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Batched Sparse Linear Algebra (Final Report for Subcontract B648960)

This report finalizes design specifications for developing batched kernels for small tensor operations for unassembled matrix-free iterative solvers, batched solvers for partially assembled operators, and batched solvers with support for various sparse formats. The outcome of the project milestones is a set of interfaces to Batched Sparse LA solvers running on hardware accelerators for use in ECP Libraries and Applications. It is part of the development of sparse batched kernels, solvers/preconditioners as well as creating interoperability in xSDK libraries with sparse and dense batched functions to benefit ECP applications. The participants included representatives from ECP libraries (not limited to the xSDK project), applications, and vendors (AMD, Intel, and NVIDIA). Batched sparse linear algebra solvers form the new frontier for algorithmic development and performance engineering. Many applications (ECP and non-ECP alike) require simultaneous solutions of small linear systems of equations that are structurally sparse. To move towards high hardware utilization, it is important to provide these applications with appropriate interfaces to efficient batched sparse solvers running on modern hardware accelerators. We present interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the software portable between the major hardware accelerators from AMD, Intel, and NVIDIA. The presented interface specifications includes batched band, sparse iterative, and sparse direct solvers. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, SUNDIALS, and SuperLU_dist.

97 MATHEMATICS AND COMPUTING↗

Compressed basis GMRES on high-performance graphics processing units

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the communication bandwidth in current computer architectures, motivating the investigation of sophisticated techniques to avoid, reduce, and/or hide the message-passing costs (in distributed platforms) and the memory accesses (in all architectures). This article leverages Ginkgo’s memory accessor in order to integrate a communication-reduction strategy into the (Krylov) GMRES solver that decouples the storage format (i.e., the data representation in memory) of the orthogonal basis from the arithmetic precision that is employed during the operations with that basis. Given that the execution time of the GMRES solver is largely determined by the memory accesses, the cost of the datatype transforms can be mostly hidden, resulting in the acceleration of the iterative step via a decrease in the volume of bits being retrieved from memory. Together with the special properties of the orthonormal basis (whose elements are all bounded by 1), this paves the road toward the aggressive customization of the storage format, which includes some floating-point as well as fixed-point formats with mild impact on the convergence of the iterative process. We develop a high-performance implementation of the “compressed basis GMRES” solver in the Ginkgo sparse linear algebra library using a large set of test problems from the SuiteSparse Matrix Collection. We demonstrate robustness and performance advantages on a modern NVIDIA V100 graphics processing unit (GPU) of up to 50% over the standard GMRES solver that stores all data in IEEE double-precision.

97 MATHEMATICS AND COMPUTING↗

Milestone 49 Report: Batched Sparse LA Phase 5 Implementation

Batched sparse linear algebra operations in general, and solvers in particular, have become the major algorithmic development activity and foremost performance engineering effort in the numerical software libraries work on modern hardware with accelerators such as GPUs. Many applications, ECP and non-ECP alike, require simultaneous solutions of many small linear systems of equations that are structurally sparse in one form or another. In order to move towards high hardware utilization levels, it is important to provide these applications with appropriate interface designs to be both functionally efficient and performance portable and give full access to the appropriate batched sparse solvers running on modern hardware accelerators prevalent across DOE supercomputing sites since the inception of ECP. To this end, we present here a summary of recent advances on the interface designs in use by HPC software libraries supporting batched sparse linear algebra and the development of sparse batched kernel codes for solvers and preconditioners. We also address the potential interoperability opportunities to keep the corresponding software portable between the major hardware accelerators from AMD, Intel, and NVIDIA, while maintaining the appropriate disclosure levels conforming to the active NDA agreements. The presented interface specifications include a mix of batched band, sparse iterative, and sparse direct solvers with their accompanying functionality that is already required by the application codes or we anticipated to be needed in the near future. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, PETSc, and SuperLU.

