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A fast, memory efficient and robust sparse preconditioner based on a multifrontal approach with applications to finite‐element matrices

Summary In this article, we introduce a fast, memory efficient and robust sparse preconditioner that is based on a direct factorization scheme for sparse matrices arising from the finite‐element discretization of elliptic partial differential equations. We use a fast (but approximate) multifrontal approach as a preconditioner and use an iterative scheme to achieve a desired accuracy. This approach combines the advantages of direct and iterative schemes to arrive at a fast, robust, and accurate preconditioner. We will show that this approach is faster (∼2×) and more memory efficient (∼2–3×) than a conventional direct multifrontal approach. Furthermore, we will demonstrate that this preconditioner is both faster and more effective than other preconditioners such as the incomplete LU preconditioner. Specific speedups depend on the matrix size and improve as the size of the matrix increases. The preconditioner can be applied to both structured and unstructured meshes in a similar manner. We build on our previous work and utilize the fact that dense frontal and update matrices, in the multifrontal algorithm, can be represented as hierarchically off‐diagonal low‐rank matrices. Using this idea, we replace all large dense matrix operations in the multifrontal elimination process with O ( N ) hierarchically off‐diagonal low‐rank operations to arrive at a faster and more memory efficient factorization scheme. We then use this direct factorization method at low accuracies as a preconditioner and apply it to various real‐life engineering test cases. Copyright © 2016 John Wiley & Sons, Ltd.

Aminfar, AmirHossein↗

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↗

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↗

Seasonal Disorder in Urban Traffic Patterns: A Low Rank Analysis

This article proposes several advances to sparse nonnegative matrix factorization (SNMF) as a way to identify large-scale patterns in urban traffic data. The input to our model is traffic counts organized by time and location. Nonnegative matrix factorization additively decomposes this information, organized as a matrix, into a linear sum of temporal signatures. Penalty terms encourage this factorization to concentrate on only a few temporal signatures, with weights which are not too large. Our interest here is to quantify and compare the regularity of traffic behavior, particularly across different broad temporal windows. In addition to the rank and error, we adapt a measure introduced by Hoyer to quantify sparsity in the representation. Combining these, we construct several curves which quantify error as a function of rank (the number of possible signatures) and sparsity; as rank goes up and sparsity goes down, the approximation can be better and the error should decreases. Plots of several such curves corresponding to different time windows leads to a way to compare disorder/order at different time scalewindows. In this paper, we apply our algorithms and procedures to study a taxi traffic dataset from New York City. In this dataset, we find weekly periodicity in the signatures, which allows us an extra framework for identifying outliers as significant deviations from weekly medians. We then apply our seasonal disorder analysis to the New York City traffic data and seasonal (spring, summer, winter, fall) time windows. We do find seasonal differences in traffic order.

97 MATHEMATICS AND COMPUTING↗

Fast and effective reordering of columns within supernodes using partition refinement

In this paper, we consider the problem of computing a triangular factorization of a sparse symmetric matrix using Gaussian elimination. We assume that the sparse matrix has been permuted using a fill-reducing ordering algorithm. When the matrix is symmetric positive definite, the sparsity structure of the triangular factor can be determined once the fill-reducing ordering has been computed. Thus, an efficient numerical factorization scheme can be designed so that only the nonzero entries are stored and operated on. On modern architectures, the positions of the nonzero entries in the triangular factor play a big role in determining the efficiency. It is desirable to have dense blocks in the factor so that the computation can be cast in terms of level-3 BLAS as much as possible. On architectures with GPUs, for example, it is also desirable for these dense blocks to be as large as possible in order to reduce the times to transfer data between the main CPU and the GPUs. We address the problem of locally refining the ordering so that the number of dense blocks is reduced and the sizes of these dense blocks are increased in the triangular factor.

Jacquelin, Mathias↗

Highly scalable distributed-memory sparse triangular solution algorithms.

