Pełnotekstowe zasoby PLDML oraz innych baz dziedzinowych są już dostępne w nowej Bibliotece Nauki.
Zapraszamy na https://bibliotekanauki.pl

PL EN


Preferencje help
Widoczny [Schowaj] Abstrakt
Liczba wyników
2015 | 25 | 4 | 769-785

Tytuł artykułu

The non-symmetric s-step Lanczos algorithm: Derivation of efficient recurrences and synchronization-reducing variants of BICG and QMR

Treść / Zawartość

Warianty tytułu

Języki publikacji

EN

Abstrakty

EN
The Lanczos algorithm is among the most frequently used iterative techniques for computing a few dominant eigenvalues of a large sparse non-symmetric matrix. At the same time, it serves as a building block within biconjugate gradient (BiCG) and quasi-minimal residual (QMR) methods for solving large sparse non-symmetric systems of linear equations. It is well known that, when implemented on distributed-memory computers with a huge number of processes, the synchronization time spent on computing dot products increasingly limits the parallel scalability. Therefore, we propose synchronizationreducing variants of the Lanczos, as well as BiCG and QMR methods, in an attempt to mitigate these negative performance effects. These so-called s-step algorithms are based on grouping dot products for joint execution and replacing timeconsuming matrix operations by efficient vector recurrences. The purpose of this paper is to provide a rigorous derivation of the recurrences for the s-step Lanczos algorithm, introduce s-step BiCG and QMR variants, and compare the parallel performance of these new s-step versions with previous algorithms.

Rocznik

Tom

25

Numer

4

Strony

769-785

Opis fizyczny

Daty

wydano
2015
otrzymano
2014-04-15
poprawiono
2014-10-17

Twórcy

  • Chair for Information Systems Research, University of Freiburg, Platz der Alten Synagoge, 79098 Freiburg, Germany
  • Chair for Advanced Computing, Friedrich Schiller University Jena, Ernst-Abbe-Platz 2, 07743 Jena, Germany

