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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Solving a class of infinite-dimensional tensor eigenvalue problems by translational invariant tensor ring approximations

Here, we examine a method for solving an infinite-dimensional tensor eigenvalue problem Hx = λx, where the infinite-dimensional symmetric matrix H exhibits a translational invariant structure. We provide a formulation of this type of problem from a numerical linear algebra point of view and describe how a power method applied to e -Ht is used to obtain an approximation to the desired eigenvector. This infinite-dimensional eigenvector is represented in a compact way by a translational invariant infinite Tensor Ring (iTR). Low rank approximation is used to keep the cost of subsequent power iterations bounded while preserving the iTR structure of the approximate eigenvector. We show how the averaged Rayleigh quotient of an iTR eigenvector approximation can be efficiently computed and introduce a projected residual to monitor its convergence. In the numerical examples, we illustrate that the norm of this projected iTR residual can also be used to automatically modify the time step to ensure accurate and rapid convergence of the power method.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.

Pearce, Katherine J. [The University of Texas at A↗
DOE OSTI2024

Iterative methods in GPU-resident linear solvers for nonlinear constrained optimization

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

GSoFa: Scalable Sparse Symbolic LU Factorization on GPUs

Decomposing a matrix $\mathbf {A}$ into a lower matrix $\mathbf {L}$ and an upper matrix $\mathbf {U}$, which is also known as LU decomposition, is an essential operation in numerical linear algebra. For a sparse matrix, LU decomposition often introduces more nonzero entries in the $\mathbf {L}$ and $\mathbf {U}$ factors than in the original matrix. A symbolic factorization step is needed to identify the nonzero structures of $\mathbf {L}$ and $\mathbf {U}$ matrices. Attracted by the enormous potentials of the Graphics Processing Units (GPUs), an array of efforts have surged to deploy various LU factorization steps except for the symbolic factorization, to the best of our knowledge, on GPUs. This article introduces gSoFa, the first GPU-based symbolic factorization design with the following three optimizations to enable scalable LU symbolic factorization for nonsymmetric pattern sparse matrices on GPUs. First, here we introduce a novel fine-grained parallel symbolic factorization algorithm that is well suited for the Single Instruction Multiple Thread (SIMT) architecture of GPUs. Second, we tailor supernode detection into a SIMT friendly process and strive to balance the workload, minimize the communication and saturate the GPU computing resources during supernode detection. Third, we introduce a three-pronged optimization to reduce the excessive space consumption problem faced by multi-source concurrent symbolic factorization. Taken together, gSoFa achieves up to 31× speedup from 1 to 44 Summit nodes (6 to 264 GPUs) and outperforms the state-of-the-art CPU project, on average, by 5×. Notably, gSoFa also achieves up to 47 percent of the peak memory throughput of a V100 GPU in the Summit Supercomputer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Failure Probability Constrained AC Optimal Power Flow

Despite cascading failures being the central cause of blackouts in power transmission systems, existing operational and planning decisions are made largely by ignoring their underlying cascade potential. This paper posits a reliability-aware AC Optimal Power Flow formulation that seeks to design a dispatch point which has a low operator-specified likelihood of triggering a cascade starting from any single component outage. By exploiting a recently developed analytical model of the probability of component failure, our Failure Probability-constrained ACOPF (FP-ACOPF) utilizes the system's expected first failure time as a smoothly tunable and interpretable signature of cascade risk. Here, we use techniques from bilevel optimization and numerical linear algebra to efficiently formulate and solve the FP-ACOPF using off-the-shelf solvers. Extensive simulations on the IEEE 118-bus case show that, when compared to the unconstrained and N-1 security-constrained ACOPF, our probability-constrained dispatch points can significantly lower the probabilities of long severe cascades and of large demand losses, while incurring only minor increases in total generation costs.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2025

Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems

Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the fact that the user needs to set various algorithm-specific tuning parameters which are different from those used in traditional NLA. This paper demonstrates how a surrogate-based autotuning approach can be used to address fundamental problems of parameter selection in RandNLA algorithms. In particular, we provide a detailed investigation of surrogate-based autotuning for sketch-and-precondition (SAP)-based randomized least squares methods, which have been one of the great success stories in modern RandNLA. Empirical results show that our surrogate-based autotuning approach can achieve near-optimal performance with much less tuning cost than a random search (up to about 7.6x fewer trials of different parameter configurations). Moreover, while our experiments focus on least squares, our results demonstrate a general-purpose autotuning pipeline applicable to any kind of RandNLA algorithm.

