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DOE OSTI2023

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↗

DOE OSTI2023

Sparse Symmetric Format for Tucker Decomposition

Tensor-based methods are receiving renewed attention in recent years due to their prevalence in diverse real-world applications. There is considerable literature on tensor representations and algorithms for tensor decompositions, both for dense and sparse tensors. Many applications in hypergraph analytics, machine learning, psychometry, and signal processing result in tensors that are both sparse and symmetric, making them an important class for further study. Similar to the critical Tensor Times Matrix chain operation (TTM c ) in general sparse tensors, the $\underline{S}$ parse $\underline{S}$ ymmetric $\underline{T}$ ensor $\underline{T}$ imes $\underline{S}$ ame $\underline{M}$ atrix $\underline{c}$ hain (S 3 TTM c ) operation is compute and memory intensive due to high tensor order and the associated factorial explosion in the number of non-zeros. We present the novel Compressed Sparse Symmetric (CSS) format for sparse symmetric tensors, along with an efficient parallel algorithm for the S 3 TTM c operation. We theoretically establish that S 3 TTM c on CSS achieves a better memory versus run-time trade-off compared to state-of-the-art implementations, and visualize the variation of the performance gap over the parameter space. We demonstrate experimental findings that confirm these results and achieve up to 2.72× speedup on synthetic and real datasets. The scaling of the algorithm on different test architectures is also showcased to highlight the effect of machine characteristics on algorithm performance.

42 ENGINEERING↗

DOE OSTI2022

HyKKT: a hybrid direct-iterative method for solving KKT linear systems

Here, we propose a solution strategy for the large indefinite linear systems arising in interior methods for nonlinear optimization. The method is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for sparse indefinite systems is the LBLT factorization where L is a lower triangular matrix and B is 1×1 or 2×2 block diagonal. However, this requires pivoting, which substantially increases communication cost and degrades performance on GPUs. Our approach solves a large indefinite system by solving multiple smaller positive definite systems, using an iterative solver on the Schur complement and an inner direct solve (via Cholesky factorization) within each iteration. Cholesky is stable without pivoting, thereby reducing communication and allowing reuse of the symbolic factorization. We demonstrate the practicality of our approach on large optimal power flow problems and show that it can efficiently utilize GPUs and outperform LBL T factorization of the full system.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

Exact Gaussian processes for massive datasets via non-stationary sparsity-discovering kernels

Abstract A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. Its success is largely attributed to the GP’s analytical tractability, robustness, and natural inclusion of uncertainty quantification. Unfortunately, the use of exact GPs is prohibitively expensive for large datasets due to their unfavorable numerical complexity of $$O(N^3)$$ O ( N 3 ) in computation and $$O(N^2)$$ O ( N 2 ) in storage. All existing methods addressing this issue utilize some form of approximation—usually considering subsets of the full dataset or finding representative pseudo-points that render the covariance matrix well-structured and sparse. These approximate methods can lead to inaccuracies in function approximations and often limit the user’s flexibility in designing expressive kernels. Instead of inducing sparsity via data-point geometry and structure, we propose to take advantage of naturally-occurring sparsity by allowing the kernel to discover—instead of induce—sparse structure. The premise of this paper is that the data sets and physical processes modeled by GPs often exhibit natural or implicit sparsities, but commonly-used kernels do not allow us to exploit such sparsity. The core concept of exact, and at the same time sparse GPs relies on kernel definitions that provide enough flexibility to learn and encode not only non-zero but also zero covariances. This principle of ultra-flexible, compactly-supported, and non-stationary kernels, combined with HPC and constrained optimization, lets us scale exact GPs well beyond 5 million data points.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Estimating Sparse Direct Effects in Multivariate Regression With the Spike-and-Slab LASSO

