Resilience for Asynchronous Iterative Methods for Sparse Linear Systems

Large scale simulations are used in a variety of application areas in science and engineering to help forward the progress of innovation. Many spend the vast majority of their computational time attempting to solve large systems of linear equations; typically arising from discretizations of partial differential equations that are used to mathematically model various phenomena. The algorithms used to solve these problems are typically iterative in nature, and making efficient use of computational time on High Performance Computing (HPC) clusters involves constantly improving these iterative algorithms. Future HPC platforms are expected to encounter three main problem areas: scalability of code, reliability of hardware, and energy efficiency of the platform. The HPC resources that are expected to run the large programs are planned to consist of billions of processing units that come from more traditional multicore processors as well as a variety of different hardware accelerators. This growth in parallelism leads to the presence of all three problems. Previously, work on algorithm development has focused primarily on creating fault tolerance mechanisms for traditional iterative solvers. Recent work has begun to revisit using asynchronous methods for solving large scale applications, and this dissertation presents research into fault tolerance for fine-grained methods that are asynchronous in nature. Classical convergence results for asynchronous methods are revisited and modified to account for the possible occurrence of a fault, and a variety of techniques for recovery from the effects of a fault are proposed. Examples of how these techniques can be used are shown for various algorithms, including an analysis of a fine-grained algorithm for computing incomplete factorizations. Lastly, numerous modeling and simulation tools for the further construction of iterative algorithms for HPC applications are developed, including numerical models for simulating faults and a simulation framework that can be used to extrapolate the performance of algorithms towards future HPC systems

Fine-grained bit-flip protection for relaxation methods

[EN] Resilience is considered a challenging under-addressed issue that the high performance computing community (HPC) will have to face in order to produce reliable Exascale systems by the beginning of the next decade. As part of a push toward a resilient HPC ecosystem, in this paper we propose an error-resilient iterative solver for sparse linear systems based on stationary component-wise relaxation methods. Starting from a plain implementation of the Jacobi iteration, our approach introduces a low-cost component-wise technique that detects bit-flips, rejecting some component updates, and turning the initial synchronized solver into an asynchronous iteration. Our experimental study with sparse incomplete factorizations from a collection of real-world applications, and a practical GPU implementation, exposes the convergence delay incurred by the fault-tolerant implementation and its practical performance.This material is based upon work supported in part by the U.S. Department of Energy (Award Number DE-SC-0010042) and NVIDIA. E. S. Quintana-Orti was supported by project CICYT TIN2014-53495-R of MINECO and FEDER.Anzt, H.; Dongarra, J.; Quintana Ortí, ES. (2019). Fine-grained bit-flip protection for relaxation methods. Journal of Computational Science. 36:1-11. https://doi.org/10.1016/j.jocs.2016.11.013S11136Chow, E., & Patel, A. (2015). Fine-Grained Parallel Incomplete LU Factorization. SIAM Journal on Scientific Computing, 37(2), C169-C193. doi:10.1137/140968896Karpuzcu, U. R., Kim, N. S., & Torrellas, J. (2013). Coping with Parametric Variation at Near-Threshold Voltages. IEEE Micro, 33(4), 6-14. doi:10.1109/mm.2013.71Bronevetsky, G., & de Supinski, B. (2008). Soft error vulnerability of iterative linear algebra methods. Proceedings of the 22nd annual international conference on Supercomputing - ICS ’08. doi:10.1145/1375527.1375552Sao, P., & Vuduc, R. (2013). Self-stabilizing iterative solvers. Proceedings of the Workshop on Latest Advances in Scalable Algorithms for Large-Scale Systems - ScalA ’13. doi:10.1145/2530268.2530272Calhoun, J., Snir, M., Olson, L., & Garzaran, M. (2015). Understanding the Propagation of Error Due to a Silent Data Corruption in a Sparse Matrix Vector Multiply. 2015 IEEE International Conference on Cluster Computing. doi:10.1109/cluster.2015.101Chazan, D., & Miranker, W. (1969). Chaotic relaxation. Linear Algebra and its Applications, 2(2), 199-222. doi:10.1016/0024-3795(69)90028-7Frommer, A., & Szyld, D. B. (2000). On asynchronous iterations. Journal of Computational and Applied Mathematics, 123(1-2), 201-216. doi:10.1016/s0377-0427(00)00409-xDuff, I. S., & Meurant, G. A. (1989). The effect of ordering on preconditioned conjugate gradients. BIT, 29(4), 635-657. doi:10.1007/bf01932738Aliaga, J. I., Barreda, M., Dolz, M. F., Martín, A. F., Mayo, R., & Quintana-Ortí, E. S. (2014). Assessing the impact of the CPU power-saving modes on the task-parallel solution of sparse linear systems. Cluster Computing, 17(4), 1335-1348. doi:10.1007/s10586-014-0402-

