5,231 research outputs found
Recommended from our members
Solving large scale linear programming
The interior point method (IPM) is now well established as a competitive technique for solving very large scale linear programming problems. The leading variant of the interior point method is the primal dual - predictor corrector algorithm due to Mehrotra. The main computational steps of this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations.
We describe an implementation of the predictor corrector IPM algorithm on MasPar, a massively parallel SIMD computer. At the heart of the implemen-tation is a parallel Cholesky factorization algorithm for sparse matrices. Our implementation uses a new scheme of mapping the matrix onto the processor grid of the MasPar, that results in a more efficient Cholesky factorization than previously suggested schemes.
The IPM implementation uses the parallel unit of MasPar to speed up the factorization and other computationally intensive parts of the IPM. An impor-tant part of this implementation is the judicious division of data and computation between the front-end computer, that runs the main IPM algorithm, and the par-allel unit. Performanc
Chunky and Equal-Spaced Polynomial Multiplication
Finding the product of two polynomials is an essential and basic problem in
computer algebra. While most previous results have focused on the worst-case
complexity, we instead employ the technique of adaptive analysis to give an
improvement in many "easy" cases. We present two adaptive measures and methods
for polynomial multiplication, and also show how to effectively combine them to
gain both advantages. One useful feature of these algorithms is that they
essentially provide a gradient between existing "sparse" and "dense" methods.
We prove that these approaches provide significant improvements in many cases
but in the worst case are still comparable to the fastest existing algorithms.Comment: 23 Pages, pdflatex, accepted to Journal of Symbolic Computation (JSC
Recommended from our members
The scheduling of sparse matrix-vector multiplication on a massively parallel dap computer
An efficient data structure is presented which supports general unstructured sparse matrix-vector multiplications on a Distributed Array of Processors (DAP). This approach seeks to reduce the inter-processor data movements and organises the operations in batches of massively parallel steps by a heuristic scheduling procedure performed on the host computer.
The resulting data structure is of particular relevance to iterative schemes for solving linear systems. Performance results for matrices taken from well known Linear Programming (LP) test problems are presented and analysed
Reproducibility, accuracy and performance of the Feltor code and library on parallel computer architectures
Feltor is a modular and free scientific software package. It allows
developing platform independent code that runs on a variety of parallel
computer architectures ranging from laptop CPUs to multi-GPU distributed memory
systems. Feltor consists of both a numerical library and a collection of
application codes built on top of the library. Its main target are two- and
three-dimensional drift- and gyro-fluid simulations with discontinuous Galerkin
methods as the main numerical discretization technique. We observe that
numerical simulations of a recently developed gyro-fluid model produce
non-deterministic results in parallel computations. First, we show how we
restore accuracy and bitwise reproducibility algorithmically and
programmatically. In particular, we adopt an implementation of the exactly
rounded dot product based on long accumulators, which avoids accuracy losses
especially in parallel applications. However, reproducibility and accuracy
alone fail to indicate correct simulation behaviour. In fact, in the physical
model slightly different initial conditions lead to vastly different end
states. This behaviour translates to its numerical representation. Pointwise
convergence, even in principle, becomes impossible for long simulation times.
In a second part, we explore important performance tuning considerations. We
identify latency and memory bandwidth as the main performance indicators of our
routines. Based on these, we propose a parallel performance model that predicts
the execution time of algorithms implemented in Feltor and test our model on a
selection of parallel hardware architectures. We are able to predict the
execution time with a relative error of less than 25% for problem sizes between
0.1 and 1000 MB. Finally, we find that the product of latency and bandwidth
gives a minimum array size per compute node to achieve a scaling efficiency
above 50% (both strong and weak)
Efficient dot product over word-size finite fields
We want to achieve efficiency for the exact computation of the dot product of
two vectors over word-size finite fields. We therefore compare the practical
behaviors of a wide range of implementation techniques using different
representations. The techniques used include oating point representations,
discrete logarithms, tabulations, Montgomery reduction, delayed modulus
- …