Parallel Sparse LU Factorization Research Articles

A novel TDFEM scheme based on high‐performance parallel solver PaStiX

AbstractIn this paper, we focus on the theory and fulfillment of parallel time domain finite element method (TDFEM) with PaStiX (Parallel Sparse matriX package) for solving three‐dimensional electromagnetic (EM) radiation problems. The motivation behind the research is required to maintain numerical stability and achieve high speed for parallel sparse LU factorization on parallel platforms. Firstly, we overview the concept of an unconditional stable TDFEM scheme, and numerical optimization for ill‐conditioned equations obtained from the TDFEM with perfectly matched layer (PML) was presented to alleviate nonconvergent results. Secondly, we develop sparse linear system solvers that use DS factorization to solve the preconditioned system. Numerical results were obtained from the cases of the cavity resonance problem and a cone antenna. A noteworthy observation from the time‐consuming results in different solvers is that PaStiX is usually much faster compared with UMFPACK and SuperLU.

Parallel unsymmetric-pattern multifrontal sparse LU with column preordering

We present a new parallel sparse LU factorization algorithm and code. The algorithm uses a column-preordering partial-pivoting unsymmetric-pattern multifrontal approach. Our baseline sequential algorithm is based on UMFPACK 4, but is somewhat simpler and is often somewhat faster than UMFPACK version 4.0. Our parallel algorithm is designed for shared-memory machines with a small or moderate number of processors (we tested it on up to 32 processors). We experimentally compare our algorithm with SuperLU_MT, an existing shared-memory sparse LU factorization with partial pivoting. SuperLU_MT scales better than our new algorithm, but our algorithm is more reliable and is usually faster. More specifically, on matrices that are costly to factor, our algorithm is usually faster on up to 4 processors, and is usually faster on 8 and 16. We were not able to run SuperLU_MT on 32. The main contribution of this article is showing that the column-preordering partial-pivoting unsymmetric-pattern multifrontal approach, developed as a sequential algorithm by Davis in several recent versions of UMFPACK, can be effectively parallelized.

Towards an accurate performance modeling of parallel sparse factorization

We present a simulation-based performance model to analyze a parallel sparse LU factorization algorithm on modern cached-based, high-end parallel architectures. We consider supernodal right-looking parallel factorization on a bi-dimensional grid of processors, that uses static pivoting. Our model characterizes the algorithmic behavior by taking into account the underlying processor speed, memory system performance, as well as the interconnect speed. The model is validated using the implementation in the SuperLU_DIST linear system solver, the sparse matrices from real application, and an IBM POWER3 parallel machine. Our modeling methodology can be adapted to study performance of other types of sparse factorizations, such as Cholesky or QR, and on different parallel machines.

Parallel sparse LU factorization on different message passing platforms

Several message passing-based parallel solvers have been developed for general (non-symmetric) sparse LU factorization with partial pivoting. Existing solvers were mostly deployed and evaluated on parallel computing platforms with high message passing performance (e.g., 1– 10 μ s in message latency and 100–1000 Mbytes/s in message throughput) while little attention has been paid on slower platforms. This paper investigates techniques that are specifically beneficial for LU factorization on platforms with slow message passing. In the context of the S + distributed memory solver, we find that significant reduction in the application message passing overhead can be attained at the cost of extra computation and slightly weakened numerical stability. In particular, we propose batch pivoting to make pivot selections in groups through speculative factorization, and thus substantially decrease the inter-processor synchronization granularity. We experimented on three different message passing platforms with different communication speeds. While the proposed techniques provide no performance benefit and even slightly weaken numerical stability on an IBM Regatta multiprocessor with fast message passing, they improve the performance of our test matrices by 15–460% on an Ethernet-connected 16-node PC cluster. Given the different tradeoffs of communication-reduction techniques on different message passing platforms, we also propose a sampling-based runtime application adaptation approach that automatically determines whether these techniques should be employed for a given platform and input matrix.

Solving unsymmetric sparse systems of linear equations with PARDISO

Supernode partitioning for unsymmetric matrices together with complete block diagonal supernode pivoting and asynchronous computation can achieve high gigaflop rates for parallel sparse LU factorization on shared memory parallel computers. The progress in weighted graph matching algorithms helps to extend these concepts further and unsymmetric prepermutation of rows is used to place large matrix entries on the diagonal. Complete block diagonal supernode pivoting allows dynamical interchanges of columns and rows during the factorization process. The level-3 BLAS efficiency is retained and an advanced two-level left–right looking scheduling scheme results in good speedup on SMP machines. These algorithms have been integrated into the recent unsymmetric version of the PARDISO solver. Experiments demonstrate that a wide set of unsymmetric linear systems can be solved and high performance is consistently achieved for large sparse unsymmetric matrices from real world applications.

Solving unsymmetric sparse systems of linear equations with PARDISO

Supernode partitioning for unsymmetric matrices together with complete block diagonal supernode pivoting and asynchronous computation can achieve high gigaflop rates for parallel sparse LU factorization on shared memory parallel computers. The progress in weighted graph matching algorithms helps to extend these concepts further and unsymmetric prepermutation of rows is used to place large matrix entries on the diagonal. Complete block diagonal supernode pivoting allows dynamical interchanges of columns and rows during the factorization process. The level-3 BLAS efficiency is retained and an advanced two-level left–right looking scheduling scheme results in good speedup on SMP machines. These algorithms have been integrated into the recent unsymmetric version of the PARDISO solver. Experiments demonstrate that a wide set of unsymmetric linear systems can be solved and high performance is consistently achieved for large sparse unsymmetric matrices from real world applications.

S+: Efficient 2D Sparse LU Factorization on Parallel Machines

Static symbolic factorization coupled with supernode partitioning and asynchronous computation scheduling can achieve high gigaflop rates for parallel sparse LU factorization with partial pivoting. This paper studies properties of elimination forests and uses them to optimize supernode partitioning/amalgamation and execution scheduling. It also proposes supernodal matrix multiplication to speed up kernel computation by retaining the BLAS-3 level efficiency and avoiding unnecessary arithmetic operations. The experiments show that our new design with proper space optimization, called S+ , improves our previous solution substantially and can achieve up to 10 GFLOPS on 128 Cray T3E 450MHz nodes.