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At least 37 records · Page 2

A Shifted Block Lanczos Algorithm 1: The Block Recurrence

In this paper we describe a block Lanczos algorithm that is used as the key building block of a software package for the extraction of eigenvalues and eigenvectors of large sparse symmetric generalized eigenproblems. The software package comprises: a version of the block Lanczos algorithm specialized for spectrally transformed eigenproblems; an adaptive strategy for choosing shifts, and efficient codes for factoring large sparse symmetric indefinite matrices. This paper describes the algorithmic details of our block Lanczos recurrence. This uses a novel combination of block generalizations of several features that have only been investigated independently in the past. In particular new forms of partial reorthogonalization, selective reorthogonalization and local reorthogonalization are used, as is a new algorithm for obtaining the M-orthogonal factorization of a matrix. The heuristic shifting strategy, the integration with sparse linear equation solvers and numerical experience with the code are described in a companion paper.

Grimes, Roger G.↗

Active operator learning with predictive uncertainty quantification for partial differential equations

With the increased prevalence of neural operators being used to provide rapid solutions to partial differential equations (PDEs), understanding the accuracy of model predictions and the associated error levels is necessary for deploying reliable surrogate models in scientific applications. Existing uncertainty quantification (UQ) frameworks employ ensembles or Bayesian methods, which can incur substantial computational costs during both training and inference. Here, we propose a lightweight predictive UQ method tailored for Deep operator networks (DeepONets) that also generalizes to other operator networks. Numerical experiments on linear and nonlinear PDEs demonstrate that the framework’s uncertainty estimates are unbiased and provide accurate out-of-distribution uncertainty predictions with a sufficiently large training dataset. Our framework provides fast inference and uncertainty estimates that can efficiently drive outer-loop analyses that would be prohibitively expensive with conventional solvers. We demonstrate how predictive uncertainties can be used in the context of Bayesian optimization and active learning problems to yield improvements in accuracy and data-efficiency for outer-loop optimization procedures. In the active learning setup, we extend the framework to Fourier Neural Operators (FNO) and describe a generalized method for other operator networks. To enable real-time deployment, we introduce an inference strategy based on precomputed trunk outputs and a sparse placement matrix, reducing evaluation time by more than a factor of five. Our method provides a practical route to uncertainty-aware operator learning in time-sensitive settings.

97 MATHEMATICS AND COMPUTING↗

GPU Accelerated Sparse Cholesky Factorization

The solution of sparse symmetric positive definite linear systems is an important computational kernel in large-scale scientific and engineering modeling and simulation. We will solve the linear systems using a direct method, in which a Cholesky factorization of the coefficient matrix is performed using a right-looking approach and the resulting triangular factors are used to compute the solution. Sparse Cholesky factorization is compute intensive. In this work we investigate techniques for reducing the factorization time in sparse Cholesky factorization by offloading some of the dense matrix operations on a GPU. We will describe the techniques we have considered. We achieved up to 4x speedup compared to the CPU-only version.

Karsavuran, M Ozan↗

A General Purpose Sparse Matrix Parallel Solvers Package

A general purpose solver package for constructing and solving a range of sparse linear systems arising from discretization of PDEs on unstructured meshes is developed. Once the sparse symmetric complex matrix is constructed, it can be solved by either a preconditioned bi-conjugate gradient solver, a two-stage Cholesky LDLT factorization solver, or a hybrid solver combining the above two methods.

solver sparse matrix solvers package PDE↗

Algorithms and Application of Sparse Matrix Assembly and Equation Solvers for Aeroacoustics

An algorithm for symmetric sparse equation solutions on an unstructured grid is described. Efficient, sequential sparse algorithms for degree-of-freedom reordering, supernodes, symbolic/numerical factorization, and forward backward solution phases are reviewed. Three sparse algorithms for the generation and assembly of symmetric systems of matrix equations are presented. The accuracy and numerical performance of the sequential version of the sparse algorithms are evaluated over the frequency range of interest in a three-dimensional aeroacoustics application. Results show that the solver solutions are accurate using a discretization of 12 points per wavelength. Results also show that the first assembly algorithm is impractical for high-frequency noise calculations. The second and third assembly algorithms have nearly equal performance at low values of source frequencies, but at higher values of source frequencies the third algorithm saves CPU time and RAM. The CPU time and the RAM required by the second and third assembly algorithms are two orders of magnitude smaller than that required by the sparse equation solver. A sequential version of these sparse algorithms can, therefore, be conveniently incorporated into a substructuring for domain decomposition formulation to achieve parallel computation, where different substructures are handles by different parallel processors.

