107 research outputs found
Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
The linear equations that arise in interior methods for constrained
optimization are sparse symmetric indefinite and become extremely
ill-conditioned as the interior method converges. These linear systems present
a challenge for existing solver frameworks based on sparse LU or LDL^T
decompositions. We benchmark five well known direct linear solver packages
using matrices extracted from power grid optimization problems. The achieved
solution accuracy varies greatly among the packages. None of the tested
packages delivers significant GPU acceleration for our test cases
A comparative study of null-space factorizations for sparse symmetric saddle point systems
Null-space methods for solving saddle point systems of equations have long been used to transform an indefinite system into a symmetric positive definite one of smaller
dimension. A number of independent works in the literature have identified that we can interpret a null-space method as a matrix factorization. We review these findings, highlight links between them, and bring them into a unified framework.
We also investigate the suitability of using null-space factorizations to derive sparse direct methods, and present numerical results for both practical and academic problems
On maximum volume submatrices and cross approximation for symmetric semidefinite and diagonally dominant matrices
The problem of finding a submatrix of maximum volume of a matrix
is of interest in a variety of applications. For example, it yields a
quasi-best low-rank approximation constructed from the rows and columns of .
We show that such a submatrix can always be chosen to be a principal submatrix
if is symmetric semidefinite or diagonally dominant. Then we analyze the
low-rank approximation error returned by a greedy method for volume
maximization, cross approximation with complete pivoting. Our bound for general
matrices extends an existing result for symmetric semidefinite matrices and
yields new error estimates for diagonally dominant matrices. In particular, for
doubly diagonally dominant matrices the error is shown to remain within a
modest factor of the best approximation error. We also illustrate how the
application of our results to cross approximation for functions leads to new
and better convergence results
A distributed-memory package for dense Hierarchically Semi-Separable matrix computations using randomization
We present a distributed-memory library for computations with dense
structured matrices. A matrix is considered structured if its off-diagonal
blocks can be approximated by a rank-deficient matrix with low numerical rank.
Here, we use Hierarchically Semi-Separable representations (HSS). Such matrices
appear in many applications, e.g., finite element methods, boundary element
methods, etc. Exploiting this structure allows for fast solution of linear
systems and/or fast computation of matrix-vector products, which are the two
main building blocks of matrix computations. The compression algorithm that we
use, that computes the HSS form of an input dense matrix, relies on randomized
sampling with a novel adaptive sampling mechanism. We discuss the
parallelization of this algorithm and also present the parallelization of
structured matrix-vector product, structured factorization and solution
routines. The efficiency of the approach is demonstrated on large problems from
different academic and industrial applications, on up to 8,000 cores.
This work is part of a more global effort, the STRUMPACK (STRUctured Matrices
PACKage) software package for computations with sparse and dense structured
matrices. Hence, although useful on their own right, the routines also
represent a step in the direction of a distributed-memory sparse solver
Reducing Communication in the Solution of Linear Systems
There is a growing performance gap between computation and communication on modern computers, making it crucial to develop algorithms with lower latency and bandwidth requirements. Because systems of linear equations are important for numerous scientific and engineering applications, I have studied several approaches for reducing communication in those problems. First, I developed optimizations to dense LU with partial pivoting, which downstream applications can adopt with little to no effort. Second, I consider two techniques to completely replace pivoting in dense LU, which can provide significantly higher speedups, albeit without the same numerical guarantees as partial pivoting. One technique uses randomized preprocessing, while the other is a novel combination of block factorization and additive perturbation. Finally, I investigate using mixed precision in GMRES for solving sparse systems, which reduces the volume of data movement, and thus, the pressure on the memory bandwidth
Parallel accelerated cyclic reduction preconditioner for three-dimensional elliptic PDEs with variable coefficients
We present a robust and scalable preconditioner for the solution of
large-scale linear systems that arise from the discretization of elliptic PDEs
amenable to rank compression. The preconditioner is based on hierarchical
low-rank approximations and the cyclic reduction method. The setup and
application phases of the preconditioner achieve log-linear complexity in
memory footprint and number of operations, and numerical experiments exhibit
good weak and strong scalability at large processor counts in a distributed
memory environment. Numerical experiments with linear systems that feature
symmetry and nonsymmetry, definiteness and indefiniteness, constant and
variable coefficients demonstrate the preconditioner applicability and
robustness. Furthermore, it is possible to control the number of iterations via
the accuracy threshold of the hierarchical matrix approximations and their
arithmetic operations, and the tuning of the admissibility condition parameter.
Together, these parameters allow for optimization of the memory requirements
and performance of the preconditioner.Comment: 24 pages, Elsevier Journal of Computational and Applied Mathematics,
Dec 201
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