The multivariate regression interpretation of the Gaussian chain graph model simultaneously parametrizes (i) the direct effects of p predictors on q outcomes and (ii) the residual partial covariances between pairs of outcomes. We introduce a new method for fitting sparse versions of these models with spike-and-slab LASSO (SSL) priors. We develop an Expectation Conditional Maximization algorithm to obtain sparse estimates of the p × q matrix of direct effects and the q × q residual precision matrix. Our algorithm iteratively solves a sequence of penalized maximum likelihood problems with self-adaptive penalties that gradually filter out negligible regression coefficients and partial covariances. Because it adaptively penalizes individual model parameters, our method is seen to outperform fixed-penalty competitors on simulated data. We establish the posterior contraction rate for our model, buttressing our method’s excellent empirical performance with strong theoretical guarantees. Using our method, we estimated the direct effects of diet and residence type on the composition of the gut microbiome of elderly adults.

EM algorithm↗

DOE OSTI2023

FPGA Acceleration of GCN in Light of the Symmetry of Graph Adjacency Matrix

Graph Convolutional Neural Networks (GCNs) are widely used to process large-scale graph data. Different from deep neural networks (DNNs), GCNs are sparse, irregular, and unstructured, posing unique challenges to hardware acceleration with regular processing elements (PEs). In particular, the adjacency matrix of a GCN is extremely sparse, leading to frequent but irregular memory access, low spatial/temporal data locality and poor data reuse. Furthermore, a realistic graph usually consists of unstructured data (e.g., unbalanced distributions), creating significantly different processing times and imbalanced workload for each node in GCN acceleration. To overcome these challenges, we propose an end-to-end hardware-software co-design to accelerate GCNs on resource-constrained FPGAs with the features including: (1) A custom dataflow that leverages symmetry along the diagonal of the adjacency matrix to accelerate feature aggregation for undirected graphs. We utilize either the upper or the lower triangular matrix of the adjacency matrix to perform aggregation in GCN to improve data reuse. (2) Unified compute cores for both aggregation and transform phases, with full support to the symmetry-based dataflow. These cores can be dynamically reconfigured to the systolic mode for transformation or as individual accumulators for aggregation in GCN processing. (3) Preprocessing of the graph in software to rearrange the edges and features to match the custom dataflow. This step improves the regularity in memory access and data reuse in the aggregation phase. Moreover, we quantize the GCN precision from FP32 to INT8 to reduce the memory footprint without losing the inference accuracy. We implement our accelerator design in Intel Stratix10 MX FPGA board with HBM2, and demonstrate 1.3x-110.5x improvement in end-to-end GCN latency as compared to the state-of the-art FPGA implementations, on the graph datasets of Cora, Pubmed, Citeseer and Reddit.

Nair, Gopikrishnan R.↗

DOE OSTI2022

SparseLU, A Novel Algorithm and Math Library for Sparse LU Factorization

Decomposing sparse matrices into lower and upper triangular matrices (sparse LU factorization) is a key operation in many computational scientific applications. We developed SparseLU, a sparse linear algebra library that implements a new algorithm for LU factorization on general sparse matrices. The new algorithm divides the input matrix into tiles to which OpenMP tasks are created for factorization computation, where only tiles that contain nonzero elements are computed. For comparative performance analysis, we used the reference library SuperLU. Testing was performed on synthetically generated matrices which replicate the conditions of the real-world matrices. SparseLU is able to reach a mean speedup of ~29× compared to SuperLU.

Valero Lara, Pedro↗

DOE OSTI2025

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↗

DOE OSTI2023

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↗

DOE OSTI2023

Batched Sparse Linear Algebra (Final Report for Subcontract B648960)