Resiliency in numerical algorithm design for extreme scale simulations

This work is based on the seminar titled ‘Resiliency in Numerical Algorithm Design for Extreme Scale Simulations’ held March 1–6, 2020, at Schloss Dagstuhl, that was attended by all the authors. Advanced supercomputing is characterized by very high computation speeds at the cost of involving an enormous amount of resources and costs. A typical large-scale computation running for 48 h on a system consuming 20 MW, as predicted for exascale systems, would consume a million kWh, corresponding to about 100k Euro in energy cost for executing 1023 floating-point operations. It is clearly unacceptable to lose the whole computation if any of the several million parallel processes fails during the execution. Moreover, if a single operation suffers from a bit-flip error, should the whole computation be declared invalid? What about the notion of reproducibility itself: should this core paradigm of science be revised and refined for results that are obtained by large-scale simulation? Naive versions of conventional resilience techniques will not scale to the exascale regime: with a main memory footprint of tens of Petabytes, synchronously writing checkpoint data all the way to background storage at frequent intervals will create intolerable overheads in runtime and energy consumption. Forecasts show that the mean time between failures could be lower than the time to recover from such a checkpoint, so that large calculations at scale might not make any progress if robust alternatives are not investigated. More advanced resilience techniques must be devised. The key may lie in exploiting both advanced system features as well as specific application knowledge. Research will face two essential questions: (1) what are the reliability requirements for a particular computation and (2) how do we best design the algorithms and software to meet these requirements? While the analysis of use cases can help understand the particular reliability requirements, the construction of remedies is currently wide open. One avenue would be to refine and improve on system- or application-level checkpointing and rollback strategies in the case an error is detected. Developers might use fault notification interfaces and flexible runtime systems to respond to node failures in an application-dependent fashion. Novel numerical algorithms or more stochastic computational approaches may be required to meet accuracy requirements in the face of undetectable soft errors. These ideas constituted an essential topic of the seminar. The goal of this Dagstuhl Seminar was to bring together a diverse group of scientists with expertise in exascale computing to discuss novel ways to make applications resilient against detected and undetected faults. In particular, participants explored the role that algorithms and applications play in the holistic approach needed to tackle this challenge. This article gathers a broad range of perspectives on the role of algorithms, applications and systems in achieving resilience for extreme scale simulations. The ultimate goal is to spark novel ideas and encourage the development of concrete solutions for achieving such resilience holistically.Peer Reviewed"Article signat per 36 autors/es: Emmanuel Agullo, Mirco Altenbernd, Hartwig Anzt, Leonardo Bautista-Gomez, Tommaso Benacchio, Luca Bonaventura, Hans-Joachim Bungartz, Sanjay Chatterjee, Florina M. Ciorba, Nathan DeBardeleben, Daniel Drzisga, Sebastian Eibl, Christian Engelmann, Wilfried N. Gansterer, Luc Giraud, Dominik G ̈oddeke, Marco Heisig, Fabienne Jezequel, Nils Kohl, Xiaoye Sherry Li, Romain Lion, Miriam Mehl, Paul Mycek, Michael Obersteiner, Enrique S. Quintana-Ortiz, Francesco Rizzi, Ulrich Rude, Martin Schulz, Fred Fung, Robert Speck, Linda Stals, Keita Teranishi, Samuel Thibault, Dominik Thonnes, Andreas Wagner and Barbara Wohlmuth"Postprint (author's final draft

