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[book_gpu.git] / BookGPU / Chapters / chapter13 / ch13.tex

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%%       CHAPTER 13         %%
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%\chapterauthor{}{}
\chapterauthor{Lilia Ziane Khodja, Raphaël Couturier, and Jacques Bahi}{Femto-ST Institute, University of Franche-Comte, France}
\chapterauthor{Ming Chau}{Advanced Solutions Accelerator, Castelnau Le Lez, France}
%\chapterauthor{Raphaël Couturier}{Femto-ST Institute, University of Franche-Comte, France}
\chapterauthor{Pierre Spitéri}{ENSEEIHT-IRIT, Toulouse, France}
%\chapterauthor{Jacques Bahi}{Femto-ST Institute, University of Franche-Comte, France}


\chapter{Solving sparse nonlinear systems of obstacle problems on GPU clusters}
\label{ch13}




%%--------------------------%%
%%       SECTION 1          %%
%%--------------------------%%
\section{Introduction}
\label{ch13:sec:01}
The obstacle problem is one kind of free boundary problem. It allows us to model,
for example, an elastic membrane covering a solid obstacle. In this case, the
objective is to find an equilibrium position of this membrane constrained to be
above the obstacle and which tends to minimize its surface and/or its energy.
The study of such problems occurs in many applications, for example, fluid mechanics,
biomathematics (tumor growth process), or financial mathematics (American or
European option pricing).

In this chapter, we focus on solutions of large obstacle problems defined in a
three-dimensional domain. Particularly, the present study consists of solving
large nonlinear systems derived from the spatial discretization of these problems.
Owing to the great size of such systems, in order to reduce computation times,
we proceed by solving them by parallel synchronous or asynchronous iterative
algorithms. Moreover, we aim at harnessing the computing power of GPUs to accelerate
computations of these parallel algorithms. For this, we use an iterative method
involving a projection on a convex set, which is the projected Richardson method.
We chose this method among other iterative methods because it is easy to implement
on parallel computers and easy to adapt to GPU architectures.

In Section~\ref{ch13:sec:02}, we present the mathematical model of obstacle problems
then, in Section~\ref{ch13:sec:03}, we describe the general principle of the parallel
projected Richardson method. Next, in Section~\ref{ch13:sec:04}, we give the main key
points of the parallel implementation of both synchronous and asynchronous algorithms
of the projected Richardson method on a GPU cluster. In Section~\ref{ch13:sec:05}, we
present the performances of both parallel algorithms obtained from simulations carried
out on GPU clusters. Finally, in Section~\ref{ch13:sec:06}, we use the read-black
ordering technique to improve the convergence and, thus, the execution times of the parallel
projected Richardson algorithms on the GPU cluster. 



%%--------------------------%%
%%       SECTION 2          %%
%%--------------------------%%
\section{Obstacle problems}
\label{ch13:sec:02}
In this section, we present the mathematical model of obstacle problems defined in a
three-dimensional domain. This model is based on that presented in~\cite{ch13:ref1}.


%%*******************
%%*******************
\subsection{Mathematical model}
\label{ch13:sec:02.01}
An obstacle problem\index{obstacle problem}, arising for example in mechanics or financial
derivatives, consists of solving a time-dependent nonlinear equation\index{nonlinear}:
\begin{equation}
\left\{
\begin{array}{l}
\frac{\partial u}{\partial t}+b^t.\nabla u-\eta.\Delta u+c.u-f\geq 0\mbox{,~}u\geq\phi\mbox{,~a.e.w. in~}\lbrack 0,T\rbrack\times\Omega\mbox{,~}\eta>0,\\
(\frac{\partial u}{\partial t}+b^t.\nabla u-\eta.\Delta u+c.u-f)(u-\phi)=0\mbox{,~a.e.w. in~}\lbrack 0,T\rbrack\times\Omega,\\
u(0,x,y,z)=u_0(x,y,z),\\
\mbox{B.C. on~}u(t,x,y,z)\mbox{~defined on~}\partial\Omega,
\end{array}
\right.
\label{ch13:eq:01}
\end{equation}
where $u_0$ is the initial condition; $c\geq 0$, $b$, and $\eta$ are physical parameters;
$T$ is the final time; $u=u(t,x,y,z)$ is an element of the solution vector $U$ to compute;
$f$ is the right-hand side that could represent, for example, the external forces; B.C.
describes the boundary conditions on the boundary $\partial\Omega$ of the domain $\Omega$;
$\phi$ models a constraint imposed to $u$; $\Delta$ is the Laplacian operator; $\nabla$
is the gradient operator; a.e.w. means almost everywhere, and ``.'' defines the products
between two scalars, a scalar and a vector, or a matrix and a vector. In practice the boundary
condition, generally considered, is the Dirichlet condition (where $u$ is fixed on $\partial\Omega$)
or the Neumann condition (where the normal derivative of $u$ is fixed on $\partial\Omega$). 