This paper presents a highly efficient distributed-memory parallel sparse triangular solver. The triangular solution phase is often performed following factorization phase in the sparse linear solvers and has become increasingly computa­tionally expensive for direct solvers with many right hand sides (RHSs) or preconditioned iterative solvers. However, the low arithmetic intensity and sequential nature of the triangular solve algorithm pose performance challenges for its large-scale distributed-memory parallelization. In this work, we propose several strategies to enhance scalability of an algorithm with 2D block cyclic process layout. First, an asynchronous binary-tree-based communication scheme implemented via non-blocking MPI functions is leveraged to broadcast partial solutions and reduce partial updates among a subset of processes for each block column and row of the triangular matrix, respectively. This scheme reduces message latency, improves communication load balance and significantly accelerates asynchronous execution of the triangular solve. In addition, efficient BLAS operations and threading implementations are exploited to accelerate local computations and further reduce process idle time. The proposed strategies are implemented in SuperLU_DIST and numerical experiments show up to 4.4x improvement with one right-hand side and up to 6.1x improvement with 50 right- hand sides on 4096 processes, compared to the current release. This is the first time that sparse triangular solution is demonstrated strong scaling on more than 4000 cores.

Liu, Yang↗

NASMDR: a framework for miRNA-drug resistance prediction using efficient neural architecture search and graph isomorphism networks

Abstract As a frontier field of individualized therapy, microRNA (miRNA) pharmacogenomics facilitates the understanding of different individual responses to certain drugs and provides a reasonable reference for clinical treatment. However, the known drug resistance-associated miRNAs are not yet sufficient to support precision medicine. Although existing methods are effective, they all focus on modelling miRNA-drug resistance interaction graphs, making their performance bounded by the interaction density. In this study, we propose a framework for miRNA-drug resistance prediction through efficient neural architecture search and graph isomorphism networks (NASMDR). NASMDR uses attribute information instead of the commonly used interactive graph information. In the cross-validation experiment, the proposed framework can achieve an AUC of 0.9468 on the ncDR dataset, which is 2.29% higher than the state-of-the-art method. In addition, we propose a novel sequence characterization approach, k-mer Sparse Nonnegative Matrix Factorization (KSNMF). The results show that NASMDR provides novel insights for integrating efficient neural architecture search and graph isomorphic networks into a unified framework to predict drug resistance-related miRNAs. The codes for NASMDR are available at https://github.com/kaizheng-academic/NASMDR.

Zheng, Kai↗

Hierarchical Task-Data Parallelism using Kokkos and Qthreads

This report describes a new capability for hierarchical task-data parallelism using Sandia's Kokkos and Qthreads, and evaluation of this capability with sparse matrix Cholesky factorization and social network triangle enumeration mini-applications. Hierarchical task-data parallelism consists of a collection of tasks with executes-after dependences where each task contains data parallel operations performed on a team of hardware threads. The collection of tasks and dependences form a directed acyclic graph of tasks - a task DAG. Major challenges of this research and development effort include: portability and performance across multicore CPU; manycore Intel Xeon Phi, and NVIDIA GPU architectures; scalability with respect to hardware concurrency and size of the task DAG; and usability of the application programmer interface (API).

97 MATHEMATICS AND COMPUTING↗

Automatic Management of Parallel and Distributed System Resources

Viewgraphs on automatic management of parallel and distributed system resources are presented. Topics covered include: parallel applications; intelligent management of multiprocessing systems; performance evaluation of parallel architecture; dynamic concurrent programs; compiler-directed system approach; lattice gaseous cellular automata; and sparse matrix Cholesky factorization.

Yan, Jerry↗

Multivariable frequency domain identification via 2-norm minimization

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Bayard, David S.↗

An Asynchronous Task-based Fan-Both Sparse Cholesky Solver

Systems of linear equations arise at the heart of many scientific and engineering applications. Many of these linear systems are sparse; i.e., most of the elements in the coefficient matrix are zero. Direct methods based on matrix factorizations are sometimes needed to ensure accurate solutions. For example, accurate solution of sparse linear systems is needed in shift-invert Lanczos to compute interior eigenvalues. The performance and resource usage of sparse matrix factorizations are critical to time-to-solution and maximum problem size solvable on a given platform. In many applications, the coefficient matrices are symmetric, and exploiting symmetry will reduce both the amount of work and storage cost required for factorization. When the factorization is performed on large-scale distributed memory platforms, communication cost is critical to the performance of the algorithm. At the same time, network topologies have become increasingly complex, so that modern platforms exhibit a high level of performance variability. This makes scheduling of computations an intricate and performance-critical task. In this paper, we investigate the use of an asynchronous task paradigm, one-sided communication and dynamic scheduling in implementing sparse Cholesky factorization (symPACK) on large-scale distributed memory platforms. Our solver symPACK relies on efficient and flexible communication primitives provided by the UPC++ library. Performance evaluation shows good scalability and that symPACK outperforms state-of-the-art parallel distributed memory factorization packages, validating our approach on practical cases.

