160 research outputs found
Spectral acceleration of parallel iterative eigensolvers for large scale scientific computing
The computation of a number of the smallest eigenvalues of large and sparse matrices is crucial in various scientific applications, as the Finite Element solution of PDEs, electronic structure calculations or Laplacian of graphs, to mention a few. We propose in this contribution a parallel algorithm that is based on the spectral low-rank modification of a factorized sparse approximate inverse preconditioner (RFSAI) to accelerate the Newton-based iterative eigensolvers. Numerical results onto matrices arising from various realistic problems with size up to 5 million unknowns and 2.2 x 10^8 nonzero elements account for the efficiency and the scalability of the proposed RFSAI-updated preconditioner
An Optimized and Scalable Eigensolver for Sequences of Eigenvalue Problems
In many scientific applications the solution of non-linear differential
equations are obtained through the set-up and solution of a number of
successive eigenproblems. These eigenproblems can be regarded as a sequence
whenever the solution of one problem fosters the initialization of the next. In
addition, in some eigenproblem sequences there is a connection between the
solutions of adjacent eigenproblems. Whenever it is possible to unravel the
existence of such a connection, the eigenproblem sequence is said to be
correlated. When facing with a sequence of correlated eigenproblems the current
strategy amounts to solving each eigenproblem in isolation. We propose a
alternative approach which exploits such correlation through the use of an
eigensolver based on subspace iteration and accelerated with Chebyshev
polynomials (ChFSI). The resulting eigensolver is optimized by minimizing the
number of matrix-vector multiplications and parallelized using the Elemental
library framework. Numerical results show that ChFSI achieves excellent
scalability and is competitive with current dense linear algebra parallel
eigensolvers.Comment: 23 Pages, 6 figures. First revision of an invited submission to
special issue of Concurrency and Computation: Practice and Experienc
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
A parallel implementation of Davidson methods for large-scale eigenvalue problems in SLEPc
In the context of large-scale eigenvalue problems, methods of Davidson type such as Jacobi-Davidson can be competitive with respect to other types of algorithms, especially in some particularly difficult situations such as computing interior eigenvalues or when matrix factorization is prohibitive or highly inefficient. However, these types of methods are not generally available in the form of high-quality parallel implementations, especially for the case of non-Hermitian eigenproblems. We present our implementation of various Davidson-type methods in SLEPc, the Scalable Library for Eigenvalue Problem Computations. The solvers incorporate many algorithmic variants for subspace expansion and extraction, and cover a wide range of eigenproblems including standard and generalized, Hermitian and non-Hermitian, with either real or complex arithmetic. We provide performance results on a large battery of test problems.This work was supported by the Spanish Ministerio de Ciencia e Innovacion under project TIN2009-07519. Author's addresses: E. Romero, Institut I3M, Universitat Politecnica de Valencia, Cami de Vera s/n, 46022 Valencia, Spain), and J. E. Roman, Departament de Sistemes Informatics i Computacio, Universitat Politecnica de Valencia, Cami de Vera s/n, 46022 Valencia, Spain; email: [email protected] Alcalde, E.; Román Moltó, JE. (2014). A parallel implementation of Davidson methods for large-scale eigenvalue problems in SLEPc. ACM Transactions on Mathematical Software. 40(2):13:01-13:29. https://doi.org/10.1145/2543696S13:0113:29402P. Arbenz, M. Becka, R. Geus, U. Hetmaniuk, and T. Mengotti. 2006. On a parallel multilevel preconditioned Maxwell eigensolver. Parallel Comput. 32, 2, 157--165.Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der Vorst, Eds. 2000. 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Romero, and A. Tomas. 