The time-dependent equation~(\ref{ch13:eq:01}) is numerically solved by considering an
implicit or a semi-implicit time marching, where at each time step $k$ a stationary nonlinear
problem\index{nonlinear} is solved:
\begin{equation}
\left\{
\begin{array}{l}
b^t.\nabla u-\eta.\Delta u+(c+\delta).u-g\geq 0\mbox{,~}u\geq\phi\mbox{,~a.e.w. in~}\lbrack 0,T\rbrack\times\Omega\mbox{,~}\eta>0, \\
(b^t.\nabla u-\eta.\Delta u+(c+\delta).u- g)(u-\phi)=0\mbox{,~a.e.w. in~}\lbrack 0,T\rbrack\times\Omega, \\
\mbox{B.C. on~}u(t,x,y,z)\mbox{~defined on~}\partial\Omega,
\end{array}
\right.
\label{ch13:eq:02}
\end{equation}
where $\delta=\frac{1}{k}$ is the inverse of the time step $k$, $g=f+\delta u^{prev}$ and
$u^{prev}$ is the solution computed at the previous time step. 


%%*******************
%%*******************
\subsection{Discretization}
\label{ch13:sec:02.02}
First, we note that the spatial discretization of the previous stationary
problem~(\ref{ch13:eq:02}) does not provide a symmetric matrix, because the
convection-diffusion operator is not self-adjoint. Moreover, the fact that
the operator is self-adjoint or not plays an important role in the choice
of the appropriate algorithm for solving nonlinear systems derived from the
discretization of the obstacle problem\index{obstacle problem}. Nevertheless,
since the convection coefficients arising in the operator~(\ref{ch13:eq:02})
are constant, we can formulate the same problem by self-adjoint operator
by performing a classical change of variables. Then, we can replace the stationary
convection-diffusion problem:
\begin{equation}
b^{t}.\nabla v-\eta.\Delta v+(c+\delta).v=g\mbox{,~a.e.w. in~}\lbrack 0,T\rbrack\times\Omega\mbox{,~}c\geq 0\mbox{,~}\delta\geq~0,
\label{ch13:eq:03}
\end{equation}
by the following stationary diffusion operator:
\begin{equation}
-\eta.\Delta u+(\frac{\|b\|^{2}_{2}}{4\eta}+c+\delta).u=e^{-a}g=f,
\label{ch13:eq:04}
\end{equation}
where $b=\{b_{1},b_{2},b_{3}\}$, $\|b\|_{2}$ denotes the Euclidean norm of $b$, and
$v=e^{-a}.u$ represents the general change of variables such that $a=\frac{b^{t}(x,y,z)}{2\eta}$.
Consequently, the numerical resolution of the diffusion problem (the self-adjoint
operator~(\ref{ch13:eq:04})) is done by optimization algorithms, in contrast to that
of the convection-diffusion problem (non self-adjoint operator~(\ref{ch13:eq:03}))
which is done by relaxation algorithms. In the case of our studied algorithm, the convergence\index{convergence}
is ensured by M-matrix property; then, the performance is linked to the magnitude of
the spectral radius of the iteration matrix, which is independent of the condition
number.

Next, the three-dimensional domain $\Omega\subset\mathbb{R}^{3}$ is set to $\Omega=\lbrack 0,1\rbrack^{3}$
and discretized with a uniform Cartesian mesh constituted by $M=m^3$ discretization
points, where $m$ is related to the spatial discretization step by $h=\frac{1}{m+1}$. This
is carried out by using a classical order 2 finite difference approximation of the Laplacian.
So, the complete discretization of both stationary boundary value problems~(\ref{ch13:eq:03})
and~(\ref{ch13:eq:04}) leads to the solution of a large discrete complementary problem
of the following form, when both Dirichlet or Neumann boundary conditions are used:
\begin{equation}
\left\{
\begin{array}{l}
\mbox{Find~}U^{*}\in\mathbb{R}^{M}\mbox{~such~that} \\
(A+\delta I)U^{*}-G\geq 0\mbox{,~}U^{*}\geq\bar{\Phi},\\
((A+\delta I)U^{*}-G)^{T}(U^{*}-\bar{\Phi})=0,\\
\end{array}
\right.
\label{ch13:eq:05}
\end{equation}
where $A$ is a matrix obtained after the spatial discretization by a finite difference
method, $G$ is derived from the Euler first order implicit time marching scheme and from
the discretized right-hand side of the obstacle problem, $\delta$ is the inverse of the
time step $k$, and $I$ is the identity matrix. The matrix $A$ is symmetric when the self-adjoint
operator is considered and nonsymmetric otherwise.

