Variable-size batched Gauss-Jordan elimination for block-Jacobi preconditioning on graphics processors

[EN] In this work, we address the efficient realization of block-Jacobi preconditioning on graphics processing units (GPUs). This task requires the solution of a collection of small and independent linear systems. To fully realize this implementation, we develop a variablesize batched matrix inversi...

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Detalles Bibliográficos
Autores: Anzt, Hartwig, Dongarra, Jack, Flegar, Goran, Quintana-Ortí, Enrique S.|||0000-0002-5454-165X
Tipo de recurso: artículo
Fecha de publicación:2019
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/158177
Acceso en línea:https://riunet.upv.es/handle/10251/158177
Access Level:acceso abierto
Palabra clave:Batched algorithms
Matrix inversion
Gauss-Jordan elimination
Block-Jacobi
Sparse linear systems
Graphics processor
ARQUITECTURA Y TECNOLOGIA DE COMPUTADORES
Descripción
Sumario:[EN] In this work, we address the efficient realization of block-Jacobi preconditioning on graphics processing units (GPUs). This task requires the solution of a collection of small and independent linear systems. To fully realize this implementation, we develop a variablesize batched matrix inversion kernel that uses Gauss-Jordan elimination (GJE) along with a variable-size batched matrix-vector multiplication kernel that transforms the linear systems' right-hand sides into the solution vectors. Our kernels make heavy use of the increased register count and the warp-local communication associated with newer GPU architectures. Moreover, in the matrix inversion, we employ an implicit pivoting strategy that migrates the workload (i.e., operations) to the place where the data resides instead of moving the data to the executing cores. We complement the matrix inversion with extraction and insertion strategies that allow the block-Jacobi preconditioner to be set up rapidly. The experiments on NVlDlA's K40 and P100 architectures reveal that our variable-size batched matrix inversion routine outperforms the CUDA basic linear algebra subroutine (cuBLAS) library functions that provide the same (or even less) functionality. We also show that the preconditioner setup and preconditioner application cost can be somewhat offset by the faster convergence of the iterative solver. (C) 2018 Elsevier B.V. All rights reserved.