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At least 55 records · Page 3

Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding

The paper considers testing and signal identification for covariance matrices from two populations of marginally sub-Gaussian distributed. A multi-level thresholding procedure is proposed for testing the equality of two high-dimensional covariance matrices, which is designed to detect sparse and faint differences between the covariances. A novel -statistic composition is developed to establish the asymptotic distribution of the thresholding statistics in conjunction with the matrix blocking and the coupling techniques. It is shown that the proposed test is more powerful than the existing tests in detecting sparse and weak signals in covariances. Multiple testing procedures are constructed to discover different covariances and the sub-groups of variables with different covariance structures between the two populations. The proposed procedures are based on the multi-level thresholding test, which are able to control the false discovery proportion () with high power. Simulation experiments and a case study on the returns of the S&P 500 stocks before and after the COVID-19 pandemic are conducted to demonstrate and compare the utilities of the proposed 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↗

Towards real-time monitoring: data assimilated time-lapse full waveform inversion for seismic velocity and uncertainty estimation

SUMMARY Rapid development of time-lapse seismic monitoring instrumentations has made it possible to collect dense time-lapse data for tomographically retrieving time-lapse (even continuous) images of subsurface changes. While traditional time-lapse full waveform inversion (TLFWI) algorithms are designed for sparse time-lapse surveys, they lack of effective temporal constraint on time-lapse data, and, more importantly, lack of the uncertainty estimation of the TLFWI results that is critical for further interpretation. Here, we propose a new data assimilation TLFWI method, using hierarchical matrix powered extended Kalman filter (HiEKF) to quantify the image uncertainty. Compared to existing Kalman filter algorithms, HiEKF allows to store and update a data-sparse representation of the cross-covariance matrices and propagate model errors without expensive operations involving covariance matrices. Hence, HiEKF is computationally efficient and applicable to 3-D TLFWI problems. Then, we reformulate TLFWI in the framework of HiEKF (termed hereafter as TLFWI-HiEKF) to predict time-lapse images of subsurface spatiotemporal velocity changes and simultaneously quantify the uncertainty of the inverted velocity changes over time. We demonstrate the validity and applicability of TLFWI–HiEKF with two realistic CO2 monitoring models derived from Frio-II and Cranfield CO2 injection sites, respectively. In both 2-D and 3-D examples, the inverted high-resolution time-lapse velocity results clearly reveal a continuous velocity reduction due to the injection of CO2. Moreover, the accuracy of the model is increasing over time by assimilating more time-lapse data while the standard deviation is decreasing over lapsed time. We expect TLFWI-HiEKF to be equipped with real-time seismic monitoring systems for continuously imaging the distribution of subsurface gas and fluids in the future large-scale CO2 sequestration experiments and reservoir management.

58 GEOSCIENCES↗

Optimal Power Flow Derived Sparse Linear Solver Benchmarks

Due to the changing nature of the power grid, it is increasingly important to be able to solve a high-fidelity optimal power-flow models on large power networks. This high-fidelity problem, called AC Optimal Power Flow (ACOPF), is a nonlinear, nonconvex optimization problem. One of the few reliable ways of solving such a problem is interior point methods. These methods result in sparse linear systems where the coefficient matrix is symmetric, indefinite and nearly always ill-conditioned. As such, they are particularly challenging for sparse linear solvers and represent a considerable computational bottleneck in solving the ACOPF problem. In this paper, we introduce a repository of linear systems captured from ACOPF problems when solved by the open-source optimizer IPOPT. These matrices are meant to be used as a test suite for sparse linear solver development.

97 MATHEMATICS AND COMPUTING↗

Real-Time Operator Evolution in Two and Three Dimensions via Sparse Pauli Dynamics

We study real-time operator evolution using sparse Pauli dynamics, a recently developed method for simulating expectation values of quantum circuits. On the examples of energy and charge diffusion in one-dimensional (1D) spin chains and sudden quench dynamics in the 2D transverse-field Ising model, it is shown that this approach can compete with state-of-the-art tensor network methods. We further demonstrate the flexibility of the approach by studying quench dynamics in the 3D transverse-field Ising model that is highly challenging for tensor network methods. For the simulation of expectation value dynamics starting in a computational basis state, we introduce an extension of sparse Pauli dynamics that truncates the growing sum of Pauli operators by discarding terms with a large number of X and Y matrices. This is validated by our 2D and 3D simulations. Finally, we argue that sparse Pauli dynamics is not only capable of converging challenging observables to high accuracy, but can also serve as a reliable approximate approach even when given only limited computational resources. Published by the American Physical Society 2025

Begušić, Tomislav (ORCID:0000000279424134)↗

NeuroFEM

SAND2025-00525O NeuroFEM is a software tool that demonstrates a neuromorphic algorithm for solving finite element problems. It sets up a 2D finite element problem for the Poisson equation on a disk, constructs synaptic matrices, and simulates neural dynamics to solve the resulting sparse linear system. The software illustrates how the algorithm converges to the solution and plots the results, showcasing a neuromorphic counterpart to traditional methods like Conjugate Gradient or GMRES. This tool is designed to highlight the potential of neuromorphic algorithms for solving sparse linear systems, which are prevalent in various computational applications. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