According to the chosen discretization scheme of the Laplacian, $A$ is an M-matrix (irreducibly
diagonal dominant, see~\cite{ch13:ref2}) and, consequently, the matrix $(A+\delta I)$ is also
an M-matrix. This property is important to the convergence of iterative methods.


%%--------------------------%%
%%       SECTION 3          %%
%%--------------------------%%
\section{Parallel iterative method}
\label{ch13:sec:03}
Owing to the large size of the previous discrete complementary problem~(\ref{ch13:eq:05}),
we will solve it by parallel synchronous or asynchronous iterative algorithms (see~\cite{ch13:ref3,ch13:ref4,ch13:ref5}).
In this chapter, we aim at harnessing the computing power of GPU clusters for solving these
large nonlinear systems\index{nonlinear}. Then, we choose to use the projected Richardson
iterative method\index{iterative method!projected Richardson} for solving the diffusion
problem~(\ref{ch13:eq:04}). Indeed, this method is based on the iterations of the Jacobi
method\index{iterative method!Jacobi}, which are easy to parallelize on parallel computers
and easy to adapt to GPU architectures. Then, according to the boundary value problem
formulation with a self-adjoint operator~(\ref{ch13:eq:04}), we can consider here the
equivalent optimization problem and the fixed point mapping associated to its solution.

Assume that $E=\mathbb{R}^{M}$ is a Hilbert space\index{Hilbert space}, in which $\scalprod{.}{.}$
is the scalar product and $\|.\|$ its associated norm. So, the general fixed point problem
to be solved is defined as follows:
\begin{equation}
\left\{
\begin{array}{l}
\mbox{Find~} U^{*} \in E \mbox{~such that} \\
U^{*} = F(U^{*}), \\
\end{array}
\right.
\label{ch13:eq:06}
\end{equation}
where $U\mapsto F(U)$ is an application from $E$ to $E$.

Let $K$ be a closed convex set defined by
\begin{equation}
K = \{U | U \geq \Phi \mbox{~everywhere in~} E\},
\label{ch13:eq:07}
\end{equation}
where $\Phi$ is the discrete obstacle function. In fact, the obstacle problem~(\ref{ch13:eq:05})\index{obstacle problem}
is formulated as the following constrained optimization problem:
\begin{equation}
\left\{
\begin{array}{l}
\mbox{Find~} U^{*} \in K \mbox{~such that} \\
\forall V \in K, J(U^{*}) \leq J(V), \\
\end{array}
\right.
\label{ch13:eq:08}
\end{equation}
where the cost function is given by
\begin{equation}
J(U) = \frac{1}{2}\scalprod{\mathcal{A}.U}{U} - \scalprod{G}{U},
\label{ch13:eq:09}
\end{equation}
in which $\scalprod{.}{.}$ denotes the scalar product in $E$, $\mathcal{A}=A+\delta I$
is a symmetric positive definite, and $A$ is the discretization matrix associated with the
self-adjoint operator~(\ref{ch13:eq:04}) after change of variables.

For any $U\in E$; let $P_K(U)$ be the projection of $U$ on $K$. For any $\gamma\in\mathbb{R}$,
$\gamma>0$, the fixed point mapping $F_{\gamma}$ of the projected Richardson method\index{iterative method!projected Richardson}
is defined as follows:
\begin{equation}
U^{*} = F_{\gamma}(U^{*}) = P_K(U^{*} - \gamma(\mathcal{A}.U^{*} - G)).
\label{ch13:eq:10}
\end{equation}
In order to reduce the computation time, the large optimization problem is solved in a
numerical way by using a parallel asynchronous algorithm of the projected Richardson method
on the convex set $K$. Particularly, we will consider an asynchronous parallel adaptation
of the projected Richardson method~\cite{ch13:ref6}.

Let $\alpha\in\mathbb{N}$ be a positive integer. We consider that the space $E=\displaystyle\prod_{i=1}^{\alpha} E_i$
is a product of $\alpha$ subspaces $E_i$ where $i\in\{1,\ldots,\alpha\}$. Note that $E_i=\mathbb{R}^{m_i}$,
where $\displaystyle\sum_{i=1}^{\alpha} m_{i}=M$, is also a Hilbert space\index{Hilbert space}
in which $\scalprod{.}{.}_i$ denotes the scalar product and $|.|_i$ the associated norm, for
all $i\in\{1,\ldots,\alpha\}$. Then, for all $u,v\in E$, $\scalprod{u}{v}=\displaystyle\sum_{i=1}^{\alpha}\scalprod{u_i}{v_i}_i$
is the scalar product on $E$.