97 MATHEMATICS AND COMPUTING↗

A Performance and Energy Study of GPU-Resident Preconditioners for Conjugate Gradient Solvers: In the Context of Existing and Novel Approaches

Optimizing a particular subprogram out of the set of Basic (sparse) Linear Algebra Subprograms (BLAS) for a given architecture is a common topic of research. In applications, however, these BLAS functions rarely appear in isolation; usually, many of them are used together, in various combinations and with varying inputs. As the need to solve a large, sparse linear system is ubiquitous throughout HPC applications, linear solvers constitute a realistic, sufficiently complex and well-defined representative use case for composite BLAS routines. To this end, based on a representative set of matrices drawn from a diverse set of fields, we present a framework to study, from the performance and energy perspective, the efficacy of GPU- resident parallel Conjugate Gradient (CG) linear solver with different preconditioner options, including Gauss-Seidel, Jacobi, and incomplete Cholesky. We also propose a novel GPU-based preconditioner, in which the triangular solves are approximated by an iterative process. The development of this preconditioner was motivated by solving large graph Laplacian linear systems, for which the existing preconditioners either perform slow on GPU-based platforms or are not applicable. We compare the performance of these preconditioners on different hardware accelerator architectures, i.e., AMD MI250X, MI100, Nvidia A100, V100, and Jetson. Our experiments reveal performance trade-offs and provide information on how to select the best strategy for the given linear system, dictated by its properties, and the platform of interest. We demonstrate the application of our novel preconditioner for solving CG and graph Laplacian systems. Overall, the framework can be utilized as a benchmark to guide informed decisions in choosing a specific preconditioner, i.e., whether it is better to rely on the performance of a triangular solver or on the performance of sparse matrix-vector product. Finally, by considering power consumption to solve the linear systems, we report the energy footprint for the solvers.

Preconditioned Conjugate Gradient, GPUs, iterative↗

Scalable line and plane relaxation in a parallel structured multigrid solver

The efficient solution of sparse, linear systems that arise through the discretization of partial differential equations remains a key challenge for a range of high performance scientific simulations. One approach for reducing data movement and improving performance is by exposing and exploiting structure in a problem through the use of robust structured multilevel solvers. By choosing coarsening that preserves the structure of the problem, these methods maintain efficient structured computation and communication throughout the multigrid hierarchy. However, when coarsening is not permitted to be dependent on the operator, anisotropy must be addressed by the smoother — producing error compatible for coarse-grid correction with structured coarsening. Here, the components required in a scalable parallel structured solver are described with a focus on memory and communication efficiency of robust smoothers. While the implementation of communication and memory reduction techniques in smoothers integrated in a complete 3D solver present a significant engineering challenge, a novel approach is proposed that addresses these challenges systematically through a change to the solver’s execution model. Enabled by user-level threading paired with a set of data and communication abstractions, this approach permits seamless aggregation of communication in plane smoothers — directly reusing code for a 2D distributed multilevel cycle. Results show an effective reduction in communication costs for coarse-grid problems, and result in a speedup of 8.7x in smoothing routines shown in Fig. 12 using this approach. This produces a significant improvement to strong scalability while maintaining favorable weak scaling behavior. Finally, a parallel scaling study using a series of refined meshes is included that demonstrates the effectiveness of this approach in an application of interest.

97 MATHEMATICS AND COMPUTING↗

Xyce(™) Parallel Electronic Simulator v.7.5

The Xyce Parallel Electronic Simulator simulates electronic circuit behavior in DC, AC, HB, MPDE and transient mode using standard analog (DAE) and/or device (PDE) device models including several age and radiation aware devices. It supports a variety of computing platforms (both serial and parallel) computers. Lastly, it uses a variety of modern solution algorithms dynamic parallel load-balancing and iterative solvers.! ! Xyce is primarily used to simulate the voltage and current behavior of a circuit network (a network of electronic devices connected via a conductive network). As a tool, it is mainly used for the design and analysis of electronic circuits.! ! Kirchoff's conservation laws are enforced over a network using modified nodal analysis. This results in a set of differential algebraic equations (DAEs). The resulting nonlinear problem is solved iteratively using a fully coupled Newton method, which in turn results in a linear system that is solved by either a standard sparse-direct solver or iteratively using Trilinos linear solver packages, also developed at Sandia National Laboratories.

