653 research outputs found
Massively parallel Poisson and QR factorization solvers
AbstractThe paper brings a massively parallel Poisson solver for rectangle domain and parallel algorithms for computation of QR factorization of a dense matrix A by means of Householder reflections and Givens rotations. The computer model under consideration is a SIMD mesh-connected toroidal n Ă— n processor array.The Dirichlet problem is replaced by its finite-difference analog on an M Ă— N (M + 1, N are powers of two) grid. The algorithm is composed of parallel fast sine transform and cyclic odd-even reduction blocks and runs in a fully parallel fashion. Its computational complexity is O(M N log Ln2), where L = max(M + 1, N). A parallel proposal of QR factorization by the Householder method zeros all subdiagonal elements in each column and updates all elements of the given submatrix in parallel. For the second method with Givens rotations, the parallel scheme of the Sameh and Kuck was chosen where the disjoint rotations can be computed simultaneously.The algorithms were coded in MPF and MPL parallel programming languages and results of computational experiments on the MasPar MP-1 system are also presented
Minimizing Communication in Linear Algebra
In 1981 Hong and Kung proved a lower bound on the amount of communication
needed to perform dense, matrix-multiplication using the conventional
algorithm, where the input matrices were too large to fit in the small, fast
memory. In 2004 Irony, Toledo and Tiskin gave a new proof of this result and
extended it to the parallel case. In both cases the lower bound may be
expressed as (#arithmetic operations / ), where M is the size
of the fast memory (or local memory in the parallel case). Here we generalize
these results to a much wider variety of algorithms, including LU
factorization, Cholesky factorization, factorization, QR factorization,
algorithms for eigenvalues and singular values, i.e., essentially all direct
methods of linear algebra. The proof works for dense or sparse matrices, and
for sequential or parallel algorithms. In addition to lower bounds on the
amount of data moved (bandwidth) we get lower bounds on the number of messages
required to move it (latency). We illustrate how to extend our lower bound
technique to compositions of linear algebra operations (like computing powers
of a matrix), to decide whether it is enough to call a sequence of simpler
optimal algorithms (like matrix multiplication) to minimize communication, or
if we can do better. We give examples of both. We also show how to extend our
lower bounds to certain graph theoretic problems.
We point out recently designed algorithms for dense LU, Cholesky, QR,
eigenvalue and the SVD problems that attain these lower bounds; implementations
of LU and QR show large speedups over conventional linear algebra algorithms in
standard libraries like LAPACK and ScaLAPACK. Many open problems remain.Comment: 27 pages, 2 table
Minimizing Communication for Eigenproblems and the Singular Value Decomposition
Algorithms have two costs: arithmetic and communication. The latter
represents the cost of moving data, either between levels of a memory
hierarchy, or between processors over a network. Communication often dominates
arithmetic and represents a rapidly increasing proportion of the total cost, so
we seek algorithms that minimize communication. In \cite{BDHS10} lower bounds
were presented on the amount of communication required for essentially all
-like algorithms for linear algebra, including eigenvalue problems and
the SVD. Conventional algorithms, including those currently implemented in
(Sca)LAPACK, perform asymptotically more communication than these lower bounds
require. In this paper we present parallel and sequential eigenvalue algorithms
(for pencils, nonsymmetric matrices, and symmetric matrices) and SVD algorithms
that do attain these lower bounds, and analyze their convergence and
communication costs.Comment: 43 pages, 11 figure
QR Factorization of Tall and Skinny Matrices in a Grid Computing Environment
Previous studies have reported that common dense linear algebra operations do
not achieve speed up by using multiple geographical sites of a computational
grid. Because such operations are the building blocks of most scientific
applications, conventional supercomputers are still strongly predominant in
high-performance computing and the use of grids for speeding up large-scale
scientific problems is limited to applications exhibiting parallelism at a
higher level. We have identified two performance bottlenecks in the distributed
memory algorithms implemented in ScaLAPACK, a state-of-the-art dense linear
algebra library. First, because ScaLAPACK assumes a homogeneous communication
network, the implementations of ScaLAPACK algorithms lack locality in their
communication pattern. Second, the number of messages sent in the ScaLAPACK
algorithms is significantly greater than other algorithms that trade flops for
communication. In this paper, we present a new approach for computing a QR
factorization -- one of the main dense linear algebra kernels -- of tall and
skinny matrices in a grid computing environment that overcomes these two
bottlenecks. Our contribution is to articulate a recently proposed algorithm
(Communication Avoiding QR) with a topology-aware middleware (QCG-OMPI) in
order to confine intensive communications (ScaLAPACK calls) within the
different geographical sites. An experimental study conducted on the Grid'5000
platform shows that the resulting performance increases linearly with the
number of geographical sites on large-scale problems (and is in particular
consistently higher than ScaLAPACK's).Comment: Accepted at IPDPS10. (IEEE International Parallel & Distributed
Processing Symposium 2010 in Atlanta, GA, USA.
Tiled QR factorization algorithms
This work revisits existing algorithms for the QR factorization of
rectangular matrices composed of p-by-q tiles, where p >= q. Within this
framework, we study the critical paths and performance of algorithms such as
Sameh and Kuck, Modi and Clarke, Greedy, and those found within PLASMA.
Although neither Modi and Clarke nor Greedy is optimal, both are shown to be
asymptotically optimal for all matrices of size p = q^2 f(q), where f is any
function such that \lim_{+\infty} f= 0. This novel and important complexity
result applies to all matrices where p and q are proportional, p = \lambda q,
with \lambda >= 1, thereby encompassing many important situations in practice
(least squares). We provide an extensive set of experiments that show the
superiority of the new algorithms for tall matrices
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