Let $U\in E$, we consider the following decomposition of $U$ and the corresponding decomposition
of $F_\gamma$ into $\alpha$ blocks:
\begin{equation}
\begin{array}{rcl}
U    & = & (U_1,\ldots,U_{\alpha}), \\
F_{\gamma}(U) & = & (F_{1,\gamma}(U),\ldots,F_{\alpha,\gamma}(U)). \\
\end{array}
\label{ch13:eq:11}
\end{equation}
Assume that the convex set $K=\displaystyle\prod_{i=1}^{\alpha}K_{i}$, such that $\forall i\in\{1,\ldots,\alpha\},K_i\subset E_i$,
and $K_i$ is a closed convex set. Let also $G=(G_1,\ldots,G_{\alpha})\in E$; for any
$U\in E$, $P_K(U)=(P_{K_1}(U_1),\ldots,P_{K_{\alpha}}(U_{\alpha}))$ is the projection of $U$
on $K$ where $\forall i\in\{1,\ldots,\alpha\},P_{K_i}$ is the projector from $E_i$ onto
$K_i$. So, the fixed point mapping of the projected Richardson method~(\ref{ch13:eq:10})\index{iterative method!projected Richardson}
can be written in the following way:
\begin{equation}
\forall U\in E\mbox{,~}\forall i\in\{1,\ldots,\alpha\}\mbox{,~}F_{i,\gamma}(U) = P_{K_i}(U_i - \gamma(\mathcal{A}_i.U - G_i)).
\label{ch13:eq:12}
\end{equation}
Note that $\displaystyle\mathcal{A}_i.U= \sum_{j=1}^{\alpha}\mathcal{A}_{i,j}.U_j$, where
$\mathcal{A}_{i,j}$ denote block matrices of $\mathcal{A}$.

The parallel asynchronous iterations of the projected Richardson method for solving the
obstacle problem~(\ref{ch13:eq:08}) are defined as follows: let $U^0\in E,U^0=(U^0_1,\ldots,U^0_\alpha)$
be the initial solution, then for all $p\in\mathbb{N}$, the iterate $U^{p+1}=(U^{p+1}_1,\ldots,U^{p+1}_{\alpha})$
is recursively defined by
\begin{equation}
U_i^{p+1} = 
\left\{
\begin{array}{l}
F_{i,\gamma}(U_1^{\rho_1(p)}, \ldots, U_{\alpha}^{\rho_{\alpha}(p)}) \mbox{~if~} i\in s(p), \\
U_i^p \mbox{~otherwise}, \\
\end{array}
\right.
\label{ch13:eq:13}
\end{equation}
where
\begin{equation}
\left\{
\begin{array}{l}
\forall p\in\mathbb{N}, s(p)\subset\{1,\ldots,\alpha\}\mbox{~and~} s(p)\ne\emptyset, \\
\forall i\in\{1,\ldots,\alpha\},\{p \ | \ i \in s(p)\}\mbox{~is enumerable},
\end{array}
\right.
\label{ch13:eq:14}
\end{equation}
and $\forall j\in\{1,\ldots,\alpha\}$,
\begin{equation}
\left\{
\begin{array}{l}
\forall p\in\mathbb{N}, \rho_j(p)\in\mathbb{N}, 0\leq\rho_j(p)\leq p\mbox{~and~}\rho_j(p)=p\mbox{~if~} j\in s(p),\\
\displaystyle\lim_{p\to\infty}\rho_j(p) = +\infty.\\
\end{array}
\right.
\label{ch13:eq:15}
\end{equation}