Bibliografia

  • Balay, S., Gropp, W.D., McInnes, L.C. and Smith, B.F. (1997). Efficient management of parallelism in object oriented numerical software libraries, in E. Arge et al. (Eds.), Modern Software Tools in Scientific Computing, Birkhäuser Press, Boston, MA, pp. 163-202.
  • Bücker, H.M. (2002). Iteratively solving large sparse linear systems on parallel computers, in J. Grotendorst, D. Marx and A. Muramatsu (Eds.), Quantum Simulations of Complex Many-Body Systems: From Theory to Algorithms, NIC Series, Vol. 10, John Von Neumann Institute for Computing, Jülich, pp. 521-548.
  • Bücker, H.M. and Sauren, M. (1996). A parallel version of the quasi-minimal residual method based on coupled two-term recurrences, in J. Waśniewski et al. (Eds.), Applied Parallel Computing, Lecture Notes in Computer Science, Vol. 1184, Springer, Berlin, pp. 157-165.
  • Bücker, H.M. and Sauren, M. (1997). A variant of the biconjugate gradient method suitable for massively parallel computing, in G. Bilardi et al. (Eds.), Solving Irregularly Structured Problems in Parallel, Lecture Notes in Computer Science, Vol. 1253, Springer, Berlin, pp. 72-79.
  • Bücker, H.M. and Sauren, M. (1999). Reducing global synchronization in the biconjugate gradient method, in T. Yang (Ed.), Parallel Numerical Computations with Applications, Kluwer Academic Publishers, Norwell, MA, pp. 63-76.
  • Cappello, F., Geist, A., Gropp, B., Kale, L., Kramer, B. and Snir, M. (2009). Toward exascale resilience, International Journal of High Performance Computing Applications 23(4): 374-388.
  • Carson, E. and Demmel, J. (2014). A residual replacement strategy for improving the maximum attainable accuracy of s-step Krylov subspace methods, SIAM Journal on Matrix Analysis and Applications 35(1): 22-43.
  • Carson, E., Knight, N. and Demmel, J. (2014). Avoiding communication in nonsymmetric Lanczos-based Krylov subspace methods, SIAM Journal on Scientific Computing 35(5): S42-S61.
  • Chronopoulos, A.T. (1986). A class of parallel iterative methods implemented on multiprocessors, Technical report UIUCDCS-R-86-1267, Department of Computer Science, University of Illinois, Urbana, IL.
  • Chronopoulos, A.T. and Gear, C.W. (1989). s-Step iterative methods for symmetric linear systems, Journal of Computational and Applied Mathematics 25(2): 153-168.
  • Chronopoulos, A.T. and Swanson, C.D. (1996). Parallel iterative s-step methods for unsymmetric linear systems, Parallel Computing 22(5): 623-641.
  • Curfman McInnes, L., Smith, B., Zhang, H. and Mills, R.T. (2014). Hierarchical Krylov and nested Krylov methods for extreme-scale computing, Parallel Computing 40(1): 17-31.
  • Davis, N.E., Robey, R.W., Ferenbaugh, C.R., Nicholaeff, D. and Trujillo, D.P. (2012). Paradigmatic shifts for exascale supercomputing, Journal of Supercomputing 62(2): 1023-1044.
  • Demmel, J., Heath, M. and van der Vorst, H. (1993). Parallel numerical linear algebra, Acta Numerica 2(1): 111-197.
  • Duff, I.S. (2012). European exascale software initiative: Numerical libraries, solvers and algorithms, in D. Hutchison et al. (Eds.), Euro-Par 2011: Parallel Processing Workshops, Lecture Notes in Computer Science, Vol. 7155, Springer, Berlin, pp. 295-304.
  • Duff, I.S. and van der Vorst, H.A. (1999). Developments and trends in the parallel solution of linear systems, Parallel Computing 25(13-14): 1931-1970.
  • Feuerriegel, S. and Bücker, H.M. (2013a). A normalization scheme for the non-symmetric s-step Lanczos algorithm, in J. Kolodziej et al. (Eds.), ICA3PP, Part II, Lecture Notes in Computer Science, Vol. 8286, Springer, Berlin, pp. 30-39.
  • Feuerriegel, S. and Bücker, H.M. (2013b). Synchronizationreducing variants of the biconjugate gradient and the quasi-minimal residual methods, in J. Kolodziej et al. (Eds.), ICA3PP, Part I, Lecture Notes in Computer Science, Vol. 8285, Springer, Berlin, pp. 226-235.
  • Fischer, B. and Freund, R. (1994). An inner product-free conjugate gradient-like algorithm for Hermitian positive definite systems, in J. Brown et al. (Eds.), Cornelius Lanczos International Centenary Conference, SIAM, Philadelphia, PA, pp. 288-290.
  • Fletcher, R. (1976). Conjugate gradient methods for indefinite systems, in G. Watson (Ed.), Numerical Analysis, Lecture Notes in Computer Science, Vol. 506, Springer, Berlin, pp. 73-89.
  • Freund, R. and Nachtigal, N. (1991). QMR: A quasi-minimal residual method for non-Hermitian linear systems, Numerische Mathematik 60(1): 315-339.
  • Freund, R.W. and Hochbruck, M. (1991). A biconjugate gradient type algorithm on massively parallel architectures, in R. Vichnevetsky and J.J.H. Miller (Eds.), IMACS'91, Criterion Press, Dublin, pp. 720-721.
  • Freund, R.W. and Hochbruck, M. (1992). A biconjugate gradient-type algorithm for the iterative solution of non-Hermitian linear systems on massively parallel architectures, in C. Brezinski and U. Kulisch (Eds.), IMACS'91, North Holland, Amsterdam, pp. 169-178.
