Parallel Sparse Matrix-Matrix Multiplication and Indexing: Implementation and Experiments∗
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
On Multigrid Methods for Solving Electromagnetic Scattering Problems
On Multigrid Methods for Solving Electromagnetic Scattering Problems Dissertation zur Erlangung des akademischen Grades eines Doktor der Ingenieurwissenschaften (Dr.-Ing.) der Technischen Fakultat¨ der Christian-Albrechts-Universitat¨ zu Kiel vorgelegt von Simona Gheorghe 2005 1. Gutachter: Prof. Dr.-Ing. L. Klinkenbusch 2. Gutachter: Prof. Dr. U. van Rienen Datum der mundliche¨ Prufung:¨ 20. Jan. 2006 Contents 1 Introductory remarks 3 1.1 General introduction . 3 1.2 Maxwell’s equations . 6 1.3 Boundary conditions . 7 1.3.1 Sommerfeld’s radiation condition . 9 1.4 Scattering problem (Model Problem I) . 10 1.5 Discontinuity in a parallel-plate waveguide (Model Problem II) . 11 1.6 Absorbing-boundary conditions . 12 1.6.1 Global radiation conditions . 13 1.6.2 Local radiation conditions . 18 1.7 Summary . 19 2 Coupling of FEM-BEM 21 2.1 Introduction . 21 2.2 Finite element formulation . 21 2.2.1 Discretization . 26 2.3 Boundary-element formulation . 28 3 4 CONTENTS 2.4 Coupling . 32 3 Iterative solvers for sparse matrices 35 3.1 Introduction . 35 3.2 Classical iterative methods . 36 3.3 Krylov subspace methods . 37 3.3.1 General projection methods . 37 3.3.2 Krylov subspace methods . 39 3.4 Preconditioning . 40 3.4.1 Matrix-based preconditioners . 41 3.4.2 Operator-based preconditioners . 42 3.5 Multigrid . 43 3.5.1 Full Multigrid . 47 4 Numerical results 49 4.1 Coupling between FEM and local/global boundary conditions . 49 4.1.1 Model problem I . 50 4.1.2 Model problem II . 63 4.2 Multigrid . 64 4.2.1 Theoretical considerations regarding the classical multi- grid behavior in the case of an indefinite problem . -
Efficient Splitter for Data Parallel Complex Event Procesing
Institute of Parallel and Distributed Systems University of Stuttgart Universitätsstraße D– Stuttgart Bachelorarbeit Efficient Splitter for Data Parallel Complex Event Procesing Marco Amann Course of Study: Softwaretechnik Examiner: Prof. Dr. Dr. Kurt Rothermel Supervisor: M. Sc. Ahmad Slo Commenced: March , Completed: September , Abstract Complex Event Processing systems are a promising approach to detect patterns on ever growing amounts of event streams. Since a single server might not be able to run an operator at a sufficiently high rate, Data Parallel Complex Event Processing aims to distribute the load of one operator onto multiple nodes. In this work we analyze the splitter of an existing CEP framework, detail on its drawbacks and propose optimizations to cope with them. This yields the newly developed SPACE framework, which is evaluated and compared with an industry-proven CEP framework, Apache Flink. We show that the new splitter has greatly improved performance and is able to support more instances at a higher rate. In comparison with Apache Flink, the SPACE framework is able to process events at higher rates in our benchmarks but is less stable if overloaded. Kurzfassung Complex Event Processing Systeme stellen eine vielversprechende Möglichkeit dar, Muster in immer größeren Mengen von Event-Strömen zu erkennen. Da ein einzelner Server nicht in der Lage sein kann, einen Operator mit einer ausreichenden Geschwindigkeit zu betreiben, versucht Data Parallel Complex Event Processing die Last eines Operators auf mehrere Knoten zu verteilen. In dieser Arbeit wird ein Splitter eines vorhandenen CEP systems analysiert, seine Nachteile hervorgearbeitet und Optimierungen vorgeschlagen. Daraus entsteht das neue SPACE Framework, welches evaluiert wird und mit Apache Flink, einem industrieerprobten CEP Framework, verglichen wird. -
Phases of Two Adjoints QCD3 and a Duality Chain
Phases of Two Adjoints QCD3 And a Duality Chain Changha Choi,ab1 aPhysics and Astronomy Department, Stony Brook University, Stony Brook, NY 11794, USA bSimons Center for Geometry and Physics, Stony Brook, NY 11794, USA Abstract We analyze the 2+1 dimensional gauge theory with two fermions in the real adjoint representation with non-zero Chern-Simons level. We propose a new fermion-fermion dualities between strongly-coupled theories and determine the quantum phase using the structure of a `Duality Chain'. We argue that when Chern-Simons level is sufficiently small, the theory in general develops a strongly coupled quantum phase described by an emergent topological field theory. For special cases, our proposal predicts an interesting dynamical scenario with spontaneous breaking of partial 1-form or 0-form global symmetry. It turns out that SL(2; Z) transformation and the generalized level/rank duality are crucial for the unitary group case. We further unveil the dynamics of the 2+1 dimensional gauge theory with any pair of adjoint/rank-two fermions or two bifundamental fermions using similar `Duality Chain'. arXiv:1910.05402v1 [hep-th] 11 Oct 2019 [email protected] Contents 1 Introduction1 2 Review : Phases of Single Adjoint QCD3 7 3 Phase Diagrams for k 6= 0 : Duality Chain 10 3.1 k ≥ h : Semiclassical Regime . 10 3.2 Quantum Phase for G = SU(N)......................... 10 3.3 Quantum Phase for G = SO(N)......................... 13 3.4 Quantum Phase for G = Sp(N)......................... 16 3.5 Phase with Spontaneously Broken Partial 1-form, 0-form Symmetry . 17 4 More Duality Chains and Quantum Phases 19 4.1 Gk+Pair of Rank-Two/Adjoint Fermions . -
