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DOE OSTI2020

Fast matrix algebra for Bayesian model calibration

In Bayesian model calibration, evaluation of the likelihood function usually involves finding the inverse and determinant of a covariance matrix. When Markov Chain Monte Carlo (MCMC) methods are used to sample from the posterior, hundreds of thousands of likelihood evaluations may be required. In this paper, we demonstrate that the structure of the covariance matrix can be exploited, leading to substantial time savings in practice. Here, we also derive two simple equations for approximating the inverse of the covariance matrix in this setting, which can be computed in near-quadratic time. The practical implications of these strategies are demonstrated using a simple numerical case study and the "quack" R package. For a covariance matrix with 1000 rows, application of these strategies for a million likelihood evaluations leads to a speedup of roughly 4000 compared to the naive implementation

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

The Eigenvector-Eigenvalue Identity and other pragmatic topics in linear algebra for physicists

Diagonalization of an Hermitian matrix is a common task in physics. All of us have diagonalized 2x2 matrices but few have diagonalized a 3x3 matrix algebraically except in special simplifying cases. In this colloquium, I will discuss the mathematics and methods for diagonalizing small, but larger than 2x2 marices, and discuss the recently rediscovered Eigenvector-Eigenvalue identity. As an explicit, pragmatic example I will use the propagation of neutrino's propagating through matter which is inherently a 3x3 problem.

Parke, Stephen [Fermilab] (ORCID:0000000320286782)↗
DOE OSTI2023

Data assimilation in operator algebras

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a nonabelian operator algebra, which provides a representation of observables by multiplication operators and probability densities by density operators (quantum states). In the algebraic approach, the forecast step of data assimilation is represented by a quantum operation induced by the Koopman operator of the dynamical system. Moreover, the analysis step is described by a quantum effect, which generalizes the Bayesian observational update rule. Projecting this formulation to finite-dimensional matrix algebras leads to computational schemes that are i) automatically positivity-preserving and ii) amenable to consistent data-driven approximation using kernel methods for machine learning. Moreover, these methods are natural candidates for implementation on quantum computers. Applications to the Lorenz 96 multiscale system and the El Niño Southern Oscillation in a climate model show promising results in terms of forecast skill and uncertainty quantification.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

A Linear-Complexity Tensor Butterfly Algorithm for Compressing High-Dimensional Oscillatory Integral Operators

This paper presents a multilevel tensor compression algorithm called tensor butterfly algorithm for efficiently representing large-scale and high-dimensional oscillatory integral operators, including Green's functions for wave equations and integral transforms such as Radon transforms and Fourier transforms. The proposed algorithm leverages a tensor extension of the so-called complementary low-rank property of existing matrix butterfly algorithms. The algorithm partitions the discretized integral operator tensor into subtensors of multiple levels and factorizes each subtensor at the middle level as a Tucker-type interpolative decomposition, whose factor matrices are formed in a multilevel fashion. For a d-dimensional (d > 1) integral operator discretized into a 2d-mode tensor with n2d entries, the overall CPU time and memory requirement scale as O(nd), in stark contrast to the O(nd log n) complexity of existing matrix algorithms such as matrix butterfly algorithms and fast Fourier transforms (FFTs), where n is the number of points per direction. When comparing with other tensor algorithms such as quantized tensor train (QTT), the proposed algorithm also shows superior CPU and memory performance for tensor contraction. Remarkably, the tensor butterfly algorithm can efficiently model high-frequency Green's function interactions between two unit cubes, each spanning 512 wavelengths per direction, which represents problems of scale over 512× larger than that existing butterfly algorithms can handle, with the same amount of computation resources. On the other hand, for a problem representing 64 wavelengths per direction, which is the largest size existing algebraic matrix algorithms can handle, our tensor butterfly algorithm exhibits 200x speedups and 30× memory reduction compared with existing ones. Moreover, the tensor butterfly algorithm also permits O(nd)-complexity FFTs and Radon transforms up to d = 6 dimensions.

Kielstra, P Michael↗
DOE OSTI2021

Communication-Avoiding and Memory-Constrained Sparse Matrix-Matrix Multiplication at Extreme Scale

Sparse matrix-matrix multiplication (SpGEMM) is a widely used kernel in various graph, scientific computing and machine learning algorithms. In this paper, we consider SpGEMMs performed on hundreds of thousands of processors generating trillions of nonzeros in the output matrix. Distributed SpGEMM at this extreme scale faces two key challenges: (1) high communication cost and (2) inadequate memory to generate the output. Furthermore, we address these challenges with an integrated communication-avoiding and memory-constrained SpGEMM algorithm that scales to 262,144 cores (more than 1 million hardware threads) and can multiply sparse matrices of any size as long as inputs and a fraction of output fit in the aggregated memory. As we go from 16,384 cores to 262,144 cores on a Cray XC40 supercomputer, the new SpGEMM algorithm runs 10x faster when multiplying large-scale protein-similarity matrices.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

