Adaptively restarted block Krylov subspace methods with low-synchronization skeletons

With the recent realization of exascale performace by Oak Ridge National Laboratory's Frontier supercomputer, reducing communication in kernels like QR factorization has become even more imperative. Low-synchronization Gram-Schmidt methods, first introduced in [K. \'{S}wirydowicz, J. Langou, S. Ananthan, U. Yang, and S. Thomas, Low Synchronization Gram-Schmidt and Generalized Minimum Residual Algorithms, Numer. Lin. Alg. Appl., Vol. 28(2), e2343, 2020], have been shown to improve the scalability of the Arnoldi method in high-performance distributed computing. Block versions of low-synchronization Gram-Schmidt show further potential for speeding up algorithms, as column-batching allows for maximizing cache usage with matrix-matrix operations. In this work, low-synchronization block Gram-Schmidt variants from [E. Carson, K. Lund, M. Rozlo\v{z}n\'{i}k, and S. Thomas, Block Gram-Schmidt algorithms and their stability properties, Lin. Alg. Appl., 638, pp. 150--195, 2022] are transformed into block Arnoldi variants for use in block full orthogonalization methods (BFOM) and block generalized minimal residual methods (BGMRES). An adaptive restarting heuristic is developed to handle instabilities that arise with the increasing condition number of the Krylov basis. The performance, accuracy, and stability of these methods are assessed via a flexible benchmarking tool written in MATLAB. The modularity of the tool additionally permits generalized block inner products, like the global inner product

Randomized block Gram-Schmidt process for solution of linear systems and eigenvalue problems

We propose a block version of the randomized Gram-Schmidt process for computing a QR factorization of a matrix. Our algorithm inherits the major properties of its single-vector analogue from [Balabanov and Grigori, 2020] such as higher efficiency than the classical Gram-Schmidt algorithm and stability of the modified Gram-Schmidt algorithm, which can be refined even further by using multi-precision arithmetic. As in [Balabanov and Grigori, 2020], our algorithm has an advantage of performing standard high-dimensional operations, that define the overall computational cost, with a unit roundoff independent of the dominant dimension of the matrix. This unique feature makes the methodology especially useful for large-scale problems computed on low-precision arithmetic architectures. Block algorithms are advantageous in terms of performance as they are mainly based on cache-friendly matrix-wise operations, and can reduce communication cost in high-performance computing. The block Gram-Schmidt orthogonalization is the key element in the block Arnoldi procedure for the construction of Krylov basis, which in its turn is used in GMRES and Rayleigh-Ritz methods for the solution of linear systems and clustered eigenvalue problems. In this article, we develop randomized versions of these methods, based on the proposed randomized Gram-Schmidt algorithm, and validate them on nontrivial numerical examples

An overview of block Gram-Schmidt methods and their stability properties

Block Gram-Schmidt algorithms serve as essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This survey provides a comprehensive categorization of block Gram-Schmidt algorithms, particularly those used in Krylov subspace methods to build orthonormal bases one block vector at a time. All known stability results are assembled, and new results are summarized or conjectured for important communication-reducing variants. Additionally, new block versions of low-synchronization variants are derived, and their efficacy and stability are demonstrated for a wide range of challenging examples. Low-synchronization variants appear remarkably stable for s-step-like matrices built with Newton polynomials, pointing towards a new stable and efficient backbone for Krylov subspace methods. Numerical examples are computed with a versatile MATLAB package hosted at https://github.com/katlund/BlockStab, and scripts for reproducing all results in the paper are provided. Block Gram-Schmidt implementations in popular software packages are discussed, along with a number of open problems. An appendix containing all algorithms type-set in a uniform fashion is provided.Comment: 42 pages, 5 tables, 17 figures, 20 algorithm

Randomized block Gram-Schmidt process for solution of linear systems and eigenvalue problems

We propose a block version of the randomized Gram-Schmidt process for computing a QR factorization of a matrix. Our algorithm inherits the major properties of its single-vector analogue from [Balabanov and Grigori, 2020] such as higher efficiency than the classical Gram-Schmidt algorithm and stability of the modified Gram-Schmidt algorithm, which can be refined even further by using multi-precision arithmetic. As in [Balabanov and Grigori, 2020], our algorithm has an advantage of performing standard high-dimensional operations, that define the overall computational cost, with a unit roundoff independent of the dominant dimension of the matrix. This unique feature makes the methodology especially useful for large-scale problems computed on low-precision arithmetic architectures. Block algorithms are advantageous in terms of performance as they are mainly based on cache-friendly matrix-wise operations, and can reduce communication cost in high-performance computing. The block Gram-Schmidt orthogonalization is the key element in the block Arnoldi procedure for the construction of Krylov basis, which in its turn is used in GMRES and Rayleigh-Ritz methods for the solution of linear systems and clustered eigenvalue problems. In this article, we develop randomized versions of these methods, based on the proposed randomized Gram-Schmidt algorithm, and validate them on nontrivial numerical examples