Sparse Matrices and Iterative Methods
Iterative Methods Sparsity Sparse Matrices and Iterative Methods K. Cooper1 1Department of Mathematics Washington State University 2018 Cooper Washington State University Introduction Iterative Methods Sparsity Iterative Methods Consider the problem of solving Ax = b, where A is n × n. Why would we use an iterative method? I Avoid direct decomposition (LU, QR, Cholesky) I Replace with iterated matrix multiplication 3 I LU is O(n ) flops. 2 I . matrix-vector multiplication is O(n )... I so if we can get convergence in e.g. log(n), iteration might be faster. Cooper Washington State University Introduction Iterative Methods Sparsity Jacobi, GS, SOR Some old methods: I Jacobi is easily parallelized. I . but converges extremely slowly. I Gauss-Seidel/SOR converge faster. I . but cannot be effectively parallelized. I Only Jacobi really takes advantage of sparsity. Cooper Washington State University Introduction Iterative Methods Sparsity Sparsity When a matrix is sparse (many more zero entries than nonzero), then typically the number of nonzero entries is O(n), so matrix-vector multiplication becomes an O(n) operation. This makes iterative methods very attractive. It does not help direct solves as much because of the problem of fill-in, but we note that there are specialized solvers to minimize fill-in. Cooper Washington State University Introduction Iterative Methods Sparsity Krylov Subspace Methods A class of methods that converge in n iterations (in exact arithmetic). We hope that they arrive at a solution that is “close enough” in fewer iterations. Often these work much better than the classic methods. They are more readily parallelized, and take full advantage of sparsity. -
Scalable Stochastic Kriging with Markovian Covariances
Scalable Stochastic Kriging with Markovian Covariances Liang Ding and Xiaowei Zhang∗ Department of Industrial Engineering and Decision Analytics The Hong Kong University of Science and Technology, Clear Water Bay, Hong Kong Abstract Stochastic kriging is a popular technique for simulation metamodeling due to its flexibility and analytical tractability. Its computational bottleneck is the inversion of a covariance matrix, which takes O(n3) time in general and becomes prohibitive for large n, where n is the number of design points. Moreover, the covariance matrix is often ill-conditioned for large n, and thus the inversion is prone to numerical instability, resulting in erroneous parameter estimation and prediction. These two numerical issues preclude the use of stochastic kriging at a large scale. This paper presents a novel approach to address them. We construct a class of covariance functions, called Markovian covariance functions (MCFs), which have two properties: (i) the associated covariance matrices can be inverted analytically, and (ii) the inverse matrices are sparse. With the use of MCFs, the inversion-related computational time is reduced to O(n2) in general, and can be further reduced by orders of magnitude with additional assumptions on the simulation errors and design points. The analytical invertibility also enhance the numerical stability dramatically. The key in our approach is that we identify a general functional form of covariance functions that can induce sparsity in the corresponding inverse matrices. We also establish a connection between MCFs and linear ordinary differential equations. Such a connection provides a flexible, principled approach to constructing a wide class of MCFs. Extensive numerical experiments demonstrate that stochastic kriging with MCFs can handle large-scale problems in an both computationally efficient and numerically stable manner. -
Chapter 7 Iterative Methods for Large Sparse Linear Systems
Chapter 7 Iterative methods for large sparse linear systems In this chapter we revisit the problem of solving linear systems of equations, but now in the context of large sparse systems. The price to pay for the direct methods based on matrix factorization is that the factors of a sparse matrix may not be sparse, so that for large sparse systems the memory cost make direct methods too expensive, in memory and in execution time. Instead we introduce iterative methods, for which matrix sparsity is exploited to develop fast algorithms with a low memory footprint. 7.1 Sparse matrix algebra Large sparse matrices We say that the matrix A Rn is large if n is large, and that A is sparse if most of the elements are2 zero. If a matrix is not sparse, we say that the matrix is dense. Whereas for a dense matrix the number of nonzero elements is (n2), for a sparse matrix it is only (n), which has obvious implicationsO for the memory footprint and efficiencyO for algorithms that exploit the sparsity of a matrix. AdiagonalmatrixisasparsematrixA =(aij), for which aij =0for all i = j,andadiagonalmatrixcanbegeneralizedtoabanded matrix, 6 for which there exists a number p,thebandwidth,suchthataij =0forall i<j p or i>j+ p.Forexample,atridiagonal matrix A is a banded − 59 CHAPTER 7. ITERATIVE METHODS FOR LARGE SPARSE 60 LINEAR SYSTEMS matrix with p =1, xx0000 xxx000 20 xxx003 A = , (7.1) 600xxx07 6 7 6000xxx7 6 7 60000xx7 6 7 where x represents a nonzero4 element. 5 Compressed row storage The compressed row storage (CRS) format is a data structure for efficient represention of a sparse matrix by three arrays, containing the nonzero values, the respective column indices, and the extents of the rows. -
