Nothing Special   »   [go: up one dir, main page]

skip to main content
10.1145/2938615.2938621acmotherconferencesArticle/Chapter ViewAbstractPublication PageseascConference Proceedingsconference-collections
research-article

On rounding error resilience, maximal attainable accuracy and parallel performance of the pipelined Conjugate Gradients method for large-scale linear systems in PETSc

Published: 26 April 2016 Publication History

Abstract

Pipelined Krylov solvers typically display better strong scaling compared to standard Krylov methods for large linear systems. The synchronization bottleneck is mitigated by overlapping time-consuming global communications with computations. To achieve this hiding of communication, pipelined methods feature additional recurrence relations on auxiliary variables. This paper analyzes why rounding error effects have a significantly larger impact on the accuracy of pipelined algorithms. An algebraic model for the accumulation of rounding errors in the (pipelined) CG algorithm is derived. Furthermore, an automated residual replacement strategy is proposed to reduce the effect of rounding errors on the final solution. MPI parallel performance tests implemented in PETSc on an Intel Xeon X5660 cluster show that the pipelined CG method with automated residual replacement is more resilient to rounding errors while maintaining the efficient parallel performance obtained by pipelining.

References

[1]
S. Balay, S. Abhyankar, M.F. Adams, J. Brown, P. Brune, K. Buschelman, L. Dalcin, V. Eijkhout, W.D. Gropp, D. Kaushik, M.G. Knepley, L. Curfman McInnes, K. Rupp, B.F. Smith, S. Zampini, and H. Zhang. PETSc Web page. http://www.mcs.anl.gov/petsc, 2015.
[2]
R. Barrett, M. Berry, T.F. Chan, J. Demmel, J. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine, and H.A. Van der Vorst. Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods. 2nd ed., SIAM, Philadelphia, 1994.
[3]
E. Carson and J. Demmel. A residual replacement strategy for improving the maximum attainable accuracy of s-step Krylov subspace methods. SIAM Journal on Matrix Analysis and Applications, 35(1):22--43, 2014.
[4]
E. Carson, N. Knight, and J. Demmel. Avoiding communication in nonsymmetric Lanczos-based Krylov subspace methods. SIAM Journal on Scientific Computing, 35(5):S42--S61, 2013.
[5]
A.T. Chronopoulos and C.W. Gear. s-Step iterative methods for symmetric linear systems. Journal of Computational and Applied Mathematics, 25(2):153--168, 1989.
[6]
S. Cools, E.F. Yetkin, E. Agullo, L. Giraud, and W. Vanroose. Analysis of rounding error accumulation in the Conjugate Gradient method to improve the maximal attainable accuracy of pipelined CG. Technical report - preprint available at http://arxiv.org/abs/1601.07068, 2016.
[7]
E. De Sturler and H.A. Van der Vorst. Reducing the effect of global communication in GMRES(m) and CG on parallel distributed memory computers. Applied Numerical Mathematics, 18(4):441--459, 1995.
[8]
J.W. Demmel, M.T. Heath, and H.A. Van der Vorst. Parallel numerical linear algebra. Acta Numerica, 2:111--197, 1993.
[9]
P.R. Eller and W. Gropp. Non-blocking preconditioned conjugate gradient methods for extreme-scale computing. In Conference proceedings. 17th Copper Mountain Conference on Multigrid Methods, Colorado, US, 2015.
[10]
P. Ghysels, T.J. Ashby, K. Meerbergen, and W. Vanroose. Hiding global communication latency in the GMRES algorithm on massively parallel machines. SIAM Journal on Scientific Computing, 35(1):C48--C71, 2013.
[11]
P. Ghysels and W. Vanroose. Hiding global synchronization latency in the preconditioned Conjugate Gradient algorithm. Parallel Computing, 40(7):224--238, 2014.
[12]
A. Greenbaum. Behavior of slightly perturbed Lanczos and Conjugate-Gradient recurrences. Linear Algebra and its Applications, 113:7--63, 1989.
[13]
M.H. Gutknecht and Z. Strakos. Accuracy of two three-term and three two-term recurrences for Krylov space solvers. SIAM Journal on Matrix Analysis and Applications, 22(1):213--229, 2000.
[14]
M.R. Hestenes and E. Stiefel. Methods of conjugate gradients for solving linear systems. Journal of Research of the National Bureau of Standards, 14(6), 1952.
[15]
Z. Strakoš and P. Tichy. On error estimation in the conjugate gradient method and why it works in finite precision computations. Electronic Transactions on Numerical Analysis, 13:56--80, 2002.
[16]
C. Tong and Q. Ye. Analysis of the finite precision Bi-Conjugate Gradient algorithm for nonsymmetric linear systems. Mathematics of Computation, 69(232):1559--1575, 2000.
[17]
H.A. Van der Vorst and Q. Ye. Residual replacement strategies for Krylov subspace iterative methods for the convergence of true residuals. SIAM Journal on Scientific Computing, 22(3):835--852, 2000.

