ParIC : A Family of Parallel Incomplete Cholesky Preconditioners

A class of parallel incomplete factorization preconditionings for the solution of large linear systems is investigated. The approach may be regarded as a generalized domain decomposition method. Adjacent subdomains have to communicate during the setting up of the precon­ ditioner, and during the application of the preconditioner. Overlap is not necessary to achieve high performance. Fill­in levels are considered in a global way. If necessary, the technique may be implemented as a global re­ordering of the unknowns. Experimental results are reported for two­dimensional problems

Memory Optimization to Build a Schur Complement in an Hybrid Solver

Solving linear system $Ax=b$ in parallel where $A$ is a large sparse matrix is a very recurrent problem in numerical simulations. One of the state-of-the-art most promising algorithm is the hybrid method based on domain decomposition and Schur complement. In this method, a direct solver is used as a subroutine on each subdomain matrix. This approach is subject to serious memory overhead. In this paper, we investigate new techniques to reduce memory consumption during the build of the Schur complement by a direct solver. Our method allows memory peak reduction from 10% to 30% on each processus for typical test cases

Preconditioning for Sparse Linear Systems at the Dawn of the 21st Century: History, Current Developments, and Future Perspectives

Iterative methods are currently the solvers of choice for large sparse linear systems of equations. However, it is well known that the key factor for accelerating, or even allowing for, convergence is the preconditioner. The research on preconditioning techniques has characterized the last two decades. Nowadays, there are a number of different options to be considered when choosing the most appropriate preconditioner for the specific problem at hand. The present work provides an overview of the most popular algorithms available today, emphasizing the respective merits and limitations. The overview is restricted to algebraic preconditioners, that is, general-purpose algorithms requiring the knowledge of the system matrix only, independently of the specific problem it arises from. Along with the traditional distinction between incomplete factorizations and approximate inverses, the most recent developments are considered, including the scalable multigrid and parallel approaches which represent the current frontier of research. A separate section devoted to saddle-point problems, which arise in many different applications, closes the paper

New Sequential and Scalable Parallel Algorithms for Incomplete Factor Preconditioning

The solution of large, sparse, linear systems of equations Ax = b is an important kernel, and the dominant term with regard to execution time, in many applications in scientific computing. The large size of the systems of equations being solved currently (millions of unknowns and equations) requires iterative solvers on parallel computers. Preconditioning, which is the process of translating a linear system into a related system that is easier to solve, is widely used to reduce solution time and is sometimes required to ensure convergence. Level-based preconditioning (ILU(ℓ)) has long been used in serial contexts and is widely recognized as robust and effective for a wide range of problems. However, the method has long been regarded as an inherently sequential technique. Parallelism, it has been thought, can be achieved primarily at the expense of increased iterations. We dispute these claims. The first half of this dissertation takes an in-depth look at structurally based ILU(ℓ) symbolic factorization. There are two definitions of fill level, “sum” and “max,” that have been proposed. Hitherto, these definitions have been cast in terms of matrix terminology. We develop a sequence of lemmas and theorems that provide graph theoretic characterizations of both definitions; these characterizations are based on the static graph of a matrix, G(A). Our Incomplete Fill Path Theorem characterizes fill levels per the sum definition; this is the definition that is used in most library implementations of the “classic” ILU(ℓ) factorization algorithm. Our theorem leads to several new graph-search algorithms that compute factors identical, or nearly identical, to those computed by the “classic” algorithm. Our analyses shows that the new algorithms have lower run time complexity than that of the previously existing algorithms for certain classes of matrices that are commonly encountered in scientific applications. The second half of this dissertation presents a Parallel ILU algorithmic framework (PILU). This framework enables scalable parallel ILU preconditioning by combining concepts from domain decomposition and graph ordering. The framework can accommodate ILU(ℓ) factorization as well as threshold-based ILUT methods. A model implementation of the framework, the Euclid library, was developed as part of this dissertation. This library was used to obtain experimental results for Poisson\u27s equation, the Convection-Diffusion equation, and a nonlinear Radiative Transfer problem. The experiments, which were conducted on a variety of platforms with up to 400 CPUs, demonstrate that our approach is highly scalable for arbitrary ILU(ℓ) fill levels

Highly scalable linear solvers on thousands of processors.

