Evaluation of Directive-Based GPU Programming Models on a Block Eigensolver with Consideration of Large Sparse Matrices

Achieving high performance and performance portability for large-scale scientific applications is a major challenge on heterogeneous computing systems such as many-core CPUs and accelerators like GPUs. In this work, we implement a widely used block eigensolver, Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG), using two popular directive based programming models (OpenMP and OpenACC) for GPU-accelerated systems. Our work differs from existing work in that it adopts a holistic approach that optimizes the full solver performance rather than narrowing the problem into small kernels (e.g., SpMM, SpMV). Our LOPBCG GPU implementation achieves a 2.8$${\times }$$–4.3$${\times }$$ speedup over an optimized CPU implementation when tested with four different input matrices. The evaluated configuration compared one Skylake CPU to one Skylake CPU and one NVIDIA V100 GPU. Our OpenMP and OpenACC LOBPCG GPU implementations gave nearly identical performance. We also consider how to create an efficient LOBPCG solver that can solve problems larger than GPU memory capacity. To this end, we create microbenchmarks representing the two dominant kernels (inner product and SpMM kernel) in LOBPCG and then evaluate performance when using two different programming approaches: tiling the kernels, and using Unified Memory with the original kernels. Our tiled SpMM implementation achieves a 2.9$${\times }$$ and 48.2$${\times }$$ speedup over the Unified Memory implementation on supercomputers with PCIe Gen3 and NVLink 2.0 CPU to GPU interconnects, respectively

Performance Evaluation of Sparse Matrix Multiplication Kernels on Intel Xeon Phi

Intel Xeon Phi is a recently released high-performance coprocessor which features 61 cores each supporting 4 hardware threads with 512-bit wide SIMD registers achieving a peak theoretical performance of 1Tflop/s in double precision. Many scientific applications involve operations on large sparse matrices such as linear solvers, eigensolver, and graph mining algorithms. The core of most of these applications involves the multiplication of a large, sparse matrix with a dense vector (SpMV). In this paper, we investigate the performance of the Xeon Phi coprocessor for SpMV. We first provide a comprehensive introduction to this new architecture and analyze its peak performance with a number of micro benchmarks. Although the design of a Xeon Phi core is not much different than those of the cores in modern processors, its large number of cores and hyperthreading capability allow many application to saturate the available memory bandwidth, which is not the case for many cutting-edge processors. Yet, our performance studies show that it is the memory latency not the bandwidth which creates a bottleneck for SpMV on this architecture. Finally, our experiments show that Xeon Phi's sparse kernel performance is very promising and even better than that of cutting-edge general purpose processors and GPUs

Speculative Segmented Sum for Sparse Matrix-Vector Multiplication on Heterogeneous Processors

Sparse matrix-vector multiplication (SpMV) is a central building block for scientific software and graph applications. Recently, heterogeneous processors composed of different types of cores attracted much attention because of their flexible core configuration and high energy efficiency. In this paper, we propose a compressed sparse row (CSR) format based SpMV algorithm utilizing both types of cores in a CPU-GPU heterogeneous processor. We first speculatively execute segmented sum operations on the GPU part of a heterogeneous processor and generate a possibly incorrect results. Then the CPU part of the same chip is triggered to re-arrange the predicted partial sums for a correct resulting vector. On three heterogeneous processors from Intel, AMD and nVidia, using 20 sparse matrices as a benchmark suite, the experimental results show that our method obtains significant performance improvement over the best existing CSR-based SpMV algorithms. The source code of this work is downloadable at https://github.com/bhSPARSE/Benchmark_SpMV_using_CSRComment: 22 pages, 8 figures, Published at Parallel Computing (PARCO

Online Tensor Methods for Learning Latent Variable Models

We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomposition of moment tensors using stochastic gradient descent. We conduct optimization of multilinear operations in SGD and avoid directly forming the tensors, to save computational and storage costs. We present optimized algorithm in two platforms. Our GPU-based implementation exploits the parallelism of SIMD architectures to allow for maximum speed-up by a careful optimization of storage and data transfer, whereas our CPU-based implementation uses efficient sparse matrix computations and is suitable for large sparse datasets. For the community detection problem, we demonstrate accuracy and computational efficiency on Facebook, Yelp and DBLP datasets, and for the topic modeling problem, we also demonstrate good performance on the New York Times dataset. We compare our results to the state-of-the-art algorithms such as the variational method, and report a gain of accuracy and a gain of several orders of magnitude in the execution time.Comment: JMLR 201