Source record↗

PyAMG: Algebraic Multigrid Solvers in Python

PyAMG is a Python package of algebraic multigrid (AMG) solvers and supporting tools for approximating the solution to large, sparse linear systems of algebraic equations, Ax = b, where A is an n × n sparse matrix. Sparse linear systems arise in a range of problems in science, from fluid flows to solid mechanics to data analysis. While the direct solvers available in SciPy’s sparse linear algebra package (scipy.sparse.linalg) are highly efficient, in many cases iterative methods are preferred due to overall complexity. However, the iterative methods in SciPy, such as CG and GMRES, often require an efficient preconditioner in order to achieve a lower complexity. Preconditioning is a powerful tool whereby the conditioning of the linear system and convergence rate of the iterative method are both dramatically improved. PyAMG constructs multigrid solvers for use as a preconditioner in this setting. A summary of multigrid and algebraic multigrid solvers can be found in Olson (2015a), in Olson (2015b), and in Falgout (2006); a detailed description can be found in Briggs et al. (2000) and Trottenberg et al. (2001).

97 MATHEMATICS AND COMPUTING↗

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

In this work, 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.

97 MATHEMATICS AND COMPUTING↗

Fast and Scalable Sparse Triangular Solver for Multi-GPU Based HPC Architectures

Designing efficient and scalable sparse linear algebra kernels on modern multi-GPU based HPC systems is a daunting task due to significant irregular memory references and workload imbalance across the GPUs. This is particularly the case for \textit{Sparse Triangular Solver (SpTRSV)} which introduces additional two-dimensional computation dependencies among subsequent computation steps. Dependency information is exchanged and shared among GPUs, thus warrant for efficient memory allocation, data partitioning, and workload distribution as well as fine-grained communication and synchronization support. In this work, we demonstrate that directly adopting unified memory can adversely affect the performance of SpTRSV on multi-GPU architectures, despite linking via fast interconnect like NVLinks and NVSwitches. Alternatively, we employ the latest NVSHMEM technology based on Partitioned Global Address Space programming model to enable efficient fine-grained communication and drastic synchronization overhead reduction. Furthermore, to handle workload imbalance, we propose a malleable task-pool execution model which can further enhance the utilization of GPUs. By applying these techniques, our experiments on the NVIDIA multi-GPU supernode V100-DGX-1 and DGX-2 systems demonstrate that our design can achieve on average 3.53x (up to 9.86x) speedup on a DGX-1 system and 3.66x (up to 9.64x) speedup on a DGX-2 system with 4-GPUs over the Unified-Memory design. The comprehensive sensitivity and scalability studies also show that the proposed zero-copy SpTRSV is able to fully utilize the computing and communication resources of the multi-GPU system.

Xie, Chenhao↗

Batched sparse direct solver design and evaluation in SuperLU_DIST

Over the course of interactions with various application teams, the need for batched sparse linear algebra functions has emerged in order to make more efficient use of the GPUs for many small and sparse linear algebra problems. In this paper, we present our recent work on a batched sparse direct solver for GPUs. The sparse LU factorization is computed by the levels of the elimination tree, leveraging the batched dense operations at each level and a new batched Scatter GPU kernel. The sparse triangular solve is computed by the level sets of the directed acyclic graph (DAG) of the triangular matrix. Batched operations overcome the large overhead associated with launching many small kernels. For medium sized matrix batches with not-so-small bandwidth, using an NVIDIA A100 GPU, our new batched sparse direct solver is orders of magnitude faster than a batched banded solver and uses less than one-tenth of the memory.

Boukaram, Wajih↗

Simulations of plasmas and fluids using anti-symmetric models

ALMA (Anti-symmetric, Large-Moment, Accelerated) is a fast, flexible, and scalable toolkit designed to solve hyperbolic conservation law systems in hybrid supercomputers. Here this manuscript describes the theoretical background and implementation of ALMA, which uses the anti-symmetric formulation of fluids to obtain simple, robust, and easily paralellizable code. Practical GPU acceleration is realized on entire applications with an overall gain factor of 2 to 4. ALMA also provides a parallel, GPU accelerated sparse solver based on geometric multigrid, capable of diagonalizing linear systems with 239 unknowns. Here we demonstrate ALMA's scaling and performance in petascale supercomputers and use standard fluid models to verify the overall approach with canonical benchmark problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Towards Efficient Alternating Current Optimal Power Flow Analysis on Graphical Processing Units

We present a solution of sparse ACOPF analysis on GPU. In particular, we discuss the performance bottlenecks and detail our efforts to accelerate the linear solver, a core component of ACOPF that dominates the computational time. ACOPF solutions of two large-scale systems, synthetic Northeast (25,000 buses) and Eastern (70,000 buses) \cite{birchfield2017tamu-cases} on GPU show promising speed-up compared to CPU based solution using a state-of-the-art solver. To our knowledge, this is the first result demonstrating acceleration of sparse ACOPF on GPUs.

