Algebraic, Block and Multiplicative Preconditioners based on Fast Tridiagonal Solves on GPUs

This thesis contributes to the field of sparse linear algebra, graph applications, and preconditioners for Krylov iterative solvers of sparse linear equation systems, by providing a (block) tridiagonal solver library, a generalized sparse matrix-vector implementation, a linear forest extraction, and a multiplicative preconditioner based on tridiagonal solves. The tridiagonal library, which supports (scaled) partial pivoting, outperforms cuSPARSE's tridiagonal solver by factor five while completely utilizing the available GPU memory bandwidth. For the performance optimized solving of multiple right-hand sides, the explicit factorization of the tridiagonal matrix can be computed. The extraction of a weighted linear forest (union of disjoint paths) from a general graph is used to build algebraic (block) tridiagonal preconditioners and deploys the generalized sparse-matrix vector implementation of this thesis for preconditioner construction. During linear forest extraction, a new parallel bidirectional scan pattern, which can operate on double-linked list structures, identifies the path ID and the position of a vertex. The algebraic preconditioner construction is also used to build more advanced preconditioners, which contain multiple tridiagonal factors, based on generalized ILU factorizations. Additionally, other preconditioners based on tridiagonal factors are presented and evaluated in comparison to ILU and ILU incomplete sparse approximate inverse preconditioners (ILU-ISAI) for the solution of large sparse linear equation systems from the Sparse Matrix Collection. For all presented problems of this thesis, an efficient parallel algorithm and its CUDA implementation for single GPU systems is provided

A novel approach to evaluating compact finite differences and similar tridiagonal schemes on GPU-accelerated clusters

Compact finite difference schemes are widely used in the direct numerical simulation of fluid flows for their ability to better resolve the small scales of turbulence. However, they can be expensive to evaluate and difficult to parallelize. In this work, we present an approach for the computation of compact finite differences and similar tridiagonal schemes on graphics processing units (GPUs). We present a variant of the cyclic reduction algorithm for solving the tridiagonal linear systems that arise in such numerical schemes. We study the impact of the matrix structure on the cyclic reduction algorithm and show that precomputing forward reduction coefficients can be especially effective for obtaining good performance. Our tridiagonal solver is able to outperform the NVIDIA CUSPARSE and the multithreaded Intel MKL tridiagonal solvers on GPU and CPU respectively. In addition, we present a parallelization strategy for GPU-accelerated clusters, and show scalabality of a 3-D compact finite difference application for up to 64 GPUs on Clemson’s Palmetto cluster

Simulating the behavior of the human brain on GPUS

The simulation of the behavior of the Human Brain is one of the most important challenges in computing today. The main problem consists of finding efficient ways to manipulate and compute the huge volume of data that this kind of simulations need, using the current technology. In this sense, this work is focused on one of the main steps of such simulation, which consists of computing the Voltage on neurons’ morphology. This is carried out using the Hines Algorithm and, although this algorithm is the optimum method in terms of number of operations, it is in need of non-trivial modifications to be efficiently parallelized on GPUs. We proposed several optimizations to accelerate this algorithm on GPU-based architectures, exploring the limitations of both, method and architecture, to be able to solve efficiently a high number of Hines systems (neurons). Each of the optimizations are deeply analyzed and described. Two different approaches are studied, one for mono-morphology simulations (batch of neurons with the same shape) and one for multi-morphology simulations (batch of neurons where every neuron has a different shape). In mono-morphology simulations we obtain a good performance using just a single kernel to compute all the neurons. However this turns out to be inefficient on multi-morphology simulations. Unlike the previous scenario, in multi-morphology simulations a much more complex implementation is necessary to obtain a good performance. In this case, we must execute more than one single GPU kernel. In every execution (kernel call) one specific part of the batch of the neurons is solved. These parts can be seen as multiple and independent tridiagonal systems. Although the present paper is focused on the simulation of the behavior of the Human Brain, some of these techniques, in particular those related to the solving of tridiagonal systems, can be also used for multiple oil and gas simulations. Our studies have proven that the optimizations proposed in the present work can achieve high performance on those computations with a high number of neurons, being our GPU implementations about 4× and 8× faster than the OpenMP multicore implementation (16 cores), using one and two NVIDIA K80 GPUs respectively. Also, it is important to highlight that these optimizations can continue scaling, even when dealing with a very high number of neurons.This project has received funding from the European Union’s Horizon 2020 Research and Innovation Programme under Grant Agreement No. 720270 (HBP SGA1), from the Spanish Ministry of Economy and Competitiveness under the project Computación de Altas Prestaciones VII (TIN2015-65316-P), the Departament d’Innovació, Universitats i Empresa de la Generalitat de Catalunya, under project MPEXPAR: Models de Programació i Entorns d’Execució Parallels (2014-SGR-1051). We thank the support of NVIDIA through the BSC/UPC NVIDIA GPU Center of Excellence, and the European Union’s Horizon 2020 Research and Innovation Program under the Marie Sklodowska-Curie Grant Agreement No. 749516.Peer ReviewedPostprint (published version

