Computing the R of the QR factorization of tall and skinny matrices using MPI_Reduce

A QR factorization of a tall and skinny matrix with n columns can be represented as a reduction. The operation used along the reduction tree has in input two n-by-n upper triangular matrices and in output an n-by-n upper triangular matrix which is defined as the R factor of the two input matrices stacked the one on top of the other. This operation is binary, associative, and commutative. We can therefore leverage the MPI library capabilities by using user-defined MPI operations and MPI_Reduce to perform this reduction. The resulting code is compact and portable. In this context, the user relies on the MPI library to select a reduction tree appropriate for the underlying architecture

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.

A Class of Parallel Tiled Linear Algebra Algorithms for Multicore Architectures

As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these new processors. Fine grain parallelism becomes a major requirement and introduces the necessity of loose synchronization in the parallel execution of an operation. This paper presents an algorithm for the Cholesky, LU and QR factorization where the operations can be represented as a sequence of small tasks that operate on square blocks of data. These tasks can be dynamically scheduled for execution based on the dependencies among them and on the availability of computational resources. This may result in an out of order execution of the tasks which will completely hide the presence of intrinsically sequential tasks in the factorization. Performance comparisons are presented with the LAPACK algorithms where parallelism can only be exploited at the level of the BLAS operations and vendor implementations

Dynamic photon painting

Photon-based radiosurgery is widely used for treating local and regional tumors. The key to improving the quality of radiosurgery is to increase the dose falloff rate from high dose regions inside the tumor to low dose regions of nearby healthy tissues and structures. Currently, most radiosurgeries rely on focusing a number of external radiation beams to create a sharp dose falloff. As the number of focused beams increases, the contributions from each beam will inevitably decrease, and hence an improved dose falloff will be obtained. However, with most radiosurgeries being delivered in a step-and-shoot manner, the number of external beams is limited to a few hundred. For example, Gamma Knife radiosurgery, which has long been a gold standard for radiosurgery, uses about two hundred beams. In this research, we investigated the use of Dynamic Photon Painting (DPP) to further increase dose falloff rate. The key idea of DPP is to treat a target by moving a beam source along a dynamic trajectory, where the speed, directions and even dose rate of the beam source change constantly during irradiation. A number of studies regarding DPP were carried out in this research. We found that DPP can create a dose gradient that rivals proton Bragg Peak and outperforms Gamma Knife radiosurgery. These promising results indicate that DPP has the potential to significantly improve current photon-based radiosurgery

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 $O(n^3)$ 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 $\Omega$(#arithmetic operations / $\sqrt{M}$), 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, $LDL^T$ 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

Computing rank-revealing factorizations of matrices stored out-of-core

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in main memory (RAM), and must instead be stored on slow external memory devices such as disks (out-of-core or out-of-memory). Traditional algorithms for computing rank-revealing factorizations (such as the column pivoted QR factorization and the singular value decomposition) are very communication intensive as they require many vector-vector and matrix-vector operations, which become prohibitively expensive when data is not in RAM. Randomization allows to reformulate new methods so that large contiguous blocks of the matrix are processed in bulk. The paper describes two distinct methods. The first is a blocked version of column pivoted Householder QR, organized as a “left-looking” method to minimize the number of the expensive write operations. The second method results employs a UTV factorization. It is organized as an algorithm-by-blocks to overlap computations and I/O operations. As it incorporates power iterations, it is much better at revealing the numerical rank. Numerical experiments on several computers demonstrate that the new algorithms are almost as fast when processing data stored on slow memory devices as traditional algorithms are for data stored in RAM