An Optimized and Scalable Eigensolver for Sequences of Eigenvalue Problems

In many scientific applications the solution of non-linear differential equations are obtained through the set-up and solution of a number of successive eigenproblems. These eigenproblems can be regarded as a sequence whenever the solution of one problem fosters the initialization of the next. In addition, in some eigenproblem sequences there is a connection between the solutions of adjacent eigenproblems. Whenever it is possible to unravel the existence of such a connection, the eigenproblem sequence is said to be correlated. When facing with a sequence of correlated eigenproblems the current strategy amounts to solving each eigenproblem in isolation. We propose a alternative approach which exploits such correlation through the use of an eigensolver based on subspace iteration and accelerated with Chebyshev polynomials (ChFSI). The resulting eigensolver is optimized by minimizing the number of matrix-vector multiplications and parallelized using the Elemental library framework. Numerical results show that ChFSI achieves excellent scalability and is competitive with current dense linear algebra parallel eigensolvers.Comment: 23 Pages, 6 figures. First revision of an invited submission to special issue of Concurrency and Computation: Practice and Experienc

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

Krylov methods preconditioned with incompletely factored matrices on the CM-2

The performance is measured of the components of the key interative kernel of a preconditioned Krylov space interative linear system solver. In some sense, these numbers can be regarded as best case timings for these kernels. Sweeps were timed over meshes, sparse triangular solves, and inner products on a large 3-D model problem over a cube shaped domain discretized with a seven point template. The performance of the CM-2 is highly dependent on the use of very specialized programs. These programs mapped a regular problem domain onto the processor topology in a careful manner and used the optimized local NEWS communications network. The rather dramatic deterioration in performance was documented when these ideal conditions no longer apply. A synthetic workload generator was developed to produce and solve a parameterized family of increasingly irregular problems

GPU-based Iterative Cone Beam CT Reconstruction Using Tight Frame Regularization

X-ray imaging dose from serial cone-beam CT (CBCT) scans raises a clinical concern in most image guided radiation therapy procedures. It is the goal of this paper to develop a fast GPU-based algorithm to reconstruct high quality CBCT images from undersampled and noisy projection data so as to lower the imaging dose. For this purpose, we have developed an iterative tight frame (TF) based CBCT reconstruction algorithm. A condition that a real CBCT image has a sparse representation under a TF basis is imposed in the iteration process as regularization to the solution. To speed up the computation, a multi-grid method is employed. Our GPU implementation has achieved high computational efficiency and a CBCT image of resolution 512\times512\times70 can be reconstructed in ~5 min. We have tested our algorithm on a digital NCAT phantom and a physical Catphan phantom. It is found that our TF-based algorithm is able to reconstrct CBCT in the context of undersampling and low mAs levels. We have also quantitatively analyzed the reconstructed CBCT image quality in terms of modulation-transfer-function and contrast-to-noise ratio under various scanning conditions. The results confirm the high CBCT image quality obtained from our TF algorithm. Moreover, our algorithm has also been validated in a real clinical context using a head-and-neck patient case. Comparisons of the developed TF algorithm and the current state-of-the-art TV algorithm have also been made in various cases studied in terms of reconstructed image quality and computation efficiency.Comment: 24 pages, 8 figures, accepted by Phys. Med. Bio

Analysis of A Splitting Approach for the Parallel Solution of Linear Systems on GPU Cards

We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large; i.e., $10000 \leq N \leq 500000$. The ${\it split\ and\ parallelize}$(${\tt SaP}$) approach seeks to partition the matrix${\bf A}$into diagonal sub-blocks${\bf A}_i$,$i=1,\ldots,P$, which are independently factored in parallel. The solution may choose to consider or to ignore the matrices that couple the diagonal sub-blocks${\bf A}_i$. This approach, along with the Krylov subspace-based iterative method that it preconditions, are implemented in a solver called${\tt SaP::GPU}$, which is compared in terms of efficiency with three commonly used sparse direct solvers:${\tt PARDISO}$,${\tt SuperLU}$, and${\tt MUMPS}$.${\tt SaP::GPU}$, which runs entirely on the GPU except several stages involved in preliminary row-column permutations, is robust and compares well in terms of efficiency with the aforementioned direct solvers. In a comparison against Intel's${\tt MKL}$,${\tt SaP::GPU}$also fares well when used to solve dense banded systems that are close to being diagonally dominant.${\tt SaP::GPU}$ is publicly available and distributed as open source under a permissive BSD3 license.Comment: 38 page

PURIFY: a new approach to radio-interferometric imaging

In a recent article series, the authors have promoted convex optimization algorithms for radio-interferometric imaging in the framework of compressed sensing, which leverages sparsity regularization priors for the associated inverse problem and defines a minimization problem for image reconstruction. This approach was shown, in theory and through simulations in a simple discrete visibility setting, to have the potential to outperform significantly CLEAN and its evolutions. In this work, we leverage the versatility of convex optimization in solving minimization problems to both handle realistic continuous visibilities and offer a highly parallelizable structure paving the way to significant acceleration of the reconstruction and high-dimensional data scalability. The new algorithmic structure promoted relies on the simultaneous-direction method of multipliers (SDMM), and contrasts with the current major-minor cycle structure of CLEAN and its evolutions, which in particular cannot handle the state-of-the-art minimization problems under consideration where neither the regularization term nor the data term are differentiable functions. We release a beta version of an SDMM-based imaging software written in C and dubbed PURIFY (http://basp-group.github.io/purify/) that handles various sparsity priors, including our recent average sparsity approach SARA. We evaluate the performance of different priors through simulations in the continuous visibility setting, confirming the superiority of SARA

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