ブロック赤黒順序付けによるPoissonソルバーの並列化とParticie-in-Cellプラズマシミュレーションへの応用

電気通信大学202

Proceedings, MSVSCC 2017

Proceedings of the 11th Annual Modeling, Simulation & Visualization Student Capstone Conference held on April 20, 2017 at VMASC in Suffolk, Virginia. 211 pp

Inference, Computation, and Games

In this thesis, we use statistical inference and competitive games to design algorithms for computational mathematics. In the first part, comprising chapters two through six, we use ideas from Gaussian process statistics to obtain fast solvers for differential and integral equations. We begin by observing the equivalence of conditional (near-)independence of Gaussian processes and the (near-)sparsity of the Cholesky factors of its precision and covariance matrices. This implies the existence of a large class of dense matrices with almost sparse Cholesky factors, thereby greatly increasing the scope of application of sparse Cholesky factorization. Using an elimination ordering and sparsity pattern motivated by the screening effect in spatial statistics, we can compute approximate Cholesky factors of the covariance matrices of Gaussian processes admitting a screening effect in near-linear computational complexity. These include many popular smoothness priors such as the Matérn class of covariance functions. In the special case of Green's matrices of elliptic boundary value problems (with possibly unknown elliptic operators of arbitrarily high order, with possibly rough coefficients), we can use tools from numerical homogenization to prove the exponential accuracy of our method. This result improves the state-of-the-art for solving general elliptic integral equations and provides the first proof of an exponential screening effect. We also derive a fast solver for elliptic partial differential equations, with accuracy-vs-complexity guarantees that improve upon the state-of-the-art. Furthermore, the resulting solver is performant in practice, frequently beating established algebraic multigrid libraries such as AMGCL and Trilinos on a series of challenging problems in two and three dimensions. Finally, for any given covariance matrix, we obtain a closed-form expression for its optimal (in terms of Kullback-Leibler divergence) approximate inverse-Cholesky factorization subject to a sparsity constraint, recovering Vecchia approximation and factorized sparse approximate inverses. Our method is highly robust, embarrassingly parallel, and further improves our asymptotic results on the solution of elliptic integral equations. We also provide a way to apply our techniques to sums of independent Gaussian processes, resolving a major limitation of existing methods based on the screening effect. As a result, we obtain fast algorithms for large-scale Gaussian process regression problems with possibly noisy measurements. In the second part of this thesis, comprising chapters seven through nine, we study continuous optimization through the lens of competitive games. In particular, we consider competitive optimization, where multiple agents attempt to minimize conflicting objectives. In the single-agent case, the updates of gradient descent are minimizers of quadratically regularized linearizations of the loss function. We propose to generalize this idea by using the Nash equilibria of quadratically regularized linearizations of the competitive game as updates (linearize the game). We provide fundamental reasons why the natural notion of linearization for competitive optimization problems is given by the multilinear (as opposed to linear) approximation of the agents' loss functions. The resulting algorithm, which we call competitive gradient descent, thus provides a natural generalization of gradient descent to competitive optimization. By using ideas from information geometry, we extend CGD to competitive mirror descent (CMD) that can be applied to a vast range of constrained competitive optimization problems. CGD and CMD resolve the cycling problem of simultaneous gradient descent and show promising results on problems arising in constrained optimization, robust control theory, and generative adversarial networks. Finally, we point out the GAN-dilemma that refutes the common interpretation of GANs as approximate minimizers of a divergence obtained in the limit of a fully trained discriminator. Instead, we argue that GAN performance relies on the implicit competitive regularization (ICR) due to the simultaneous optimization of generator and discriminator and support this hypothesis with results on low-dimensional model problems and GANs on CIFAR10.</p