A Parallel Solver for Graph Laplacians
A Parallel Solver for Graph Laplacians Tristan Konolige Jed Brown University of Colorado Boulder University of Colorado Boulder [email protected] ABSTRACT low energy components while maintaining coarse grid sparsity. We Problems from graph drawing, spectral clustering, network ow also develop a parallel algorithm for nding and eliminating low and graph partitioning can all be expressed in terms of graph Lapla- degree vertices, a technique introduced for a sequential multigrid cian matrices. ere are a variety of practical approaches to solving algorithm by Livne and Brandt [22], that is important for irregular these problems in serial. However, as problem sizes increase and graphs. single core speeds stagnate, parallelism is essential to solve such While matrices can be distributed using a vertex partition (a problems quickly. We present an unsmoothed aggregation multi- 1D/row distribution) for PDE problems, this leads to unacceptable grid method for solving graph Laplacians in a distributed memory load imbalance for irregular graphs. We represent matrices using a seing. We introduce new parallel aggregation and low degree elim- 2D distribution (a partition of the edges) that maintains load balance ination algorithms targeted specically at irregular degree graphs. for parallel scaling [11]. Many algorithms that are practical for 1D ese algorithms are expressed in terms of sparse matrix-vector distributions are not feasible for more general distributions. Our products using generalized sum and product operations. is for- new parallel algorithms are distribution agnostic. mulation is amenable to linear algebra using arbitrary distributions and allows us to operate on a 2D sparse matrix distribution, which 2 BACKGROUND is necessary for parallel scalability. -
Solving Linear Systems: Iterative Methods and Sparse Systems
Solving Linear Systems: Iterative Methods and Sparse Systems COS 323 Last time • Linear system: Ax = b • Singular and ill-conditioned systems • Gaussian Elimination: A general purpose method – Naïve Gauss (no pivoting) – Gauss with partial and full pivoting – Asymptotic analysis: O(n3) • Triangular systems and LU decomposition • Special matrices and algorithms: – Symmetric positive definite: Cholesky decomposition – Tridiagonal matrices • Singularity detection and condition numbers Today: Methods for large and sparse systems • Rank-one updating with Sherman-Morrison • Iterative refinement • Fixed-point and stationary methods – Introduction – Iterative refinement as a stationary method – Gauss-Seidel and Jacobi methods – Successive over-relaxation (SOR) • Solving a system as an optimization problem • Representing sparse systems Problems with large systems • Gaussian elimination, LU decomposition (factoring step) take O(n3) • Expensive for big systems! • Can get by more easily with special matrices – Cholesky decomposition: for symmetric positive definite A; still O(n3) but halves storage and operations – Band-diagonal: O(n) storage and operations • What if A is big? (And not diagonal?) Special Example: Cyclic Tridiagonal • Interesting extension: cyclic tridiagonal • Could derive yet another special case algorithm, but there’s a better way Updating Inverse • Suppose we have some fast way of finding A-1 for some matrix A • Now A changes in a special way: A* = A + uvT for some n×1 vectors u and v • Goal: find a fast way of computing (A*)-1 -
Basic Electrical Engineering
BASIC ELECTRICAL ENGINEERING V.HimaBindu V.V.S Madhuri Chandrashekar.D GOKARAJU RANGARAJU INSTITUTE OF ENGINEERING AND TECHNOLOGY (Autonomous) Index: 1. Syllabus……………………………………………….……….. .1 2. Ohm’s Law………………………………………….…………..3 3. KVL,KCL…………………………………………….……….. .4 4. Nodes,Branches& Loops…………………….……….………. 5 5. Series elements & Voltage Division………..………….……….6 6. Parallel elements & Current Division……………….………...7 7. Star-Delta transformation…………………………….………..8 8. Independent Sources …………………………………..……….9 9. Dependent sources……………………………………………12 10. Source Transformation:…………………………………….…13 11. Review of Complex Number…………………………………..16 12. Phasor Representation:………………….…………………….19 13. Phasor Relationship with a pure resistance……………..……23 14. Phasor Relationship with a pure inductance………………....24 15. Phasor Relationship with a pure capacitance………..……….25 16. Series and Parallel combinations of Inductors………….……30 17. Series and parallel connection of capacitors……………...…..32 18. Mesh Analysis…………………………………………………..34 19. Nodal Analysis……………………………………………….…37 20. Average, RMS values……………….……………………….....43 21. R-L Series Circuit……………………………………………...47 22. R-C Series circuit……………………………………………....50 23. R-L-C Series circuit…………………………………………....53 24. Real, reactive & Apparent Power…………………………….56 25. Power triangle……………………………………………….....61 26. Series Resonance……………………………………………….66 27. Parallel Resonance……………………………………………..69 28. Thevenin’s Theorem…………………………………………...72 29. Norton’s Theorem……………………………………………...75 30. Superposition Theorem………………………………………..79 31. -