MAGMA: Enabling exascale performance with accelerated BLAS and LAPACK for diverse GPU architectures

MAGMA (Matrix Algebra for GPU and Multicore Architectures) is a pivotal open-source library in the landscape of GPU-enabled dense and sparse linear algebra computations. With a repertoire of approximately 750 numerical routines across four precisions, MAGMA is deeply ingrained in the DOE software stack, playing a crucial role in high-performance computing. Notable projects such as ExaConstit, HiOP, MARBL, and STRUMPACK, among others, directly harness the capabilities of MAGMA. In addition, the MAGMA development team has been acknowledged multiple times for contributing to the vendors’ numerical software stacks. Looking back over the time of the Exascale Computing Project (ECP), we highlight how MAGMA has adapted to recent changes in modern HPC systems, especially the growing gap between CPU and GPU compute capabilities, as well as the introduction of low precision arithmetic in modern GPUs. We also describe MAGMA’s direct impact on several ECP projects. Maintaining portable performance across NVIDIA and AMD GPUs, and with current efforts toward supporting Intel GPUs, MAGMA ensures its adaptability and relevance in the ever-evolving landscape of GPU architectures.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

A Low-Rank QTT-based Finite Element Method for Elasticity Problems

We present an efficient and robust numerical algorithm for solving the linear elasticity problem that combines the Quantized Tensor Train format and a domain partitioning strategy. This approach makes it possible to solve the linear elasticity problem on a computational domain that is more general than a square. By integrating Z-ordering and subdomain concatenation, our method substantially decreases memory usage and achieves a notable reduction in rank compared to established Finite Element implementations like the FEniCS platform. This efficiency is maintained while still guaranteeing exponential convergence with respect to the number of degrees of freedom. This performance gain, however, requires a fundamental rethinking of how core finite element operations are implemented. This includes changes to mesh discretization, node and degree of freedom ordering, stiffness matrix and internal nodal force assembly, and the execution of algebraic matrix-vector operations. In this work, we discuss all these aspects in detail and assess the method’s performance in the numerical approximation of three representative test cases.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2022

Improving the Performance of DGEMM with MoA and Cache-Blocking: Preprint

The goal of this paper is to demonstrate performance enhancements of the high performance dense linear algebra matrix-matrix multiply DGEMM kernel, widely implemented by vendors in the basic linear algebra subroutine BLAS library. The mathematics of arrays (MoA) paradigm due to Mullin (1988) results in contiguous memory accesses in combination with Church-Rosser complete language constructs optimized for target processor architectures [3]. Our performance studies demonstrate that the MoA implementation of DGEMM combined with optimal cache-blocking strategies results in at least a 25% performance gain on both Intel Xeon Skylake and IBM Power-9 processors over the vendor supplied Intel MKL and IBM ESSL basic linear algebra libraries. Results are presented for the NREL Eagle and ORNL Summit supercomputers.

cache-blocking↗
DOE OSTI2022

Threaded Multi-Core GEMM with MoA and Cache-Blocking: Preprint

A threaded multi-core implementation of the high performance dense linear algebra matrix-matrix multiply GEMM kernel is described. This kernel is widely implemented by vendors in the basic linear algebra subroutine BLAS library. The mathematics of arrays (MoA) paradigm due to Mullin (1988) results in contiguous memory accesses by employing outer-product forms. Our performance studies demonstrate that the MoA implementation of double precision DGEMM combined with optimal cache-blocking strategies results in at least a 25% performance gain on the Intel Xeon Skylake processor over the vendor supplied Intel MKL basic linear algebra libraries. Results are presented for the NREL Eagle supercomputer. The multi-core DGEMM achieves over 100 GigaFlops/sec with eight openMP threads.

cache-blocking↗
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 OSTI2023

RadSim: Math, Utility & RTK

This package includes three parts, (1) gov.llnl.math, (2)gov.llnl.utility and (3)gov.llnl.rtk, which are utilized in the development of Radiation Detector Simulator (RadSim) project. RadSim is being developed to provide the capability to: (1) simulate radiation source emissions, (2) interpolate results from radiation transport tools into a common format to prepare incident flux, and (3) model radiation detector response to rapidly produce synthetic radiation measurement templates. RadSim is targeted for open-source release, which will enable researchers and industry partners to model gamma-ray detectors response to simulated flux from the transport tool of their choice. The techniques and implementation will be entirely transparent, which will allow for improvements and boutique modifications by future researchers beyond the lifespan of this specific project. The first tool of the package, gov.llnl.math, includes classes and functions to define and perform basic math operations. Some of the example features available in the package include defining statistical distributions and performing algebra and matrix operations, all of which are already accessible on publicly available software packages such as MATLAB and ROOT. The second package gov.llnl.utility includes tools commonly used to enable optimization and readability of various data structures such as Java lists and external xml files. Lastly, the gov.llnl.rtk package includes classes and functions to implement methods commonly used in radiation physics, such as data structures to represent and characterize photon spectra and tools to apply well-defined and published methods to calibrate a given spectra.