2011. SLEPc users manual. Tech. Rep. DSICII/24/02 - Revision 3.2, D. Sistemes Informàtics i Computació, Universitat Politècnica de València. http://www.grycap.upv.es/slepc.T. Dannert and F. Jenko. 2005. Gyrokinetic simulation of collisionless trapped-electronmode turbulence. Phys. Plasmas 12, 7, 072309.E. R. Davidson. 1975. The iterative calculation of a few of the lowest eigenvalues and corresponding eigenvectors of large real-symmetric matrices. J. Comput. Phys. 17, 1, 87--94.T. A. Davis and Y. Hu. 2011. The University of Florida Sparse Matrix Collection. ACM Trans. Math. Softw. 38, 1, 1:1--1:25.H. C. Elman, A. Ramage, and D. J. Silvester. 2007. Algorithm 866: IFISS, a Matlab toolbox for modelling incompressible flow. ACM Trans. Math. Softw. 33, 2. Article 14.T. Ericsson and A. Ruhe. 1980. The spectral transformation Lanczos method for the numerical solution of large sparse generalized symmetric eigenvalue problems. Math. Comp. 35, 152, 1251--1268.M. Ferronato, C. Janna, and G. Pini. 2012. Efficient parallel solution to large-size sparse eigenproblems with block FSAI preconditioning. Numer. Linear Algebra Appl. 19, 5, 797--815.D. R. Fokkema, G. L. G. Sleijpen, and H. A. van der Vorst. 1998. Jacobi--Davidson style QR and QZ algorithms for the reduction of matrix pencils. SIAM J. Sci. Comput. 20, 1, 94--125.M. A. Freitag and A. Spence. 2007. Convergence theory for inexact inverse iteration applied to the generalised nonsymmetric eigenproblem. Electron. Trans. Numer. Anal. 28, 40--64.M. Genseberger. 2010. Improving the parallel performance of a domain decomposition preconditioning technique in the Jacobi-Davidson method for large scale eigenvalue problems. App. Numer. Math. 60, 11, 1083--1099.V. Hernandez, J. E. Roman, and A. Tomas. 2007. Parallel Arnoldi eigensolvers with enhanced scalability via global communications rearrangement. Parallel Comput. 33, 7--8, 521--540.V. Hernandez, J. E. Roman, and V. Vidal. 2005. 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Toward the optimal preconditioned eigensolver: Locally optimal block preconditioned conjugate gradient method. SIAM J. Sci. Comput. 23, 2, 517--541.A. V. Knyazev, M. E. Argentati, I. Lashuk, and E. E. Ovtchinnikov. 2007. Block Locally Optimal Preconditioned Eigenvalue Xolvers (BLOPEX) in HYPRE and PETSc. SIAM J. Sci. Comput. 29, 5, 2224--2239.J. Kopal, M. Rozložník, M. Tuma, and A. Smoktunowicz. 2012. Rounding error analysis of orthogonalization with a non-standard inner product. Numer. Math. 52, 4, 1035--1058.D. Kressner. 2006. Block algorithms for reordering standard and generalized Schur forms. ACM Trans. Math. Softw. 32, 4, 521--532.R. B. Lehoucq, D. C. Sorensen, and C. Yang. 1998. ARPACK Users' Guide, Solution of Large-Scale Eigenvalue Problems by Implicitly Restarted Arnoldi Methods. SIAM, Philadelphia, PA.Z. Li, Y. Saad, and M. Sosonkina. 2003. pARMS: a parallel version of the algebraic recursive multilevel solver. Numer. Linear Algebra Appl. 10, 5--6, 485--509.J. R. 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Modern methods for the iterative computation of eigenpairs of matrices of high dimension. Z. Angew. Math. Mech. 84, 7, 444--451.T. van Noorden and J. Rommes 2007. Computing a partial generalized real Schur form using the Jacobi--Davidson method. Numer. Linear Algebra Appl. 14, 3, 197--215.T. D. Young, E. Romero, and J. E. Roman. 2013. Parallel finite element density functional computations exploiting grid refinement and subspace recycling. Comput. Phys. Commun. 184, 1, 66--72
ChASE: Chebyshev Accelerated Subspace iteration Eigensolver for sequences of Hermitian eigenvalue problems
Solving dense Hermitian eigenproblems arranged in a sequence with direct
solvers fails to take advantage of those spectral properties which are
pertinent to the entire sequence, and not just to the single problem. When such
features take the form of correlations between the eigenvectors of consecutive
problems, as is the case in many real-world applications, the potential benefit
of exploiting them can be substantial. We present ChASE, a modern algorithm and
library based on subspace iteration with polynomial acceleration. Novel to
