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All sourcesNASA NTRSDOE OSTI
DOE OSTI2024

Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered considerable interest due to their flexibility, robust theoretical guarantees, and close ties to traditional methods. They can transform the solving of general nonlinear PDEs into solving quadratic optimization problems with nonlinear, PDE-induced constraints. However, the complexity bottleneck lies in computing with dense kernel matrices obtained from pointwise evaluations of the covariance kernel, and its partial derivatives, a result of the PDE constraint and for which fast algorithms are scarce. The primary goal of this paper is to provide a near-linear complexity algorithm for working with such kernel matrices. We present a sparse Cholesky factorization algorithm for these matrices based on the near-sparsity of the Cholesky factor under a novel ordering of pointwise and derivative measurements. The near-sparsity is rigorously justified by directly connecting the factor to GP regression and exponential decay of basis functions in numerical homogenization. We then employ the Vecchia approximation of GPs, which is optimal in the Kullback-Leibler divergence, to compute the approximate factor. This enables us to compute ϵ-approximate inverse Cholesky factors of the kernel matrices with complexity O(N log d (N/ϵ)) in space and O(N log 2d (N/ϵ)) in time. We integrate sparse Cholesky factorizations into optimization algorithms to obtain fast solvers of the nonlinear PDE. We numerically illustrate our algorithm’s near-linear space/time complexity for a broad class of nonlinear PDEs such as the nonlinear elliptic, Burgers, and Monge-Ampère equations. In summary, we provide a fast, scalable, and accurate method for solving general PDEs with GPs and kernel methods.

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 OSTI2016

Implementation and Tuning of Batched Cholesky Factorization and Solve for NVIDIA GPUs

Many problems in engineering and scientific computing require the solution of a large number of small systems of linear equations. Due to their high processing power, Graphics Processing Units became an attractive target for this class of problems, and routines based on the LU and the QR factorization have been provided by NVIDIA in the cuBLAS library. This work addresses the situation where the systems of equations are symmetric positive definite. The paper describes the implementation and tuning of the kernels for the Cholesky factorization and the forward and backward substitution. Targeted workloads involve the solution of thousands of linear systems of the same size, where the focus is on matrix dimensions from 5 by 5 to 100 by 100. Due to the lack of a cuBLAS Cholesky factorization, execution rates of cuBLAS LU and cuBLAS QR are used for comparison against the proposed Cholesky factorization in this work. Execution rates of forward and backward substitution routines are compared to equivalent cuBLAS routines. Comparisons against optimized multicore implementations are also presented. Superior performance is reached in all cases.

Computer Science↗
DOE OSTI2013

Conditioning Analysis of Incomplete Cholesky Factorizations with Orthogonal Dropping

The analysis of preconditioners based on incomplete Cholesky factorization in which the neglected (dropped) components are orthogonal to the approximations being kept is presented. General estimate for the condition number of the preconditioned system is given which only depends on the accuracy of individual approximations. The estimate is further improved if, for instance, only the newly computed rows of the factor are modified during each approximation step. In this latter case it is further shown to be sharp. The analysis is illustrated with some existing factorizations in the context of discretized elliptic partial differential equations.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

Task Parallel Incomplete Cholesky Factorization using 2D Partitioned-Block Layout

We introduce a task-parallel algorithm for sparse incomplete Cholesky factorization that utilizes a 2D sparse partitioned-block layout of a matrix. Our factorization algorithm follows the idea of algorithms-by-blocks by using the block layout. The algorithm-byblocks approach induces a task graph for the factorization. These tasks are inter-related to each other through their data dependences in the factorization algorithm. To process the tasks on various manycore architectures in a portable manner, we also present a portable tasking API that incorporates different tasking backends and device-specific features using an open-source framework for manycore platforms i.e., Kokkos. A performance evaluation is presented on both Intel Sandybridge and Xeon Phi platforms for matrices from the University of Florida sparse matrix collection to illustrate merits of the proposed task-based factorization. Experimental results demonstrate that our task-parallel implementation delivers about 26.6x speedup (geometric mean) over single-threaded incomplete Choleskyby- blocks and 19.2x speedup over serial Cholesky performance which does not carry tasking overhead using 56 threads on the Intel Xeon Phi processor for sparse matrices arising from various application problems.