Watson, W. R.↗

Analysis of sparse recovery for Legendre expansions using envelope bound

We provide novel sufficient conditions for the uniform recovery of sparse Legendre expansions using ℓ 1 minimization, where the sampling points are drawn according to orthogonalization (uniform) measure. So far, conditions of the form m ≳ Θ 2 s x log factors have been relied on to determine the minimum number of samples m that guarantees successful reconstruction of s-sparse vectors when the measurement matrix is associated to an orthonormal system. However, in case of sparse Legendre expansions, the uniform bound Θ of Legendre systems is so high that these conditions are unable to provide meaningful guarantees. Here, in this paper, we present an analysis which employs the envelop bound of all Legendre polynomials instead, and prove a new recovery guarantee for s-sparse Legendre expansions, m ≳ Θs 2 x log factors, which is independent of Θ. Arguably, this is the first recovery condition established for orthonormal systems without assuming the uniform boundedness of the sampling matrix. The key ingredient of our analysis is an extension of chaining arguments, recently developed in Bourgain and Chkifa et al., to handle the envelope bound. Furthermore, our recovery condition is proved via restricted eigenvalue property, a less demanding replacement of restricted isometry property which is perfectly suited to the considered scenario. Along the way, we derive simple criteria to detect good sample sets. Our numerical tests show that sets of uniformly sampled points that meet these criteria will perform better recovery on average.

97 MATHEMATICS AND COMPUTING↗

Towards a fast implementation of spectral nested dissection

We describe the spectral nested dissection (SND) algorithm, a new algorithm for computing orderings appropriate for parallel factorization of sparse, symmetric matrices. The algorithm makes use of spectral properties of the Laplacian matrix associated with the given matrix to compute separators. We evaluate the quality of the spectral orderings with respect to several measures: fill, elimination tree height, height and weight balances of elimination trees, and clique tree heights. We use some very large structural analysis problems as test cases and demonstrate on these real applications (such as the Space Shuttle Solid Rocket Booster) that spectral orderings compare quite favorably with commonly used orderings, outperforming them by a wide margin for some of these measures. The only disadvantage of SND is its relatively long execution time. We will present some recent efforts to improve the execution time using both a multilevel and a hybrid approach. We use SND in computing a multifrontal numerical factorization with the different orderings on an eight processor Cray Y-MP and show its effectiveness. We believe that spectral nested dissection is a major breakthrough in terms of generating efficient sparse orderings for parallel machines.

Pothen, Alex↗

A General Purpose Sparse Matrix Parallel Solvers Package

A general purpose solver package for constructing and solving a range of sparse linear systems arising from discretization of PDEs on unstructured meshes is developed. Once the sparse symmetric complex matrix is constructed, it can be solved by either a preconditioned bi-conjugate gradient solver, a two-stage Cholesky LDLT factorization solver, or a hybrid solver combining the above two methods. (More detailed than 95-0127).

solver sparse matrix solvers package PDE↗

Crystallization of bFGF-DNA Aptamer Complexes Using a Sparse Matrix Designed for Protein-Nucleic Acid Complexes

The Sparse Matrix approach for obtaining lead crystallization conditions has proven to be very fruitful for the crystallization of proteins and nucleic acids. Here we report a Sparse Matrix developed specifically for the crystallization of protein-DNA complexes. This method is rapid and economical, typically requiring 2.5 mg of complex to test 48 conditions. The method was originally developed to crystallize basic fibroblast growth factor (bFGF) complexed with DNA sequences identified through in vitro selection, or SELEX, methods. Two DNA aptamers that bind with approximately nanomolar affinity and inhibit the angiogenic properties of bFGF were selected for co-crystallization. The Sparse Matrix produced lead crystallization conditions for both bFGF-DNA complexes.

Cannone, Jaime J.↗

Machine learning and shallow groundwater chemistry to identify geothermal prospects in the Great Basin, USA

This study discovers various geothermal prospects in the Great Basin, USA based on shallow groundwater chemical (geochemical) data. The geochemical data are expected to include hidden (latent) information that is a proxy for geothermal prospectivity. We processed the sparse geochemical data in the Great Basin at 14,341 locations including 18 attributes. Next, a non-negative matrix factorization with customized k-means clustering is applied to the geochemical data matrix that automatically finds three hidden geothermal signatures representing modestly, moderately, and highly confident geothermal prospects. The algorithm also evaluated the probability of occurrence of these types of resources through the studied region. There is a consistency between regional geothermal prospectivity as estimated by our ML methodology and the traditional play fairway analysis conducted over a portion of the study area. We also identify the dominant data attributes associated with each signature. Finally, our ML analyses allow us to reconstruct attributes from sparse into continuous over the study domain. The predicted continuous attributes can be used for future detailed geothermal explorations in the Great Basin.

15 GEOTHERMAL ENERGY↗

Brief Announcement: Communication Optimal Sparse LU Factorization for Planar Matrices

We introduce a new parallel algorithm for solving sparse LU factorization of planar matrices, which commonly arise in the finite element method for 2D PDEs. Existing scalable methods, such as the multifrontal approach with subtree-to-subcube mapping by Gupta et al. [1] and right-looking with 3D mapping by Sao et al. [2] fail to achieve optimal communication costs for these matrices. Our new algorithm combines 3D mapping and subtree-to-subcube mapping to minimize communication costs while allowing trade-offs between extra memory and reduced communication. We demonstrate that our proposed algorithm attains the communication lower bound up to a factor of O(log log n) in the memory-optimal case and up to a factor of O(log P) in the memory-independent case for an n-dimensional planar sparse matrix on P processors.

Sao, Piyush↗

A graphics processing unit accelerated sparse direct solver and preconditioner with block low rank compression

We present the GPU implementation efforts and challenges of the sparse solver package STRUMPACK. The code is made publicly available on github with a permissive BSD license. STRUMPACK implements an approximate multifrontal solver, a sparse LU factorization which makes use of compression methods to accelerate time to solution and reduce memory usage. Multiple compression schemes based on rank-structured and hierarchical matrix approximations are supported, including hierarchically semi-separable, hierarchically off-diagonal butterfly, and block low rank. Here, in this paper, we present the GPU implementation of the block low rank (BLR) compression method within a multifrontal solver. Our GPU implementation relies on highly optimized vendor libraries such as cuBLAS and cuSOLVER for NVIDIA GPUs, rocBLAS and rocSOLVER for AMD GPUs and the Intel oneAPI Math Kernel Library (oneMKL) for Intel GPUs. Additionally, we rely on external open source libraries such as SLATE (Software for Linear Algebra Targeting Exascale), MAGMA (Matrix Algebra on GPU and Multi-core Architectures), and KBLAS (KAUST BLAS). SLATE is used as a GPU-capable ScaLAPACK replacement. From MAGMA we use variable sized batched dense linear algebra operations such as GEMM, TRSM and LU with partial pivoting. KBLAS provides efficient (batched) low rank matrix compression for NVIDIA GPUs using an adaptive randomized sampling scheme. The resulting sparse solver and preconditioner runs on NVIDIA, AMD and Intel GPUs. Interfaces are available from PETSc, Trilinos and MFEM, or the solver can be used directly in user code. We report results for a range of benchmark applications, using the Perlmutter system from NERSC, Frontier from ORNL, and Aurora from ALCF. For a high frequency wave equation on a regular mesh, using 32 Perlmutter compute nodes, the factorization phase of the exact GPU solver is about 6.5× faster compared to the CPU-only solver. The BLR-enabled GPU solver is about 13.8× faster than the CPU exact solver. For a collection of SuiteSparse matrices, the STRUMPACK exact factorization on a single GPU is on average 1.9× faster than NVIDIA’s cuDSS solver.

