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

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

Krylov-based algebraic multigrid for edge elements

International audienceThis work tackles the evaluation of a multigrid cycling strategy using inner flexible Krylov subspace iterations. It provides a valuable improvement to the Reitzinger and Sch¨oberl algebraic multigrid method for systems coming from edge element discretization

A Parallel Solver for Graph Laplacians

Problems from graph drawing, spectral clustering, network flow and graph partitioning can all be expressed in terms of graph Laplacian matrices. There are a variety of practical approaches to solving these problems in serial. However, as problem sizes increase and single core speeds stagnate, parallelism is essential to solve such problems quickly. We present an unsmoothed aggregation multigrid method for solving graph Laplacians in a distributed memory setting. We introduce new parallel aggregation and low degree elimination algorithms targeted specifically at irregular degree graphs. These algorithms are expressed in terms of sparse matrix-vector products using generalized sum and product operations. This formulation is amenable to linear algebra using arbitrary distributions and allows us to operate on a 2D sparse matrix distribution, which is necessary for parallel scalability. Our solver outperforms the natural parallel extension of the current state of the art in an algorithmic comparison. We demonstrate scalability to 576 processes and graphs with up to 1.7 billion edges.Comment: PASC '18, Code: https://github.com/ligmg/ligm

Recent advances in sparse direct solvers

International audienceDirect methods for the solution of sparse systems of linear equations of the form A x = b are used in a wide range of numerical simulation applications. Such methods are based on the decomposition of the matrix into a product of triangular factors (e.g., A = L U ), followed by triangular solves. They are known for their numerical accuracy and robustness but are also characterized by a high memory consumption and a large amount of computations. Here we survey some research directions that are being investigated by the sparse direct solver community to alleviate these issues: memory-aware scheduling techniques, low-rank approximations, and distributed/shared memory hybrid programming

An algebraic multigrid method with proved convergence rate I: two-grid analysis

info:eu-repo/semantics/nonPublishe

Analgebraic multigrid method with guaranteed convergence rate

info:eu-repo/semantics/nonPublishe

V-cycle multigrid convergence analysis: comparison of bounds and relation with the two-grid convergence factor

info:eu-repo/semantics/nonPublishe