Towards Efficient and Scalable Discontinuous Galerkin Methods for Unsteady Flows

openNegli ultimi anni, la crescente disponibilit`a di risorse computazionali ha contribuito alla diffusione della fluidodinamica computazionale per la ricerca e per la progettazione industriale. Uno degli approcci pi promettenti si basa sul metodo agli elementi finiti discontinui di Galerkin (dG). Nell’ambito di queste metodologie, il contributo della tesi e' triplice. Innanzi- tutto, il lavoro introduce un algoritmo di parallelizzazione ibrida MPI/OpenMP per l’utilizzo efficiente di risorse di super calcolo. In secondo luogo, propone strategie di soluzione efficienti, scalabili e con limitata allocazione di memoria per la soluzione di problemi complessi. Infine, confronta le strategie di soluzione introdotte con nuove tecniche di discretizzazione dette “ibridizzabili”, su problemi riguardanti la soluzione delle equazioni di Navier–Stokes non stazionarie. L’efficienza computazionale e' stata valutata su casi di crescente complessita' riguardanti la simulazione della turbolenza. In primo luogo, e' stata considerata la convezione naturale di Rayleigh-Benard e il flusso turbolento in un canale a numeri di Reynolds moderatamente alti. Le strategie di soluzione proposte sono risultate fino a cinque volte piu` veloci rispetto ai metodi standard allocando solamente il 7% della memoria. In secondo luogo, e' stato analizzato il flusso attorno ad una piastra piana con bordo arrotondato sottoposta a diversi livelli di turbolenza in ingresso. Nonostante la maggiore complessità' dovuta all’uso di elementi curvi ed anisotropi, l’algoritmo proposto e' risultato oltre tre volte piu` veloce allocando il 15% della memoria rispetto ad un metodo standard. Concludendo, viene riportata la simulazione del “Boeing Rudimentary Landing Gear” a Re = 10^6. In tutti i casi i risultati ottenuti sono in ottimo accordo con i dati sperimentali e con precedenti simulazioni numeriche pubblicate in letteratura.In recent years the increasing availability of High Performance Computing (HPC) resources strongly promoted the widespread of high fidelity simulations, such as the Large Eddy Simulation (LES), for industrial research and design. One of the most promising approaches to those kind of simulations is based on the discontinuous Galerkin (dG) discretization method. The contribution of the thesis towards this research area is three-fold. First, the work introduces an efficient hybrid MPI/OpenMP parallelisation paradigm to fruitfully exploit large HPC facilities. Second, it reports efficient, scalable and memory saving solution strategies for stiff dG discretisations. Third, it compares those solution strategies, for the first time using the same numerical framework, to hybridizable discontinuous Galerkin (HDG) methods, including a novel implementation of a p-multigrid preconditioning approach, on unsteady flow problems involving the solution of the NavierStokes equations. The improvements in computational efficiency have been evaluated on cases of growing complexity involving large eddy simulations of turbulent flows. First, the Rayleigh-Benard convection problem and the turbulent channel flow at moderately high Reynolds numbers is presented. The solution strategies proposed resulted up to five times faster than standard matrix-based methods while al- locating the 7% of the memory. A second family of test cases involve the LES simulation of a rounded leading edge flat plate under different levels of free-stream turbulence. Although the increased stiffness of the iteration matrix due to the use of curved and stretched elements, the solver resulted more than three times faster while allocating the 15% of the memory if compared to standard methods. Finally, the large eddy simulation of the Boeing Rudimentary Landing Gear at Re = 10^6 is reported. In all the cases, a remarkable agreement with experimental data as well as previous numerical simulations is documented.INGEGNERIA INDUSTRIALEopenFranciolini, Matte

Hardware Awareness for the Selection of Optimal Iterative Linear Solvers

Solving sparse systems of linear equations is a commonly encountered computation in scientific and high-performance computing applications. Applications that depend on solving sparse linear systems as part of their workflow can spend a large percentage of their total runtime solving sparse systems. However, selecting the best iterative solver and preconditioner for solving a given sparse linear system, especially for novice users, is not a simple task. To address this problem, previous works have used machine learning techniques to find similarities between sparse matrices and the corresponding performance that solver-preconditioner pairs have on solving the resulting linear systems. This dissertation expands on existing work by introducing new techniques that incorporate hardware information into the prediction of ideal iterative linear solver and preconditioners for sparse linear systems. By accounting for hardware, it is possible to create more specially tailored solver-preconditioner recommendations for a novice user

Activities of the Institute for Computer Applications in Science and Engineering (ICASE)

This report summarizes research conducted at the Institute for Computer Applications Science and Engineering in applied mathematics, numerical analysis, and computer science during the period October 2, 1987 through March 31, 1988