An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which have low-rank off-diagonal blocks, to approximate the frontal matrices. For HSS matrix construction, a randomized sampling algorithm is used together with interpolative decompositions. The combination of the randomized compression with a fast ULV HSS factorization leads to a solver with lower computational complexity than the standard multifrontal method for many applications, resulting in speedups up to 7 fold for problems in our test suite. The implementation targets many-core systems by using task parallelism with dynamic runtime scheduling. Numerical experiments show performance improvements over state-of-the-art sparse direct solvers. The implementation achieves high performance and good scalability on a range of modern shared memory parallel systems, including the Intel Xeon Phi (MIC). The code is part of a software package called STRUMPACK -- STRUctured Matrices PACKage, which also has a distributed memory component for dense rank-structured matrices

Research and Education in Computational Science and Engineering

Over the past two decades the field of computational science and engineering (CSE) has penetrated both basic and applied research in academia, industry, and laboratories to advance discovery, optimize systems, support decision-makers, and educate the scientific and engineering workforce. Informed by centuries of theory and experiment, CSE performs computational experiments to answer questions that neither theory nor experiment alone is equipped to answer. CSE provides scientists and engineers of all persuasions with algorithmic inventions and software systems that transcend disciplines and scales. Carried on a wave of digital technology, CSE brings the power of parallelism to bear on troves of data. Mathematics-based advanced computing has become a prevalent means of discovery and innovation in essentially all areas of science, engineering, technology, and society; and the CSE community is at the core of this transformation. However, a combination of disruptive developments---including the architectural complexity of extreme-scale computing, the data revolution that engulfs the planet, and the specialization required to follow the applications to new frontiers---is redefining the scope and reach of the CSE endeavor. This report describes the rapid expansion of CSE and the challenges to sustaining its bold advances. The report also presents strategies and directions for CSE research and education for the next decade.Comment: Major revision, to appear in SIAM Revie

A Tuned and Scalable Fast Multipole Method as a Preeminent Algorithm for Exascale Systems

Among the algorithms that are likely to play a major role in future exascale computing, the fast multipole method (FMM) appears as a rising star. Our previous recent work showed scaling of an FMM on GPU clusters, with problem sizes in the order of billions of unknowns. That work led to an extremely parallel FMM, scaling to thousands of GPUs or tens of thousands of CPUs. This paper reports on a a campaign of performance tuning and scalability studies using multi-core CPUs, on the Kraken supercomputer. All kernels in the FMM were parallelized using OpenMP, and a test using 10^7 particles randomly distributed in a cube showed 78% efficiency on 8 threads. Tuning of the particle-to-particle kernel using SIMD instructions resulted in 4x speed-up of the overall algorithm on single-core tests with 10^3 - 10^7 particles. Parallel scalability was studied in both strong and weak scaling. The strong scaling test used 10^8 particles and resulted in 93% parallel efficiency on 2048 processes for the non-SIMD code and 54% for the SIMD-optimized code (which was still 2x faster). The weak scaling test used 10^6 particles per process, and resulted in 72% efficiency on 32,768 processes, with the largest calculation taking about 40 seconds to evaluate more than 32 billion unknowns. This work builds up evidence for our view that FMM is poised to play a leading role in exascale computing, and we end the paper with a discussion of the features that make it a particularly favorable algorithm for the emerging heterogeneous and massively parallel architectural landscape