102 research outputs found
The design and use of a sparse direct solver for skew symmetric matrices
AbstractWe consider the LDLT factorization of sparse skew symmetric matrices. We see that the pivoting strategies are similar, but simpler, to those used in the factorization of sparse symmetric indefinite matrices, and we briefly describe the algorithms used in a forthcoming direct code based on multifrontal techniques for the factorization of real skew symmetric matrices. We show how this factorization can be very efficient for preconditioning matrices that have a large skew component
Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
The linear equations that arise in interior methods for constrained
optimization are sparse symmetric indefinite and become extremely
ill-conditioned as the interior method converges. These linear systems present
a challenge for existing solver frameworks based on sparse LU or LDL^T
decompositions. We benchmark five well known direct linear solver packages
using matrices extracted from power grid optimization problems. The achieved
solution accuracy varies greatly among the packages. None of the tested
packages delivers significant GPU acceleration for our test cases
Improving multifrontal methods by means of block low-rank representations
Submitted for publication to SIAMMatrices coming from elliptic Partial Differential Equations (PDEs) have been shown to have a low-rank property: well defined off-diagonal blocks of their Schur complements can be approximated by low-rank products. Given a suitable ordering of the matrix which gives to the blocks a geometrical meaning, such approximations can be computed using an SVD or a rank-revealing QR factorization. The resulting representation offers a substantial reduction of the memory requirement and gives efficient ways to perform many of the basic dense algebra operations. Several strategies have been proposed to exploit this property. We propose a low-rank format called Block Low-Rank (BLR), and explain how it can be used to reduce the memory footprint and the complexity of direct solvers for sparse matrices based on the multifrontal method. We present experimental results that show how the BLR format delivers gains that are comparable to those obtained with hierarchical formats such as Hierarchical matrices (H matrices) and Hierarchically Semi-Separable (HSS matrices) but provides much greater flexibility and ease of use which are essential in the context of a general purpose, algebraic solver
Combinatorial problems in solving linear systems
42 pages, available as LIP research report RR-2009-15Numerical linear algebra and combinatorial optimization are vast subjects; as is their interaction. In virtually all cases there should be a notion of sparsity for a combinatorial problem to arise. Sparse matrices therefore form the basis of the interaction of these two seemingly disparate subjects. As the core of many of today's numerical linear algebra computations consists of the solution of sparse linear system by direct or iterative methods, we survey some combinatorial problems, ideas, and algorithms relating to these computations. On the direct methods side, we discuss issues such as matrix ordering; bipartite matching and matrix scaling for better pivoting; task assignment and scheduling for parallel multifrontal solvers. On the iterative method side, we discuss preconditioning techniques including incomplete factorization preconditioners, support graph preconditioners, and algebraic multigrid. In a separate part, we discuss the block triangular form of sparse matrices
Taking advantage of hybrid systems for sparse direct solvers via task-based runtimes
The ongoing hardware evolution exhibits an escalation in the number, as well
as in the heterogeneity, of computing resources. The pressure to maintain
reasonable levels of performance and portability forces application developers
to leave the traditional programming paradigms and explore alternative
solutions. PaStiX is a parallel sparse direct solver, based on a dynamic
scheduler for modern hierarchical manycore architectures. In this paper, we
study the benefits and limits of replacing the highly specialized internal
scheduler of the PaStiX solver with two generic runtime systems: PaRSEC and
StarPU. The tasks graph of the factorization step is made available to the two
runtimes, providing them the opportunity to process and optimize its traversal
in order to maximize the algorithm efficiency for the targeted hardware
platform. A comparative study of the performance of the PaStiX solver on top of
its native internal scheduler, PaRSEC, and StarPU frameworks, on different
execution environments, is performed. The analysis highlights that these
generic task-based runtimes achieve comparable results to the
application-optimized embedded scheduler on homogeneous platforms. Furthermore,
they are able to significantly speed up the solver on heterogeneous
environments by taking advantage of the accelerators while hiding the
complexity of their efficient manipulation from the programmer.Comment: Heterogeneity in Computing Workshop (2014
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