Designing LU-QR hybrid solvers for performance and stability

Abstract—This paper introduces hybrid LU-QR algorithms for solving dense linear systems of the form Ax = b. Throughout a matrix factorization, these algorithms dynamically alternate LU with local pivoting and QR elimination steps, based upon some robustness criterion. LU elimination steps can be very efficiently parallelized, and are twice as cheap in terms of floatingpoint operations, as QR steps. However, LU steps are not necessarily stable, while QR steps are always stable. The hybrid algorithms execute a QR step when a robustness criterion detects some risk for instability, and they execute an LU step otherwise. Ideally, the choice between LU and QR steps must have a small computational overhead and must provide a satisfactory level of stability with as few QR steps as possible. In this paper, we introduce several robustness criteria and we establish upper bounds on the growth factor of the norm of the updated matrix incurred by each of these criteria. In addition, we describe the implementation of the hybrid algorithms through an extension of the PaRSEC software to allow for dynamic choices during execution. Finally, we analyze both stability and performance results compared to state-of-the-art linear solvers on parallel distributed multicore platforms. I

Reducing Communication in the Solution of Linear Systems

There is a growing performance gap between computation and communication on modern computers, making it crucial to develop algorithms with lower latency and bandwidth requirements. Because systems of linear equations are important for numerous scientific and engineering applications, I have studied several approaches for reducing communication in those problems. First, I developed optimizations to dense LU with partial pivoting, which downstream applications can adopt with little to no effort. Second, I consider two techniques to completely replace pivoting in dense LU, which can provide significantly higher speedups, albeit without the same numerical guarantees as partial pivoting. One technique uses randomized preprocessing, while the other is a novel combination of block factorization and additive perturbation. Finally, I investigate using mixed precision in GMRES for solving sparse systems, which reduces the volume of data movement, and thus, the pressure on the memory bandwidth

An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which have low-rank off-diagonal blocks, to approximate the frontal matrices. For HSS matrix construction, a randomized sampling algorithm is used together with interpolative decompositions. The combination of the randomized compression with a fast ULV HSS factorization leads to a solver with lower computational complexity than the standard multifrontal method for many applications, resulting in speedups up to 7 fold for problems in our test suite. The implementation targets many-core systems by using task parallelism with dynamic runtime scheduling. Numerical experiments show performance improvements over state-of-the-art sparse direct solvers. The implementation achieves high performance and good scalability on a range of modern shared memory parallel systems, including the Intel Xeon Phi (MIC). The code is part of a software package called STRUMPACK -- STRUctured Matrices PACKage, which also has a distributed memory component for dense rank-structured matrices

Recursion based parallelization of exact dense linear algebra routines for Gaussian elimination

International audienceWe present block algorithms and their implementation for the parallelization of sub-cubic Gaussian elimination on shared memory architectures.Contrarily to the classical cubic algorithms in parallel numerical linear algebra, we focus here on recursive algorithms and coarse grain parallelization.Indeed, sub-cubic matrix arithmetic can only be achieved through recursive algorithms making coarse grain block algorithms perform more efficiently than fine grain ones. This work is motivated by the design and implementation of dense linear algebraover a finite field, where fast matrix multiplication is used extensively and where costly modular reductions also advocate for coarse grain block decomposition. We incrementally build efficient kernels, for matrix multiplication first, then triangular system solving, on top of which a recursive PLUQ decomposition algorithm is built. We study the parallelization of these kernels using several algorithmic variants: either iterative or recursive and using different splitting strategies. Experiments show that recursive adaptive methods for matrix multiplication, hybrid recursive-iterative methods for triangular system solve and tile recursive versions of the PLUQ decomposition, together with various data mapping policies, provide the best performance on a 32 cores NUMA architecture. Overall, we show that the overhead of modular reductions is more than compensated by the fast linear algebra algorithms and that exact dense linear algebra matches the performance of full rank reference numerical software even in the presence of rank deficiencies

Batched Linear Algebra Problems on GPU Accelerators

The emergence of multicore and heterogeneous architectures requires many linear algebra algorithms to be redesigned to take advantage of the accelerators, such as GPUs. A particularly challenging class of problems, arising in numerous applications, involves the use of linear algebra operations on many small-sized matrices. The size of these matrices is usually the same, up to a few hundred. The number of them can be thousands, even millions. Compared to large matrix problems with more data parallel computation that are well suited on GPUs, the challenges of small matrix problems lie in the low computing intensity, the large sequential operation fractions, and the big PCI-E overhead. These challenges entail redesigning the algorithms instead of merely porting the current LAPACK algorithms. We consider two classes of problems. The first is linear systems with one-sided factorizations (LU, QR, and Cholesky) and their solver, forward and backward substitution. The second is a two-sided Householder bi-diagonalization. They are challenging to develop and are highly demanded in applications. Our main efforts focus on the same-sized problems. Variable-sized problems are also considered, though to a lesser extent. Our contributions can be summarized as follows. First, we formulated a batched linear algebra framework to solve many data-parallel, small-sized problems/tasks. Second, we redesigned a set of fundamental linear algebra algorithms for high- performance, batched execution on GPU accelerators. Third, we designed batched BLAS (Basic Linear Algebra Subprograms) and proposed innovative optimization techniques for high-performance computation. Fourth, we illustrated the batched methodology on real-world applications as in the case of scaling a CFD application up to 4096 nodes on the Titan supercomputer at Oak Ridge National Laboratory (ORNL). Finally, we demonstrated the power, energy and time efficiency of using accelerators as compared to CPUs. Our solutions achieved large speedups and high energy efficiency compared to related routines in CUBLAS on NVIDIA GPUs and MKL on Intel Sandy-Bridge multicore CPUs. The modern accelerators are all Single-Instruction Multiple-Thread (SIMT) architectures. Our solutions and methods are based on NVIDIA GPUs and can be extended to other accelerators, such as the Intel Xeon Phi and AMD GPUs based on OpenCL