Power grid analysis, GPU↗

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↗

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↗

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

97 MATHEMATICS AND COMPUTING↗

High performance sparse multifrontal solvers on modern GPUs

Here, we have ported the numerical factorization and triangular solve phases of the sparse direct solver STRUMPACK to GPU. STRUMPACK implements sparse LU factorization using the multifrontal algorithm, which performs most of its operations in dense linear algebra operations on so-called frontal matrices of various sizes. Our GPU implementation off-loads these dense linear algebra operations, as well as the sparse scatter–gather operations between frontal matrices. For the larger frontal matrices, our GPU implementation relies on vendor libraries such as cuBLAS and cuSOLVER for NVIDIA GPUs and rocBLAS and rocSOLVER for AMD GPUs. For the smaller frontal matrices we developed custom CUDA and HIP kernels to reduce kernel launch overhead. Overall, high performance is achieved by identifying submatrix factorizations corresponding to sub-trees of the multifrontal assembly tree which fit entirely in GPU memory. The multi-GPU setting uses SLATE (Software for Linear Algebra Targeting Exascale) as a modern GPU-aware replacement for ScaLAPACK. On 4 nodes of SUMMIT the code runs ~10X faster when using all 24 V100 GPUs compared to when it only uses the 168 POWER9 cores. On 8 SUMMIT nodes, using 48 V100 GPUs, the sparse solver reaches over 50TFlop/s. Compared to SuperLU, on a single V100, for a set of 17 matrices our implementation is faster for all but one matrix, and is on average 5X (median 4X) faster

97 MATHEMATICS AND COMPUTING↗

symPACK: A GPU-Capable Fan-Out Sparse Cholesky Solver

Sparse symmetric positive definite systems of equations are ubiquitous in scientific workloads and applications. Parallel sparse Cholesky factorization is the method of choice for solving such linear systems. Therefore, the development of parallel sparse Cholesky codes that can efficiently run on today’s large-scale heterogeneous distributed-memory platforms is of vital importance. Modern supercomputers offer nodes that contain a mix of CPUs and GPUs. To fully utilize the computing power of these nodes, scientific codes must be adapted to offload expensive computations to GPUs. We present symPACK, a GPU-capable parallel sparse Cholesky solver that uses one-sided communication primitives and remote procedure calls provided by the UPC++ library. We also utilize the UPC++ "memory kinds" feature to enable efficient communication of GPU-resident data. We show that on a number of large problems, symPACK outperforms comparable state-of-the-art GPU-capable Cholesky factorization codes by up to 14x on the NERSC Perlmutter supercomputer.

Bellavita, Julian↗

Combining Sparse Approximate Factorizations with Mixed-precision Iterative Refinement

The standard LU factorization-based solution process for linear systems can be enhanced in speed or accuracy by employing mixed-precision iterative refinement. Most recent work has focused on dense systems. We investigate the potential of mixed-precision iterative refinement to enhance methods for sparse systems based on approximate sparse factorizations. In doing so, we first develop a new error analysis for LU- and GMRES-based iterative refinement under a general model of LU factorization that accounts for the approximation methods typically used by modern sparse solvers, such as low-rank approximations or relaxed pivoting strategies. We then provide a detailed performance analysis of both the execution time and memory consumption of different algorithms, based on a selected set of iterative refinement variants and approximate sparse factorizations. Our performance study uses the multifrontal solver MUMPS, which can exploit block low-rank factorization and static pivoting. We evaluate the performance of the algorithms on large, sparse problems coming from a variety of real-life and industrial applications showing that mixed-precision iterative refinement combined with approximate sparse factorization can lead to considerable reductions of both the time and memory consumption.

97 MATHEMATICS AND COMPUTING↗