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At least 73 records · Page 4

Fast truncated SVD of sparse and dense matrices on graphics processors

We investigate the solution of low-rank matrix approximation problems using the truncated singular value decomposition (SVD). For this purpose, we develop and optimize graphics processing unit (GPU) implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work takes advantage of the fact that the two methods are composed of very similar linear algebra building blocks, which can be assembled using numerical kernels from existing high-performance linear algebra libraries. Furthermore, the experiments with several sparse matrices arising in representative real-world applications and synthetic dense test matrices reveal a performance advantage of the block Lanczos algorithm when targeting the same approximation accuracy.

Computer Science↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

GentenMPI: Distributed Memory Sparse Tensor Decomposition

GentenMPl is a toolkit of sparse canonical polyadic (CP) tensor decomposition algorithms that is designed to run effectively on distributed-memory high-performance computers. Its use of distributed-memory parallelism enables it to efficiently decompose tensors that are too large for a single compute node's memory. GentenMPl leverages Sandia's decades-long investment in the Trilinos solver framework for much of its parallel-computation capability. Trilinos contains numerical algorithms and linear algebra classes that have been optimized for parallel simulation of complex physical phenomena. This work applies these tools to the data science problem of sparse tensor decomposition. In this report, we describe the use of Trilinos in GentenMPl, extensions needed for sparse tensor decomposition, and implementations of the CP-ALS (CP via alternating least squares) and GCP-SGD (generalized CP via stochastic gradient descent) sparse tensor decomposition algorithms. We show that GentenMPl can decompose sparse tensors of extreme size, e.g., a 12.6-terabyte tensor on 8192 computer cores. We demonstrate that the Trilinos backbone provides good strong and weak scaling of the tensor decomposition algorithms.

97 MATHEMATICS AND COMPUTING↗

Quantum Spectral Methods for Differential Equations

Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a d-dimensional system of linear equations or linear differential equations with complexity poly(logd). While several of these algorithms approximate the solution to within ϵ with complexity poly(log(1/ϵ)), no such algorithm was previously known for differential equations with time-dependent coefficients. In this work, we develop a quantum algorithm for linear ordinary differential equations based on so-called spectral methods, an alternative to finite difference methods that approximates the solution globally. Using this approach, we give a quantum algorithm for time-dependent initial and boundary value problems with complexity poly(logd, log(1/ϵ)).

97 MATHEMATICS AND COMPUTING↗

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗

Quantum many-body linear algebra, Hamiltonian moments, and a coupled-cluster inspired framework

Here, we propose a general strategy to develop quantum many-body approximations of primitives in linear algebra algorithms. As a practical example, we introduce a coupled-cluster inspired framework to produce approximate Hamiltonian moments and demonstrate its application in various linear algebra algorithms for ground state estimation. Through numerical examples, we illustrate the difference between the ground-state energies arising from quantum many-body linear algebra and those from the analogous many-body perturbation theory. Our results support the general idea of designing quantum many-body approximations outside of perturbation theory, providing a route to new algorithms and approximations.

Algorithms and data structure↗

MAPPRAISER: A massively parallel map-making framework for multi-kilo pixel CMB experiments

Forthcoming cosmic microwave background (CMB) polarized anisotropy experiments have the potential to revolutionize our understanding of the Universe and fundamental physics. The sought-after, tale-telling signatures will be however distributed over voluminous data sets which these experiments will collect. These data sets will need to be efficiently processed and unwanted contributions due to astrophysical, environmental, and instrumental effects characterized and efficiently mitigated in order to uncover the signatures. This poses a significant challenge to data analysis methods, techniques, and software tools which will not only have to be able to cope with huge volumes of data but to do so with unprecedented precision driven by the demanding science goals posed for the new experiments. A keystone of efficient CMB data analysis is solvers of very large linear systems of equations. Such systems appear in very diverse contexts throughout CMB data analysis pipelines, however they typically display similar algebraic structures and can therefore be solved using similar numerical techniques. Linear systems arising in the so-called map-making problem are one of the most prominent and common ones. In this work we present a massively parallel, flexible and extensible framework, comprised of a numerical library, MIDAPACK, and a high level code, MAPPRAISER, which provide tools for solving efficiently such systems. Here, the framework implements iterative solvers based on conjugate gradient techniques: enlarged and preconditioned using different preconditioners. We demonstrate the framework on simulated examples reflecting basic characteristics of the forthcoming data sets issued by ground-based and satellite-borne instruments, executing it on as many as 16,384 compute cores. The software is developed as an open source project freely available to the community at: https://github.com/B3Dcmb/midapack.

79 ASTRONOMY AND ASTROPHYSICS↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗

Solving complex eigenvalue problems on a quantum annealer with applications to quantum scattering resonances

Quantum computing is a new and rapidly evolving paradigm for solving chemistry problems. In previous work, we developed the Quantum Annealer Eigensolver (QAE) and applied it to the calculation of the vibrational spectrum of a molecule on the D-Wave quantum annealer. However, the original QAE methodology was applicable to real symmetric matrices only. For many physics and chemistry problems, the diagonalization of complex matrices is required. For example, the calculation of quantum scattering resonances can be formulated as a complex eigenvalue problem where the real part of the eigenvalue is the resonance energy and the imaginary part is proportional to the resonance width. In the present work, we generalize the QAE to treat complex matrices: first complex Hermitian matrices and then complex symmetric matrices. These generalizations are then used to compute a quantum scattering resonance state in a 1D model potential for O + O collisions. These calculations are performed using both a software (classical) annealer and hardware annealer (the D-Wave 2000Q). The results of the complex QAE are also benchmarked against a standard linear algebra library (LAPACK). Furthermore, this work presents the first numerical solution of a complex eigenvalue problem of any kind on a quantum annealer, and it is the first treatment of a quantum scattering resonance on any quantum device.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Mathematical solutions in internal dose assessment: A comparison of Python-based differential equation solvers in biokinetic modeling