Jacquelin, Mathias↗

Finite Element Analysis in Concurrent Processing: Computational Issues

The purpose of this research is to investigate the potential application of new methods for solving large-scale static structural problems on concurrent computers. It is well known that traditional single-processor computational speed will be limited by inherent physical limits. The only path to achieve higher computational speeds lies through concurrent processing. Traditional factorization solution methods for sparse matrices are ill suited for concurrent processing because the null entries get filled, leading to high communication and memory requirements. The research reported herein investigates alternatives to factorization that promise a greater potential to achieve high concurrent computing efficiency. Two methods, and their variants, based on direct energy minimization are studied: a) minimization of the strain energy using the displacement method formulation; b) constrained minimization of the complementary strain energy using the force method formulation. Initial results indicated that in the context of the direct energy minimization the displacement formulation experienced convergence and accuracy difficulties while the force formulation showed promising potential.

Sobieszczanski-Sobieski, Jaroslaw↗

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.↗

Learning Distributed Geometric Koopman Operator for Sparse Networked Dynamical Systems

Koopman operator theory provides an alternative to study nonlinear networked dynamical systems by mapping the state space to an abstract higher dimensional space where the system evolution is linear. Recent works show the application of graph neural networks (GNNs) to learn state to object-centric embeddings and achieve centralized block-wise computation of Koopman operator (KO) under additional assumptions on the underlying agents properties and constraints on the KO structure. However, the computational complexity of learning the Koopman increases exponentially for networked systems where the number of possible system states grows in a combinatorial fashion with the number of nodes. The learning challenge is further amplified for sparse networks by two factors: 1) sample sparsity for learning the Koopman operator in the non-linear space, and 2) the divergence in the dynamics of individual nodes or from one subgraph to another. Our work aims to address these challenge by formulating the representation learning of networked dynamical systems into a multi-agent paradigm and learning the Koopman operator in a distributive manner. The computational as well as performance advantages of distributed Koopman is predominant for sparse networks whereas for fully connected networks, it is shown to coincide with the centralized one. The empirical study on rope system, network of oscillators and a synthetic power system show comparable and superior performance along with computational benefits with the state-of-the-art methods.

Mukherjee, Sayak↗

Drivers and energy justice implications of renewable energy project siting in the United States

The rapid expansion of solar and wind energy projects is raising questions of energy justice. Some scholars argue that solar and wind project development could burden under-resourced communities with negative impacts such as environmental harm and reduced access to resources. Conversely, other scholars argue that project development could be a boon to under-resourced communities, providing local economic and cultural benefits. Here, we analyze the drivers of solar and wind project siting patterns in the United States and explore their potential energy justice implications. We find that siting patterns are driven primarily by technoeconomic factors, especially resource quality and access to open undeveloped spaces. These technoeconomic factors channel projects into sparsely populated rural areas and, to a lesser extent, areas with lower income levels. Here, we avoid simplifying assumptions about the broad justice implications of these siting patterns and explore our results from multiple perspectives.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Imagery Applications for Advanced Event Analytics (WBS 24.3.1.3.3-IDC FY202 Final Project Report)