Cheung, Hoi Sing↗
DOE OSTI2022

GSoFa: Scalable Sparse Symbolic LU Factorization on GPUs

Decomposing a matrix $\mathbf {A}$ into a lower matrix $\mathbf {L}$ and an upper matrix $\mathbf {U}$, which is also known as LU decomposition, is an essential operation in numerical linear algebra. For a sparse matrix, LU decomposition often introduces more nonzero entries in the $\mathbf {L}$ and $\mathbf {U}$ factors than in the original matrix. A symbolic factorization step is needed to identify the nonzero structures of $\mathbf {L}$ and $\mathbf {U}$ matrices. Attracted by the enormous potentials of the Graphics Processing Units (GPUs), an array of efforts have surged to deploy various LU factorization steps except for the symbolic factorization, to the best of our knowledge, on GPUs. This article introduces gSoFa, the first GPU-based symbolic factorization design with the following three optimizations to enable scalable LU symbolic factorization for nonsymmetric pattern sparse matrices on GPUs. First, here we introduce a novel fine-grained parallel symbolic factorization algorithm that is well suited for the Single Instruction Multiple Thread (SIMT) architecture of GPUs. Second, we tailor supernode detection into a SIMT friendly process and strive to balance the workload, minimize the communication and saturate the GPU computing resources during supernode detection. Third, we introduce a three-pronged optimization to reduce the excessive space consumption problem faced by multi-source concurrent symbolic factorization. Taken together, gSoFa achieves up to 31× speedup from 1 to 44 Summit nodes (6 to 264 GPUs) and outperforms the state-of-the-art CPU project, on average, by 5×. Notably, gSoFa also achieves up to 47 percent of the peak memory throughput of a V100 GPU in the Summit Supercomputer.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

Quantum Time-Space Tradeoffs for Matrix Problems

We consider the time and space required for quantum computers to solve a wide variety of problems involving matrices, many of which have only been analyzed classically in prior work. Our main results show that for a range of linear algebra problems—including matrix-vector product, matrix inversion, matrix multiplication and powering—existing classical time-space tradeoffs, several of which are tight for every space bound, also apply to quantum algorithms with at most a constant factor loss. For example, for almost all fixed matrices 𝐴, including the discrete Fourier transform matrix, we prove that quantum circuits with at most 𝑇 input queries and 𝑆 qubits of memory require 𝑇 = Ω⁢(𝑛 2 /𝑆) to compute matrix-vector product 𝐴⁢𝑥 for 𝑥 ∈{0,1 𝑛 . We similarly prove that matrix multiplication for 𝑛 ×𝑛 binary matrices requires 𝑇 = Ω⁢(𝑛 3 /$\sqrt{𝑆}$). Because many of our lower bounds are matched by deterministic algorithms with the same time and space complexity, our results show that quantum computers cannot provide any asymptotic advantage for these problems with any space bound. We obtain matching lower bounds for the stronger notion of quantum cumulative memory complexity—the sum of the space per layer of a circuit. We also consider Boolean (i.e., AND-OR) matrix multiplication and matrix-vector products, improving the previous quantum time-space tradeoff lower bounds for 𝑛 × 𝑛 Boolean matrix multiplication to 𝑇 = Ω⁢(𝑛 2.5 /𝑆 1/4 ) from 𝑇 = Ω⁢(𝑛 2.5 /𝑆 1/2 ). Our improved lower bound for Boolean matrix multiplication is based on a new coloring argument that extracts more from the strong direct product theorem that was the basis for prior work. To obtain our tight lower bounds for linear algebra problems, we require much stronger bounds than strong direct product theorems. We obtain these bounds by adding a new bucketing method to the quantum recording-query technique of Zhandry that lets us apply classical arguments to upper bound the success probability of quantum circuits.

lower bounds↗
DOE OSTI2021

Using computational singular perturbation as a diagnostic tool in ODE and DAE systems: a case study in heterogeneous catalysis

We have extended the computational singular perturbation (CSP) method to differential algebraic equation (DAE) systems and demonstrated its application in a heterogeneous-catalysis problem. The extended method obtains the CSP basis vectors for DAEs from a reduced Jacobian matrix that takes the algebraic constraints into account. Here we use a canonical problem in heterogeneous catalysis, the transient continuous stirred tank reactor (T-CSTR), for illustration. The T-CSTR problem is modelled fundamentally as an ordinary differential equation (ODE) system, but it can be transformed to a DAE system if one approximates typically fast surface processes using algebraic constraints for the surface species. We demonstrate the application of CSP analysis for both ODE and DAE constructions of a T-CSTR problem, illustrating the dynamical response of the system in each case. We also highlight the utility of the analysis in commenting on the quality of any particular DAE approximation built using the quasi-steady state approximation (QSSA), relative to the ODE reference case.

97 MATHEMATICS AND COMPUTING↗