An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which have low-rank off-diagonal blocks, to approximate the frontal matrices. For HSS matrix construction, a randomized sampling algorithm is used together with interpolative decompositions. The combination of the randomized compression with a fast ULV HSS factorization leads to a solver with lower computational complexity than the standard multifrontal method for many applications, resulting in speedups up to 7 fold for problems in our test suite. The implementation targets many-core systems by using task parallelism with dynamic runtime scheduling. Numerical experiments show performance improvements over state-of-the-art sparse direct solvers. The implementation achieves high performance and good scalability on a range of modern shared memory parallel systems, including the Intel Xeon Phi (MIC). The code is part of a software package called STRUMPACK -- STRUctured Matrices PACKage, which also has a distributed memory component for dense rank-structured matrices

Using the VBARMS method in parallel computing

The paper describes an improved parallel MPI-based implementation of VBARMS, a variable block variant of the pARMS preconditioner proposed by Li, Saad and Sosonkina [NLAA, 2003] for solving general nonsymmetric linear systems. The parallel VBARMS solver can detect automatically exact or approximate dense structures in the linear system, and exploits this information to achieve improved reliability and increased throughput during the factorization. A novel graph compression algorithm is discussed that finds these approximate dense blocks structures and requires only one simple to use parameter. A complete study of the numerical and parallel performance of parallel VBARMS is presented for the analysis of large turbulent Navier-Stokes equations on a suite of three- dimensional test cases