10,816 research outputs found
A Massively Parallel Algorithm for the Approximate Calculation of Inverse p-th Roots of Large Sparse Matrices
We present the submatrix method, a highly parallelizable method for the
approximate calculation of inverse p-th roots of large sparse symmetric
matrices which are required in different scientific applications. We follow the
idea of Approximate Computing, allowing imprecision in the final result in
order to be able to utilize the sparsity of the input matrix and to allow
massively parallel execution. For an n x n matrix, the proposed algorithm
allows to distribute the calculations over n nodes with only little
communication overhead. The approximate result matrix exhibits the same
sparsity pattern as the input matrix, allowing for efficient reuse of allocated
data structures.
We evaluate the algorithm with respect to the error that it introduces into
calculated results, as well as its performance and scalability. We demonstrate
that the error is relatively limited for well-conditioned matrices and that
results are still valuable for error-resilient applications like
preconditioning even for ill-conditioned matrices. We discuss the execution
time and scaling of the algorithm on a theoretical level and present a
distributed implementation of the algorithm using MPI and OpenMP. We
demonstrate the scalability of this implementation by running it on a
high-performance compute cluster comprised of 1024 CPU cores, showing a speedup
of 665x compared to single-threaded execution
Solving rank structured Sylvester and Lyapunov equations
We consider the problem of efficiently solving Sylvester and Lyapunov
equations of medium and large scale, in case of rank-structured data, i.e.,
when the coefficient matrices and the right-hand side have low-rank
off-diagonal blocks. This comprises problems with banded data, recently studied
by Haber and Verhaegen in "Sparse solution of the Lyapunov equation for
large-scale interconnected systems", Automatica, 2016, and by Palitta and
Simoncini in "Numerical methods for large-scale Lyapunov equations with
symmetric banded data", SISC, 2018, which often arise in the discretization of
elliptic PDEs.
We show that, under suitable assumptions, the quasiseparable structure is
guaranteed to be numerically present in the solution, and explicit novel
estimates of the numerical rank of the off-diagonal blocks are provided.
Efficient solution schemes that rely on the technology of hierarchical
matrices are described, and several numerical experiments confirm the
applicability and efficiency of the approaches. We develop a MATLAB toolbox
that allows easy replication of the experiments and a ready-to-use interface
for the solvers. The performances of the different approaches are compared, and
we show that the new methods described are efficient on several classes of
relevant problems
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
Structure Preserving Parallel Algorithms for Solving the Bethe-Salpeter Eigenvalue Problem
The Bethe-Salpeter eigenvalue problem is a dense structured eigenvalue
problem arising from discretized Bethe-Salpeter equation in the context of
computing exciton energies and states. A computational challenge is that at
least half of the eigenvalues and the associated eigenvectors are desired in
practice. We establish the equivalence between Bethe-Salpeter eigenvalue
problems and real Hamiltonian eigenvalue problems. Based on theoretical
analysis, structure preserving algorithms for a class of Bethe-Salpeter
eigenvalue problems are proposed. We also show that for this class of problems
all eigenvalues obtained from the Tamm-Dancoff approximation are overestimated.
In order to solve large scale problems of practical interest, we discuss
parallel implementations of our algorithms targeting distributed memory
systems. Several numerical examples are presented to demonstrate the efficiency
and accuracy of our algorithms
Minimizing Communication for Eigenproblems and the Singular Value Decomposition
Algorithms have two costs: arithmetic and communication. The latter
represents the cost of moving data, either between levels of a memory
hierarchy, or between processors over a network. Communication often dominates
arithmetic and represents a rapidly increasing proportion of the total cost, so
we seek algorithms that minimize communication. In \cite{BDHS10} lower bounds
were presented on the amount of communication required for essentially all
-like algorithms for linear algebra, including eigenvalue problems and
the SVD. Conventional algorithms, including those currently implemented in
(Sca)LAPACK, perform asymptotically more communication than these lower bounds
require. In this paper we present parallel and sequential eigenvalue algorithms
(for pencils, nonsymmetric matrices, and symmetric matrices) and SVD algorithms
that do attain these lower bounds, and analyze their convergence and
communication costs.Comment: 43 pages, 11 figure
A Hierarchical Spatio-Temporal Statistical Model Motivated by Glaciology
In this paper, we extend and analyze a Bayesian hierarchical spatio-temporal
model for physical systems. A novelty is to model the discrepancy between the
output of a computer simulator for a physical process and the actual process
values with a multivariate random walk. For computational efficiency, linear
algebra for bandwidth limited matrices is utilized, and first-order emulator
inference allows for the fast emulation of a numerical partial differential
equation (PDE) solver. A test scenario from a physical system motivated by
glaciology is used to examine the speed and accuracy of the computational
methods used, in addition to the viability of modeling assumptions. We conclude
by discussing how the model and associated methodology can be applied in other
physical contexts besides glaciology.Comment: Revision accepted for publication by the Journal of Agricultural,
Biological, and Environmental Statistic
Fast computation of spectral projectors of banded matrices
We consider the approximate computation of spectral projectors for symmetric
banded matrices. While this problem has received considerable attention,
especially in the context of linear scaling electronic structure methods, the
presence of small relative spectral gaps challenges existing methods based on
approximate sparsity. In this work, we show how a data-sparse approximation
based on hierarchical matrices can be used to overcome this problem. We prove a
priori bounds on the approximation error and propose a fast algo- rithm based
on the QDWH algorithm, along the works by Nakatsukasa et al. Numerical
experiments demonstrate that the performance of our algorithm is robust with
respect to the spectral gap. A preliminary Matlab implementation becomes faster
than eig already for matrix sizes of a few thousand.Comment: 27 pages, 10 figure
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