In this report we summarize research into new parallel algebraic multigrid (AMG) methods. We first provide a introduction to parallel AMG. We then discuss our research in parallel AMG algorithms for very large scale platforms. We detail significant improvements in the AMG setup phase to a matrix-matrix multiplication kernel. We present a smoothed aggregation AMG algorithm with fewer communication synchronization points, and discuss its links to domain decomposition methods. Finally, we discuss a multigrid smoothing technique that utilizes two message passing layers for use on multicore processors

Scalability of preconditioners as a strategy for parallel computation of compressible fluid flow

Parallel implementations of a Newton-Krylov-Schwarz algorithm are used to solve a model problem representing low Mach number compressible fluid flow over a backward-facing step. The Mach number is specifically selected to result in a numerically {open_quote}stiff{close_quotes} matrix problem, based on an implicit finite volume discretization of the compressible 2D Navier-Stokes/energy equations using primitive variables. Newton`s method is used to linearize the discrete system, and a preconditioned Krylov projection technique is used to solve the resulting linear system. Domain decomposition enables the development of a global preconditioner via the parallel construction of contributions derived from subdomains. Formation of the global preconditioner is based upon additive and multiplicative Schwarz algorithms, with and without subdomain overlap. The degree of parallelism of this technique is further enhanced with the use of a matrix-free approximation for the Jacobian used in the Krylov technique (in this case, GMRES(k)). Of paramount interest to this study is the implementation and optimization of these techniques on parallel shared-memory hardware, namely the Cray C90 and SGI Challenge architectures. These architectures were chosen as representative and commonly available to researchers interested in the solution of problems of this type. The Newton-Krylov-Schwarz solution technique is increasingly being investigated for computational fluid dynamics (CFD) applications due to the advantages of full coupling of all variables and equations, rapid non-linear convergence, and moderate memory requirements. A parallel version of this method that scales effectively on the above architectures would be extremely attractive to practitioners, resulting in efficient, cost-effective, parallel solutions exhibiting the benefits of the solution technique

Sur la conception de solveurs linéaires hybrides pour les architectures parallèles modernes

In the context of this thesis, our focus is on numerical linear algebra, more precisely on solution of large sparse systems of linear equations. We focus on designing efficient parallel implementations of MaPHyS, an hybrid linear solver based on domain decomposition techniques. First we investigate the MPI+threads approach. In MaPHyS, the first level of parallelism arises from the independent treatment of the various subdomains. The second level is exploited thanks to the use of multi-threaded dense and sparse linear algebra kernels involved at the subdomain level. Such an hybrid implementation of an hybrid linear solver suitably matches the hierarchical structure of modern supercomputers and enables a trade-off between the numerical and parallel performances of the solver. We demonstrate the flexibility of our parallel implementation on a set of test examples. Secondly, we follow a more disruptive approach where the algorithms are described as sets of tasks with data inter-dependencies that leads to a directed acyclic graph (DAG) representation. The tasks are handled by a runtime system. We illustrate how a first task-based parallel implementation can be obtained by composing task-based parallel libraries within MPI processes throught a preliminary prototype implementation of our hybrid solver. We then show how a task-based approach fully abstracting the hardware architecture can successfully exploit a wide range of modern hardware architectures. We implemented a full task-based Conjugate Gradient algorithm and showed that the proposed approach leads to very high performance on multi-GPU, multicore and heterogeneous architectures.Dans le contexte de cette thèse, nous nous focalisons sur des algorithmes pour l’algèbre linéaire numérique, plus précisément sur la résolution de grands systèmes linéaires creux. Nous mettons au point des méthodes de parallélisation pour le solveur linéaire hybride MaPHyS. Premièrement nous considerons l'aproche MPI+threads. Dans MaPHyS, le premier niveau de parallélisme consiste au traitement indépendant des sous-domaines. Le second niveau est exploité grâce à l’utilisation de noyaux multithreadés denses et creux au sein des sous-domaines. Une telle implémentation correspond bien à la structure hiérarchique des supercalculateurs modernes et permet un compromis entre les performances numériques et parallèles du solveur. Nous démontrons la flexibilité de notre implémentation parallèle sur un ensemble de cas tests. Deuxièmement nous considérons un approche plus innovante, où les algorithmes sont décrits comme des ensembles de tâches avec des inter-dépendances, i.e., un graphe de tâches orienté sans cycle (DAG). Nous illustrons d’abord comment une première parallélisation à base de tâches peut être obtenue en composant des librairies à base de tâches au sein des processus MPI illustrer par un prototype d’implémentation préliminaire de notre solveur hybride. Nous montrons ensuite comment une approche à base de tâches abstrayant entièrement le matériel peut exploiter avec succès une large gamme d’architectures matérielles. À cet effet, nous avons implanté une version à base de tâches de l’algorithme du Gradient Conjugué et nous montrons que l’approche proposée permet d’atteindre une très haute performance sur des architectures multi-GPU, multicoeur ainsi qu’hétérogène