  • Freund, R.W. and Nachtigal, N.M. (1994). An implementation of the QMR method based on coupled two-term recurrences, SIAM Journal on Scientific Computing 15(2): 313.
  • Ghysels, P., Ashby, T.J., Meerbergen, K. and Vanroose, W. (2013). Hiding global communication latency in the GMRES algorithm on massively parallel machines, SIAM Journal on Scientific Computing 35(1): C48-C71.
  • Ghysels, P. and Vanroose, W. (2014). Hiding global synchronization latency in the preconditioned conjugate gradient algorithm, Parallel Computing 40(7): 224-238.
  • Gustafsson, M., Demmel, J. and Holmgren, S. (2012a). Numerical evaluation of the communication-avoiding Lanczos algorithm, Technical Report 2012-001, Department of Information Technology, Uppsala University, Uppsala.
  • Gustafsson, M., Kormann, K. and Holmgren, S. (2012b). Communication-efficient algorithms for numerical quantum dynamics, in K. Jónasson (Ed.), Applied Parallel and Scientific Computing, Lecture Notes in Computer Science, Vol. 7134, Springer, Berlin, pp. 368-378.
  • Gutknecht, M.H. (1997). Lanczos-type solvers for nonsymmetric linear systems of equations, Acta Numerica 6(1): 271-397.
  • Hernandez, V., Roman, J.E. and Vidal, V. (2005). SLEPc: A scalable and flexible toolkit for the solution of eigenvalue problems, ACM Transactions on Mathematical Software 31(3): 351-362.
  • Hoemmen, M.F. (2010). Communication-avoiding Krylov Subspace Methods, Ph.D. thesis, EECS Department, University of California, Berkeley, CA.
  • Kandalla, K., Yang, U., Keasler, J., Kolev, T., Moody, A., Subramoni, H., Tomko, K., Vienne, J., De Supinski, B. and Panda, D. (2012). Designing non-blocking allreduce with collective offload on InfiniBand clusters: A case study with conjugate gradient solvers, Proceedings of the 2012 IEEE 26th International Parallel Distributed Processing Symposium (IPDPS), Shanghai, China, pp. 1156-1167.
  • Kim, S.K. (2010). Efficient biorthogonal Lanczos algorithm on message passing parallel computer, in C.H. Hsu and V. Malyshkin (Eds.), MTPP 2010, Lecture Notes in Computer Science, Vol. 6083, Springer, Berlin, pp. 293-299.
  • Kim, S.K. and Chronopoulos, A. (1991). A class of Lanczos-like algorithms implemented on parallel computers, Parallel Computing 17(6-7): 763-778.
  • Kim, S.K. and Chronopoulos, A.T. (1992). An efficient nonsymmetric Lanczos method on parallel vector computers, Journal of Computational and Applied Mathematics 42(3): 357-374.
  • Kim, S.K. and Kim, T.H. (2005). A study on the efficient parallel block Lanczos method, in J. Zhang, J.-H. He and Y. Fu (Eds.), Computational and Information Science, Lecture Notes in Computer Science, Vol. 3314, Springer, Berlin/Heidelberg, pp. 231-237.
  • Lanczos, C. (1950). An iteration method for the solution of the eigenvalue problem of linear differential and integral operators, Journal of Research of the National Bureau of Standards 45(4): 255-282.
  • Meurant, G. (1986). The conjugate gradient method on supercomputers, Supercomputer 13: 9-17.
  • Mohiyuddin, M., Hoemmen, M., Demmel, J. and Yelick, K. (2009). Minimizing communication in sparse matrix solvers, Conference on High Performance Computing Networking, Storage and Analysis, Portland, OR, USA, pp. 36:1-36:12.
  • Saad, Y. (1989). Krylov subspace methods on supercomputers, SIAM Journal on Scientific and Statistical Computing 10(6): 1200-1232.
  • Sauren, M. and Bücker, H.M. (1998). On deriving the quasi-minimal residual method, SIAM Review 40(4): 922-926.
  • Shalf, J., Dosanjh, S. and Morrison, J. (2011). Exascale computing technology challenges, in D. Hutchison et al. (Eds.), High Performance Computing for Computational Science, VECPAR 2010, Lecture Notes in Computer Science, Vol. 6449, Springer, Berlin, pp. 1-25.
  • van der Vorst, H. (1990). Iterative methods for the solution of large systems of equations on supercomputers, Advances in Water Resources 13(3): 137-146.
  • van der Vorst, H.A. and Ye, Q. (2000). Residual replacement strategies for Krylov subspace iterative methods for the convergence of true residuals, SIAM Journal on Scientific Computing 22(3): 835-852.
  • Van Rosendale, J. (1983). Minimizing inner product data dependencies in conjugate gradient iteration, NASA Contractor Report NASA-CR-172178, NASA Langley Research Center, Hampton, VA.
  • Zhu, S.-X., Gu, T.-X. and Liu, X.-P. (2014). Minimizing synchronizations in sparse iterative solvers for distributed supercomputers, Computers & Mathematics with Applications 67(1): 199-209.
  • Zuo, X., Gu, T.-X. and Mo, Z. (2010). An improved GPBi-CG algorithm suitable for distributed parallel computing, Applied Mathematics and Computation 215(12): 4101-4109.

Typ dokumentu

Bibliografia

Identyfikatory

Identyfikator YADDA

bwmeta1.element.bwnjournal-article-amcv25i4p769bwm
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.