FPGA implementation of a Cholesky algorithm for a shared-memory multiprocessor architecture

Solving a system of linear equations is a key problem in the field of engineering and science. Matrix factorization is a key component of many methods used to solve such equations. However, the factorization process is very time consuming, so these problems have traditionally been targeted for parallel machines rather than sequential ones. Nevertheless, commercially available supercomputers are expensive and only large institutions have the resources to purchase them or use them. Hence, efforts are on to develop more affordable alternatives. This thesis presents one such approach. The work presented here is an implementation of a parallel version of the Cholesky matrix factorization algorithm on a single-chip multiprocessor built on an APEX20K series FPGA developed by Altera. This multiprocessor system uses an asymmetric, shared-memory MIMD architecture, built using a configurable processor core called Nios, which was also developed by Altera. The whole system was developed on Altera\u27s SOPC Development Kit using the Quartus 11 development environment. The Cholesky algorithm is based on an algorithm described in George, et al. [9]. The key features of this algorithm are that it is scalable and uses a queue of tasks approach [9], which ensures dynamic load-balancing among the processing elements. The implementation also assumes dense matrices in the input. Timing, speedup and efficiency results based on experiments run on uniprocessor and multiprocessor implementations are also presented

A bibliography on parallel and vector numerical algorithms

This is a bibliography of numerical methods. It also includes a number of other references on machine architecture, programming language, and other topics of interest to scientific computing. Certain conference proceedings and anthologies which have been published in book form are listed also

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

Solving large scale linear programming problems

The interior point method (IPM) is now well established as a computationaly com-petitive scheme for solving very large scale linear programming problems. The leading variant of the IPM is the primal dual predictor corrector algorithm due to Mehrotra. The main computational efforts in this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations. We describe an implementation of this algorithm for vector processors. At the heart of the implementation is a vectorized matrix multiplication and Cholesky factorization for sparse matrices. We identify the parts where vectorization can be beneficial and discuss in details the merits of alternative vectorization techniques. We show that the best way to utilize a vector processor is by exploiting dense computation within the sparse framework and by unrolling loop operations. We further present an extended definition of supernodes, and describe an implementation based on this new approach. We show that although this approach requires more memory it can increase the scope of dense computation substantially with out adding extra operations. Performance results on standard industrial test problems and comparison between an algorithm that utilizes the extended supernodes and one that utilizes standard supernodes are presented and discussed

Solving large scale linear programming

The interior point method (IPM) is now well established as a competitive technique for solving very large scale linear programming problems. The leading variant of the interior point method is the primal dual - predictor corrector algorithm due to Mehrotra. The main computational steps of this algorithm are the repeated calculation and solution of a large sparse positive definite system of equations. We describe an implementation of the predictor corrector IPM algorithm on MasPar, a massively parallel SIMD computer. At the heart of the implemen-tation is a parallel Cholesky factorization algorithm for sparse matrices. Our implementation uses a new scheme of mapping the matrix onto the processor grid of the MasPar, that results in a more efficient Cholesky factorization than previously suggested schemes. The IPM implementation uses the parallel unit of MasPar to speed up the factorization and other computationally intensive parts of the IPM. An impor-tant part of this implementation is the judicious division of data and computation between the front-end computer, that runs the main IPM algorithm, and the par-allel unit. Performanc

Improving the performance of sparse cholesky factorization with fine grain synchronization

Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.Includes bibliographical references (leaves 61-62).by Manish Kumar Tuteja.M.S