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Parallel triangular solution in the out-of-core multifrontal approach for solving large sparse linear systems

机译:求解大型稀疏线性系统的核外多面方法中的并行三角解

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摘要

We consider the solution of very large systems of linear equations with direct multifrontal methods. In this context the size of the factors is an important limitation for the use of sparse direct solvers. We will thus assume that the factors have been written on the local disks of our target multiprocessor machine during parallel factorization. Our main focus is the study and the design of efficient approaches for the forward and backward substitution phases after a sparse multifrontal factorization. These phases involve sparse triangular solution and have often been neglected in previous works on sparse direct factorization. In many applications, however, the time for the solution can be the main bottleneck for the performance. This thesis consists of two parts. The focus of the first part is on optimizing the out-of-core performance of the solution phase. The focus of the second part is to further improve the performance by exploiting the sparsity of the right-hand side vectors. In the first part, we describe and compare two approaches to access data from the hard disk. We then show that in a parallel environment the task scheduling can strongly influence the performance. We prove that a constraint ordering of the tasks is possible; it does not introduce any deadlock and it improves the performance. Experiments on large real test problems (more than 8 million unknowns) using an out-of-core version of a sparse multifrontal code called MUMPS (MUltifrontal Massively Parallel Solver) are used to analyse the behaviour of our algorithms. In the second part, we are interested in applications with sparse multiple right-hand sides, particularly those with single nonzero entries. The motivating applications arise in electromagnetism and data assimilation. In such applications, we need either to compute the null space of a highly rank deficient matrix or to compute entries in the inverse of a matrix associated with the normal equations of linear least-squares problems. We cast both of these problems as linear systems with multiple right-hand side vectors, each containing a single nonzero entry. We describe, implement and comment on efficient algorithms to reduce the input-output cost during an outof- core execution. We show how the sparsity of the right-hand side can be exploited to limit both the number of operations and the amount of data accessed. The work presented in this thesis has been partially supported by SOLSTICE ANR project (ANR-06-CIS6-010).
机译:我们考虑使用直接多前沿方法对非常大的线性方程组进行求解。在这种情况下,因子的大小是使用稀疏直接求解器的重要限制。因此,我们将假设这些因素已在并行分解过程中写入了目标多处理器计算机的本地磁盘上。我们的主要重点是稀疏多边因式分解后正向和反向替换阶段的有效方法的研究和设计。这些阶段涉及稀疏三角解,并且在先前有关稀疏直接因式分解的工作中经常被忽略。但是,在许多应用程序中,解决方案的时间可能是性能的主要瓶颈。本文分为两部分。第一部分的重点是优化解决方案阶段的核心外性能。第二部分的重点是通过利用右侧向量的稀疏性进一步提高性能。在第一部分中,我们描述并比较了两种从硬盘访问数据的方法。然后,我们表明,在并行环境中,任务调度会严重影响性能。我们证明了任务的约束排序是可能的。它不会引入任何死锁,并且可以提高性能。使用称为MUMPS(多边大规模大规模并行求解器)的稀疏多边代码的核外版本进行的大型实际测试问题(超过800万个未知数)的实验用于分析算法的行为。在第二部分中,我们对具有多个稀疏右侧的应用程序感兴趣,特别是那些具有单个非零条目的应用程序。激励性应用出现在电磁学和数据同化中。在此类应用中,我们需要计算高度秩不足的矩阵的零空间,或计算与线性最小二乘问题的正则方程关联的矩阵逆矩阵中的项。我们将这两个问题都转换为具有多个右侧向量的线性系统,每个向量都包含一个非零条目。我们描述,实施和评论有效的算法,以减少内核外执行期间的输入输出成本。我们展示了如何利用右侧的稀疏性来限制操作次数和访问的数据量。 SOLSTICE ANR项目(ANR-06-CIS6-010)部分支持了本文中提出的工作。

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    Slavova Tzvetomila;

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  • 年度 2009
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