Numerically Stable Recurrence Relations for the Communication Hiding Pipelined Conjugate Gradient Method

Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large linear system in parallel. For symmetric and positive definite system matrices the pipelined Conjugate Gradient method outperforms its classic Conjugate Gradient counterpart on large scale distributed memory hardware by overlapping global communication with essential computations like the matrix-vector product, thus hiding global communication. A well-known drawback of the pipelining technique is the (possibly significant) loss of numerical stability. In this work a numerically stable variant of the pipelined Conjugate Gradient algorithm is presented that avoids the propagation of local rounding errors in the finite precision recurrence relations that construct the Krylov subspace basis. The multi-term recurrence relation for the basis vector is replaced by two-term recurrences, improving stability without increasing the overall computational cost of the algorithm. The proposed modification ensures that the pipelined Conjugate Gradient method is able to attain a highly accurate solution independently of the pipeline length. Numerical experiments demonstrate a combination of excellent parallel performance and improved maximal attainable accuracy for the new pipelined Conjugate Gradient algorithm. This work thus resolves one of the major practical restrictions for the useability of pipelined Krylov subspace methods.Comment: 15 pages, 5 figures, 1 table, 2 algorithm

Space-Time Tradeoffs for Distributed Verification

Verifying that a network configuration satisfies a given boolean predicate is a fundamental problem in distributed computing. Many variations of this problem have been studied, for example, in the context of proof labeling schemes (PLS), locally checkable proofs (LCP), and non-deterministic local decision (NLD). In all of these contexts, verification time is assumed to be constant. Korman, Kutten and Masuzawa [PODC 2011] presented a proof-labeling scheme for MST, with poly-logarithmic verification time, and logarithmic memory at each vertex. In this paper we introduce the notion of a $t$-PLS, which allows the verification procedure to run for super-constant time. Our work analyzes the tradeoffs of $t$-PLS between time, label size, message length, and computation space. We construct a universal $t$-PLS and prove that it uses the same amount of total communication as a known one-round universal PLS, and $t$ factor smaller labels. In addition, we provide a general technique to prove lower bounds for space-time tradeoffs of $t$-PLS. We use this technique to show an optimal tradeoff for testing that a network is acyclic (cycle free). Our optimal $t$-PLS for acyclicity uses label size and computation space $O((\log n)/t)$. We further describe a recursive $O(\log^* n)$ space verifier for acyclicity which does not assume previous knowledge of the run-time $t$.Comment: Pre-proceedings version of paper presented at the 24th International Colloquium on Structural Information and Communication Complexity (SIROCCO 2017

Minimizing Communication in Linear Algebra

In 1981 Hong and Kung proved a lower bound on the amount of communication needed to perform dense, matrix-multiplication using the conventional $O(n^3)$ algorithm, where the input matrices were too large to fit in the small, fast memory. In 2004 Irony, Toledo and Tiskin gave a new proof of this result and extended it to the parallel case. In both cases the lower bound may be expressed as $\Omega$(#arithmetic operations / $\sqrt{M}$), where M is the size of the fast memory (or local memory in the parallel case). Here we generalize these results to a much wider variety of algorithms, including LU factorization, Cholesky factorization, $LDL^T$ factorization, QR factorization, algorithms for eigenvalues and singular values, i.e., essentially all direct methods of linear algebra. The proof works for dense or sparse matrices, and for sequential or parallel algorithms. In addition to lower bounds on the amount of data moved (bandwidth) we get lower bounds on the number of messages required to move it (latency). We illustrate how to extend our lower bound technique to compositions of linear algebra operations (like computing powers of a matrix), to decide whether it is enough to call a sequence of simpler optimal algorithms (like matrix multiplication) to minimize communication, or if we can do better. We give examples of both. We also show how to extend our lower bounds to certain graph theoretic problems. We point out recently designed algorithms for dense LU, Cholesky, QR, eigenvalue and the SVD problems that attain these lower bounds; implementations of LU and QR show large speedups over conventional linear algebra algorithms in standard libraries like LAPACK and ScaLAPACK. Many open problems remain.Comment: 27 pages, 2 table

An Efficient Multiway Mergesort for GPU Architectures

Sorting is a primitive operation that is a building block for countless algorithms. As such, it is important to design sorting algorithms that approach peak performance on a range of hardware architectures. Graphics Processing Units (GPUs) are particularly attractive architectures as they provides massive parallelism and computing power. However, the intricacies of their compute and memory hierarchies make designing GPU-efficient algorithms challenging. In this work we present GPU Multiway Mergesort (MMS), a new GPU-efficient multiway mergesort algorithm. MMS employs a new partitioning technique that exposes the parallelism needed by modern GPU architectures. To the best of our knowledge, MMS is the first sorting algorithm for the GPU that is asymptotically optimal in terms of global memory accesses and that is completely free of shared memory bank conflicts. We realize an initial implementation of MMS, evaluate its performance on three modern GPU architectures, and compare it to competitive implementations available in state-of-the-art GPU libraries. Despite these implementations being highly optimized, MMS compares favorably, achieving performance improvements for most random inputs. Furthermore, unlike MMS, state-of-the-art algorithms are susceptible to bank conflicts. We find that for certain inputs that cause these algorithms to incur large numbers of bank conflicts, MMS can achieve up to a 37.6% speedup over its fastest competitor. Overall, even though its current implementation is not fully optimized, due to its efficient use of the memory hierarchy, MMS outperforms the fastest comparison-based sorting implementations available to date