Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs

Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In particular, an anisotropic elliptic PDE for the pressure correction has to be solved at every time step in the dynamical core of many numerical weather prediction models, and equations of a very similar structure arise in global ocean models, subsurface flow simulations and gas and oil reservoir modelling. The elliptic solve is often the bottleneck of the forecast, and an algorithmically optimal method has to be used and implemented efficiently. Graphics Processing Units have been shown to be highly efficient for a wide range of applications in scientific computing, and recently iterative solvers have been parallelised on these architectures. We describe the GPU implementation and optimisation of a Preconditioned Conjugate Gradient (PCG) algorithm for the solution of a three dimensional anisotropic elliptic PDE for the pressure correction in NWP. Our implementation exploits the strong vertical anisotropy of the elliptic operator in the construction of a suitable preconditioner. As the algorithm is memory bound, performance can be improved significantly by reducing the amount of global memory access. We achieve this by using a matrix-free implementation which does not require explicit storage of the matrix and instead recalculates the local stencil. Global memory access can also be reduced by rewriting the algorithm using loop fusion and we show that this further reduces the runtime on the GPU. We demonstrate the performance of our matrix-free GPU code by comparing it to a sequential CPU implementation and to a matrix-explicit GPU code which uses existing libraries. The absolute performance of the algorithm for different problem sizes is quantified in terms of floating point throughput and global memory bandwidth.Comment: 18 pages, 7 figure

Solving Dense Generalized Eigenproblems on Multi-threaded Architectures

We compare two approaches to compute a fraction of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale applications, arising in molecular dynamics and material science, are employed to investigate the contributions of the application, architecture, and parallelism of the method to the performance of the solvers. The experimental results on a state-of-the-art 8-core platform, equipped with a graphics processing unit (GPU), reveal that in realistic applications, iterative Krylov-subspace methods can be a competitive approach also for the solution of dense problems

Out-of-core solution of eigenproblems for macromolecular simulations

We consider the solution of large-scale eigenvalue problems that appear in the motion simulation of complex macromolecules on desktop platforms. To tackle the dimension of the matrices that are involved in these problems, we formulate out-of-core (OOC) variants of the two selected eigensolvers, that basically decouple the performance of the solver from the storage capacity. Furthermore, we contend with the high computational complexity of the solvers by off-loading the arithmetically-intensive parts of the algorithms to a hardware graphics accelerator