Accurate event locations and replicability of location analyses are essential for assessing the nature of an event, its context, ambient site conditions, and proximity to relevant facilities and infrastructure. Additionally, accurate event locations provide valuable information that reduce uncertainties, improve confidence in event analyses, and inform in-field verification activities. However, event location/relocation and replicability are difficult due to a number of factors, including spatially-sparse network coverage in some areas of the globe and variability in seismic data processing. This team proposed that the incorporation of high-fidelity imagery as a data backbone to the analytical assessment of a suspected underground explosion and/or an advanced seismic event bulletin produced by the International Data Centre (IDC) of the Preparatory Commission for the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO PrepCom) could reduce uncertainties and improve confidence in analyses. Specifically, temporally-separated images can reduce uncertainty by identifying areas where change has occurred (e.g., building construction or demolition, road or facilities improvements). The primary goal of this project was to develop an automated geospatial processing script for imagery change detection to better reflect needs of the technical community (including the IDC) and to make the use of such a tool accessible in a variety of settings across platforms. Technical experts at Los Alamos National Laboratory successfully built GAIA: the Geospatial Automated Imagery Analysis tool, to fill this need. GAIA combines five tool components to produce orthorectified time separated imagery and imagery change detection maps. Our toolkit (1) reduces error by providing a standardized workflow for image analyses and (2) significantly reduces processing time from between 7 and 24+ hours to approximately 5 minutes. Technical experts at Sandia National Laboratories supported GAIA via beta-testing and by introducing a web-based system approach for increased applicability. To test the function, performance, broad application, and ease-of-use of GAIA, we applied it to four separate test cases. The results of this preliminary investigation show promise in reducing uncertainty in seismic event locations: if satellite imagery can show regions where operations that produce seismic activity likely occurred, then pursuing imagery to locate epicenters of seismic nuclear events could reduce the time needed to find the true epicenter location.

58 GEOSCIENCES↗

Imagery Applications for Advanced Event Analytics (WBS 24.3.1.3.3-IDC FY2020 Final Project Report)

Accurate event locations and replicability of location analyses are essential for assessing the nature of an event, its context, ambient site conditions, and proximity to relevant facilities and infrastructure. Additionally, accurate event locations provide valuable information that reduce uncertainties, improve confidence in event analyses, and inform in-field verification activities. However, event location/relocation and replicability are difficult due to a number of factors, including spatially-sparse network coverage in some areas of the globe and variability in seismic data processing. This team proposed that the incorporation of high-fidelity imagery as a data backbone to the analytical assessment of a suspected underground explosion and/or an advanced seismic event bulletin produced by the International Data Centre (IDC) of the Preparatory Commission for the Comprehensive Nuclear-Test-Ban Treaty Organization (CTBTO PrepCom) could reduce uncertainties and improve confidence in analyses. Specifically, temporally-separated images can reduce uncertainty by identifying areas where change has occurred (e.g., building construction or demolition, road or facilities improvements). The primary goal of this project was to develop an automated geospatial processing script for imagery change detection to better reflect needs of the technical community (including the IDC) and to make the use of such a tool accessible in a variety of settings across platforms. Technical experts at Los Alamos National Laboratory successfully built GAIA: the Geospatial Automated Imagery Analysis tool, to fill this need. GAIA combines five tool components to produce orthorectified time-separated imagery and imagery change detection maps. Our toolkit (1) reduces error by providing a standardized workflow for image analyses and (2) significantly reduces processing time from between 7 and 24+ hours to approximately 5 minutes. Technical experts at Sandia National Laboratories supported GAIA via beta-testing and by introducing a web-based system approach for increased applicability. To test the function, performance, broad application, and ease-of-use of GAIA, we applied it to four separate test cases. The results of this preliminary investigation show promise in reducing uncertainty in seismic event locations: if satellite imagery can show regions where operations that produce seismic activity likely occurred, then pursuing imagery to locate epicenters of seismic nuclear events could reduce the time needed to find the true epicenter location.

58 GEOSCIENCES↗

Some constraints on the color-magnitude diagram of giants in the galactic spheroid

The color-magnitude diagram of giants in the Galactic spheroid is shown to be important in determining the number-color histogram of stars brighter than B = 19 mag. This result is demonstrated by comparing a standard Galaxy model with observations of 391 stars in a field in the direction of Aquarius (l = 36.5 deg, b = -51.1 deg). More than 80 percent of the spheroid stars and 40 percent of all stars in this magnitude range and direction are predicted to be giants. At most, a few percent of the spheroid stars in the current sample can lie on the main sequence bluer than the turn-off onto the giant branch near B - V approximately 0.4. The available observations suggest that the blue tip of the horizontal branch of the spheroid must be sparsely populated about a factor of 10 less than would be expected if the color-magnitude diagram of the spheroid were the same as diagrams for any of the globular clusters M3, M13, or M92. The total dispersion in colors (measurement errors and intrinsic dispersion) has a standard deviation in B - V color that is less than 0.2 mag.

Bahcall, J. N.↗