SciDAC↗

powersqueeze

powersqueeze (psqz) is a truncated power iteration library intended for high-performance computing platforms. psqz efficiently produces low-dimensional, linear measurements of graph matrix spectra by combining classical power iteration with sparse Johnson-Lindenstrauss transforms. psqz is intended to produce high-quality, fast, data-oblivious low-dimensional representations of high-dimensional sparse data such as graphs and term-document matrices. psqz is intended to replace similar workflows that depend on directly approximating a truncated eigendecomposition (e.g., the first step of spectral clustering), which is a much more expensive operation.

Priest, BenjaminW [Lawrence Livermore National Lab↗

Online Voltage Event Detection Using Synchrophasor Data with Structured Sparsity-Inducing Norms

This paper develops an accurate and computationally efficient data-driven framework to detect voltage events from PMU data streams. It develops an innovative Proximal Bilateral Random Projection (PBRP) algorithm to quickly decompose the PMU data matrix into a low-rank matrix, a row-sparse event-pattern matrix and a noise matrix. Here, the row-sparse pattern matrix significantly distinguishes events from normal behavior. These matrices are then fed into a clustering algorithm to separate voltage events from normal operating conditions. Large-scale numerical study results on real-world PMU data show that the proposed algorithm is computationally more efficient and achieves higher F scores than state-of-the-art benchmarks.

24 POWER TRANSMISSION AND DISTRIBUTION↗

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↗

Improved quantum algorithms for linear and nonlinear differential equations

We present substantially generalized and improved quantum algorithms over prior work for inhomogeneous linear and nonlinear ordinary differential equations (ODE). Specifically, we show how the norm of the matrix exponential characterizes the run time of quantum algorithms for linear ODEs opening the door to an application to a wider class of linear and nonlinear ODEs. In [1], a quantum algorithm for a certain class of linear ODEs is given, where the matrix involved needs to be diagonalizable. The quantum algorithm for linear ODEs presented here extends to many classes of non-diagonalizable matrices including singular matrices. The algorithm here is also exponentially faster than the bounds derived in [1] for certain classes of diagonalizable matrices. Our linear ODE algorithm is then applied to nonlinear differential equations using Carleman linearization (an approach taken recently by us in [2]). The improvement over that result is two-fold. First, we obtain an exponentially better dependence on error. This kind of logarithmic dependence on error has also been achieved by [3], but only for homogeneous nonlinear equations. Second, the present algorithm can handle any sparse matrix (that models dissipation) if it has a negative log-norm (including non-diagonalizable matrices), whereas [2] and [3] additionally require normality.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

True Load Balancing for Matricized Tensor Times Khatri-Rao Product

MTTKRP is the bottleneck operation in algorithms used to compute the CP tensor decomposition. For sparse tensors, utilizing the compressed sparse fibers (CSF) storage format and the CSF-oriented MTTKRP algorithms is important for both memory and computational efficiency on distributed-memory architectures. Existing intelligent tensor partitioning models assume the computational cost of MTTKRP to be proportional to the total number of nonzeros in the tensor. However, this is not the case for the CSF-oriented MTTKRP on distributed-memory architectures. We outline two deficiencies of nonzero-based intelligent partitioning models when CSF-oriented MTTKRP operations are performed locally: failure to encode processors' computational loads and increase in total computation due to fiber fragmentation. We focus on existing fine-grain hypergraph model and propose a novel vertex weighting scheme that enables this model encode correct computational loads of processors. We also propose to augment the fine-grain model by fiber nets for reducing the increase in total computational load via minimizing fiber fragmentation. In this way, the proposed model encodes minimizing the load of the bottleneck processor. In conclusion, parallel experiments with real-world sparse tensors on up to 1024 processors prove the validity of the outlined deficiencies and demonstrate the merit of our proposed improvements in terms of parallel runtimes.

97 MATHEMATICS AND COMPUTING↗

Accelerated Constrained Sparse Tensor Factorization on Massively Parallel Architectures

This study presents the first constrained sparse tensor factorization (cSTF) framework that optimizes and fully offloads computation to massively parallel GPU architectures, and the first performance characterization of cSTF on GPU architectures. In contrast to prior work on tensor factorization, where the matricized tensor times Khatri-Rao product (MTTKRP) is the primary performance bottleneck, our systematic analysis of the cSTF algorithm on GPUs reveals that adding constraints creates an additional bottleneck in the update operation for many real-world sparse tensors. While executing the update operation on the GPU brings significant speedup over its CPU counterpart, it remains a significant bottleneck. To further accelerate the update operation, we propose cuADMM, a new update algorithm that leverages algorithmic and code optimization strategies to minimize both computation and data movement on GPUs. As a result, our framework delivers significantly improved performance compared to prior state-of-the-art. On 10 real-world sparse tensors, our framework achieves geometric mean speedup of 5.1 × (max 41.59 ×) and 7.01 × (max 58.05 ×) on the NIVIDA A100 and H100 GPUs, respectively, over the state-of-the-art SPLATT library running on a 26-core Intel Ice Lake Xeon CPU.