Matrix-free GPU implementation of a preconditioned conjugate gradient solver for anisotropic elliptic PDEs

Many problems in geophysical and atmospheric modelling require the fast solution of elliptic partial differential equations (PDEs) in "flat" three dimensional geometries. In particular, an anisotropic elliptic PDE for the pressure correction has to be solved at every time step in the dynamical core of many numerical weather prediction models, and equations of a very similar structure arise in global ocean models, subsurface flow simulations and gas and oil reservoir modelling. The elliptic solve is often the bottleneck of the forecast, and an algorithmically optimal method has to be used and implemented efficiently. Graphics Processing Units have been shown to be highly efficient for a wide range of applications in scientific computing, and recently iterative solvers have been parallelised on these architectures. We describe the GPU implementation and optimisation of a Preconditioned Conjugate Gradient (PCG) algorithm for the solution of a three dimensional anisotropic elliptic PDE for the pressure correction in NWP. Our implementation exploits the strong vertical anisotropy of the elliptic operator in the construction of a suitable preconditioner. As the algorithm is memory bound, performance can be improved significantly by reducing the amount of global memory access. We achieve this by using a matrix-free implementation which does not require explicit storage of the matrix and instead recalculates the local stencil. Global memory access can also be reduced by rewriting the algorithm using loop fusion and we show that this further reduces the runtime on the GPU. We demonstrate the performance of our matrix-free GPU code by comparing it to a sequential CPU implementation and to a matrix-explicit GPU code which uses existing libraries. The absolute performance of the algorithm for different problem sizes is quantified in terms of floating point throughput and global memory bandwidth.Comment: 18 pages, 7 figure

Batch solution of small PDEs with the OPS DSL

In this paper we discuss the challenges and optimisations opportunities when solving a large number of small, equally sized discretised PDEs on regular grids. We present an extension of the OPS (Oxford Parallel library for Structured meshes) embedded Domain Specific Language, and show how support can be added for solving multiple systems, and how OPS makes it easy to deploy a variety of transformations and optimisations. The new capabilities in OPS allow to automatically apply data structure transformations, as well as execution schedule transformations to deliver high performance on a variety of hardware platforms. We evaluate our work on an industrially representative finance simulation on Intel CPUs, as well as NVIDIA GPUs

High throughput multidimensional tridiagonal system solvers on FPGAs

We present a high performance tridiagonal solver library for Xilinx FPGAs optimized for multiple multi-dimensional systems common in real-world applications. An analytical performance model is developed and used to explore the design space and obtain rapid performance estimates that are over 85% accurate. This library achieves an order of magnitude better performance when solving large batches of systems than previous FPGA work. A detailed comparison with a current state-of-the-art GPU library for multi-dimensional tridiagonal systems on an Nvidia V100 GPU shows the FPGA achieving competitive or better runtime and significant energy savings of over 30%. Through this design, we learn lessons about the types of applications where FPGAs can challenge the current dominance of GPUs