The impact of global communication latency at extreme scales on Krylov methods

Krylov Subspace Methods (KSMs) are popular numerical tools for solving large linear systems of equations. We consider their role in solving sparse systems on future massively parallel distributed memory machines, by estimating future performance of their constituent operations. To this end we construct a model that is simple, but which takes topology and network acceleration into account as they are important considerations. We show that, as the number of nodes of a parallel machine increases to very large numbers, the increasing latency cost of reductions may well become a problematic bottleneck for traditional formulations of these methods. Finally, we discuss how pipelined KSMs can be used to tackle the potential problem, and appropriate pipeline depths

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

A multi-level preconditioned Krylov method for the efficient solution of algebraic tomographic reconstruction problems

Classical iterative methods for tomographic reconstruction include the class of Algebraic Reconstruction Techniques (ART). Convergence of these stationary linear iterative methods is however notably slow. In this paper we propose the use of Krylov solvers for tomographic linear inversion problems. These advanced iterative methods feature fast convergence at the expense of a higher computational cost per iteration, causing them to be generally uncompetitive without the inclusion of a suitable preconditioner. Combining elements from standard multigrid (MG) solvers and the theory of wavelets, a novel wavelet-based multi-level (WMG) preconditioner is introduced, which is shown to significantly speed-up Krylov convergence. The performance of the WMG-preconditioned Krylov method is analyzed through a spectral analysis, and the approach is compared to existing methods like the classical Simultaneous Iterative Reconstruction Technique (SIRT) and unpreconditioned Krylov methods on a 2D tomographic benchmark problem. Numerical experiments are promising, showing the method to be competitive with the classical Algebraic Reconstruction Techniques in terms of convergence speed and overall performance (CPU time) as well as precision of the reconstruction.Comment: Journal of Computational and Applied Mathematics (2014), 26 pages, 13 figures, 3 table

Using fast and accurate simulation to explore hardware/software trade-offs in the multi-core era

Writing well-performing parallel programs is challenging in the multi-core processor era. In addition to achieving good per-thread performance, which in itself is a balancing act between instruction-level parallelism, pipeline effects and good memory performance, multi-threaded programs complicate matters even further. These programs require synchronization, and are affected by the interactions between threads through sharing of both processor resources and the cache hierarchy. At the Intel Exascience Lab, we are developing an architectural simulator called Sniper for simulating future exascale-era multi-core processors. Its goal is twofold: Sniper should assist hardware designers to make design decisions, while simultaneously providing software designers with a tool to gain insight into the behavior of their algorithms and allow for optimization. By taking architectural features into account, our simulator can provide more insight into parallel programs than what can be obtained from existing performance analysis tools. This unique combination of hardware simulator and software performance analysis tool makes Sniper a useful tool for a simultaneous exploration of the hardware and software design space for future high-performance multi-core systems

An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which have low-rank off-diagonal blocks, to approximate the frontal matrices. For HSS matrix construction, a randomized sampling algorithm is used together with interpolative decompositions. The combination of the randomized compression with a fast ULV HSS factorization leads to a solver with lower computational complexity than the standard multifrontal method for many applications, resulting in speedups up to 7 fold for problems in our test suite. The implementation targets many-core systems by using task parallelism with dynamic runtime scheduling. Numerical experiments show performance improvements over state-of-the-art sparse direct solvers. The implementation achieves high performance and good scalability on a range of modern shared memory parallel systems, including the Intel Xeon Phi (MIC). The code is part of a software package called STRUMPACK -- STRUctured Matrices PACKage, which also has a distributed memory component for dense rank-structured matrices

Sparse Approximate Multifrontal Factorization with Butterfly Compression for High Frequency Wave Equations

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the butterfly algorithm and its hierarchical matrix extension for compressing and factorizing large frontal matrices via graph-distance guided entry evaluation or randomized matrix-vector multiplication-based schemes. Complexity analysis and numerical experiments demonstrate $\mathcal{O}(N\log^2 N)$ computation and $\mathcal{O}(N)$ memory complexity when applied to an $N\times N$ sparse system arising from 3D high-frequency Helmholtz and Maxwell problems

An effective preconditioning strategy for volume penalized incompressible/low Mach multiphase flow solvers

The volume penalization (VP) or the Brinkman penalization (BP) method is a diffuse interface method for simulating multiphase fluid-structure interaction (FSI) problems in ocean engineering and/or phase change problems in thermal sciences. The method relies on a penalty factor (which is inversely related to body's permeability $\kappa$) that must be large to enforce rigid body velocity in the solid domain. When the penalty factor is large, the discrete system of equations becomes stiff and difficult to solve numerically. In this paper, we propose a projection method-based preconditioning strategy for solving volume penalized (VP) incompressible and low-Mach Navier-Stokes equations. The projection preconditioner enables the monolithic solution of the coupled velocity-pressure system in both single phase and multiphase flow settings. In this approach, the penalty force is treated implicitly, which is allowed to take arbitrary large values without affecting the solver's convergence rate or causing numerical stiffness/instability. It is made possible by including the penalty term in the pressure Poisson equation. Solver scalability under grid refinement is demonstrated. A manufactured solution in a single phase setting is used to determine the spatial accuracy of the penalized solution. Second-order pointwise accuracy is achieved for both velocity and pressure solutions. Two multiphase fluid-structure interaction (FSI) problems from the ocean engineering literature are also simulated to evaluate the solver's robustness and performance. The proposed solver allows us to investigate the effect of $\kappa$ on the motion of the contact line over the surface of the immersed body. It also allows us to investigate the dynamics of the free surface of a solidifying meta