Algebraic, Block and Multiplicative Preconditioners based on Fast Tridiagonal Solves on GPUs

This thesis contributes to the field of sparse linear algebra, graph applications, and preconditioners for Krylov iterative solvers of sparse linear equation systems, by providing a (block) tridiagonal solver library, a generalized sparse matrix-vector implementation, a linear forest extraction, and a multiplicative preconditioner based on tridiagonal solves. The tridiagonal library, which supports (scaled) partial pivoting, outperforms cuSPARSE's tridiagonal solver by factor five while completely utilizing the available GPU memory bandwidth. For the performance optimized solving of multiple right-hand sides, the explicit factorization of the tridiagonal matrix can be computed. The extraction of a weighted linear forest (union of disjoint paths) from a general graph is used to build algebraic (block) tridiagonal preconditioners and deploys the generalized sparse-matrix vector implementation of this thesis for preconditioner construction. During linear forest extraction, a new parallel bidirectional scan pattern, which can operate on double-linked list structures, identifies the path ID and the position of a vertex. The algebraic preconditioner construction is also used to build more advanced preconditioners, which contain multiple tridiagonal factors, based on generalized ILU factorizations. Additionally, other preconditioners based on tridiagonal factors are presented and evaluated in comparison to ILU and ILU incomplete sparse approximate inverse preconditioners (ILU-ISAI) for the solution of large sparse linear equation systems from the Sparse Matrix Collection. For all presented problems of this thesis, an efficient parallel algorithm and its CUDA implementation for single GPU systems is provided

Book of Abstracts of the Sixth SIAM Workshop on Combinatorial Scientific Computing

Book of Abstracts of CSC14 edited by Bora UçarInternational audienceThe Sixth SIAM Workshop on Combinatorial Scientific Computing, CSC14, was organized at the Ecole Normale Supérieure de Lyon, France on 21st to 23rd July, 2014. This two and a half day event marked the sixth in a series that started ten years ago in San Francisco, USA. The CSC14 Workshop's focus was on combinatorial mathematics and algorithms in high performance computing, broadly interpreted. The workshop featured three invited talks, 27 contributed talks and eight poster presentations. All three invited talks were focused on two interesting fields of research specifically: randomized algorithms for numerical linear algebra and network analysis. The contributed talks and the posters targeted modeling, analysis, bisection, clustering, and partitioning of graphs, applied in the context of networks, sparse matrix factorizations, iterative solvers, fast multi-pole methods, automatic differentiation, high-performance computing, and linear programming. The workshop was held at the premises of the LIP laboratory of ENS Lyon and was generously supported by the LABEX MILYON (ANR-10-LABX-0070, Université de Lyon, within the program ''Investissements d'Avenir'' ANR-11-IDEX-0007 operated by the French National Research Agency), and by SIAM

Maintaining High Performance Across All Problem Sizes and Parallel Scales Using Microkernel-based Linear Algebra

Linear algebra underlies a large proportion of computational problems. With the continuous increase of scale on modern hardware, performance of small sized linear algebra has become increasingly important. To overcome the shortcomings of conventional approaches, we employ a new approach using a microkernel framework provided by ATLAS to improve the performance of a few linear algebra routines for all problem sizes. Our initial research consists of improving the performance of parallel LU factorization in ATLAS for which we were able to achieve up to 2.07x and 2.66x speedup for small problems, up to 91% and 87% of theoretical peak performance for asymptotic problems on a 12-core Intel Xeon and a 32-core AMD Opteron machine, respectively, outperforming all the state-of-the-art libraries at the time. Such performance was achieved via an exhaustive search of all the tuning parameters, which could take days. This motivated us to try to develop a computational model for our LU factorization that could predict those parameters by combining some basic empirical timings and a theoretical model based on the amount of required computations. While our model provided good prediction for mid-to-asymptotic sized problems, there were some unknown factors for small problems that could possibly be answered by extending the ATLAS tuning framework. While this extension is underway, we decided to pursue the model research using simpler serial BLAS-based approach. We investigated and implemented two Level-3 BLAS routines: TRSM and TRMM that are widely used primarily by LAPACK operations like the aforementioned LU factorization. With the microkernel-based approach, we were able to improve the performance of both routines by up to 15% and 73% for square and fat problems, respectively, over prior ATLAS implementations on modern hardware. Finally, with a collaborative research with ARM Inc., we improved the performance of the most important Level-3 BLAS operation GEMM in ATLAS by up to 53% via implementing microkernels for two 64-bit ARM architectures. This automatically improves other BLAS and LAPACK routines that rely on GEMM for high performance