The Linear Algebra Mapping Problem

We observe a disconnect between the developers and the end users of linear algebra libraries. On the one hand, the numerical linear algebra and the high-performance communities invest significant effort in the development and optimization of highly sophisticated numerical kernels and libraries, aiming at the maximum exploitation of both the properties of the input matrices, and the architectural features of the target computing platform. On the other hand, end users are progressively less likely to go through the error-prone and time consuming process of directly using said libraries by writing their code in C or Fortran; instead, languages and libraries such as Matlab, Julia, Eigen and Armadillo, which offer a higher level of abstraction, are becoming more and more popular. Users are given the opportunity to code matrix computations with a syntax that closely resembles the mathematical description; it is then a compiler or an interpreter that internally maps the input program to lower level kernels, as provided by libraries such as BLAS and LAPACK. Unfortunately, our experience suggests that in terms of performance, this translation is typically vastly suboptimal. In this paper, we first introduce the Linear Algebra Mapping Problem, and then investigate how effectively a benchmark of test problems is solved by popular high-level programming languages. Specifically, we consider Matlab, Octave, Julia, R, Armadillo (C++), Eigen (C++), and NumPy (Python); the benchmark is meant to test both standard compiler optimizations such as common subexpression elimination and loop-invariant code motion, as well as linear algebra specific optimizations such as optimal parenthesization of a matrix product and kernel selection for matrices with properties. The aim of this study is to give concrete guidelines for the development of languages and libraries that support linear algebra computations

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

Models for Parallel Computation in Multi-Core, Heterogeneous, and Ultra Wide-Word Architectures

Multi-core processors have become the dominant processor architecture with 2, 4, and 8 cores on a chip being widely available and an increasing number of cores predicted for the future. In addition, the decreasing costs and increasing programmability of Graphic Processing Units (GPUs) have made these an accessible source of parallel processing power in general purpose computing. Among the many research challenges that this scenario has raised are the fundamental problems related to theoretical modeling of computation in these architectures. In this thesis we study several aspects of computation in modern parallel architectures, from modeling of computation in multi-cores and heterogeneous platforms, to multi-core cache management strategies, through the proposal of an architecture that exploits bit-parallelism on thousands of bits. Observing that in practice multi-cores have a small number of cores, we propose a model for low-degree parallelism for these architectures. We argue that assuming a small number of processors (logarithmic in a problem's input size) simplifies the design of parallel algorithms. We show that in this model a large class of divide-and-conquer and dynamic programming algorithms can be parallelized with simple modifications to sequential programs, while achieving optimal parallel speedups. We further explore low-degree-parallelism in computation, providing evidence of fundamental differences in practice and theory between systems with a sublinear and linear number of processors, and suggesting a sharp theoretical gap between the classes of problems that are efficiently parallelizable in each case. Efficient strategies to manage shared caches play a crucial role in multi-core performance. We propose a model for paging in multi-core shared caches, which extends classical paging to a setting in which several threads share the cache. We show that in this setting traditional cache management policies perform poorly, and that any effective strategy must partition the cache among threads, with a partition that adapts dynamically to the demands of each thread. Inspired by the shared cache setting, we introduce the minimum cache usage problem, an extension to classical sequential paging in which algorithms must account for the amount of cache they use. This cache-aware model seeks algorithms with good performance in terms of faults and the amount of cache used, and has applications in energy efficient caching and in shared cache scenarios. The wide availability of GPUs has added to the parallel power of multi-cores, however, most applications underutilize the available resources. We propose a model for hybrid computation in heterogeneous systems with multi-cores and GPU, and describe strategies for generic parallelization and efficient scheduling of a large class of divide-and-conquer algorithms. Lastly, we introduce the Ultra-Wide Word architecture and model, an extension of the word-RAM model, that allows for constant time operations on thousands of bits in parallel. We show that a large class of existing algorithms can be implemented in the Ultra-Wide Word model, achieving speedups comparable to those of multi-threaded computations, while avoiding the more difficult aspects of parallel programming