Batched Generation of Incomplete Sparse Approximate Inverses on GPUs

Author(s):  
Hartwig Anzt ◽  
Edmond Chow ◽  
Thomas Huckle ◽  
Jack Dongarra
Keyword(s):  
Algorithms ◽  
2021 ◽  
Vol 14 (7) ◽  
pp. 204
Author(s):  
Wenpeng Ma ◽  
Wu Yuan ◽  
Xiazhen Liu

Incomplete Sparse Approximate Inverses (ISAI) has shown some advantages over sparse triangular solves on GPUs when it is used for the incomplete LU based preconditioner. In this paper, we extend the single GPU method for Block–ISAI to multiple GPUs algorithm by coupling Block–Jacobi preconditioner, and introduce the detailed implementation in the open source numerical package PETSc. In the experiments, two representative cases are performed and a comparative study of Block–ISAI on up to four GPUs are conducted on two major generations of NVIDIA’s GPUs (Tesla K20 and Tesla V100). Block–Jacobi preconditioning with Block–ISAI (BJPB-ISAI) shows an advantage over the level-scheduling based triangular solves from the cuSPARSE library for the cases, and the overhead of setting up Block–ISAI and the total wall clock times of GMRES is greatly reduced using Tesla V100 GPUs compared to Tesla K20 GPUs.


2012 ◽  
Vol 2012 ◽  
pp. 1-49 ◽  
Author(s):  
Massimiliano Ferronato

Iterative methods are currently the solvers of choice for large sparse linear systems of equations. However, it is well known that the key factor for accelerating, or even allowing for, convergence is the preconditioner. The research on preconditioning techniques has characterized the last two decades. Nowadays, there are a number of different options to be considered when choosing the most appropriate preconditioner for the specific problem at hand. The present work provides an overview of the most popular algorithms available today, emphasizing the respective merits and limitations. The overview is restricted to algebraic preconditioners, that is, general-purpose algorithms requiring the knowledge of the system matrix only, independently of the specific problem it arises from. Along with the traditional distinction between incomplete factorizations and approximate inverses, the most recent developments are considered, including the scalable multigrid and parallel approaches which represent the current frontier of research. A separate section devoted to saddle-point problems, which arise in many different applications, closes the paper.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
M. Kafaei Razavi ◽  
A. Kerayechian ◽  
M. Gachpazan ◽  
S. Shateyi

This paper presents a new iterative method for computing the approximate inverse of nonsingular matrices. The analytical discussion of the method is included to demonstrate its convergence behavior. As a matter of fact, it is proven that the suggested scheme possesses tenth order of convergence. Finally, its performance is illustrated by numerical examples on different matrices.


2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Xiaoji Liu ◽  
Zemeng Zuo

We investigate a new higher order iterative method for computing the generalized inverseAT,S(2)for a given matrixA. We also discuss how the new method could be applied for finding approximate inverses of nonsingular square matrices. Analysis of convergence is included to show that the proposed scheme has at least fifteenth-order convergence. Some tests are also presented to show the superiority of the new method.


2014 ◽  
Vol 31 (1) ◽  
pp. 110-122 ◽  
Author(s):  
George A. Gravvanis ◽  
Christos K. Filelis-Papadopoulos

Purpose – The purpose of this paper is to propose multigrid methods in conjunction with explicit approximate inverses with various cycles strategies and comparison with the other smoothers. Design/methodology/approach – The main motive for the derivation of the various multigrid schemes lies in the efficiency of the multigrid methods as well as the explicit approximate inverses. The combination of the various multigrid cycles with the explicit approximate inverses as smoothers in conjunction with the dynamic over/under relaxation (DOUR) algorithm results in efficient schemes for solving large sparse linear systems derived from the discretization of partial differential equations (PDE). Findings – Application of the proposed multigrid methods on two-dimensional boundary value problems is discussed and numerical results are given concerning the convergence behavior and the convergence factors. The results are comparatively better than the V-cycle multigrid schemes presented in a recent report (Filelis-Papadopoulos and Gravvanis). Research limitations/implications – The limitations of the proposed scheme lie in the fact that the explicit finite difference approximate inverse matrix used as smoother in the multigrid method is a preconditioner for specific sparsity pattern. Further research is carried out in order to derive a generic explicit approximate inverse for any type of sparsity pattern. Originality/value – A novel smoother for the geometric multigrid method is proposed, based on optimized banded approximate inverse matrix preconditioner, the Richardson method in conjunction with the DOUR scheme, for solving large sparse linear systems derived from finite difference discretization of PDEs. Moreover, the applicability and convergence behavior of the proposed scheme is examined based on various cycles and comparative results are given against the damped Jacobi smoother.


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