spam: A Sparse Matrix R Package with Emphasis on MCMC Methods for Gaussian Markov Random Fields

spam is an R package for sparse matrix algebra with emphasis on a Cholesky factorization of sparse positive definite matrices. The implemantation of spam is based on the competing philosophical maxims to be competitively fast compared to existing tools and to be easy to use, modify and extend. The first is addressed by using fast Fortran routines and the second by assuring S3 and S4 compatibility. One of the features of spam is to exploit the algorithmic steps of the Cholesky factorization and hence to perform only a fraction of the workload when factorizing matrices with the same sparsity structure. Simulations show that exploiting this break-down of the factorization results in a speed-up of about a factor 5 and memory savings of about a factor 10 for large matrices and slightly smaller factors for huge matrices. The article is motivated with Markov chain Monte Carlo methods for Gaussian Markov random fields, but many other statistical applications are mentioned that profit from an efficient Cholesky factorization as well.

ELSI: A Unified Software Interface for Kohn-Sham Electronic Structure Solvers

Solving the electronic structure from a generalized or standard eigenproblem is often the bottleneck in large scale calculations based on Kohn-Sham density-functional theory. This problem must be addressed by essentially all current electronic structure codes, based on similar matrix expressions, and by high-performance computation. We here present a unified software interface, ELSI, to access different strategies that address the Kohn-Sham eigenvalue problem. Currently supported algorithms include the dense generalized eigensolver library ELPA, the orbital minimization method implemented in libOMM, and the pole expansion and selected inversion (PEXSI) approach with lower computational complexity for semilocal density functionals. The ELSI interface aims to simplify the implementation and optimal use of the different strategies, by offering (a) a unified software framework designed for the electronic structure solvers in Kohn-Sham density-functional theory; (b) reasonable default parameters for a chosen solver; (c) automatic conversion between input and internal working matrix formats, and in the future (d) recommendation of the optimal solver depending on the specific problem. Comparative benchmarks are shown for system sizes up to 11,520 atoms (172,800 basis functions) on distributed memory supercomputing architectures.Comment: 55 pages, 14 figures, 2 table

A Sparse SCF algorithm and its parallel implementation: Application to DFTB

We present an algorithm and its parallel implementation for solving a self consistent problem as encountered in Hartree Fock or Density Functional Theory. The algorithm takes advantage of the sparsity of matrices through the use of local molecular orbitals. The implementation allows to exploit efficiently modern symmetric multiprocessing (SMP) computer architectures. As a first application, the algorithm is used within the density functional based tight binding method, for which most of the computational time is spent in the linear algebra routines (diagonalization of the Fock/Kohn-Sham matrix). We show that with this algorithm (i) single point calculations on very large systems (millions of atoms) can be performed on large SMP machines (ii) calculations involving intermediate size systems (1~000--100~000 atoms) are also strongly accelerated and can run efficiently on standard servers (iii) the error on the total energy due to the use of a cut-off in the molecular orbital coefficients can be controlled such that it remains smaller than the SCF convergence criterion.Comment: 13 pages, 11 figure

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

Analysis, preliminary design and simulation systems for control-structure interaction problems

Software aspects of control-structure interaction (CSI) analysis are discussed. The following subject areas are covered: (1) implementation of a partitioned algorithm for simulation of large CSI problems; (2) second-order discrete Kalman filtering equations for CSI simulations; and (3) parallel computations and control of adaptive structures

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed

Distributed memory compiler methods for irregular problems: Data copy reuse and runtime partitioning

Outlined here are two methods which we believe will play an important role in any distributed memory compiler able to handle sparse and unstructured problems. We describe how to link runtime partitioners to distributed memory compilers. In our scheme, programmers can implicitly specify how data and loop iterations are to be distributed between processors. This insulates users from having to deal explicitly with potentially complex algorithms that carry out work and data partitioning. We also describe a viable mechanism for tracking and reusing copies of off-processor data. In many programs, several loops access the same off-processor memory locations. As long as it can be verified that the values assigned to off-processor memory locations remain unmodified, we show that we can effectively reuse stored off-processor data. We present experimental data from a 3-D unstructured Euler solver run on iPSC/860 to demonstrate the usefulness of our methods