Parallel tridiagonal equation solvers

Three parallel algorithms were compared for the direct solution of tridiagonal linear systems of equations. The algorithms are suitable for computers such as ILLIAC 4 and CDC STAR. For array computers similar to ILLIAC 4, cyclic odd-even reduction has the least operation count for highly structured sets of equations, and recursive doubling has the least count for relatively unstructured sets of equations. Since the difference in operation counts for these two algorithms is not substantial, their relative running times may be more related to overhead operations, which are not measured in this paper. The third algorithm, based on Buneman's Poisson solver, has more arithmetic operations than the others, and appears to be the least favorable. For pipeline computers similar to CDC STAR, cyclic odd-even reduction appears to be the most preferable algorithm for all cases

Alternating-Direction Line-Relaxation Methods on Multicomputers

We study the multicom.puter performance of a three-dimensional Navier–Stokes solver based on alternating-direction line-relaxation methods. We compare several multicomputer implementations, each of which combines a particular line-relaxation method and a particular distributed block-tridiagonal solver. In our experiments, the problem size was determined by resolution requirements of the application. As a result, the granularity of the computations of our study is finer than is customary in the performance analysis of concurrent block-tridiagonal solvers. Our best results were obtained with a modified half-Gauss–Seidel line-relaxation method implemented by means of a new iterative block-tridiagonal solver that is developed here. Most computations were performed on the Intel Touchstone Delta, but we also used the Intel Paragon XP/S, the Parsytec SC-256, and the Fujitsu S-600 for comparison

An efficient parallel immersed boundary algorithm using a pseudo-compressible fluid solver

We propose an efficient algorithm for the immersed boundary method on distributed-memory architectures, with the computational complexity of a completely explicit method and excellent parallel scaling. The algorithm utilizes the pseudo-compressibility method recently proposed by Guermond and Minev [Comptes Rendus Mathematique, 348:581-585, 2010] that uses a directional splitting strategy to discretize the incompressible Navier-Stokes equations, thereby reducing the linear systems to a series of one-dimensional tridiagonal systems. We perform numerical simulations of several fluid-structure interaction problems in two and three dimensions and study the accuracy and convergence rates of the proposed algorithm. For these problems, we compare the proposed algorithm against other second-order projection-based fluid solvers. Lastly, the strong and weak scaling properties of the proposed algorithm are investigated

Algebraic, Block and Multiplicative Preconditioners based on Fast Tridiagonal Solves on GPUs

This thesis contributes to the field of sparse linear algebra, graph applications, and preconditioners for Krylov iterative solvers of sparse linear equation systems, by providing a (block) tridiagonal solver library, a generalized sparse matrix-vector implementation, a linear forest extraction, and a multiplicative preconditioner based on tridiagonal solves. The tridiagonal library, which supports (scaled) partial pivoting, outperforms cuSPARSE's tridiagonal solver by factor five while completely utilizing the available GPU memory bandwidth. For the performance optimized solving of multiple right-hand sides, the explicit factorization of the tridiagonal matrix can be computed. The extraction of a weighted linear forest (union of disjoint paths) from a general graph is used to build algebraic (block) tridiagonal preconditioners and deploys the generalized sparse-matrix vector implementation of this thesis for preconditioner construction. During linear forest extraction, a new parallel bidirectional scan pattern, which can operate on double-linked list structures, identifies the path ID and the position of a vertex. The algebraic preconditioner construction is also used to build more advanced preconditioners, which contain multiple tridiagonal factors, based on generalized ILU factorizations. Additionally, other preconditioners based on tridiagonal factors are presented and evaluated in comparison to ILU and ILU incomplete sparse approximate inverse preconditioners (ILU-ISAI) for the solution of large sparse linear equation systems from the Sparse Matrix Collection. For all presented problems of this thesis, an efficient parallel algorithm and its CUDA implementation for single GPU systems is provided

A Direct Elliptic Solver Based on Hierarchically Low-rank Schur Complements

A parallel fast direct solver for rank-compressible block tridiagonal linear systems is presented. Algorithmic synergies between Cyclic Reduction and Hierarchical matrix arithmetic operations result in a solver with $O(N \log^2 N)$ arithmetic complexity and $O(N \log N)$ memory footprint. We provide a baseline for performance and applicability by comparing with well known implementations of the $\mathcal{H}$-LU factorization and algebraic multigrid with a parallel implementation that leverages the concurrency features of the method. Numerical experiments reveal that this method is comparable with other fast direct solvers based on Hierarchical Matrices such as $\mathcal{H}$-LU and that it can tackle problems where algebraic multigrid fails to converge

High-Performance Solvers for Dense Hermitian Eigenproblems

We introduce a new collection of solvers - subsequently called EleMRRR - for large-scale dense Hermitian eigenproblems. EleMRRR solves various types of problems: generalized, standard, and tridiagonal eigenproblems. Among these, the last is of particular importance as it is a solver on its own right, as well as the computational kernel for the first two; we present a fast and scalable tridiagonal solver based on the Algorithm of Multiple Relatively Robust Representations - referred to as PMRRR. Like the other EleMRRR solvers, PMRRR is part of the freely available Elemental library, and is designed to fully support both message-passing (MPI) and multithreading parallelism (SMP). As a result, the solvers can equally be used in pure MPI or in hybrid MPI-SMP fashion. We conducted a thorough performance study of EleMRRR and ScaLAPACK's solvers on two supercomputers. Such a study, performed with up to 8,192 cores, provides precise guidelines to assemble the fastest solver within the ScaLAPACK framework; it also indicates that EleMRRR outperforms even the fastest solvers built from ScaLAPACK's components

Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs

Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In particular, an anisotropic elliptic PDE for the pressure correction has to be solved at every time step in the dynamical core of many numerical weather prediction models, and equations of a very similar structure arise in global ocean models, subsurface flow simulations and gas and oil reservoir modelling. The elliptic solve is often the bottleneck of the forecast, and an algorithmically optimal method has to be used and implemented efficiently. Graphics Processing Units have been shown to be highly efficient for a wide range of applications in scientific computing, and recently iterative solvers have been parallelised on these architectures. We describe the GPU implementation and optimisation of a Preconditioned Conjugate Gradient (PCG) algorithm for the solution of a three dimensional anisotropic elliptic PDE for the pressure correction in NWP. Our implementation exploits the strong vertical anisotropy of the elliptic operator in the construction of a suitable preconditioner. As the algorithm is memory bound, performance can be improved significantly by reducing the amount of global memory access. We achieve this by using a matrix-free implementation which does not require explicit storage of the matrix and instead recalculates the local stencil. Global memory access can also be reduced by rewriting the algorithm using loop fusion and we show that this further reduces the runtime on the GPU. We demonstrate the performance of our matrix-free GPU code by comparing it to a sequential CPU implementation and to a matrix-explicit GPU code which uses existing libraries. The absolute performance of the algorithm for different problem sizes is quantified in terms of floating point throughput and global memory bandwidth.Comment: 18 pages, 7 figure