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1. A Guide for Achieving High Performance with Very Small Matrices on GPU: A Case Study of Batched LU and Cholesky Factorizations

   Haidar, Azzam; Abdelfattah, Ahmad; Zounon, Mawussi; Tomov, Stanimire; Dongarra, Jack (May 2018, IEEE transactions on parallel and distributed systems)

   We present a high-performance GPU kernel with a substantial speedup over vendor libraries for very small matrix computations. In addition, we discuss most of the challenges that hinder the design of efficient GPU kernels for small matrix algorithms. We propose relevant algorithm analysis to harness the full power of a GPU, and strategies for predicting the performance, before introducing a proper implementation. We develop a theoretical analysis and a methodology for high-performance linear solvers for very small matrices. As test cases, we take the Cholesky and LU factorizations and show how the proposed methodology enables us to achieve a performance close to the theoretical upper bound of the hardware. This work investigates and proposes novel algorithms for designing highly optimized GPU kernels for solving batches of hundreds of thousands of small-size Cholesky and LU factorizations. Our focus on efficient batched Cholesky and batched LU kernels is motivated by the increasing need for these kernels in scientific simulations (e.g., astrophysics applications). Techniques for optimal memory traffic, register blocking, and tunable concurrency are incorporated in our proposed design. The proposed GPU kernels achieve performance speedups versus CUBLAS of up to 6× for the factorizations, using double precision arithmetic on an NVIDIA Pascal P100 GPU. 

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2. Addressing Irregular Patterns of Matrix Computations on GPUs and Their Impact on Applications Powered by Sparse Direct Solvers

   Abdelfattah, A.; Ghysels, P.; Boukaram, W.; Tomov, S.; Li, X.; Dongarra, J. (November 2022, International Conference for High Performance Computing Networking Storage and Analysis)

   Many scientific applications rely on sparse direct solvers for their numerical robustness. However, performance optimization for these solvers remains a challenging task, especially on GPUs. This is due to workloads of small dense matrices that are different in size. Matrix decompositions on such irregular workloads are rarely addressed on GPUs. This paper addresses irregular workloads of matrix computations on GPUs, and their application to accelerate sparse direct solvers. We design an interface for the basic matrix operations supporting problems of different sizes. The interface enables us to develop irrLU-GPU, an LU decomposition on matrices of different sizes. We demonstrate the impact of irrLU-GPU on sparse direct LU solvers using NVIDIA and AMD GPUs. Experimental results are shown for a sparse direct solver based on a multifrontal sparse LU decomposition applied to linear systems arising from the simulation, using finite element discretization on unstructured meshes, of a high-frequency indefinite Maxwell problem. 

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3. Analyzing Performance of BiCGStab with Hierarchical Matrix on GPU clusters

   Yamazaki, I.; Abdelfattah, A.; Ida, A.; Ohshima, S.; Tomov, S.; Yokota, R.; Dongarra, J. (May 2018, IEEE International Parallel and Distributed Processing Symposium (IPDPS))

   ppohBEM is an open-source software package im- plementing the boundary element method. One of its main software tasks is the solution of the dense linear system of equations, for which, ppohBEM relies on another software package called HACApK. To reduce the cost of solving the linear system, HACApK hierarchically compresses the coefficient matrix using adaptive cross approximation. This hierarchical compression greatly reduces the storage and time complexities of the solver and enables the solution of large-scale boundary value problems. To extend the capability of ppohBEM, in this paper, we carefully port the HACApK’s linear solver onto GPU clusters. Though the potential of the GPUs has been widely accepted in high-performance computing, it is still a challenge to utilize the GPUs for a solver, like HACApK’s, that requires fine-grained computation and global communication. First, to utilize the GPUs, we integrate the batched GPU kernel that was recently released in the MAGMA software package. We discuss several techniques to improve the performance of the batched kernel. We then study various techniques to address the inter-GPU communication and study their effects on state-of- the-art GPU clusters. We believe that the techniques studied in this paper are of interest to a wide range of software packages running on GPUs, especially with the increasingly complex node architectures and the growing costs of the communication. We also hope that our efforts to integrate the GPU kernel or to setup the inter-GPU communication will influence the design of the future-generation batched kernels or the communication layer within a software stack. 

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4. End-to-End LU Factorization of Large Matrices on GPUs

   https://doi.org/10.1145/3572848.3577486  

   Xia, Yang; Jiang, Peng; Agrawal, Gagan; Ramnath, Rajiv (February 2023, PPoPP '23: Proceedings of the 28th ACM SIGPLAN Annual Symposium on Principles and Practice of Parallel Programming)

   LU factorization for sparse matrices is an important computing step for many engineering and scientific problems such as circuit simulation. There have been many efforts toward parallelizing and scaling this algorithm, which include the recent efforts targeting the GPUs. However, it is still challenging to deploy a complete sparse LU factorization workflow on a GPU due to high memory requirements and data dependencies. In this paper, we propose the first complete GPU solution for sparse LU factorization. To achieve this goal, we propose an out-of-core implementation of the symbolic execution phase, thus removing the bottleneck due to large intermediate data structures. Next, we propose a dynamic parallelism implementation of Kahn's algorithm for topological sort on the GPUs. Finally, for the numeric factorization phase, we increase the parallelism degree by removing the memory limits for large matrices as compared to the existing implementation approaches. Experimental results show that compared with an implementation modified from GLU 3.0, our out-of-core version achieves speedups of 1.13--32.65X. Further, our out-of-core implementation achieves a speedup of 1.2--2.2 over an optimized unified memory implementation on the GPU. Finally, we show that the optimizations we introduce for numeric factorization turn out to be effective. 

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5. End-to-End LU Factorization of Large Matrices on GPUs

   Yang Xia, Peng Jiang (February 2023, Proceedings of PPoPP 2023)

   LU factorization for sparse matrices is an important computing step for many engineering and scientific problems such as circuit simulation. There have been many efforts toward parallelizing and scaling this algorithm, which include the recent efforts targeting the GPUs. However, it is still challenging to deploy a complete sparse LU factorization workflow on a GPU due to high memory requirements and data dependencies. In this paper, we propose the first complete GPU solution for sparse LU factorization. To achieve this goal, we propose an out-of-core implementation of the symbolic execution phase, thus removing the bottleneck due to large intermediate data structures. Next, we propose a dynamic parallelism implementation of Kahn's algorithm for topological sort on the GPUs. Finally, for the numeric factorization phase, we increase the parallelism degree by removing the memory limits for large matrices as compared to the existing implementation approaches. Experimental results show that compared with an implementation modified from GLU 3.0, our out-of-core version achieves speedups of 1.13--32.65X. Further, our out-of-core implementation achieves a speedup of 1.2--2.2 over an optimized unified memory implementation on the GPU. Finally, we show that the optimizations we introduce for numeric factorization turn out to be effective. 

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