The previous asynchronous scheme\index{asynchronous iterations} of the projected Richardson
method models computations that are carried out in parallel without order or
synchronization (according to the behavior of the parallel iterative method) and
describes a subdomain method without overlapping. It is a general model that takes
into account all possible situations of parallel computations and nonblocking message
passing. So, the synchronous iterative scheme\index{synchronous iterations} is defined by
\begin{equation}
\forall j\in\{1,\ldots,\alpha\} \mbox{,~} \forall p\in\mathbb{N} \mbox{,~} \rho_j(p)=p.
\label{ch13:eq:16}
\end{equation}
The values of $s(p)$ and $\rho_j(p)$ are defined dynamically and not explicitly by
the parallel asynchronous or synchronous execution of the algorithm. Particularly,
They allow us to consider distributed computations whereby processors compute at
their own pace according to their intrinsic characteristics and computational load.
The parallelism between the processors is well described by the set $s(p)$ which
contains at each step $p$ the index of the components relaxed by each processor on
a parallel way while the use of delayed components in~(\ref{ch13:eq:13}) permits one
to model nondeterministic behavior and does not imply inefficiency of the considered
distributed scheme of computation. Note that, according to~\cite{ch13:ref7}, theoretically,
each component of the vector must be relaxed an infinite number of times. The choice of the
relaxed components to be used in the computational process may be guided by any criterion,
and in particular, a natural criterion is to pickup the most recently available
values of the components computed by the processors. Furthermore, the asynchronous
iterations are implemented by means of nonblocking MPI communication subroutines\index{MPI!nonblocking}
(asynchronous communications).

The important property ensuring the convergence of the parallel projected Richardson
method, both synchronous and asynchronous algorithms, is the fact that $\mathcal{A}$
is an M-matrix. Moreover, the convergence\index{convergence} proceeds from a result
of~\cite{ch13:ref6}. Indeed, there exists a value $\gamma_0>0$, such that $\forall\gamma\in ]0,\gamma_0[$,
the parallel iterations~(\ref{ch13:eq:13}), (\ref{ch13:eq:14}), and~(\ref{ch13:eq:15}),
associated to the fixed point mapping $F_\gamma$~(\ref{ch13:eq:12}), converge to the
unique solution $U^{*}$ of the discretized problem. 


%%--------------------------%%
%%       SECTION 4          %%
%%--------------------------%%
\section{Parallel implementation on a GPU cluster}
\label{ch13:sec:04}
In this section, we give the main key points of the parallel implementation of the
projected Richardson method, both synchronous and asynchronous versions, on a GPU
cluster, for solving the nonlinear systems derived from the discretization of large
obstacle problems. More precisely, each nonlinear system is solved iteratively using
the whole cluster. We use a heterogeneous CUDA and MPI programming. Indeed, the communication
of data, at each iteration between the GPU computing nodes, can be either synchronous
or asynchronous using the MPI communication subroutines, whereas inside each GPU node,
a CUDA parallelization is performed.

Let $S$ denote the number of computing nodes\index{computing node} on the GPU cluster,
where a computing node is composed of CPU core holding one MPI process and a GPU card.
So, before starting computations, the obstacle problem of size $(NX\times NY\times NZ)$
is split into $S$ parallelepipedic subproblems, each for a node (MPI process, GPU), as
is shown in Figure~\ref{ch13:fig:01}. Indeed, the $NY$ and $NZ$ dimensions (according
to the $y$ and $z$ axises) of the three-dimensional problem are split, respectively,
into $Sy$ and $Sz$ parts, such that $S=Sy\times Sz$. In this case, each computing node
has at most four neighboring nodes. This kind of data partitioning reduces the data
exchanges at subdomain boundaries compared to a naive $z$-axis-wise partitioning.

\begin{figure}
\centerline{\includegraphics[scale=0.30]{Chapters/chapter13/figures/splitCPU}}
\caption{Data partitioning of a problem to be solved among $S=3\times 4$ computing nodes.}
\label{ch13:fig:01}
\end{figure}

All the computing nodes of the GPU cluster execute in parallel the Algorithm~\ref{ch13:alg:01}
on a three-dimensional subproblems of size $(NX\times ny\times nz)$.
This algorithm gives the main key points for solving an obstacle problem\index{obstacle problem}
defined in a three-dimensional domain, where $A$ is the discretization matrix, $G$
is the right-hand side, and $U$ is the solution vector. After the initialization step,
all the data generated from the partitioning operation are copied from the CPU memories
to the GPU global memories to be processed on the GPUs. Next, the algorithm uses $NbSteps$
time steps to solve the global obstacle problem. In fact, it uses a parallel algorithm
adapted to GPUs from the projected Richardson iterative method for solving the nonlinear
systems\index{nonlinear} of the obstacle problem. This function is defined by {\it Solve()}
in Algorithm~\ref{ch13:alg:01}. At every time step, the initial guess $U^0$ for the iterative
algorithm is set to the solution found at the previous time step. Moreover, the right-hand
side $G$ is computed as follows: \[G = \frac{1}{k}.U^{prev} + F\] where $k$ is the time step,
$U^{prev}$ is the solution computed in the previous time step, and each element $f(x, y, z)$
of the vector $F$ is computed as follows:
\begin{equation}
f(x,y,z)=\cos(2\pi x)\cdot\cos(4\pi y)\cdot\cos(6\pi z).
\label{ch13:eq:18}
\end{equation}
Finally, the solution $U$ of the obstacle problem is copied back from the GPU global
memories to the CPU memories. We use the communication subroutines of the CUBLAS 
(CUDA Basic Linear Algebra Subroutines) library~\cite{ch13:ref8}\index{CUBLAS} for the memory allocations in the GPU (\verb+cublasAlloc()+)
and the data transfers between the CPU and its GPU: \verb+cublasSetVector()+ and \verb+cublasGetVector()+. 

