Engineering in applied mathematics, numerical analysis and computer science

Research conducted at the Institute for Computer Applications in Science and Engineering in applied mathematics, numerical analysis, and computer science during the period October 1, 1988 through March 31, 1989 is summarized

Using GPU to Accelerate Linear Computations in Power System Applications

With the development of advanced power system controls, the industrial and research community is becoming more interested in simulating larger interconnected power grids. It is always critical to incorporate advanced computing technologies to accelerate these power system computations. Power flow, one of the most fundamental computations in power system analysis, converts the solution of non-linear systems to that of a set of linear systems via the Newton method or one of its variants. An efficient solution to these linear equations is the key to improving the performance of power flow computation, and hence to accelerating other power system applications based on power flow computation, such as optimal power flow, contingency analysis, etc. This dissertation focuses on the exploration of iterative linear solvers and applicable preconditioners, with graphic processing unit (GPU) implementations to achieve performance improvement on the linear computations in power flow computations. An iterative conjugate gradient solver with Chebyshev preconditioner is studied first, and then the preconditioner is extended to a two-step preconditioner. At last, the conjugate gradient solver and the two-step preconditioner are integrated with MATPOWER to solve the practical fast decoupled load flow (FDPF), and an inexact linear solution method is proposed to further save the runtime of FDPF. Performance improvement is reported by applying these methods and GPU-implementation. The final complete GPU-based FDPF with inexact linear solving can achieve nearly 3x performance improvement over the MATPOWER implementation for a test system with 11,624 buses. A supporting study including a quick estimation of the largest eigenvalue of the linear system which is required by the Chebyshev preconditioner is presented as well. This dissertation demonstrates the potential of using GPU with scalable methods in power flow computation

A Novel Partitioning Method for Accelerating the Block Cimmino Algorithm

We propose a novel block-row partitioning method in order to improve the convergence rate of the block Cimmino algorithm for solving general sparse linear systems of equations. The convergence rate of the block Cimmino algorithm depends on the orthogonality among the block rows obtained by the partitioning method. The proposed method takes numerical orthogonality among block rows into account by proposing a row inner-product graph model of the coefficient matrix. In the graph partitioning formulation defined on this graph model, the partitioning objective of minimizing the cutsize directly corresponds to minimizing the sum of inter-block inner products between block rows thus leading to an improvement in the eigenvalue spectrum of the iteration matrix. This in turn leads to a significant reduction in the number of iterations required for convergence. Extensive experiments conducted on a large set of matrices confirm the validity of the proposed method against a state-of-the-art method

Large-scale structural analysis: The structural analyst, the CSM Testbed and the NAS System

The Computational Structural Mechanics (CSM) activity is developing advanced structural analysis and computational methods that exploit high-performance computers. Methods are developed in the framework of the CSM testbed software system and applied to representative complex structural analysis problems from the aerospace industry. An overview of the CSM testbed methods development environment is presented and some numerical methods developed on a CRAY-2 are described. Selected application studies performed on the NAS CRAY-2 are also summarized

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors