A Parallel-in-Time Multigrid Preconditioner for KKT Systems Arising in Full Space Optimization.
Abstract not provided.
Cyr, Eric C↗
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Results for “parallel multigrid”
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Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library
ParFELAG is a parallel distributed memory C++ library for numerical upscaling of finite element discretizations. It provides optimal complesity algorithms ro build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured mesh (under the assumption that the topology of the agglomerated entities is correct). Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.
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Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library
ParFELAG is a parallel distributed memory C++ library for numerical upscaling of finite element discretizations. It provides optimal complesity algorithms ro build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured mesh (under the assumption that the topology of the agglomerated entities is correct). Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.
Source record↗
Analysis of multigrid methods on massively parallel computers: Architectural implications
We study the potential performance of multigrid algorithms running on massively parallel computers with the intent of discovering whether presently envisioned machines will provide an efficient platform for such algorithms. We consider the domain parallel version of the standard V cycle algorithm on model problems, discretized using finite difference techniques in two and three dimensions on block structured grids of size 10(exp 6) and 10(exp 9), respectively. Our models of parallel computation were developed to reflect the computing characteristics of the current generation of massively parallel multicomputers. These models are based on an interconnection network of 256 to 16,384 message passing, 'workstation size' processors executing in an SPMD mode. The first model accomplishes interprocessor communications through a multistage permutation network. The communication cost is a logarithmic function which is similar to the costs in a variety of different topologies. The second model allows single stage communication costs only. Both models were designed with information provided by machine developers and utilize implementation derived parameters. With the medium grain parallelism of the current generation and the high fixed cost of an interprocessor communication, our analysis suggests an efficient implementation requires the machine to support the efficient transmission of long messages, (up to 1000 words) or the high initiation cost of a communication must be significantly reduced through an alternative optimization technique. Furthermore, with variable length message capability, our analysis suggests the low diameter multistage networks provide little or no advantage over a simple single stage communications network.
Matheson, Lesley R.↗
Algebraic Multigrid Benchmark
AMG is a parallel algebraic multigrid solver for linear systems arising from problems on unstructured grids. It has been derived directly from the BoomerAMG solver in the hypre library, a large linear solvers library that is being developed in the Center for Applied Scientific Computing (CASC) at LLNL and is very similar to the AMG2013 benchmark with additional optimizations. The driver provided in the benchmark can build various test problems. The default problem is a Laplace type problem with a 27-point stencil, which can be scaled up and is designed to solve a very large problem. A second problem simulates a time dependent problem, in which successively various smnllcr systems are solved.
Yang, Ulrike↗
Algebraic Multigrid Benchmark
AMG is a parallel algebraic multigrid solver for linear systems arising from problems on unstructured grids. It has been derived directly from the BoomerAMG solver in the hypre library, a large linear solvers library that is being developed in the Center for Applied Scientific Computing (CASC) at LLNL and is very similar to the AMG2013 benchmark with additional optimizations. The driver provided in the benchmark can build various test problems. The default problem is a Laplace type problem with a 27-point stencil, which can be scaled up and is designed to solve a very large problem. A second problem simulates a time dependent problem, in which successively various smnllcr systems are solved.
Yang, Ulrike↗
On ParELAG's Parallel Element-based Algebraic Multigrid and its MFEM Miniapps for H(curl) and H(div) Problems: a report including lowest and next to the lowest order numerical results
This paper presents the utilization of element-based algebraic multigrid (AMGe) hierarchies, implemented in the ParELAG (Parallel Element Agglomeration Algebraic Multigrid Upscaling and Solvers) library, to produce multilevel preconditioners and solvers for H(curl) and H(div) formulations. This involves the construction of hierarchies of compatible nested spaces, forming an exact de Rham sequence on each level. This allows the application of hybrid smoothers on all levels and AMS (Auxiliary-space Maxwell Solver) or ADS (Auxiliary-space Divergence Solver) on the coarsest levels, obtaining complete multigrid cycles. Numerical results are presented, showing the parallel performance of the proposed methods. As a part of the exposition, this paper demonstrates some of the capabilities of ParELAG and outlines some of the components and procedures within the library.
97 MATHEMATICS AND COMPUTING↗
Parallel Element-based Algebraic Multigrid for H (c url ) and H (div) Problems Using the ParELAG Library
This paper presents the use of element-based algebraic multigrid (AMGe) hierarchies, implemented in the ParELAG (Parallel Element Agglomeration Algebraic Multigrid Upscaling and Solvers) library, to produce multilevel preconditioners and solvers for H (c url ) and H (div) formulations. ParELAG constructs hierarchies of compatible nested spaces, forming an exact de Rham sequence on each level. This allows the application of hybrid smoothers on all levels and AMS (Auxiliary-space Maxwell Solver) or ADS (Auxiliary-space Divergence Solver) on the coarsest levels, obtaining complete multigrid cycles. Numerical results are presented, showing the parallel performance of the proposed methods. As a part of the exposition, this paper demonstrates some of the capabilities of ParELAG and outlines some of the components and procedures within the library.
97 MATHEMATICS AND COMPUTING↗
Parallel performance of algebraic multigrid domain decomposition
Algebraic multigrid (AMG) is a widely used scalable solver and preconditioner for large-scale linear systems resulting from the discretization of a wide class of elliptic PDEs. While AMG has optimal computational complexity, the cost of communication has become a significant bottleneck that limits its scalability as processor counts continue to grow on modern machines. This article examines the design, implementation, and parallel performance of a novel algorithm, algebraic multigrid domain decomposition (AMG-DD), designed specifically to limit communication. The goal of AMG-DD is to provide a low-communication alternative to standard AMG V-cycles by trading some additional computational overhead for a significant reduction in communication cost. Numerical results show that AMG-DD achieves superior accuracy per communication cost compared with AMG, and speedup over AMG is demonstrated on a large GPU cluster.
97 MATHEMATICS AND COMPUTING↗
Reducing Parallel Communication in Algebraic Multigrid through Sparsification
Algebraic multigrid (AMG) is an $\mathcal{O}(n)$ solution process for many large sparse linear systems. A hierarchy of progressively coarser grids which utilize complementary relaxation and interpolation operators is constructed. High-energy error is reduced by relaxation, while low-energy error is mapped to coarse-grid matrices and reduced there. However, large parallel communication costs often limit parallel scalability. Furthermore, as the multigrid hierarchy is formed, each coarse matrix is formed through a triple matrix product. The resulting coarse grids often have significantly more nonzeros per row than the original fine-grid operator, thereby generating high parallel communication costs associated with sparse matrix-vector multiplication (SpMV) on coarse levels. In this paper, we introduce a method that systematically removes entries in coarse-grid matrices after the hierarchy is formed, leading to improved communication costs. We sparsify by removing weakly connected or unimportant entries in the matrix, leading to improved solve time. The main trade-off is that if the heuristic identifying unimportant entries is used too aggressively, then AMG convergence can suffer. To counteract this, the original hierarchy is retained, allowing entries to be reintroduced into the solver hierarchy if convergence is too slow. This enables a balance between communication cost and convergence, as necessary. In this paper we present new algorithms for reducing communication and present a number of computational experiments in support.
97 MATHEMATICS AND COMPUTING↗
On the parallel efficiency of the Frederickson-McBryan multigrid
To take full advantage of the parallelism in a standard multigrid algorithm requires as many processors as points. However, since coarse grids contain fewer points, most processors are idle during the coarse grid iterations. Frederickson and McBryan claim that retaining all points on all grid levels (using all processors) can lead to a superconvergent algorithm. The purpose of this work is to show that the parellel superconvergent multigrid (PSMG) algorithm of Frederickson and McBryan, though it achieves perfect processor utilization, is no more efficient than a parallel implementation of standard multigrid methods. PSMG is simply a new and perhaps simpler way of achieving the same results.
Decker, Naomi H.↗
Large-Scale Parallel Viscous Flow Computations using an Unstructured Multigrid Algorithm
The development and testing of a parallel unstructured agglomeration multigrid algorithm for steady-state aerodynamic flows is discussed. The agglomeration multigrid strategy uses a graph algorithm to construct the coarse multigrid levels from the given fine grid, similar to an algebraic multigrid approach, but operates directly on the non-linear system using the FAS (Full Approximation Scheme) approach. The scalability and convergence rate of the multigrid algorithm are examined on the SGI Origin 2000 and the Cray T3E. An argument is given which indicates that the asymptotic scalability of the multigrid algorithm should be similar to that of its underlying single grid smoothing scheme. For medium size problems involving several million grid points, near perfect scalability is obtained for the single grid algorithm, while only a slight drop-off in parallel efficiency is observed for the multigrid V- and W-cycles, using up to 128 processors on the SGI Origin 2000, and up to 512 processors on the Cray T3E. For a large problem using 25 million grid points, good scalability is observed for the multigrid algorithm using up to 1450 processors on a Cray T3E, even when the coarsest grid level contains fewer points than the total number of processors.
Mavriplis, Dimitri J.↗
A Parallel Incompressible Navier-Stokes Solver with Multigrid Iterations
We developed a parallel, numerically accurate and stable, and computationally efficient finate-difference incompressible Navier-Stokes (N-S) fluid flow solver. The solver runs on both sequential and massively parallel computers. The numerical method used here is a second-order projection method on a staggered grid. The code is highly modular and it can be used either as a stand-alone flow solver and or a template code which can be adapted or expanded to a specific application. Numerical results and parallel performances of our code on Intel Delta and Paragon are reported.
Navier-Stokes solver↗
Totally parallel multilevel algorithms
Four totally parallel algorithms for the solution of a sparse linear system have common characteristics which become quite apparent when they are implemented on a highly parallel hypercube such as the CM2. These four algorithms are Parallel Superconvergent Multigrid (PSMG) of Frederickson and McBryan, Robust Multigrid (RMG) of Hackbusch, the FFT based Spectral Algorithm, and Parallel Cyclic Reduction. In fact, all four can be formulated as particular cases of the same totally parallel multilevel algorithm, which are referred to as TPMA. In certain cases the spectral radius of TPMA is zero, and it is recognized to be a direct algorithm. In many other cases the spectral radius, although not zero, is small enough that a single iteration per timestep keeps the local error within the required tolerance.
Frederickson, Paul O.↗
Totally parallel multilevel algorithms for sparse elliptic systems
The fastest known algorithms for the solution of a large elliptic boundary value problem on a massively parallel hypercube all require O(log(n)) floating point operations and O(log(n)) distance-1 communications, if massively parallel is defined to mean a number of processors proportional to the size n of the problem. The Totally Parallel Multilevel Algorithm (TPMA) that has, as special cases, four of these fast algorithms is described. These four algorithms are Parallel Superconvergent Multigrid (PSMG), Robust Multigrid, the Fast Fourier Transformation (FFT) based Spectral Algorithm, and Parallel Cyclic Reduction. The algorithm TPMA, when described recursively, has four steps: (1) project to a collection of interlaced, coarser problems at the next lower level; (2) apply TPMA, recursively, to each of these lower level problems, solving directly at the lowest level; (3) interpolate these approximate solutions to the finer grid, and to verage them to form an approximate solution on this grid; and (4) refine this approximate solution with a defect-correction step, using a local approximate inverse. Choice of the projection operator (P), the interpolation operator (Q), and the smoother (S) determines the class of problems on which TPMA is most effective. There are special cases in which the first three steps produce an exact solution, and the smoother is not needed (e.g., constant coefficient operators).
Frederickson, Paul O.↗
Manycore Parallel Computing for a Hybridizable Discontinuous Galerkin Nested Multigrid Method
In this work, we present a parallel computing strategy for a hybridizable discontinuous Galerkin (HDG) nested geometric multigrid (GMG) solver. Parallel GMG solvers require a combination of coarse-grain and fine-grain parallelism to improve time-to-solution performance. In this work we focus on fine-grain parallelism. We use Intel's second generation Xeon Phi (Knights Landing) manycore processor. The GMG method achieves ideal convergence rates of 0.2 or less, for high polynomial orders. A matrix free (assembly free) technique is exploited to save considerable memory usage and increase arithmetic intensity. HDG enables static condensation, and due to the discontinuous nature of the discretization, we developed a matrix vector multiply routine that does not require any costly synchronizations or barriers. Our algorithm is able to attain 80% of peak bandwidth performance for higher order polynomials. This is possible due to the data locality inherent in the HDG method. Very high performance is realized for high order schemes, due to good arithmetic intensity, which declines as the order is reduced.
97 MATHEMATICS AND COMPUTING↗
Layer-Parallel Training of Deep Residual Neural Networks
Residual neural networks (ResNets) are a promising class of deep neural networks that have shown excellent performance for a number of learning tasks, e.g., image classification and recognition. Mathematically, ResNet architectures can be interpreted as forward Euler discretizations of a nonlinear initial value problem whose time-dependent control variables represent the weights of the neural network. Hence, training a ResNet can be cast as an optimal control problem of the associated dynamical system. For similar time-dependent optimal control problems arising in engineering applications, parallel-in-time methods have shown notable improvements in scalability. This paper demonstrates the use of those techniques for efficient and effective training of ResNets. The proposed algorithms replace the classical (sequential) forward and backward propagation through the network layers with a parallel nonlinear multigrid iteration applied to the layer domain. This adds a new dimension of parallelism across layers that is attractive when training very deep networks. From this basic idea, we derive multiple layer-parallel methods. The most efficient version employs a simultaneous optimization approach where updates to the network parameters are based on inexact gradient information in order to speed up the training process. Finally, using numerical examples from supervised classification, we demonstrate that the new approach achieves a training performance similar to that of traditional methods, but enables layer-parallelism and thus provides speedup over layer-serial methods through greater concurrency.
97 MATHEMATICS AND COMPUTING↗
Two-Level Convergence Theory for Multigrid Reduction in Time (MGRIT)
Here we develop a two-grid convergence theory for the parallel-in-time scheme known as multigrid reduction in time (MGRIT), as it is implemented in the open-source package [XBraid: Parallel Multigrid in Time, http://llnl.gov/casc/xbraid]. MGRIT is a scalable and multilevel approach to parallel-in-time simulations that nonintrusively uses existing time-stepping schemes, and in a specific two-level setting it is equivalent to the widely known parareal algorithm. The goal of this paper is twofold. First, we present a two-level MGRIT convergence analysis for linear problems where the spatial discretization matrix can be diagonalized, and then apply this analysis to our two basic model problems, the heat equation and the advection equation. One important assumption is that the coarse and fine time-grid propagators can be diagaonalized by the same set of eigenvectors, which is often the case when the same spatial discretization operator is used on the coarse and fine time grids. In many cases, the MGRIT algorithm is guaranteed to converge, and we demonstrate numerically that the theoretically predicted convergence rates are sharp in practice for our model problems. Second, we explore how the convergence of MGRIT compares to the stability of the chosen time-stepping scheme. In particular, we demonstrate that a stable time-stepping scheme does not necessarily imply convergence of MGRIT, although MGRIT with FCF-relaxation always converges for the diffusion dominated problems considered here.
97 MATHEMATICS AND COMPUTING↗