2D layout↗
DOE OSTI2015

Positive semidefinite tensor factorizations of the two-electron integral matrix for low-scaling ab initio electronic structure

Tensor factorization of the 2-electron integral matrix is a well-known technique for reducing the computational scaling of ab initio electronic structure methods toward that of Hartree-Fock and density functional theories. The simplest factorization that maintains the positive semidefinite character of the 2-electron integral matrix is the Cholesky factorization. In this paper, we introduce a family of positive semidefinite factorizations that generalize the Cholesky factorization. Using an implementation of the factorization within the parametric 2-RDM method [D. A. Mazziotti, Phys. Rev. Lett. 101, 253002 (2008)], we study several inorganic molecules, alkane chains, and potential energy curves and find that this generalized factorization retains the accuracy and size extensivity of the Cholesky factorization, even in the presence of multi-reference correlation. The generalized family of positive semidefinite factorizations has potential applications to low-scaling ab initio electronic structure methods that treat electron correlation with a computational cost approaching that of the Hartree-Fock method or density functional theory.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2021

A Nonstationary and Non-Gaussian Moving Average Model for Solar Irradiance

Historically, power has flowed from large power plants to customers. Increasing penetration of distributed energy resources such as solar power from rooftop photovoltaic has made the distribution network a two-way-street with power being generated at the customer level. The incorporation of renewables introduces additional uncertainty and variability into the power grid. Distribution network operation studies are being adapted to include renewables; however, such studies require high quality solar irradiance data that adequately reflect realistic meteorological variability. Data from satellite-based products are spatially complete, but temporally coarse, whereas solar irradiances exhibit high frequency variation at very fine timescales. We propose a new stochastic method for temporally downscaling global horizontal irradiance (GHI) to 1 min resolution, but we do not consider the spatial aspect due to limited availability of the in situ irradiance measurements. Solar irradiance's first and second-order structures vary diurnally and seasonally, and our model adapts to such nonstationarity. Empirical irradiance data exhibits highly non-Gaussian behavior; we develop a nonstationary and non-Gaussian moving average model that is shown to capture realistic solar variability at multiple timescales. We also propose a new estimation scheme based on Cholesky factors of empirical autocovariance matrices, bypassing difficult and inaccessible likelihood-based approaches. The model is demonstrated for a case study of three locations that are located in diverse climates through the United States. The model is compared against competitors from the literature and is shown to provide better uncertainty and variability quantification on testing data.

Cholesky factor↗
DOE OSTI2023

symPACK: A GPU-Capable Fan-Out Sparse Cholesky Solver

Sparse symmetric positive definite systems of equations are ubiquitous in scientific workloads and applications. Parallel sparse Cholesky factorization is the method of choice for solving such linear systems. Therefore, the development of parallel sparse Cholesky codes that can efficiently run on today’s large-scale heterogeneous distributed-memory platforms is of vital importance. Modern supercomputers offer nodes that contain a mix of CPUs and GPUs. To fully utilize the computing power of these nodes, scientific codes must be adapted to offload expensive computations to GPUs. We present symPACK, a GPU-capable parallel sparse Cholesky solver that uses one-sided communication primitives and remote procedure calls provided by the UPC++ library. We also utilize the UPC++ "memory kinds" feature to enable efficient communication of GPU-resident data. We show that on a number of large problems, symPACK outperforms comparable state-of-the-art GPU-capable Cholesky factorization codes by up to 14x on the NERSC Perlmutter supercomputer.