\begin{algorithm}[t]
Initialization of the parameters of the subproblem\;
Allocate and fill the data in the global memory GPU\;
\For{$i=1$ {\bf to} $NbSteps$}{
   $G = \frac{1}{k}.U^0 + F$\;
   Solve($A$, $U^0$, $G$, $U$, $\varepsilon$, $MaxRelax$)\;
   $U^0 = U$\;
}
Copy the solution $U$ back from GPU memory\;
\caption{parallel solving of the obstacle problem on a GPU cluster}
\label{ch13:alg:01}
\end{algorithm}

\begin{algorithm}[!t]
  $p = 0$\;
  $conv = false$\;
  $U = U^{0}$\;
  \Repeat{$(conv=true)$}{
    Determine\_Bordering\_Vector\_Elements($U$)\;
    Compute\_New\_Vector\_Elements($A$, $G$, $U$)\;
    $tmp = U^{0} - U$\;
    $error = \|tmp\|_{2}$\;
    $U^{0} = U$\;
    $p = p + 1$\;
    $conv$ = Convergence($error$, $p$, $\varepsilon$, $MaxRelax$)\;
  }
\caption{parallel iterative solving of the nonlinear systems on a GPU cluster ($Solve()$ function)}
\label{ch13:alg:02}
\end{algorithm}

As are many other iterative methods, the algorithm of the projected Richardson
method\index{iterative method!projected Richardson} is based on algebraic
functions operating on vectors and/or matrices, which are more efficient on
parallel computers when they work on large vectors. Its parallel implementation
on the GPU cluster is carried out so that the GPUs execute the vector operations
as kernels and the CPUs execute the serial codes, supervise the kernel executions
and the data exchanges with the neighboring nodes\index{neighboring node}, and
supply the GPUs with data. Algorithm~\ref{ch13:alg:02} shows the main key points
of the parallel iterative algorithm (function $Solve()$ in Algorithm~\ref{ch13:alg:01}).
All the vector operations inside the main loop ({\bf repeat} ... {\bf until})
are executed by the GPU. We use the following functions of the CUBLAS library\index{CUBLAS}:
\begin{itemize}
\item \verb+cublasDaxpy()+ to compute the difference between the solution vectors $U^{p}$ and $U^{p+1}$ computed in two successive relaxations
$p$ and $p+1$ (line~$7$ in Algorithm~\ref{ch13:alg:02}),
\item \verb+cublasDnrm2()+ to perform the Euclidean norm (line~$8$), and
\item \verb+cublasDcpy()+ for the data copy of a vector to another one in the GPU memory (lines~$3$ and~$9$).
\end{itemize}

The dimensions of the grid and blocks of threads that execute a given kernel
depend on the resources of the GPU multiprocessor and the resource requirements
of the kernel. So, if $block$ defines the size of a thread block, which must
not exceed the maximum size of a thread block, then the number of thread blocks
in the grid, denoted by $grid$, can be computed according to the size of the
local subproblem as follows: \[grid = \frac{(NX\times ny\times nz)+block-1}{block}.\]
However, when solving very large problems, the size of the thread grid can exceed
the maximum number of thread blocks that can be executed on the GPUs (upto $65.535$
thread blocks), and thus, the kernel will fail to launch. Therefore, for each kernel,
we decompose the three-dimensional subproblem into $nz$ two-dimensional slices of size
($NX\times ny$), as is shown in Figure~\ref{ch13:fig:02}. All slices of the same kernel
are executed using a {\bf for} loop by $NX\times ny$ parallel threads organized in a
two-dimensional grid of two-dimensional thread blocks, as is shown in Listing~\ref{ch13:list:01}.
Each thread is in charge of $nz$ discretization points (one from each slice), accessed
in the GPU memory with a constant stride $(NX\times ny)$.

