Tingxing Dong

Batched matrix computations on hardware accelerators based on GPUs

Scientific applications require solvers that work on many small size problems that are independent from each other. At the same time, the high-end hardware evolves rapidly and becomes ever more throughput-oriented and thus there is an increasing need for an effective approach to develop energy-efficient, high-performance codes for these small matrix problems that we call batched factorizations. The many applications that need this functionality could especially benefit from the use of GPUs, which currently are four to five times more energy efficient than multicore CPUs on important scientific workloads. This paper, consequently, describes the development of the most common, one-sided factorizations, Cholesky, LU, and QR, for a set of small dense matrices. The algorithms we present together with their implementations are, by design, inherently parallel. In particular, our approach is based on representing the process as a sequence of batched BLAS routines that are executed entirely on a GPU. Importantly, this is unlike the LAPACK and the hybrid MAGMA factorization algorithms that work under drastically different assumptions of hardware design and efficiency of execution of the various computational kernels involved in the implementation. Thus, our approach is more efficient than what works for a combination of multicore CPUs and GPUs for the problems sizes of interest of the application use cases. The paradigm where upon a single chip (a GPU or a CPU) factorizes a single problem at a time is not at all efficient in our applications’ context. We illustrate all of these claims through a detailed performance analysis. With the help of profiling and tracing tools, we guide our development of batched factorizations to achieve up to two-fold speedup and three-fold better energy efficiency as compared against our highly optimized batched CPU implementations based on MKL library. The tested system featured two sockets of Intel Sandy Bridge CPUs and we compared with a batched LU factorizations featured in the CUBLAS library for GPUs, we achieve as high as 2.5× speedup on the NVIDIA K40 GPU.

A Step towards Energy Efficient Computing: Redesigning a Hydrodynamic Application on CPU-GPU

Power and energy consumption are becoming an increasing concern in high performance computing. Compared to multi-core CPUs, GPUs have a much better performance per watt. In this paper we discuss efforts to redesign the most computation intensive parts of BLAST, an application that solves the equations for compressible hydrodynamics with high order finite elements, using GPUs BLAST, Dobrev. In order to exploit the hardware parallelism of GPUs and achieve high performance, we implemented custom linear algebra kernels. We intensively optimized our CUDA kernels by exploiting the memory hierarchy, which exceed the vendors library routines substantially in performance. We proposed an auto tuning technique to adapt our CUDA kernels to the orders of the finite element method. Compared to a previous base implementation, our redesign and optimization lowered the energy consumption of the GPU in two aspects: 60% less time to solution and 10% less power required. Compared to the CPU-only solution, our GPU accelerated BLAST obtained a 2.5× overall speedup and 1.42× energy efficiency (green up) using 4th order (Q_4) finite elements, and a 1.9× speedup and 1.27× green up using 2nd order (Q2) finite elements.

Tridiagonalization of a dense symmetric matrix on multiple GPUs and its application to symmetric eigenvalue problems

For software to fully exploit the computing power of emerging heterogeneous computers, not only must the required computational kernels be optimized for the specific hardware architectures but also an effective scheduling scheme is needed to utilize the available heterogeneous computational units and to hide the communication between them. As a case study, we develop a static scheduling scheme for the tridiagonalization of a symmetric dense matrix on multicore CPUs with multiple graphics processing units (GPUs) on a single compute node. We then parallelize and optimize the Basic Linear Algebra Subroutines (BLAS)‐2 symmetric matrix‐vector multiplication, and the BLAS‐3 low rank symmetric matrix updates on the GPUs. We demonstrate the good scalability of these multi‐GPU BLAS kernels and the effectiveness of our scheduling scheme on twelve Intel Xeon processors and three NVIDIA GPUs. We then integrate our hybrid CPU‐GPU kernel into computational kernels at higher‐levels of software stacks, that is, a shared‐memory dense eigensolver and a distributed‐memory sparse eigensolver. Our experimental results show that our kernels greatly improve the performance of these higher‐level kernels, not only reducing the solution time but also enabling the solution of larger‐scale problems. Because such symmetric eigenvalue problems arise in many scientific and engineering simulations, our kernels could potentially lead to new scientific discoveries. Furthermore, these dense linear algebra algorithms present algorithmic characteristics that can be found in other algorithms. Hence, they are not only important computational kernels on their own but also useful testbeds to study the performance of the emerging computers and the effects of the various optimization techniques. Copyright

A Fast Batched Cholesky Factorization on a GPU

Currently, state of the art libraries, like MAGMA, focus on very large linear algebra problems, while solving many small independent problems, which is usually referred to as batched problems, is not given adequate attention. In this paper, we proposed a batched Cholesky factorization on a GPU. Three algorithms -- non-blocked, blocked, and recursive blocked -- were examined. The left-looking version of the Cholesky factorization is used to factorize the panel, and the right-looking Cholesky version is used to update the trailing matrix in the recursive blocked algorithm. Our batched Cholesky achieves up to 1.8× speedup compared to the optimized parallel implementation in the MKL library on two sockets of Intel Sandy Bridge CPUs. Further, we use the new routines to develop a single Cholesky factorization solver which targets large matrix sizes. Our approach differs from MAGMA by having an entirely GPU implementation where both the panel factorization and the trailing matrix updates are on the GPU. Such an implementation does not depend on the speed of the CPU. Compared to the MAGMA library, our full GPU solution achieves 85% of the hybrid MAGMA performance which uses 16 Sandy Bridge cores, in addition to a K40 Nvidia GPU. Moreover, we achieve 80% of the practical dgemm peak of the machine, while MAGMA achieves only 75%, and finally, in terms of energy consumption, we outperform MAGMAby 1.5× in performance-per-watt for large matrices.