ChASE is the computation of the spectral estimates that enter in the filter and
an optimization of the polynomial degree which further reduces the necessary
FLOPs. ChASE is written in C++ using the modern software engineering concepts
which favor a simple integration in application codes and a straightforward
portability over heterogeneous platforms. When solving sequences of Hermitian
eigenproblems for a portion of their extremal spectrum, ChASE greatly benefits
from the sequence's spectral properties and outperforms direct solvers in many
scenarios. The library ships with two distinct parallelization schemes,
supports execution over distributed GPUs, and it is easily extensible to other
parallel computing architectures.Comment: 33 pages. Submitted to ACM TOM
A Distributed Block Chebyshev-Davidson Algorithm for Parallel Spectral Clustering
We develop a distributed Block Chebyshev-Davidson algorithm to solve
large-scale leading eigenvalue problems for spectral analysis in spectral
clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on
the prior knowledge of the eigenvalue spectrum, which could be expensive to
estimate. This issue can be lessened by the analytic spectrum estimation of the
Laplacian or normalized Laplacian matrices in spectral clustering, making the
proposed algorithm very efficient for spectral clustering. Second, to make the
proposed algorithm capable of analyzing big data, a distributed and parallel
version has been developed with attractive scalability. The speedup by parallel
computing is approximately equivalent to , where denotes the
number of processes. {Numerical results will be provided to demonstrate its
efficiency in spectral clustering and scalability advantage over existing
eigensolvers used for spectral clustering in parallel computing environments.
Parallel eigensolvers in plane-wave Density Functional Theory
We consider the problem of parallelizing electronic structure computations in
plane-wave Density Functional Theory. Because of the limited scalability of
Fourier transforms, parallelism has to be found at the eigensolver level. We
show how a recently proposed algorithm based on Chebyshev polynomials can scale
into the tens of thousands of processors, outperforming block conjugate
gradient algorithms for large computations
A spectral scheme for Kohn-Sham density functional theory of clusters
Starting from the observation that one of the most successful methods for
solving the Kohn-Sham equations for periodic systems -- the plane-wave method
-- is a spectral method based on eigenfunction expansion, we formulate a
spectral method designed towards solving the Kohn-Sham equations for clusters.
This allows for efficient calculation of the electronic structure of clusters
(and molecules) with high accuracy and systematic convergence properties
without the need for any artificial periodicity. The basis functions in this
method form a complete orthonormal set and are expressible in terms of
spherical harmonics and spherical Bessel functions. Computation of the occupied
eigenstates of the discretized Kohn-Sham Hamiltonian is carried out using a
combination of preconditioned block eigensolvers and Chebyshev polynomial
filter accelerated subspace iterations. Several algorithmic and computational
aspects of the method, including computation of the electrostatics terms and
parallelization are discussed. We have implemented these methods and algorithms
into an efficient and reliable package called ClusterES (Cluster Electronic
Structure). A variety of benchmark calculations employing local and non-local
pseudopotentials are carried out using our package and the results are compared
to the literature. Convergence properties of the basis set are discussed
through numerical examples. Computations involving large systems that contain
thousands of electrons are demonstrated to highlight the efficacy of our
methodology. The use of our method to study clusters with arbitrary point group
symmetries is briefly discussed.Comment: Manuscript submitted (with revisions) to Journal of Computational
Physic
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