\begin{figure}
\centerline{\includegraphics[scale=0.30]{Chapters/chapter13/figures/splitGPU}}
\caption{Decomposition of a subproblem in a GPU into $nz$ slices.}
\label{ch13:fig:02}
\end{figure}

\begin{center}
\lstinputlisting[label=ch13:list:01,caption=skeleton codes of a GPU kernel and a CPU function]{Chapters/chapter13/ex1.cu}
\end{center}
The function $Determine\_Bordering\_Vector\_Elements()$ (line~$5$ in Algorithm~\ref{ch13:alg:02})
determines the values of the vector elements shared at the boundaries with neighboring computing
nodes. Its main operations are as follows:
\begin{enumerate}
\item define the values associated to the bordering points needed by the neighbors,
\item copy the values associated to the bordering points from the GPU to the CPU,
\item exchange the values associated to the bordering points between the neighboring CPUs, and
\item copy the received values associated to the bordering points from the CPU to the GPU.
\end{enumerate}
The first operation of this function is implemented as kernels to be performed by the GPU:
\begin{itemize}
\item a kernel executed by $NX\times nz$ threads to define the values associated to the bordering vector elements along the $y$-axis, and
\item a kernel executed by $NX\times ny$ threads to define the values associated to the bordering vector elements along the $z$-axis.  
\end{itemize}
As mentioned previously, we develop the \emph{synchronous} and \emph{asynchronous}
algorithms of the projected Richardson method. Obviously, in this scope, the
synchronous\index{synchronous iterations} or asynchronous\index{asynchronous iterations} communications
refer to the communications between the CPU cores (MPI processes) on the GPU cluster,
in order to exchange the vector elements associated to subdomain boundaries. For
the memory copies between a CPU core and its GPU, we use the synchronous communication
routines of the CUBLAS library\index{CUBLAS}: \verb+cublasSetVector()+ and \verb+cublasGetVector()+
in the synchronous algorithm and the asynchronous ones: \verb+cublasSetVectorAsync()+
and \verb+cublasGetVectorAsync()+ in the asynchronous algorithm. Moreover, we
use the communication routines of the MPI library to carry out the data exchanges
between the neighboring nodes. We use the following communication routines: \verb+MPI_Isend()+
and \verb+MPI_Irecv()+ to perform nonblocking\index{MPI!nonblocking}
sends and receives, respectively. For the synchronous algorithm, we use the MPI
routine \verb+MPI_Waitall()+ which puts the MPI process of a computing node in
blocking status until all data exchanges with neighboring nodes (sends and receives)
are completed. In contrast, for the asynchronous algorithms, we use the MPI routine
\verb+MPI_Test()+ which tests the completion of a data exchange (send or receives)
without putting the MPI process in blocking status\index{MPI!blocking}.   

The function $Compute\_New\_Vector\_Elements()$ (line~$6$ in Algorithm~\ref{ch13:alg:02})
computes, at each iteration, the new elements of the iterate vector $U$. Its general code
is presented in Listing~\ref{ch13:list:01} (CPU function). The iterations of the projected
Richardson method\index{iterative method!projected Richardson}, based on those of the Jacobi
method\index{iterative method!Jacobi}, are defined as follows: 
\begin{equation}
\begin{array}{ll}
u^{p+1}(x,y,z) =& \frac{1}{Center}(g(x,y,z) - (Center\cdot u^{p}(x,y,z) + \\
& West\cdot u^{p}(x-h,y,z) + East\cdot u^{p}(x+h,y,z) + \\
& South\cdot u^{p}(x,y-h,z) + North\cdot u^{p}(x,y+h,z) + \\
& Rear\cdot u^{p}(x,y,z-h) + Front\cdot u^{p}(x,y,z+h))),  
\end{array}
\label{ch13:eq:17}
\end{equation}
where $u^{p}(x,y,z)$ is an element of the iterate vector $U$ computed at the
iteration $p$ and $g(x,y,z)$ is a vector element of the right-hand side $G$.
The scalars $Center$, $West$, $East$, $South$, $North$, $Rear$, and $Front$
define constant coefficients of the block matrix $A$. Figure~\ref{ch13:fig:03}
shows the positions of these coefficients in a three-dimensional domain.  

\begin{figure}
\centerline{\includegraphics[scale=0.35]{Chapters/chapter13/figures/matrix}}
\caption{Matrix constant coefficients in a three-dimensional domain.}
\label{ch13:fig:03}
\end{figure}

The kernel implementations of the projected Richardson method on GPUs uses a
perfect fine-grain multithreading parallelism. Since the projected Richardson
algorithm is implemented as a fixed point method, each kernel is executed by
a large number of GPU threads such that each thread is in charge of the computation
of one element of the iterate vector $U$. Moreover, this method uses the vector
elements updates of the Jacobi method, which means that each thread $i$ computes
the new value of its element $u_{i}^{p+1}$ independently of the new values $u_{j}^{p+1}$,
where $j\neq i$, of those computed in parallel by other threads at the same iteration
$p+1$. Listing~\ref{ch13:list:02} shows the GPU implementations of the main kernels
of the projected Richardson method, which are: the matrix-vector multiplication
(\verb+MV_Multiplication()+) and the vector elements updates (\verb+Vector_Updates()+).
The codes of these kernels are based on that presented in Listing~\ref{ch13:list:01}.

