We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many previous polynomial preconditioners. Our current implementation of this polynomial using its roots is naturally more stable than previous methods of computing the same polynomial. We implement further stability control using added roots, and this allows for high degree polynomials. We discuss the effectiveness and challenges of root-adding and give an additional check for stability. In this article, we study the polynomial preconditioner applied to GMRES; however it could be used with any Krylov solver. This polynomial preconditioning algorithm can dramatically improve convergence for some problems, especially for difficult problems, and can reduce dot products by an even greater margin.
Graph partitioning has emerged as an area of interest due to its use in various applications in computational research. One way to partition a graph is to solve for the eigenvectors of the corresponding graph Laplacian matrix. This project focuses on the eigensolver LOBPCG and the evaluation of a new preconditioner: Randomized Cholesky Factorization (rchol). This proconditioner was tested for its speed and accuracy against other well-known preconditioners for the method. After experiments were run on several known test matrices, rchol appears to be a better preconditioner for structured matrices. This research was sponsored by National Nuclear Security Administration Minority Serving Institutions Internship Program (NNSA-MSIIP) and completed at host facility Sandia National Laboratories. As such, after discussion of the research project itself, this report contains a brief reflection on experience gained as a result of participating in the NNSA-MSIIP.
A graph is a mathematical representation of a network; we say it consists of a set of vertices, which are connected by edges. Graphs have numerous applications in various fields, as they can model all sorts of connections, processes, or relations. For example, graphs can model intricate transit systems or the human nervous system. However, graphs that are large or complicated become difficult to analyze. This is why there is an increased interest in the area of graph partitioning, reducing the size of the graph into multiple partitions. For example, partitions of a graph representing a social network might help identify clusters of friends or colleagues. Graph partitioning is also a widely used approach to load balancing in parallel computing. The partitioning of a graph is extremely useful to decompose the graph into smaller parts and allow for easier analysis. There are different ways to solve graph partitioning problems. For this work, we focus on a spectral partitioning method which forms a partition based upon the eigenvectors of the graph Laplacian (details presented in Acer, et. al.). This method uses the LOBPCG algorithm to compute these eigenvectors. LOBPCG can be accelerated by an operator called a preconditioner. For this internship, we evaluate a randomized Cholesky (rchol) preconditioner for its effectiveness on graph partitioning problems with LOBPCG. We compare it with two standard preconditioners: Jacobi and Incomplete Cholesky (ichol). This research was conducted from August to December 2021 in conjunction with Sandia National Laboratories.
Abdelfattah, Ahmad A.; Anzt, Hartwig A.; Ayala, Alan A.; Boman, Erik G.; Carson, Erin C.; Cayrols, Sebastien C.; Cojean, Terry C.; Dongarra, Jack D.; Falgout, Rob F.; Gates, Mark G.; Gr\"{u}tzmacher, Thomas G.; Higham, Nicholas J.; Kruger, Scott E.; Li, Sherry L.; Lindquist, Neil L.; Liu, Yang L.; Loe, Jennifer A.; Nayak, Pratik N.; Osei-Kuffuor, Daniel O.; Pranesh, Sri P.; Rajamanickam, Sivasankaran R.; Ribizel, Tobias R.; Smith, Bryce B.; Swirydowicz, Kasia S.; Thomas, Stephen T.; Tomov, Stanimire T.; M. Tsai, Yaohung M.; Yamazaki, Ichitaro Y.;
Yang, Urike M.
Over the last year, the ECP xSDK-multiprecision effort has made tremendous progress in developing and deploying new mixed precision technology and customizing the algorithms for the hardware deployed in the ECP flagship supercomputers. The effort also has succeeded in creating a cross-laboratory community of scientists interested in mixed precision technology and now working together in deploying this technology for ECP applications. In this report, we highlight some of the most promising and impactful achievements of the last year. Among the highlights we present are: Mixed precision IR using a dense LU factorization and achieving a 1.8× speedup on Spock; results and strategies for mixed precision IR using a sparse LU factorization; a mixed precision eigenvalue solver; Mixed Precision GMRES-IR being deployed in Trilinos, and achieving a speedup of 1.4× over standard GMRES; compressed Basis (CB) GMRES being deployed in Ginkgo and achieving an average 1.4× speedup over standard GMRES; preparing hypre for mixed precision execution; mixed precision sparse approximate inverse preconditioners achieving an average speedup of 1.2×; and detailed description of the memory accessor separating the arithmetic precision from the memory precision, and enabling memory-bound low precision BLAS 1/2 operations to increase the accuracy by using high precision in the computations without degrading the performance. We emphasize that many of the highlights presented here have also been submitted to peer-reviewed journals or established conferences, and are under peer-review or have already been published.
Support for lower precision computation is becoming more common in accelerator hardware due to lower power usage, reduced data movement and increased computational performance. However, computational science and engineering (CSE) problems require double precision accuracy in several domains. This conflict between hardware trends and application needs has resulted in a need for multiprecision strategies at the linear algebra algorithms level if we want to exploit the hardware to its full potential while meeting the accuracy requirements. In this paper, we focus on preconditioned sparse iterative linear solvers, a key kernel in several CSE applications. We present a study of multiprecision strategies for accelerating this kernel on GPUs. We seek the best methods for incorporating multiple precisions into the GMRES linear solver; these include iterative refinement and parallelizable preconditioners. Our work presents strategies to determine when multiprecision GMRES will be effective and to choose parameters for a multiprecision iterative refinement solver to achieve better performance. We use an implementation that is based on the Trilinos library and employs Kokkos Kernels for performance portability of linear algebra kernels. Performance results demonstrate the promise of multiprecision approaches and demonstrate even further improvements are possible by optimizing low-level kernels.
Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. The GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level "double polynomial preconditioning"strategy provides an effective way to generate high-degree preconditioners.
Antz, Hartwig A.; Boman, Erik G.; Gates, Mark G.; Kruger, Scott E.; Li, Sherry L.; Loe, Jennifer A.; Osei-Kuffuor, Daniel O.; Tomov, Stan T.; Tsai, Yaohung M.; Meier Yang, Ulrike M.
The use of multiple types of precision in mathematical software has the potential to increase its performance on new heterogeneous architectures. The xSDK project focuses both on the investigation and development of multiprecision algorithms as well as their inclusion into xSDK member libraries. This report summarizes current efforts on including and/or using mixed precision capabilities in the math libraries Ginkgo, heFFTe, hypre, MAGMA, PETSc/TAO, SLATE, SuperLU, and Trilinos, including KokkosKernels. It contains both numerical results from libraries that already provide mixed precision capabilities, as well as descriptions of the strategies to incorporate multiprecision into established libraries.