A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

Predict-and-recompute conjugate gradient variants

The standard implementation of the conjugate gradient algorithm suffers from communication bottlenecks on parallel architectures, due primarily to the two global reductions required every iteration. In this paper, we introduce several predict-and-recompute type conjugate gradient variants, which decrease the runtime per iteration by overlapping global synchronizations, and in the case of our pipelined variants, matrix vector products. Through the use of a predict-and-recompute scheme, whereby recursively updated quantities are first used as a predictor for their true values and then recomputed exactly at a later point in the iteration, our variants are observed to have convergence properties nearly as good as the standard conjugate gradient problem implementation on every problem we tested. It is also verified experimentally that our variants do indeed reduce runtime per iteration in practice, and that they scale similarly to previously studied communication hiding variants. Finally, because our variants achieve good convergence without the use of any additional input parameters, they have the potential to be used in place of the standard conjugate gradient implementation in a range of applications.Comment: This material is based upon work supported by the NSF GRFP. Code for reproducing all figures and tables in the this paper can be found here: https://github.com/tchen01/new_cg_variant

Parallel implementation of the finite element method on shared memory multiprocessors

PhD ThesisThe work presented in this thesis concerns parallel methods for finite element analysis. The research has been funded by British Gas and some of the presented material involves work on their software. Practical problems involving the finite element method can use a large amount of processing power and the execution times can be very large. It is consequently important to investigate the possibilities for the parallel implementation of the method. The research has been carried out on an Encore Multimax, a shared memory multiprocessor with 14 identical CPU's. We firstly experimented on autoparallelising a large British Gas finite element program (GASP4) using Encore's parallelising Fortran compiler (epf). The par- allel program generated by epj proved not to be efficient. The main reasons are the complexity of the code and small grain parallelism. Since the program is hard to analyse for the compiler at high levels, only small grain parallelism has been inserted automatically into the code. This involves a great deal of low level syn- chronisations which produce large overheads and cause inefficiency. A detailed analysis of the autoparallelised code has been made with a view to determining the reasons for the inefficiency. Suggestions have also been made about writing programs such that they are suitable for efficient autoparallelisation. The finite element method consists of the assembly of a stiffness matrix and the solution of a set of simultaneous linear equations. A sparse representation of the stiffness matrix has been used to allow experimentation on large problems. Parallel assembly techniques for the sparse representation have been developed. Some of these methods have proved to be very efficient giving speed ups that are near ideal. For the solution phase, we have used the preconditioned conjugate gradient method (PCG). An incomplete LU factorization ofthe stiffness matrix with no fill- in (ILU(O)) has been found to be an effective preconditioner. The factors can be obtained at a low cost. We have parallelised all the steps of the PCG method. The main bottleneck is the triangular solves (preconditioning operations) at each step. Two parallel methods of triangular solution have been implemented. One is based on level scheduling (row-oriented parallelism) and the other is a new approach called independent columns (column-oriented parallelism). The algorithms have been tested for row and red-black orderings of the nodal unknowns in the finite element meshes considered. The best speed ups obtained are 7.29 (on 12 processors) for level scheduling and 7.11 (on 12 processors) for independent columns. Red-black ordering gives rise to better parallel performance than row ordering in general. An analysis of methods for the improvement of the parallel efficiency has been made.British Ga

The behavior of conjugate gradient algorithms on a multivector processor with a hierarchical memory

AbstractIn this paper, an analysis of some of the tradeoffs involved in the design and efficient implementation of conjugate gradient-based algorithms for a multivector processor with a two-level memory hierarchy is presented and supplemented by experimental results obtained on an Alliant FX/8. The algorithms considered consist of the classical conjugate gradient method, preconditioning techniques that are well suited for parallel computers such as polynomial preconditioners and several versions of the incomplete Cholesky preconditioners as well as the reduced system approach. For linear systems arising from the 5-point finite difference discretization of 2-d self-adjoint elliptic P.D.E.'s, the analysis shows that conjugate gradient methods do not perform as well as algorithms for dense matrix computations on the considered architecture due to lack of data locality. By using the reduced system approach, however, a significant decrease in time could be obtained

A factored sparse approximate inverse preconditioned conjugate gradient solver on graphics processing units

Graphics Processing Units (GPUs) exhibit significantly higher peak performance than conventional CPUs. However, in general only highly parallel algorithms can exploit their potential. In this scenario, the iterative solution to sparse linear systems of equations could be carried out quite efficiently on a GPU as it requires only matrix-by-vector products, dot products, and vector updates. However, to be really effective, any iterative solver needs to be properly preconditioned and this represents a major bottleneck for a successful GPU implementation. Due to its inherent parallelism, the factored sparse approximate inverse (FSAI) preconditioner represents an optimal candidate for the conjugate gradient-like solution of sparse linear systems. However, its GPU implementation requires a nontrivial recasting of multiple computational steps. We present our GPU version of the FSAI preconditioner along with a set of results that show how a noticeable speedup with respect to a highly tuned CPU counterpart is obtained

Accelerating the Performance of a Novel Meshless Method Based on Collocation With Radial Basis Functions By Employing a Graphical Processing Unit as a Parallel Coprocessor

In recent times, a variety of industries, applications and numerical methods including the meshless method have enjoyed a great deal of success by utilizing the graphical processing unit (GPU) as a parallel coprocessor. These benefits often include performance improvement over the previous implementations. Furthermore, applications running on graphics processors enjoy superior performance per dollar and performance per watt than implementations built exclusively on traditional central processing technologies. The GPU was originally designed for graphics acceleration but the modern GPU, known as the General Purpose Graphical Processing Unit (GPGPU) can be used for scientific and engineering calculations. The GPGPU consists of massively parallel array of integer and floating point processors. There are typically hundreds of processors per graphics card with dedicated high-speed memory. This work describes an application written by the author, titled GaussianRBF to show the implementation and results of a novel meshless method that in-cooperates the collocation of the Gaussian radial basis function by utilizing the GPU as a parallel co-processor. Key phases of the proposed meshless method have been executed on the GPU using the NVIDIA CUDA software development kit. Especially, the matrix fill and solution phases have been carried out on the GPU, along with some post processing. This approach resulted in a decreased processing time compared to similar algorithm implemented on the CPU while maintaining the same accuracy