7. Parallel Methods for Matrix-Vector Multiplication 7
7. Parallel Methods for Matrix-Vector Multiplication 7. Parallel Methods for Matrix-Vector Multiplication................................................................... 1 7.1. Introduction ..............................................................................................................................1 7.2. Parallelization Principles..........................................................................................................2 7.3. Problem Statement..................................................................................................................3 7.4. Sequential Algorithm................................................................................................................3 7.5. Data Distribution ......................................................................................................................3 7.6. Matrix-Vector Multiplication in Case of Rowwise Data Decomposition ...................................4 7.6.1. Analysis of Information Dependencies ...........................................................................4 7.6.2. Scaling and Subtask Distribution among Processors.....................................................4 7.6.3. Efficiency Analysis ..........................................................................................................4 7.6.4. Program Implementation.................................................................................................5 7.6.5. Computational Experiment Results ................................................................................5 -
Chapter 5 Capacitance and Dielectrics
Chapter 5 Capacitance and Dielectrics 5.1 Introduction...........................................................................................................5-3 5.2 Calculation of Capacitance ...................................................................................5-4 Example 5.1: Parallel-Plate Capacitor ....................................................................5-4 Interactive Simulation 5.1: Parallel-Plate Capacitor ...........................................5-6 Example 5.2: Cylindrical Capacitor........................................................................5-6 Example 5.3: Spherical Capacitor...........................................................................5-8 5.3 Capacitors in Electric Circuits ..............................................................................5-9 5.3.1 Parallel Connection......................................................................................5-10 5.3.2 Series Connection ........................................................................................5-11 Example 5.4: Equivalent Capacitance ..................................................................5-12 5.4 Storing Energy in a Capacitor.............................................................................5-13 5.4.1 Energy Density of the Electric Field............................................................5-14 Interactive Simulation 5.2: Charge Placed between Capacitor Plates..............5-14 Example 5.5: Electric Energy Density of Dry Air................................................5-15 -
High Performance Selected Inversion Methods for Sparse Matrices
High performance selected inversion methods for sparse matrices Direct and stochastic approaches to selected inversion Doctoral Dissertation submitted to the Faculty of Informatics of the Università della Svizzera italiana in partial fulfillment of the requirements for the degree of Doctor of Philosophy presented by Fabio Verbosio under the supervision of Olaf Schenk February 2019 Dissertation Committee Illia Horenko Università della Svizzera italiana, Switzerland Igor Pivkin Università della Svizzera italiana, Switzerland Matthias Bollhöfer Technische Universität Braunschweig, Germany Laura Grigori INRIA Paris, France Dissertation accepted on 25 February 2019 Research Advisor PhD Program Director Olaf Schenk Walter Binder i I certify that except where due acknowledgement has been given, the work presented in this thesis is that of the author alone; the work has not been sub- mitted previously, in whole or in part, to qualify for any other academic award; and the content of the thesis is the result of work which has been carried out since the official commencement date of the approved research program. Fabio Verbosio Lugano, 25 February 2019 ii To my whole family. In its broadest sense. iii iv Le conoscenze matematiche sono proposizioni costruite dal nostro intelletto in modo da funzionare sempre come vere, o perché sono innate o perché la matematica è stata inventata prima delle altre scienze. E la biblioteca è stata costruita da una mente umana che pensa in modo matematico, perché senza matematica non fai labirinti. Umberto Eco, “Il nome della rosa” v vi Abstract The explicit evaluation of selected entries of the inverse of a given sparse ma- trix is an important process in various application fields and is gaining visibility in recent years.