Bellavita, Julian↗
DOE OSTI2021

Learning constitutive relations using symmetric positive definite neural networks

In this work, we present a new neural-network architecture, called the Cholesky-factored symmetric positive definite neural network (SPD-NN), for modeling constitutive relations in computational mechanics. Instead of directly predicting the stress of the material, the SPD-NN trains a neural network to predict the Cholesky factor of the tangent stiffness matrix, based on which the stress is calculated in incremental form. As a result of this special structure, SPD-NN weakly imposes convexity on the strain energy function, satisfies the second order work criterion (Hill's criterion) and time consistency for path-dependent materials, and therefore improves numerical stability, especially when the SPD-NN is used in finite element simulations. Depending on the types of available data, we propose two training methods, namely direct training for strain and stress pairs and indirect training for loads and displacement pairs. We demonstrate the effectiveness of SPD-NN on hyperelastic, elasto-plastic, and multiscale fiber-reinforced plate problems from solid mechanics. The generality and robustness of SPD-NN make it a promising tool for a wide range of constitutive modeling applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A Comparison of Linear Solvers for Resolving Flow in Three-Dimensional Discrete Fracture Networks

We compare various methods for resolving steady flow within three-dimensional discrete fracture networks, including direct methods, Krylov subspace methods with and without preconditioning, and multi-grid methods. We compared the performance of the methods based on compute times and scaling of the solution as a function of the number of grid nodes and log-variance of the hydraulic aperture. The methods are applied to three test cases: (a) variable density of networks with a truncated power-law distribution of fracture lengths, (b) a fixed network composed of monodisperse fracture sizes but varied permeability/aperture heterogeneity, (c) and a network based on field site in Nevada, US. We chose these cases to allow us to study the impact of the mesh size and flow properties, as well as to demonstrate our conclusions on a large-scale, realistic problem (more than 40 million mesh nodes). A direct solution using Cholesky factorization outperformed other methods for every example but was closely followed in performance by some algebraic multigrid (AMG) preconditioned Krylov subspace methods. Among the Krylov methods, conjugate gradients (CG) with an AMG preconditioner performs the best. Generally, Cholesky factorization is recommended, but CG with an AMG preconditioner may be suitable for very large problems beyond 40 million nodes where the entire linear system cannot reside in memory.

58 GEOSCIENCES↗
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 OSTI2024

MatRIS: Addressing the Challenges for Portability and Heterogeneity Using Tasking for Matrix Decomposition (Cholesky)

The ubiquitous in-node heterogeneity of HPC and cloud computing platforms makes software portability and performance optimization extremely challenging. Described here, the MatRIS multilevel math library abstraction framework employs tasking to alleviate these difficulties. MatRIS includes the IRIS task-based runtime on the bottom level and exposes different layers of abstraction to render algorithms architecturally agnostic. MatRIS ensures the decomposition and creation of tasks that represent the necessary encapsulation of the optimized kernels from both vendor and open-source math libraries. Once built, MatRIS can select different combinations of accelerators at runtime, making it portable even on diverse heterogeneous architectures. By leveraging the IRIS runtime’s features for managing heterogeneity, MatRIS deploys algorithms that remove the need to specify orchestration and data transfer. This study describes how the serial task abstraction of a tiled Cholesky factorization is made portable and scalable in the case of multi-device and multi-vendor heterogeneity on a node with NVIDIA and AMD GPUs by using MatRIS. First, we demonstrate that Cholesky in MatRIS provides multi-GPU scalability that offers competitive performance versus cuSolverMG. Then, we present the challenges and opportunities for heterogeneous execution.

Monil, M. A. H.↗
DOE OSTI2018

An evaluation of reordering algorithms to reduce the computational cost of the incomplete Cholesky-conjugate gradient method

This paper is concerned with applying bandwidth and profile reduction reordering algorithms prior to computing an incomplete Cholesky factorization and using this as a preconditioner for the conjugate gradient method. Hundreds of reordering algorithms have been proposed to solve the problems of bandwidth and profile reductions since the mid-1960s. In previous publications, a large range of heuristics for bandwidth and/or profile reductions was reviewed. Based on this experience, 13 heuristics were selected as the most promising methods. These are evaluated in this paper along with a variant of the breadth-first search procedure that is proposed. Numerical results confirm the effectiveness of this modified reordering algorithm for linear systems derived from specific application areas. Moreover, the most promising heuristics for several application areas are identified when reducing the computational cost of the incomplete Cholesky-conjugate gradient method.

97 MATHEMATICS AND COMPUTING↗