Bringing Linear Algebra Objects to Life in a Column-Oriented In-Memory Database

Large numeric matrices and multidimensional data arrays appear in many science domains, as well as in applications of financial and business warehousing. Common applications include eigenvalue determination of large matrices, which decompose into a set of linear algebra operations. With the rise of in-memory databases it is now feasible to execute these complex analytical queries directly in a relational database system without the need of transfering data out of the system and being restricted by hard disc latencies for random accesses. In this paper, we present a way to integrate linear algebra operations and large matrices as first class citizens into an in-memory database following a two-layered architectural model. The architecture consists of a logical component receiving manipulation statements and linear algebra expressions, and of a physical layer, which autonomously administrates multiple matrix storage representations. A cost-based hybrid storage representation is presented and an experimental implementation is evaluated for matrix-vector multiplications

Faster Algorithms for Rectangular Matrix Multiplication

Let {\alpha} be the maximal value such that the product of an n x n^{\alpha} matrix by an n^{\alpha} x n matrix can be computed with n^{2+o(1)} arithmetic operations. In this paper we show that \alpha>0.30298, which improves the previous record \alpha>0.29462 by Coppersmith (Journal of Complexity, 1997). More generally, we construct a new algorithm for multiplying an n x n^k matrix by an n^k x n matrix, for any value k\neq 1. The complexity of this algorithm is better than all known algorithms for rectangular matrix multiplication. In the case of square matrix multiplication (i.e., for k=1), we recover exactly the complexity of the algorithm by Coppersmith and Winograd (Journal of Symbolic Computation, 1990). These new upper bounds can be used to improve the time complexity of several known algorithms that rely on rectangular matrix multiplication. For example, we directly obtain a O(n^{2.5302})-time algorithm for the all-pairs shortest paths problem over directed graphs with small integer weights, improving over the O(n^{2.575})-time algorithm by Zwick (JACM 2002), and also improve the time complexity of sparse square matrix multiplication.Comment: 37 pages; v2: some additions in the acknowledgment

Density-Aware Linear Algebra in a Column-Oriented In-Memory Database System

Linear algebra operations appear in nearly every application in advanced analytics, machine learning, and of various science domains. Until today, many data analysts and scientists tend to use statistics software packages or hand-crafted solutions for their analysis. In the era of data deluge, however, the external statistics packages and custom analysis programs that often run on single-workstations are incapable to keep up with the vast increase in data volume and size. In particular, there is an increasing demand of scientists for large scale data manipulation, orchestration, and advanced data management capabilities. These are among the key features of a mature relational database management system (DBMS). With the rise of main memory database systems, it now has become feasible to also consider applications that built up on linear algebra. This thesis presents a deep integration of linear algebra functionality into an in-memory column-oriented database system. In particular, this work shows that it has become feasible to execute linear algebra queries on large data sets directly in a DBMS-integrated engine (LAPEG), without the need of transferring data and being restricted by hard disc latencies. From various application examples that are cited in this work, we deduce a number of requirements that are relevant for a database system that includes linear algebra functionality. Beside the deep integration of matrices and numerical algorithms, these include optimization of expressions, transparent matrix handling, scalability and data-parallelism, and data manipulation capabilities. These requirements are addressed by our linear algebra engine. In particular, the core contributions of this thesis are: firstly, we show that the columnar storage layer of an in-memory DBMS yields an easy adoption of efficient sparse matrix data types and algorithms. Furthermore, we show that the execution of linear algebra expressions significantly benefits from different techniques that are inspired from database technology. In a novel way, we implemented several of these optimization strategies in LAPEG’s optimizer (SpMachO), which uses an advanced density estimation method (SpProdest) to predict the matrix density of intermediate results. Moreover, we present an adaptive matrix data type AT Matrix to obviate the need of scientists for selecting appropriate matrix representations. The tiled substructure of AT Matrix is exploited by our matrix multiplication to saturate the different sockets of a multicore main-memory platform, reaching up to a speed-up of 6x compared to alternative approaches. Finally, a major part of this thesis is devoted to the topic of data manipulation; where we propose a matrix manipulation API and present different mutable matrix types to enable fast insertions and deletes. We finally conclude that our linear algebra engine is well-suited to process dynamic, large matrix workloads in an optimized way. In particular, the DBMS-integrated LAPEG is filling the linear algebra gap, and makes columnar in-memory DBMS attractive as efficient, scalable ad-hoc analysis platform for scientists

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)

On Defining SPARQL with Boolean Tensor Algebra

The Resource Description Framework (RDF) represents information as subject-predicate-object triples. These triples are commonly interpreted as a directed labelled graph. We propose an alternative approach, interpreting the data as a 3-way Boolean tensor. We show how SPARQL queries - the standard queries for RDF - can be expressed as elementary operations in Boolean algebra, giving us a complete re-interpretation of RDF and SPARQL. We show how the Boolean tensor interpretation allows for new optimizations and analyses of the complexity of SPARQL queries. For example, estimating the size of the results for different join queries becomes much simpler