97 MATHEMATICS AND COMPUTING↗

Data traffic reduction schemes for Cholesky factorization on asynchronous multiprocessor systems

Communication requirements of Cholesky factorization of dense and sparse symmetric, positive definite matrices are analyzed. The communication requirement is characterized by the data traffic generated on multiprocessor systems with local and shared memory. Lower bound proofs are given to show that when the load is uniformly distributed the data traffic associated with factoring an n x n dense matrix using n to the alpha power (alpha less than or equal 2) processors is omega(n to the 2 + alpha/2 power). For n x n sparse matrices representing a square root of n x square root of n regular grid graph the data traffic is shown to be omega(n to the 1 + alpha/2 power), alpha less than or equal 1. Partitioning schemes that are variations of block assignment scheme are described and it is shown that the data traffic generated by these schemes are asymptotically optimal. The schemes allow efficient use of up to O(n to the 2nd power) processors in the dense case and up to O(n) processors in the sparse case before the total data traffic reaches the maximum value of O(n to the 3rd power) and O(n to the 3/2 power), respectively. It is shown that the block based partitioning schemes allow a better utilization of the data accessed from shared memory and thus reduce the data traffic than those based on column-wise wrap around assignment schemes.

Naik, Vijay K.↗

The ITensor Software Library for Tensor Network Calculations

ITensor is a system for programming tensor network calculations with an interface modeled on tensor diagrams, allowing users to focus on the connectivity of a tensor network without manually bookkeeping tensor indices. The ITensor interface rules out common programming errors and enables rapid prototyping of algorithms. After discussing the philosophy behind the ITensor approach, we show examples of each part of the interface including Index objects, the ITensor product operator, tensor factorizations, tensor storage types, algorithms for matrix product state (MPS) and matrix product operator (MPO) tensor networks, quantum number conserving block sparse tensors, and the NDTensors library. We also review publications that have used ITensor for quantum many-body physics and for other areas where tensor networks are increasingly applied. To conclude we discuss promising features and optimizations to be added in the future.

Fishman, Matthew↗

Codebase release 0.3 for ITensor

ITensor is a system for programming tensor network calculations with an interface modeled on tensor diagrams, allowing users to focus on the connectivity of a tensor network without manually bookkeeping tensor indices. The ITensor interface rules out common programming errors and enables rapid prototyping of algorithms. After discussing the philosophy behind the ITensor approach, we show examples of each part of the interface including Index objects, the ITensor product operator, tensor factorizations, tensor storage types, algorithms for matrix product state (MPS) and matrix product operator (MPO) tensor networks, quantum number conserving block sparse tensors, and the NDTensors library. We also review publications that have used ITensor for quantum many-body physics and for other areas where tensor networks are increasingly applied. To conclude we discuss promising features and optimizations to be added in the future.

Fishman, Matthew↗

Sparse Approximate Multifrontal Factorization with Composite Compression Methods

This article presents a fast and approximate multifrontal solver for large sparse linear systems. In a recent work by Liu et al., we showed the efficiency of a multifrontal solver leveraging the butterfly algorithm and its hierarchical matrix extension, HODBF (hierarchical off-diagonal butterfly) compression to compress large frontal matrices. The resulting multifrontal solver can attain quasi-linear computation and memory complexity when applied to sparse linear systems arising from spatial discretization of high-frequency wave equations. To further reduce the overall number of operations and especially the factorization memory usage to scale to larger problem sizes, in this article we develop a composite multifrontal solver that employs the HODBF format for large-sized fronts, a reduced-memory version of the nonhierarchical block low-rank format for medium-sized fronts, and a lossy compression format for small-sized fronts. This allows us to solve sparse linear systems of dimension up to 2.7 × larger than before and leads to a memory consumption that is reduced by 70% while ensuring the same execution time. The code is made publicly available in GitHub.

97 MATHEMATICS AND COMPUTING↗

Quantum block encoding for one-pair semiseparable matrices

Quantum block encoding (QBE) is a crucial step in the development of most quantum algorithms, as it provides an embedding of a given matrix into a suitable larger unitary matrix. Historically, the development of efficient techniques for QBE has mostly focused on sparse matrices; less effort has been devoted to data-sparse (e.g., rank-structured) matrices. In this work we examine a particular case of rank structure, namely, one-pair semiseparable matrices. We present a new block encoding approach that relies on a suitable factorization of the given matrix as the product of triangular and diagonal factors. To encode the matrix, the algorithm needs $2\log(N)+7$ ancillary qubits. Assuming that the data input oracles can be implemented with polylogarithmic depth, or that a QRAM input model is available, our proposed method requires $\mathcal{O}({\rm polylog} (N))$ time and has an error of $\mathcal{O}(N^2)$, where $N$ is the matrix size.

Antonioli, Giacomo [Pisa U.; CERN] (ORCID:00090000↗