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All sourcesNASA NTRSDOE OSTI
DOE OSTI2022

Multistage mixed precision iterative refinement

Abstract Low precision arithmetic, in particular half precision (16‐bit) floating point arithmetic, is now available in commercial hardware. Using lower precision can offer significant savings in computation and communication costs with proportional savings in energy. Motivated by this, there has been a renewed interest in mixed precision iterative refinement schemes for solving linear systems , and new variants of GMRES‐based iterative refinement have been developed. Each particular variant with a given combination of precisions leads to different condition number‐based constraints for convergence of the backward and forward errors, and each has different performance costs. The constraints for convergence given in the literature are, as an artifact of the analyses, often overly strict in practice, and thus could lead a user to select a more expensive variant when a less expensive one would have sufficed. In this work, we develop a multistage mixed precision iterative refinement solver which aims to combine existing mixed precision approaches to balance performance and accuracy and improve usability. For a user‐specified initial combination of precisions, the algorithm begins with the least expensive approach and convergence is monitored via inexpensive computations with quantities produced during the iteration. If slow convergence or divergence is detected using particular stopping criteria, the algorithm switches to use a more expensive, but more reliable variant. A novel aspect of our approach is that, unlike existing implementations, our algorithm first attempts to use “stronger” GMRES‐based solvers for the solution update before resorting to increasing the precision(s). In some scenarios, this can avoid the need to refactorize the matrix in higher precision. We perform extensive numerical experiments on a variety of random dense problems and problems from real applications which confirm the benefits of the multistage approach.

Oktay, Eda↗
DOE OSTI2020

Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems

Double-precision floating-point arithmetic (FP64) has been the de facto standard for engineering and scientific simulations for several decades. Problem complexity and the sheer volume of data coming from various instruments and sensors motivate researchers to mix and match various approaches to optimize compute resources, including different levels of floating-point precision. In recent years, machine learning has motivated hardware support for half-precision floating-point arithmetic. A primary challenge in high-performance computing is to leverage reduced-precision and mixed-precision hardware. We show how the FP16/FP32 Tensor Cores on NVIDIA GPUs can be exploited to accelerate the solution of linear systems of equations Ax = b without sacrificing numerical stability. The techniques we employ include multiprecision LU factorization, the preconditioned generalized minimal residual algorithm (GMRES), and scaling and auto-adaptive rounding to avoid overflow. We also show how to efficiently handle systems with multiple right-hand sides. On the NVIDIA Quadro GV100 (Volta) GPU, we achieve a 4×-5× performance increase and 5× better energy efficiency versus the standard FP64 implementation while maintaining an FP64 level of numerical stability.

GMRES↗
NASA NTRS1984

Mathematical algorithms to maximize performance in numerical weather prediction

Numerical weather prediction models, which involve the solution of non-linear partial differential equations at points on an extensive three dimensional grid, are ideally suited for processing on vector machines. It was logical therefore that the new global forecast model to be implemented at the Meteorological Office should be written in vector code for the CYBER 205. In order to achieve full efficiency and to reduce storage requirements the model used 32-bit arithmetic which was found to provide high enough precision. Unfortunately, however, the trigonometrical and logarithmic functions provided by CDC could only handle 64-bit vectors and, although written in efficient scalar code, did not take advantage of the special facilities of a vector processor. It was therefore necessary to rewrite the functions in vector code to handle both 32 and 64-bit vectors. There was also no half-precision compiler available for the Cyber 205 at that time and so the functions, like the model, had to make extensive use of the special call syntax. This made the code more difficult to write but it allowed much greater flexibility in that it became possible to access the exponent of a floating-point number independently of its coefficient. A description is given of the technique and the results which were achieved are summarized.

Foreman, A.↗