Cho, Younghyun↗
DOE OSTI2024

hypredrive: high-level interface for solving linear systems with hypre

This software introduces a high-level interface designed to simplify solving linear systems using hypre, a renowned library for such computational challenges. It is crafted to be accessible and user-friendly, making the powerful capabilities of hypre available to a broader audience without requiring in-depth technical knowledge. The interface is characterized by its use of YAML for input, a format celebrated for its structured yet straightforward readability. This choice ensures that users can easily configure the software to meet their specific needs. Additionally, the software boasts an intuitive API that encapsulates hypre's functionalities, making it easier for users to interact with the process of solving linear systems. It is particularly beneficial for prototyping, offering a quick and efficient means to test various solver and preconditioner configurations. Furthermore, the software allows for the creation of an offline testing framework in which predefined linear systems are read from files and benchmarked with user-defined solution strategies. This makes it an invaluable tool for developers and researchers exploring and validating their computational models. Overall, the software serves as a bridge, bringing the advanced computational capabilities of hypre closer to users who may need more specialized technical expertise, thereby facilitating innovation and exploration in the field of numerical linear algebra.

Paludetto Magri, Victor↗
DOE OSTI2024

A Provably Accurate Randomized Sampling Algorithm for Logistic Regression

In statistics and machine learning, logistic regression is a widely-used supervised learning technique primarily employed for binary classification tasks. When the number of observations greatly exceeds the number of predictor variables, we present a simple, randomized sampling-based algorithm for logistic regression problem that guarantees high-quality approximations to both the estimated probabilities and the overall discrepancy of the model. Our analysis builds upon two simple structural conditions that boil down to randomized matrix multiplication, a fundamental and well-understood primitive of randomized numerical linear algebra. We analyze the properties of estimated probabilities of logistic regression when leverage scores are used to sample observations, and prove that accurate approximations can be achieved with a sample whose size is much smaller than the total number of observations. To further validate our theoretical findings, we conduct comprehensive empirical evaluations. Overall, our work sheds light on the potential of using randomized sampling approaches to efficiently approximate the estimated probabilities in logistic regression, offering a practical and computationally efficient solution for large-scale datasets.

Chowdhury, Agniva↗
DOE OSTI2023

Tensor Decompositions for Count Data that Leverage Stochastic and Deterministic Optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the global maximum likelihood estimator from local minima. Simultaneously, a recent trend in theoretical computer science and numerical linear algebra leverages randomization to solve very large, hard problems. The typical approach is to use randomization for a fast approximation and determinism for refinement to yield effective algorithms with theoretical guarantees. Two popular algorithms for Poisson CPD reflect that emergent dichotomy: CP Alternating Poisson Regression is a deterministic algorithm and Generalized Canonical Polyadic decomposition makes use of stochastic algorithms in several variants. This work extends recent work to develop two new methods that leverage randomized and deterministic algorithms for improved accuracy and performance.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Ensemble Simulation Techniques and Fast Randomized Algorithms

The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2025

Randomized Algorithms for Linear Solvers

Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1996

Research in Computational Aeroscience Applications Implemented on Advanced Parallel Computing Systems

Improving the numerical linear algebra routines for use in new Navier-Stokes codes, specifically Tim Barth's unstructured grid code, with spin-offs to TRANAIR is reported. A fast distance calculation routine for Navier-Stokes codes using the new one-equation turbulence models is written. The primary focus of this work was devoted to improving matrix-iterative methods. New algorithms have been developed which activate the full potential of classical Cray-class computers as well as distributed-memory parallel computers.

Wigton, Larry↗
DOE OSTI2023

Leverage Score Sampling for Parametric PDEs (Final Technical Report)

This final technical report summarizes the accomplishments of work performed under DOE Office of Science Award DE-SC0022266, which is titled “Leverage Score Sampling for Parametric PDEs”. The goal of the project was to extend methods from Randomized Numerical Linear Algebra (RandNLA) to tackle central computational challenges in model order reduction and uncertainty quantification (UQ) for parametric partial differential equations (PDEs). In particular, we sought to use importance sampling methods originally developed for RandNLA to develop sample efficient active learning algorithms for approximating high-dimensional scalar functions, e.g. by polynomials, Gaussian process models, and simple neural networks. Such methods can be immediately applied to developing surrogate models or to approximating quantity of interest (QoI) surfaces. In the context of PDEs, each sample used for learning equates to the solution of the differential equation for a particular set of parameters, so sample efficiency translates to improved computational efficiency for a variety of downstream tasks.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

