Lanczos eigensolution method for high-performance computers

The theory, computational analysis, and applications are presented of a Lanczos algorithm on high performance computers. The computationally intensive steps of the algorithm are identified as: the matrix factorization, the forward/backward equation solution, and the matrix vector multiples. These computational steps are optimized to exploit the vector and parallel capabilities of high performance computers. The savings in computational time from applying optimization techniques such as: variable band and sparse data storage and access, loop unrolling, use of local memory, and compiler directives are presented. Two large scale structural analysis applications are described: the buckling of a composite blade stiffened panel with a cutout, and the vibration analysis of a high speed civil transport. The sequential computational time for the panel problem executed on a CONVEX computer of 181.6 seconds was decreased to 14.1 seconds with the optimized vector algorithm. The best computational time of 23 seconds for the transport problem with 17,000 degs of freedom was on the the Cray-YMP using an average of 3.63 processors

Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

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

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

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

High-Performance Solvers for Dense Hermitian Eigenproblems

We introduce a new collection of solvers - subsequently called EleMRRR - for large-scale dense Hermitian eigenproblems. EleMRRR solves various types of problems: generalized, standard, and tridiagonal eigenproblems. Among these, the last is of particular importance as it is a solver on its own right, as well as the computational kernel for the first two; we present a fast and scalable tridiagonal solver based on the Algorithm of Multiple Relatively Robust Representations - referred to as PMRRR. Like the other EleMRRR solvers, PMRRR is part of the freely available Elemental library, and is designed to fully support both message-passing (MPI) and multithreading parallelism (SMP). As a result, the solvers can equally be used in pure MPI or in hybrid MPI-SMP fashion. We conducted a thorough performance study of EleMRRR and ScaLAPACK's solvers on two supercomputers. Such a study, performed with up to 8,192 cores, provides precise guidelines to assemble the fastest solver within the ScaLAPACK framework; it also indicates that EleMRRR outperforms even the fastest solvers built from ScaLAPACK's components

The solution of linear systems of equations with a structural analysis code on the NAS CRAY-2

Two methods for solving linear systems of equations on the NAS Cray-2 are described. One is a direct method; the other is an iterative method. Both methods exploit the architecture of the Cray-2, particularly the vectorization, and are aimed at structural analysis applications. To demonstrate and evaluate the methods, they were installed in a finite element structural analysis code denoted the Computational Structural Mechanics (CSM) Testbed. A description of the techniques used to integrate the two solvers into the Testbed is given. Storage schemes, memory requirements, operation counts, and reformatting procedures are discussed. Finally, results from the new methods are compared with results from the initial Testbed sparse Choleski equation solver for three structural analysis problems. The new direct solvers described achieve the highest computational rates of the methods compared. The new iterative methods are not able to achieve as high computation rates as the vectorized direct solvers but are best for well conditioned problems which require fewer iterations to converge to the solution

The Reverse Cuthill-McKee Algorithm in Distributed-Memory

Ordering vertices of a graph is key to minimize fill-in and data structure size in sparse direct solvers, maximize locality in iterative solvers, and improve performance in graph algorithms. Except for naturally parallelizable ordering methods such as nested dissection, many important ordering methods have not been efficiently mapped to distributed-memory architectures. In this paper, we present the first-ever distributed-memory implementation of the reverse Cuthill-McKee (RCM) algorithm for reducing the profile of a sparse matrix. Our parallelization uses a two-dimensional sparse matrix decomposition. We achieve high performance by decomposing the problem into a small number of primitives and utilizing optimized implementations of these primitives. Our implementation shows strong scaling up to 1024 cores for smaller matrices and up to 4096 cores for larger matrices

An a posteriori verification method for generalized real-symmetric eigenvalue problems in large-scale electronic state calculations

An a posteriori verification method is proposed for the generalized real-symmetric eigenvalue problem and is applied to densely clustered eigenvalue problems in large-scale electronic state calculations. The proposed method is realized by a two-stage process in which the approximate solution is computed by existing numerical libraries and is then verified in a moderate computational time. The procedure returns intervals containing one exact eigenvalue in each interval. Test calculations were carried out for organic device materials, and the verification method confirms that all exact eigenvalues are well separated in the obtained intervals. This verification method will be integrated into EigenKernel (https://github.com/eigenkernel/), which is middleware for various parallel solvers for the generalized eigenvalue problem. Such an a posteriori verification method will be important in future computational science.Comment: 15 pages, 7 figure