Scalable Resilience Against Node Failures for Communication-Hiding Preconditioned Conjugate Gradient and Conjugate Residual Methods

The observed and expected continued growth in the number of nodes in large-scale parallel computers gives rise to two major challenges: global communication operations are becoming major bottlenecks due to their limited scalability, and the likelihood of node failures is increasing. We study an approach for addressing these challenges in the context of solving large sparse linear systems. In particular, we focus on the pipelined preconditioned conjugate gradient (PPCG) method, which has been shown to successfully deal with the first of these challenges. In this paper, we address the second challenge. We present extensions to the PPCG solver and two of its variants which make them resilient against the failure of a compute node while fully preserving their communication-hiding properties and thus their scalability. The basic idea is to efficiently communicate a few redundant copies of local vector elements to neighboring nodes with very little overhead. In case a node fails, these redundant copies are gathered at a replacement node, which can then accurately reconstruct the lost parts of the solver's state. After that, the parallel solver can continue as in the failure-free scenario. Experimental evaluations of our approach illustrate on average very low runtime overheads compared to the standard non-resilient algorithms. This shows that scalable algorithmic resilience can be achieved at low extra cost.Comment: 12 pages, 2 figures, 2 table

Numerically Stable Recurrence Relations for the Communication Hiding Pipelined Conjugate Gradient Method

Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large linear system in parallel. For symmetric and positive definite system matrices the pipelined Conjugate Gradient method outperforms its classic Conjugate Gradient counterpart on large scale distributed memory hardware by overlapping global communication with essential computations like the matrix-vector product, thus hiding global communication. A well-known drawback of the pipelining technique is the (possibly significant) loss of numerical stability. In this work a numerically stable variant of the pipelined Conjugate Gradient algorithm is presented that avoids the propagation of local rounding errors in the finite precision recurrence relations that construct the Krylov subspace basis. The multi-term recurrence relation for the basis vector is replaced by two-term recurrences, improving stability without increasing the overall computational cost of the algorithm. The proposed modification ensures that the pipelined Conjugate Gradient method is able to attain a highly accurate solution independently of the pipeline length. Numerical experiments demonstrate a combination of excellent parallel performance and improved maximal attainable accuracy for the new pipelined Conjugate Gradient algorithm. This work thus resolves one of the major practical restrictions for the useability of pipelined Krylov subspace methods.Comment: 15 pages, 5 figures, 1 table, 2 algorithm

Preconditioned Spectral Clustering for Stochastic Block Partition Streaming Graph Challenge

Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is demonstrated to efficiently solve eigenvalue problems for graph Laplacians that appear in spectral clustering. For static graph partitioning, 10-20 iterations of LOBPCG without preconditioning result in ~10x error reduction, enough to achieve 100% correctness for all Challenge datasets with known truth partitions, e.g., for graphs with 5K/.1M (50K/1M) Vertices/Edges in 2 (7) seconds, compared to over 5,000 (30,000) seconds needed by the baseline Python code. Our Python code 100% correctly determines 98 (160) clusters from the Challenge static graphs with 0.5M (2M) vertices in 270 (1,700) seconds using 10GB (50GB) of memory. Our single-precision MATLAB code calculates the same clusters at half time and memory. For streaming graph partitioning, LOBPCG is initiated with approximate eigenvectors of the graph Laplacian already computed for the previous graph, in many cases reducing 2-3 times the number of required LOBPCG iterations, compared to the static case. Our spectral clustering is generic, i.e. assuming nothing specific of the block model or streaming, used to generate the graphs for the Challenge, in contrast to the base code. Nevertheless, in 10-stage streaming comparison with the base code for the 5K graph, the quality of our clusters is similar or better starting at stage 4 (7) for emerging edging (snowballing) streaming, while the computations are over 100-1000 faster.Comment: 6 pages. To appear in Proceedings of the 2017 IEEE High Performance Extreme Computing Conference. Student Innovation Award Streaming Graph Challenge: Stochastic Block Partition, see http://graphchallenge.mit.edu/champion

KSPHPDDM and PCHPDDM: Extending PETSc with advanced Krylov methods and robust multilevel overlapping Schwarz preconditioners

[EN] Contemporary applications in computational science and engineering often require the solution of linear systems which may be of different sizes, shapes, and structures. The goal of this paper is to explain how two libraries, PETSc and HPDDM, have been interfaced in order to offer end-users robust overlapping Schwarz preconditioners and advanced Krylov methods featuring recycling and the ability to deal with multiple right-hand sides. The flexibility of the implementation is showcased and explained with minimalist, easy-to-run, and reproducible examples, to ease the integration of these algorithms into more advanced frameworks. The examples provided cover applications from eigenanalysis, elasticity, combustion, and electromagnetism.Jose E. Roman was supported by the Spanish Agencia Estatal de Investigacion (AEI) under project SLEPc-DA (PID2019-107379RB-I00)Jolivet, P.; Roman, JE.; Zampini, S. (2021). KSPHPDDM and PCHPDDM: Extending PETSc with advanced Krylov methods and robust multilevel overlapping Schwarz preconditioners. Computers & Mathematics with Applications. 84:277-295. https://doi.org/10.1016/j.camwa.2021.01.0032772958

Scalable iterative methods for sampling from massive Gaussian random vectors

Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we show how we can exploit arbitrarily accu- rate approximations to a GMRF to speed up Krylov subspace sampling methods. We also show that these methods can be used when computing the normalising constant of a large multivariate Gaussian distribution, which is needed for both any likelihood-based inference method. The method we derive is also applicable to other structured Gaussian random vectors and, in particu- lar, we show that when the precision matrix is a perturbation of a (block) circulant matrix, it is still possible to derive O(n log n) sampling schemes.Comment: 17 Pages, 4 Figure