Soh, Yongseok↗

Linear solvers for power grid optimization problems: A review of GPU-accelerated linear solvers

The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite, and they become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL T decompositions. Here, we benchmark five well known direct linear solver packages on CPU- and GPU-based hardware, using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases. For completeness of the comparison we include results for MA57, which is one of the most efficient and reliable CPU solvers for this class of problem.

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↗

GCoD: Graph Convolutional Network Acceleration via Dedicated Algorithm and Accelerator Co-Design

Graph Convolutional Networks (GCNs) have emerged as the state-of-the-art graph learning model. However, it remains notoriously challenging to inference GCNs over large graph datasets, limiting their application to large real-world graphs and hindering the exploration of deeper and more sophisticated GCN graphs. This is because real-world graphs can be extremely large and sparse. Furthermore, the node degree of GCNs tends to follow the power-law distribution and therefore have highly irregular adjacency matrices, resulting in prohibitive inefficiencies in both data processing and movement and thus substantially limiting the achievable GCN acceleration efficiency. To this end, this paper proposes the first GCN algorithm and accelerator Co-Design framework dubbed GCoD which can largely alleviate the aforementioned GCN irregularity and boost GCNs' inference efficiency. Specifically, on the algorithm level, GCoD integrates a divide and conquer GCN training strategy that polarizes the graphs to be either denser or sparser in local neighborhoods without compromising the model accuracy, resulting in graph adjacency matrices that (mostly) have merely two levels of workload and enjoys largely enhanced regularity and thus ease of acceleration. On the hardware level, we further develop a dedicated two-pronged accelerator with a separated engine to process each of the aforementioned workloads, further boosting the overall utilization and acceleration efficiency. Extensive experiments and ablation studies validate that our GCoD consistently outperforms state-of-the-art designs in terms of accelerator efficiency while maintaining or even improving the task accuracy. Additionally, we visualize GCoD trained graph adjacency matrices to better understand its advantages. All codes and pre-trained models will be released upon acceptance.

You, Haoran↗

A parallel-plate avalanche counter for the prompt fission neutron spectrum measurement

Neutrons, gamma’s, and fission fragments are among the prompt fission observables. Their precision measurements are fundamental to advance our understanding of fission and any application of fission. For our programmatic need, the χ matrix, which defines as the outgoing neutron spectrum as a function of incoming neutron energy, is sparsely populated and poorly measured for 233,235,238 U and 239,240 Pu. To improve the quality of those χ matrices, a joint LANLLLNL project was undertaken to measure their prompt fission neutron spectra at the LANSCE/WNR facility using neutron detector arrays and a charged-particle detector for the fission-fragment detection. A typical setup is shown in Fig. 1, where one of neutron detector array with a charged-particle detector is given.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Impact of Reordering on the LU Factorization Performance of Bordered Block-Diagonal Sparse Matrix

Power engineers rely on computer-based simulation tools to assess grid performance and ensure security. At the core of these tools are solvers for sparse linear equations. When transformed into a bordered block-diagonal (BBD) structure, part of the sparse linear equation solving can be parallelized. This work focuses on using the Schur-complement-based method for LU factorization on BBD matrices, specifically, Jacobian matrices from large-scale systems. Our findings show that the natural ordering method outperforms the default ordering method in computational performance for each block of the BBD matrix. This observation is validated using synthetic 25k-bus and 70k-bus cases, showing a speedup of up to 38% when using natural ordering without permutation. Additionally, the impact of the number of partitions is studied, and the result shows that computational performance improves with more, smaller partitions in the BBD matrices.

BBD matrix↗

Sparse Linear Solvers for Large-scale Electromagnetic Transient Simulations

Linear solvers form the basis for electromagnetic transient (EMT) simulations. There is a need to speed up EMT simulations as larger regions are analyzed using EMT simulations. For the same, the performance of linear solvers plays an important role. Exploiting the sparsity of the matrices generated in EMT simulations could assist with speed-up. Scalability is also crucial as power grids expand, demanding solutions capable of accommodating the increasing system size. Recent studies from the North American Electric Reliability Corporation (NERC) increasingly emphasize that EMT simulation models of the power grid will grow larger with the inclusion of power electronics components. Parallelisms in sparsity patterns exploit modern central processing units (CPUs), multi-core CPUs, and graphics processing units (GPUs) architectures in sparse solver designs. Therefore, this paper explores publicly available existing linear solvers and investigates their efficiency in large-scale power grid simulations. A large-scale power grid is developed by increasing the size of the IEEE 39 bus test system to up to 39000 bus systems.

Hsu, Kuan-Chieh↗