Abstract In biokinetic modeling systems employed for radiation protection, biological retention and excretion have been modeled as a series of discretized compartments representing the organs and tissues of the human body. Fractional retention and excretion in these organ and tissue systems have been mathematically governed by a series of coupled first-order ordinary differential equations (ODEs). The coupled ODE systems comprising the biokinetic models are usually stiff due to the severe difference between rapid and slow transfers between compartments. In this study, the capabilities of solving a complex coupled system of ODEs for biokinetic modeling were evaluated by comparing different Python programming language solvers and solving methods with the motivation of establishing a framework that enables multi-level analysis. The stability of the solvers was analyzed to select the best performers for solving the biokinetic problems. A Python-based linear algebraic method was also explored to examine how the numerical methods deviated from an analytical or semi-analytical method. Results demonstrated that customized implicit methods resulted in an enhanced stable solution for the inhaled 60 Co (Type M) and 131 I (Type F) exposure scenarios for the inhalation pathway of the International Commission on Radiological Protection (ICRP) Publication 130 Human Respiratory Tract Model (HRTM). The customized implementation of the Python-based implicit solvers resulted in approximately consistent solutions with the Python-based matrix exponential method ( expm ). The differences generally observed between the implicit solvers and expm are attributable to numerical precision and the order of numerical approximation of the numerical solvers. This study provides the first analysis of a list of Python ODE solvers and methods by comparing their usage for solving biokinetic models using the ICRP Publication 130 HRTM and provides a framework for the selection of the most appropriate ODE solvers and methods in Python language to implement for modeling the distribution of internal radioactivity.

61 RADIATION PROTECTION AND DOSIMETRY↗

Incremental Interval Assignment by Integer Linear Algebra with Improvements

Interval Assignment (IA) is the problem of selecting the number of mesh edges (intervals) for each curve for conforming quad and hex meshing. The intervals x is fundamentally integer-valued. Many other approaches perform numerical optimization then convert a floating-point solution into an integer solution, which is slow and error prone. We avoid such steps: we start integer, and stay integer. Incremental Interval Assignment (IIA) uses integer linear algebra (Hermite normal form) to find an initial solution to the meshing constraints, satisfying the integer matrix equation Solving for reduced row echelon form provides integer vectors spanning the nullspace of A. Here we add vectors from the nullspace to improve the initial solution, maintaining Ax = b Heuristics find good integer linear combinations of nullspace vectors that provide strict improvement towards variable bounds or goals. IIA always produces an integer solution if one exists. In practice we usually achieve solutions close to the user goals, but there is no guarantee that the solution is optimal, nor even satisfies variable bounds, e.g. has positive intervals. We describe several algorithmic changes since first publication that tend to improve the final solution. The software is freely available.

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↗

Distributed Data-Driven Power Iteration for Strongly Connected Networks

Here, this paper presents data-driven power iteration to distributively estimate the dominant eigenvalues of an unknown linear time-invariant system. The proposed strategy only requires a single trajectory data or measurements. Furthermore, in order to perform the distributed estimation, the communication network topology can be chosen to be any strongly connected directed graphs. The proposed data-driven power iteration is demonstrated using several numerical examples and is then applied to estimate the generalized algebraic connectivity of cooperative systems and to control the epidemic spreading.

Gusrialdi, Azwirman↗

A scalable matrix-free spectral element approach for unsteady PDE constrained optimization using PETSc/TAO

In this work, we provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint-based solution of partial differential equation (PDE) constrained optimization. This results in optimizations of nonlinear PDEs using explicit integrators where the integration of the adjoint problem is not more expensive than the forward simulation. Solving PDE constrained optimization problems entails combining expertise from multiple areas, including simulation, computation of derivatives, and optimization. The Portable, Extensible Toolkit for Scientific computation (PETSc) together with its companion package, the Toolkit for Advanced Optimization (TAO), is an integrated numerical software library that contains an algorithmic/software stack for solving linear systems, nonlinear systems, ordinary differential equations, differential algebraic equations, and large-scale optimization problems and, as such, is an ideal tool for performing PDE-constrained optimization. This paper describes an efficient approach in which the software stack provided by PETSc/TAO can be used for large-scale nonlinear time-dependent problems. Time integration can involve a range of high-order methods, both implicit and explicit. The PDE-constrained optimization algorithm used is gradient-based and seamlessly integrated with the simulation of the physical problem.

97 MATHEMATICS AND COMPUTING↗

Hardware acceleration for HPS algorithms in two and three dimensions

We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.

Fast direct solvers↗

Improving the five-point bootstrap

We present a new algorithm for the numerical evaluation of five-point conformal blocks in d-dimensions, greatly improving the efficiency of their computation. To do this we use an appropriate ansatz for the blocks as a series expansion in radial coordinates, derive a set of recursion relations for the unknown coefficients in the ansatz, and evaluate the series using a Padé approximant to accelerate its convergence. We then study the 〈σσϵσσ〉 correlator in the 3d critical Ising model by truncating the operator product expansion (OPE) and only including operators with conformal dimension below a cutoff ∆ ⩽ ∆cutoff. We approximate the contributions of the operators above the cutoff by the corresponding contributions in a suitable disconnected five-point correlator. Using this approach, we compute a number of OPE coefficients with greater accuracy than previous methods.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization

Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.

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↗