On partitioning problems with complex objectives

Hypergraph and graph partitioning tools are used to partition work for efficient parallelization of many sparse matrix computations. Most of the time, the objective function that is reduced by these tools relates to reducing the communication requirements, and the balancing constraints satisfied by these tools relate to balancing the work or memory requirements. Sometimes, the objective sought for having balance is a complex function of the partition. We describe some important class of parallel sparse matrix computations that have such balance objectives. For these cases, the current state of the art partitioning tools fall short of being adequate. To the best of our knowledge, there is only a single algorithmic framework in the literature to address such balance objectives. We propose another algorithmic framework to tackle complex objectives and experimentally investigate the proposed framework.Les outils de partitionnement de graphes et d'hypergraphes interviennent pour paralléliser efficacement de nombreux algorithmes liés aux matrices creuses. La plupart du temps, la fonction objectif minimisée par ces outils est liée au besoin de réduire les coûts de communication, tandis que les contraintes d'équilibre à satisfaire sont elles liées à l'équilibrage de la charge ou de la consommation mémoire. Parfois, l'objectif d'équilibre est une fonction complexe du partitionnement. Nous décrivons plusieurs applications majeures de calcul parallèle sur des matrices creuses où de telles contraintes d'équilibre apparaissent. Pour ces exemples, même les outils de partitionnement les plus pointus sont loin d'être adéquats. Pour autant que nous sachions, il n'existe dans la littérature qu'un seul cadre algorithmique qui traite ces problèmes. Nous proposons ici une nouvelle approche algorithmique et fournissons des résultats d'expériences la mettant en œuvre

Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

Hypergraph-based Unsymmetric Nested Dissection Ordering for Sparse LU Factorization

In this paper we present HUND, a hypergraph-based unsymmetric nested dissection ordering algorithm for reducing the fill-in incurred during Gaussian elimination. HUND has several important properties. It takes a global perspective of the entire matrix, as opposed to local heuristics. It takes into account the assymetry of the input matrix by using a hypergraph to represent its structure. It is suitable for performing Gaussian elimination in parallel, with partial pivoting. This is possible because the row permutations performed due to partial pivoting do not destroy the column separators identified by the nested dissection approach. Experimental results on 27 medium and large size highly unsymmetric matrices compare HUND to four other well-known reordering algorithms. The results show that HUND provides a robust reordering algorithm, in the sense that it is the best or close to the best (often within $10\%$) of all the other methods

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

On partitioning problems with complex objectives

Hypergraph and graph partitioning tools are used to partition work for efficient parallelization of many sparse matrix computations. Most of the time, the objective function that is reduced by these tools relates to reducing the communication requirements, and the balancing constraints satisfied by these tools relate to balancing the work or memory requirements. Sometimes, the objective sought for having balance is a complex function of the partition. We describe some important class of parallel sparse matrix computations that have such balance objectives. For these cases, the current state of the art partitioning tools fall short of being adequate. To the best of our knowledge, there is only a single algorithmic framework in the literature to address such balance objectives. We propose another algorithmic framework to tackle complex objectives and experimentally investigate the proposed framework.Les outils de partitionnement de graphes et d'hypergraphes interviennent pour paralléliser efficacement de nombreux algorithmes liés aux matrices creuses. La plupart du temps, la fonction objectif minimisée par ces outils est liée au besoin de réduire les coûts de communication, tandis que les contraintes d'équilibre à satisfaire sont elles liées à l'équilibrage de la charge ou de la consommation mémoire. Parfois, l'objectif d'équilibre est une fonction complexe du partitionnement. Nous décrivons plusieurs applications majeures de calcul parallèle sur des matrices creuses où de telles contraintes d'équilibre apparaissent. Pour ces exemples, même les outils de partitionnement les plus pointus sont loin d'être adéquats. Pour autant que nous sachions, il n'existe dans la littérature qu'un seul cadre algorithmique qui traite ces problèmes. Nous proposons ici une nouvelle approche algorithmique et fournissons des résultats d'expériences la mettant en œuvre

Partitioning, Ordering, and Load Balancing in a Hierarchically Parallel Hybrid Linear Solver

Institut National Polytechnique de Toulouse, RT-APO-12-2PDSLin is a general-purpose algebraic parallel hybrid (direct/iterative) linear solver based on the Schur complement method. The most challenging step of the solver is the computation of a preconditioner based on an approximate global Schur complement. We investigate two combinatorial problems to enhance PDSLin's performance at this step. The first is a multi-constraint partitioning problem to balance the workload while computing the preconditioner in parallel. For this, we describe and evaluate a number of graph and hypergraph partitioning algorithms to satisfy our particular objective and constraints. The second problem is to reorder the sparse right-hand side vectors to improve the data access locality during the parallel solution of a sparse triangular system with multiple right-hand sides. This is to speed up the process of eliminating the unknowns associated with the interface. We study two reordering techniques: one based on a postordering of the elimination tree and the other based on a hypergraph partitioning. To demonstrate the effect of these techniques on the performance of PDSLin, we present the numerical results of solving large-scale linear systems arising from two applications of our interest: numerical simulations of modeling accelerator cavities and of modeling fusion devices

Parallel numerical methods for large-scale DAE systems

For plantwide dynamic simulation in chemical process industry, parallel numerical methods using a divide and conquer strategy are considered. An approach for the numerical solution of initial value problems for large systems of differential algebraic equations (DAEs) arising from industrial applications and its realization on parallel computers with shared memory is discussed. The system is partitioned into blocks and then it is extended appropriately, such that block-structured Newton-type methods can be applied which enable the application of relaxation techniques. This approach has gained considerable speedup factors for the dynamic simulation of various large-scale distillation plants, covering systems with up to 60 000 equations

Cache locality exploiting methods and models for sparse matrix-vector multiplication

Ankara : The Department of Computer Engineering and Information Science and the Institute of Engineering and Science of Bilkent University, 2009.Thesis (Master's) -- Bilkent University, 2009.Includes bibliographical references leaves 52-56.The sparse matrix-vector multiplication (SpMxV) is an important kernel operation widely used in linear solvers. The same sparse matrix is multiplied by a dense vector repeatedly in these solvers to solve a system of linear equations. High performance gains can be obtained if we can take the advantage of today’s deep cache hierarchy in SpMxV operations. Matrices with irregular sparsity patterns make it difficult to utilize data locality effectively in SpMxV computations. Different techniques are proposed in the literature to utilize cache hierarchy effectively via exploiting data locality during SpMxV. In this work, we investigate two distinct frameworks for cacheaware/oblivious SpMxV: single matrix-vector multiply and multiple submatrix-vector multiplies. For the single matrix-vector multiply framework, we propose a cache-size aware top-down row/column-reordering approach based on 1D sparse matrix partitioning by utilizing the recently proposed appropriate hypergraph models of sparse matrices, and a cache oblivious bottom-up approach based on hierarchical clustering of rows/columns with similar sparsity patterns. We also propose a column compression scheme as a preprocessing step which makes these two approaches cache-line-size aware. The multiple submatrix-vector multiplies framework depends on the partitioning the matrix into multiple nonzero-disjoint submatrices. For an effective matrixto-submatrix partitioning required in this framework, we propose a cache-size aware top-down approach based on 2D sparse matrix partitioning by utilizing the recently proposed fine-grain hypergraph model. For this framework, we also propose a traveling salesman formulation for an effective ordering of individual submatrix-vector multiply operations. We evaluate the validity of our models and methods on a wide range of sparse matrices. Experimental results show that proposed methods and models outperforms state-of-the-art schemes.Akbudak, KadirM.S