Fast Matlab compatible sparse assembly on multicore computers

We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of interest to design a highly efficient implementation. We show how to do this, and moreover, we show how our implementation can be parallelized to utilize the power of modern multicore computers. Our freely available code, fully Matlab compatible, achieves about a factor of 5 times in speedup on a typical 6-core machine and 10 times on a dual-socket 16 core machine compared to the built-in serial implementation

Parallel Smoothers for Matrix-based Multigrid Methods on Unstructured Meshes Using Multicore CPUs and GPUs

Multigrid methods are efficient and fast solvers for problems typically modeled by partial differential equations of elliptic type. For problems with complex geometries and local singularities stencil-type discrete operators on equidistant Cartesian grids need to be replaced by more flexible concepts for unstructured meshes in order to properly resolve all problem-inherent specifics and for maintaining a moderate number of unknowns. However, flexibility in the meshes goes along with severe drawbacks with respect to parallel execution – especially with respect to the definition of adequate smoothers. This point becomes in particular pronounced in the framework of fine-grained parallelism on GPUs with hundreds of execution units. We use the approach of matrixbased multigrid that has high flexibility and adapts well to the exigences of modern computing platforms. In this work we investigate multi-colored Gauß-Seidel type smoothers, the power(q)-pattern enhanced multi-colored ILU(p) smoothers with fillins

Engineering a Combinatorial Laplacian Solver: Lessons Learned

Linear system solving is a main workhorse in applied mathematics. Recently, theoretical computer scientists contributed sophisticated algorithms for solving linear systems with symmetric diagonally-dominant (SDD) matrices in provably nearly-linear time. These algorithms are very interesting from a theoretical perspective, but their practical performance was unclear. Here, we address this gap. We provide the first implementation of the combinatorial solver by Kelner et al. (STOC 2013), which is appealing for implementation due to its conceptual simplicity. The algorithm exploits that a Laplacian matrix (which is SDD) corresponds to a graph; solving symmetric Laplacian linear systems amounts to finding an electrical flow in this graph with the help of cycles induced by a spanning tree with the low-stretch property. The results of our experiments are ambivalent. While they confirm the predicted nearly-linear running time, the constant factors make the solver much slower for reasonable inputs than basic methods with higher asymptotic complexity. We were also not able to use the solver effectively as a smoother or preconditioner. Moreover, while spanning trees with lower stretch indeed reduce the solver’s running time, we experience again a discrepancy in practice: in our experiments, simple spanning tree algorithms perform better than those with a guaranteed low stretch. We expect that our results provide insights for future improvements of combinatorial linear solvers