This report finalizes design specifications for developing batched kernels for small tensor operations for unassembled matrix-free iterative solvers, batched solvers for partially assembled operators, and batched solvers with support for various sparse formats. The outcome of the project milestones is a set of interfaces to Batched Sparse LA solvers running on hardware accelerators for use in ECP Libraries and Applications. It is part of the development of sparse batched kernels, solvers/preconditioners as well as creating interoperability in xSDK libraries with sparse and dense batched functions to benefit ECP applications. The participants included representatives from ECP libraries (not limited to the xSDK project), applications, and vendors (AMD, Intel, and NVIDIA). Batched sparse linear algebra solvers form the new frontier for algorithmic development and performance engineering. Many applications (ECP and non-ECP alike) require simultaneous solutions of small linear systems of equations that are structurally sparse. To move towards high hardware utilization, it is important to provide these applications with appropriate interfaces to efficient batched sparse solvers running on modern hardware accelerators. We present 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 software portable between the major hardware accelerators from AMD, Intel, and NVIDIA. The presented interface specifications includes batched band, sparse iterative, and sparse direct solvers. This report summarizes progress in Kokkos Kernels and the xSDK libraries MAGMA, Ginkgo, hypre, SUNDIALS, and SuperLU_dist.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

Batched sparse direct solver design and evaluation in SuperLU_DIST

Over the course of interactions with various application teams, the need for batched sparse linear algebra functions has emerged in order to make more efficient use of the GPUs for many small and sparse linear algebra problems. In this paper, we present our recent work on a batched sparse direct solver for GPUs. The sparse LU factorization is computed by the levels of the elimination tree, leveraging the batched dense operations at each level and a new batched Scatter GPU kernel. The sparse triangular solve is computed by the level sets of the directed acyclic graph (DAG) of the triangular matrix. Batched operations overcome the large overhead associated with launching many small kernels. For medium sized matrix batches with not-so-small bandwidth, using an NVIDIA A100 GPU, our new batched sparse direct solver is orders of magnitude faster than a batched banded solver and uses less than one-tenth of the memory.

Boukaram, Wajih↗

DOE OSTI2024

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

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

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2024

GPU Accelerated Sparse Cholesky Factorization

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

Karsavuran, M Ozan↗

DOE OSTI2026

Quantum block encoding for one-pair semiseparable matrices

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

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

DOE OSTI2022

The ITensor Software Library for Tensor Network Calculations

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

Fishman, Matthew↗

DOE OSTI2022

Codebase release 0.3 for ITensor

Fishman, Matthew↗

DOE OSTI2024

Energy-Efficient Neuromorphic Architectures for Nuclear Radiation Detection Applications

A comprehensive analysis and simulation of two memristor-based neuromorphic architectures for nuclear radiation detection is presented. Both scalable architectures retrofit a locally competitive algorithm to solve overcomplete sparse approximation problems by harnessing memristor crossbar execution of vector–matrix multiplications. The proposed systems demonstrate excellent accuracy and throughput while consuming minimal energy for radionuclide detection. To ensure that the simulation results of our proposed hardware are realistic, the memristor parameters are chosen from our own fabricated memristor devices. Based on these results, we conclude that memristor-based computing is the preeminent technology for a radiation detection platform.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

DOE OSTI2026

Toward memory-efficient melt pool monitoring: a classification framework using event-based imaging and sparse sensing technique

Vision sensors like CMOS and CCD cameras are often used for in-process monitoring of melt pools in laser-based additive and welding processes, but they require transferring large amounts of data and computational processing resources. Event-based neuromorphic imagery, on the other hand, detects only the change in pixel intensity, thus potentially reducing the data amount and latency. With an event imager, this study develops a framework for melt pool condition classification, including image construction, time scale selection, optimal pixel selection, and sparse classification, to achieve a highly memory-efficient scheme. These are based on sparse sensing techniques with singular value decomposition (SVD) and QR pivoting, the two fundamental matrix transformations for linear dimensionality reduction. The framework is then validated by classifying a controlled experiment by exciting various mode shapes of liquid gallium pools of varying depths (3, 6, and 8 mm). At 200 pixels, the classifier can reach overall accuracy of 75%, while at 2000 pixels (0.013% of the total possible pixels), the accuracy is nearly 90% (89.86%). At the same number of pixels, random selection can only achieve 46% and 67%, respectively. The memory savings of the sparsely sampled event data compared to a conventional imager is about 500 times. In addition to performance, implementation and limitations of the framework are also discussed.

42 ENGINEERING↗