MAGMA: Enabling exascale performance with accelerated BLAS and LAPACK for diverse GPU architectures

MAGMA (Matrix Algebra for GPU and Multicore Architectures) is a pivotal open-source library in the landscape of GPU-enabled dense and sparse linear algebra computations. With a repertoire of approximately 750 numerical routines across four precisions, MAGMA is deeply ingrained in the DOE software stack, playing a crucial role in high-performance computing. Notable projects such as ExaConstit, HiOP, MARBL, and STRUMPACK, among others, directly harness the capabilities of MAGMA. In addition, the MAGMA development team has been acknowledged multiple times for contributing to the vendors’ numerical software stacks. Looking back over the time of the Exascale Computing Project (ECP), we highlight how MAGMA has adapted to recent changes in modern HPC systems, especially the growing gap between CPU and GPU compute capabilities, as well as the introduction of low precision arithmetic in modern GPUs. We also describe MAGMA’s direct impact on several ECP projects. Maintaining portable performance across NVIDIA and AMD GPUs, and with current efforts toward supporting Intel GPUs, MAGMA ensures its adaptability and relevance in the ever-evolving landscape of GPU architectures.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1972

Numerical stability in problems of linear algebra.

Mathematical problems are introduced as mappings from the space of input data to that of the desired output information. Then a numerical process is defined as a prescribed recurrence of elementary operations creating the mapping of the underlying mathematical problem. The ratio of the error committed by executing the operations of the numerical process (the roundoff errors) to the error introduced by perturbations of the input data (initial error) gives rise to the concept of lambda-stability. As examples, several processes are analyzed from this point of view, including, especially, old and new processes for solving systems of linear algebraic equations with tridiagonal matrices. In particular, it is shown how such a priori information can be utilized as, for instance, a knowledge of the row sums of the matrix. Information of this type is frequently available where the system arises in connection with the numerical solution of differential equations.

Babuska, I.↗
DOE OSTI2024

Hybrid programming-model strategies for GPU offloading of electronic structure calculation kernels

To address the challenge of performance portability and facilitate the implementation of electronic structure solvers, we developed the basic matrix library (BML) and Parallel, Rapid O(N), and Graph-based Recursive Electronic Structure Solver (PROGRESS) library. The BML implements linear algebra operations necessary for electronic structure kernels using a unified user interface for various matrix formats (dense and sparse) and architectures (CPUs and GPUs). Focusing on density functional theory and tight-binding models, PROGRESS implements several solvers for computing the single-particle density matrix and relies on BML. In this paper, we describe the general strategies used for these implementations on various computer architectures, using OpenMP target functionalities on GPUs, in conjunction with third-party libraries to handle performance critical numerical kernels. In this study, we demonstrate the portability of this approach and its performance in benchmark problems.

36 MATERIALS SCIENCE↗
DOE OSTI2023

Computing rank‐revealing factorizations of matrices stored out‐of‐core

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in main memory (RAM), and must instead be stored on slow external memory devices such as disks (out-of-core or out-of-memory). Traditional algorithms for computing rank-revealing factorizations (such as the column pivoted QR factorization and the singular value decomposition) are very communication intensive as they require many vector-vector and matrix-vector operations, which become prohibitively expensive when data is not in RAM. Randomization allows to reformulate new methods so that large contiguous blocks of the matrix are processed in bulk. The paper describes two distinct methods. The first is a blocked version of column pivoted Householder QR, organized as a “left-looking” method to minimize the number of the expensive write operations. The second method results employs a UTV factorization. It is organized as an algorithm-by-blocks to overlap computations and I/O operations. As it incorporates power iterations, it is much better at revealing the numerical rank. Numerical experiments on several computers demonstrate that the new algorithms are almost as fast when processing data stored on slow memory devices as traditional algorithms are for data stored in RAM.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2023

Hierarchical Model Reduction Driven by Machine Learning for Parametric Advection-Diffusion-Reaction Problems in the Presence of Noisy Data

Abstract We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model reduction with a standard Proper Orthogonal Decomposition, according to an offline/online paradigm. In this paper we show that directional HiPOD looses in terms of accuracy when problem data are affected by noise. This is due to the interpolation driving the online phase, since it replicates, by definition, the noise trend. To overcome this limit, we replace interpolation with Machine Learning fitting models which better discriminate relevant physical features in the data from irrelevant unstructured noise. The numerical assessment, although preliminary, confirms the potentialities of the new approach.

97 MATHEMATICS AND COMPUTING↗