Cited By

View all
  • (2019)Iteration-fusing conjugate gradient for sparse linear systems with MPI + OmpSsThe Journal of Supercomputing10.1007/s11227-019-03100-4Online publication date: 10-Dec-2019
  • (2018)Comparative analysis of soft-error detection strategiesProceedings of the 15th ACM International Conference on Computing Frontiers10.1145/3203217.3203240(173-182)Online publication date: 8-May-2018
  • (2017)Iteration-fusing conjugate gradientProceedings of the International Conference on Supercomputing10.1145/3079079.3079091(1-10)Online publication date: 14-Jun-2017
  • Show More Cited By
  1. On rounding error resilience, maximal attainable accuracy and parallel performance of the pipelined Conjugate Gradients method for large-scale linear systems in PETSc

    Recommendations

    Comments

    Please enable JavaScript to view thecomments powered by Disqus.

    Information & Contributors

    Information

    Published In

    cover image ACM Other conferences
    EASC '16: Proceedings of the Exascale Applications and Software Conference 2016
    April 2016
    59 pages
    ISBN:9781450341226
    DOI:10.1145/2938615
    © 2016 Association for Computing Machinery. ACM acknowledges that this contribution was authored or co-authored by an employee, contractor or affiliate of a national government. As such, the Government retains a nonexclusive, royalty-free right to publish or reproduce this article, or to allow others to do so, for Government purposes only.

    In-Cooperation

    • SERC: SERC

    Publisher

    Association for Computing Machinery

    New York, NY, United States

    Publication History

    Published: 26 April 2016

    Permissions

    Request permissions for this article.

    Check for updates

    Author Tags

    1. Conjugate Gradients
    2. Global communication
    3. Latency hiding
    4. Maximal attainable accuracy
    5. PETSc
    6. Parallelism
    7. Pipelined Krylov methods
    8. Rounding error resilience

    Qualifiers

    • Research-article
    • Research
    • Refereed limited

    Funding Sources

    Conference

    EASC '16

    Contributors

    Other Metrics

    Bibliometrics & Citations

    Bibliometrics

    Article Metrics

    • Downloads (Last 12 months)7
    • Downloads (Last 6 weeks)0
    Reflects downloads up to 19 Nov 2024

    Other Metrics

    Citations

    Cited By

    View all
    • (2019)Iteration-fusing conjugate gradient for sparse linear systems with MPI + OmpSsThe Journal of Supercomputing10.1007/s11227-019-03100-4Online publication date: 10-Dec-2019
    • (2018)Comparative analysis of soft-error detection strategiesProceedings of the 15th ACM International Conference on Computing Frontiers10.1145/3203217.3203240(173-182)Online publication date: 8-May-2018
    • (2017)Iteration-fusing conjugate gradientProceedings of the International Conference on Supercomputing10.1145/3079079.3079091(1-10)Online publication date: 14-Jun-2017
    • (2017)Energy-efficient and error-resilient iterative solvers for approximate computing2017 IEEE 23rd International Symposium on On-Line Testing and Robust System Design (IOLTS)10.1109/IOLTS.2017.8046244(237-239)Online publication date: Jul-2017
    • (2017)The communication-hiding pipelined BiCGstab method for the parallel solution of large unsymmetric linear systemsParallel Computing10.1016/j.parco.2017.04.00565:C(1-20)Online publication date: 1-Jul-2017

    View Options

    Login options

    View options

    PDF

    View or Download as a PDF file.

    PDF

    eReader

    View online with eReader.

    eReader

    Media

    Figures

    Other

    Tables

    Share

    Share

    Share this Publication link

    Share on social media