Mixed-Precision Numerical Linear Algebra Algorithms: Integer Arithmetic Based LU Factorization and Iterative Refinement for Hermitian Eigenvalue Problem

Mixed-precision algorithms are a class of algorithms that uses low precision in part of the algorithm in order to save time and energy with less accurate computation and communication. These algorithms usually utilize iterative refinement processes to improve the approximate solution obtained from low precision to the accuracy we desire from doing all the computation in high precision. Due to the demand of deep learning applications, there are hardware developments offering different low-precision formats including half precision (FP16), Bfloat16 and integer operations for quantized integers, which uses integers with a shared scalar to represent a set of equally spaced numbers. As new hardware architectures focus on bringing performance in these formats, the mixed-precision algorithms have more potential leverage on them and outmatch traditional fixed-precision algorithms. This dissertation consists of two articles. In the first article, we adapt one of the most fundamental algorithms in numerical linear algebra---LU factorization with partial pivoting--- to use integer arithmetic. With the goal of obtaining a low accuracy factorization as the preconditioner of generalized minimal residual (GMRES) to solve systems of linear equations, the LU factorization is adapted to use two different fixed-point formats for matrices L and U. A left-looking variant is also proposed for matrices with unbounded column growth. Finally, GMRES iterative refinement has shown that it can work on matrices with condition numbers up to 10000 with the algorithm that uses int16 as input and int32 accumulator for the update step. The second article targets symmetric and Hermitian eigenvalue problems. In this section we revisit the SICE algorithm from Dongarra et al. By applying the Sherman-Morrison formula on the diagonally-shifted tridiagonal systems, we propose an updated SICE-SM algorithm. By incorporating the latest two-stage algorithms from the PLASMA and MAGMA software libraries for numerical linear algebra, we achieved up to 3.6x speedup using the mixed-precision eigensolver with the blocked SICE-SM algorithm for iterative refinement when compared with full double complex precision solvers for the cases with a portion of eigenvalues and eigenvectors requested

MRRR-based Eigensolvers for Multi-core Processors and Supercomputers

The real symmetric tridiagonal eigenproblem is of outstanding importance in numerical computations; it arises frequently as part of eigensolvers for standard and generalized dense Hermitian eigenproblems that are based on a reduction to tridiagonal form. For its solution, the algorithm of Multiple Relatively Robust Representations (MRRR or MR3 in short) - introduced in the late 1990s - is among the fastest methods. To compute k eigenpairs of a real n-by-n tridiagonal T, MRRR only requires O(kn) arithmetic operations; in contrast, all the other practical methods require O(k^2 n) or O(n^3) operations in the worst case. This thesis centers around the performance and accuracy of MRRR.Comment: PhD thesi

Studies in Rheology: Molecular Simulation and Theory

With an enormous advance in the capability of computers during the last fewdecades, the computer simulation has become an important tool for scientific researches in many areas such as physics, chemistry, biology, and so on. In particular, moleculardynamics (MD) simulations have been proven to be of a great help in understanding the rheology of complex fluids from the fundamental microscopic viewpoint. There are two important standard flows in rheology: shear flow and elongational flow. While there exist suitable nonequilibrium MD (NEMD) algorithms of shear flows, such as the Lees-Edwards purely boundary-driven algorithm and the so-called SLLOD algorithm as a field-driven algorithm, a proper NEMD algorithm for elongational flow has been lacking. The main difficulty of simulating elongational flow lies in the limited simulation time available due to the contraction of one or two dimensions dictated by itskinematics. This problem, however, has been partially resolved by Kraynik and Reinelt’s ingenious discovery of the temporal and spatial periodicity of lattice vectors in planar elongational flow (PEF). Although there have been a few NEMD simulations of PEF using their idea, another serious defect has recently been reported when using the SLLOD algorithm in PEF: for adiabatic systems, the total linear momentum of the system in the contracting direction grows exponentially with time, which eventually leads to an aphysical phase transition.This problem has been completely resolved by using the so-called ‘proper-SLLOD’ or ‘p-SLLOD’ algorithm, whose development has been one of the mainaccomplishments of this study. The fundamental correctness of the p-SLLOD algorithm has been demonstrated quite thoroughly in this work through detailed theoretical analyses together with direct simulation results. Both theoretical and simulation works achieved in this research are expected to play a significant role in advancing the knowledge of rheology, as well as that of NEMD simulation itself for other types of flow in general. Another important achievement in this work is the demonstration of the possibility of predicting a liquid structure in nonequilibrium states by employing a concept of ‘hypothetical’ nonequilibrium potentials. The methodology developed in this work has been shown to have good potential for further developments in this field

A CMV--based eigensolver for companion matrices

In this paper we present a novel matrix method for polynomial rootfinding. The roots are approximated by computing the eigenvalues of a permuted version of the companion matrix associated with the polynomial in block upper Hessenberg form with possibly nonsquare subdiagonal blocks. It is shown that this form, referred to as a lower staircase form of the companion matrix in reference to its characteristic appearance, is well suited for the application of the QR eigenvalue algorithm. In particular, each matrix generated under this iteration is block upper Hessenberg and, moreover, all its submatrices located in a specified upper triangular portion are of rank two at most with entries represented by means of four given vectors. By exploiting these properties we design a fast and computationally simple structured QR iteration which computes the eigenvalues of a companion matrix of size $n$ in lower staircase form using $O(n^2)$ flops and $O(n)$ memory storage. This iteration is theoretically faster than other fast variants of the QR iteration for companion matrices in customary Hessenberg form. Numerical experiments show the efficiency and the accuracy of the proposed approach

NASTRAN Project Final Report

NASTRAN program features and physical aspect

The NASTRAN theoretical manual

Designed to accommodate additions and modifications, this commentary on NASTRAN describes the problem solving capabilities of the program in a narrative fashion and presents developments of the analytical and numerical procedures that underlie the program. Seventeen major sections and numerous subsections cover; the organizational aspects of the program, utility matrix routines, static structural analysis, heat transfer, dynamic structural analysis, computer graphics, special structural modeling techniques, error analysis, interaction between structures and fluids, and aeroelastic analysis