LU Factorization of Small Matrices: Accelerating Batched DGETRF on the GPU

Gaussian Elimination is commonly used to solve dense linear systems in scientific models. In a large number of applications, a need arises to solve many small size problems, instead of few large linear systems. The size of each of these small linear systems depends on the number of the ordinary differential equations (ODEs) used in the model, and can be on the order of hundreds of unknowns. To efficiently exploit the computing power of modern accelerator hardware, these linear systems are processed in batches. To improve the numerical stability, at least partial pivoting is required, most often accomplished with row pivoting. However, row pivoting can result in a severe performance penalty on GPUs because it brings in thread divergence and non-coalesced memory accesses. In this paper, we propose a batched LU factorization for GPUs by using amulti-level blocked right looking algorithm that preserves the data layout but minimizes the penalty of partial pivoting. Our batched LU achieves up to 2.5-fold speedup when compared to the alternative CUBLAS solution on a K40c GPU.

Towards batched linear solvers on accelerated hardware platforms

As hardware evolves, an increasingly effective approach to develop energy efficient, high-performance solvers, is to design them to work on many small and independent problems. Indeed, many applications already need this functionality, especially for GPUs, which are known to be currently about four to five times more energy efficient than multicore CPUs for every floating-point operation. In this paper, we describe the development of the main one-sided factorizations: LU, QR, and Cholesky; that are needed for a set of small dense matrices to work in parallel. We refer to such algorithms as batched factorizations. Our approach is based on representing the algorithms as a sequence of batched BLAS routines for GPU-contained execution. Note that this is similar in functionality to the LAPACK and the hybrid MAGMA algorithms for large-matrix factorizations. But it is different from a straightforward approach, whereby each of GPUs symmetric multiprocessors factorizes a single problem at a time. We illustrate how our performance analysis together with the profiling and tracing tools guided the development of batched factorizations to achieve up to 2-fold speedup and 3-fold better energy efficiency compared to our highly optimized batched CPU implementations based on the MKL library on a two-sockets, Intel Sandy Bridge server. Compared to a batched LU factorization featured in the NVIDIAs CUBLAS library for GPUs, we achieves up to 2.5-fold speedup on the K40 GPU.

Optimization for performance and energy for batched matrix computations on GPUs

As modern hardware keeps evolving, an increasingly effective approach to develop energy efficient and high-performance solvers is to design them to work on many small size independent problems. Many applications already need this functionality, especially for GPUs, which are known to be currently about four to five times more energy efficient than multicore CPUs. We describe the development of the main one-sided factorizations that work for a set of small dense matrices in parallel, and we illustrate our techniques on the LU and Cholesky factorizations. We refer to this mode of operation as a batched factorization. Our approach is based on representing the algorithms as a sequence of batched BLAS routines for GPU-only execution. The goal of avoiding multicore CPU use, e.g., as in the hybrid CPU-GPU algorithms, is to exclusively benefit from the GPUs significantly higher energy efficiency, as well as from the removal of the costly CPU-to-GPU communications. Furthermore, we do not use a single symmetric multiprocessor (on the GPU) to factorize a single problem at a time. We illustrate how our performance analysis and the use of profiling and tracing tools guided the development and optimization of batched factorizations to achieve up to 2-fold speedup and

Tridiagonalization of a Symmetric Dense Matrix on a GPU Cluster

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Optimizing the SVD Bidiagonalization Process for a Batch of Small Matrices

-fold better energy efficiency compared to our highly optimized batched CPU implementations based on the MKL library (when using two sockets of Intel Sandy Bridge CPUs). Compared to a batched LU factorization featured in the CUBLAS library for GPUs, we achieved up to 2.5 speedup on the K40 GPU.

Mixed-Precision Orthogonalization Scheme and Adaptive Step Size for Improving the Stability and Performance of CA-GMRES on GPUs

Symmetric dense Eigen value problems arise in many scientific and engineering simulations. In this paper, we use GPUs to accelerate its main computational kernel, the tridiagonalization of a dense symmetric matrix on a distributed multicore architecture. We then study the performance of this hybrid message-passing/shared-memory/GPU-computing paradigm on up to 16 compute nodes, each of which consists of 16 Intel Sandy Bridge processors and three NVIDIA GPUs. These studies show that such a hybrid paradigm can exploit the underlying hardware architecture and obtain significant speedups over a flat message-passing paradigm can, and they demonstrate a potential of efficiently solving large-scale Eigen value problems on a GPU cluster. Furthermore, these studies may provide insights on the general effects of such hybrid paradigms on emerging high-performance computers.