\pagebreak
\lstinputlisting[label=ch13:list:02,caption=GPU kernels of the projected Richardson method]{Chapters/chapter13/ex2.cu}

\begin{figure}
\centerline{\includegraphics[scale=0.3]{Chapters/chapter13/figures/points3D}}
\caption{Computation of a vector element with the projected Richardson method.}
\label{ch13:fig:04}
\end{figure}

Each kernel is executed by $NX\times ny$ GPU threads so that $nz$ slices
of $(NX\times ny)$ vector elements are computed in a {\bf for} loop. In
this case, each thread is in charge of one vector element from each slice
(in total $nz$ vector elements along the $z$-axis). We can notice from the
formula~(\ref{ch13:eq:17}) that the computation of a vector element $u^{p+1}(x,y,z)$,
by a thread at iteration $p+1$, requires seven vector elements computed
at the previous iteration $p$: two vector elements in each dimension plus
the vector element at the intersection of the three axes $x$, $y$, and $z$
(see Figure~\ref{ch13:fig:04}). So, to reduce the memory accesses to the
high-latency global memory, the vector elements of the current slice can
be stored in the low-latency shared memories of thread blocks, as is described
in~\cite{ch13:ref9}. Nevertheless, the fact that the computation of a vector
element requires only two elements in each dimension does not allow us to maximize
the data reuse from the shared memories. The computation of a slice involves
in total $(bx+2)\times(by+2)$ accesses to the global memory per thread block,
to fill the required vector elements in the shared memory where $bx$ and $by$
are the dimensions of a thread block. Then, in order to optimize the memory
accesses on GPUs, the elements of the iterate vector $U$ are filled in the
cache texture memory (see~\cite{ch13:ref10}). In new GPU hardware and software as Fermi
or Kepler, the global memory accesses are always cached in L1 and L2 caches.
For example, for a given kernel, we can favor the use of the L1 cache to that
of the shared memory by using the function \verb+cudaFuncSetCacheConfig(Kernel,cudaFuncCachePreferL1)+.
So, the initial access to the global memory loads the vector elements required
by the threads of a block into the cache memory (texture or L1/L2 caches). Then,
all the following memory accesses read from this cache memory. In Listing~\ref{ch13:list:02},
the function \verb+fetch_double(v,i)+ is used to read from the texture memory
the $ith$ element of the double-precision vector \verb+v+ (see Listing~\ref{ch13:list:03}).
Moreover, the seven constant coefficients of matrix $A$ can be stored in the
constant memory but, since they are reused $nz$ times by each thread, it is more
efficient to fill them on the low-latency registers of each thread.    

\pagebreak
\lstinputlisting[label=ch13:list:03,caption=memory access to the cache texture memory]{Chapters/chapter13/ex3.cu}

The function $Convergence()$ (line~$11$ in Algorithm~\ref{ch13:alg:02}) allows us
to detect the convergence of the parallel iterative algorithm and is based on
the tolerance threshold\index{convergence!tolerance threshold} $\varepsilon$
and the maximum number of relaxations\index{convergence!maximum number of relaxations}
$MaxRelax$. We take into account the number of relaxations since that of iterations
cannot be computed in the asynchronous case. Indeed, a relaxation is the update~(\ref{ch13:eq:13})
of a local iterate vector $U_i$ according to $F_i$. Then, counting the number
of relaxations is possible in both synchronous and asynchronous cases. On the
other hand, an iteration is the update of at least all vector components with
$F_i$.

In the synchronous\index{synchronous iterations} algorithm, the global convergence is detected
when the maximal value of the absolute error, $error$, is sufficiently small and/or
the maximum number of relaxations, $MaxRelax$, is reached, as follows:
$$
\begin{array}{l}
error=\|U^{p}-U^{p+1}\|_{2}; \\
AllReduce(error,\hspace{0.1cm}maxerror,\hspace{0.1cm}MAX); \\
\text{if}((maxerror<\varepsilon)\hspace{0.2cm}\text{or}\hspace{0.2cm}(p\geq MaxRelax)) \\
conv \leftarrow true;
\end{array}
$$
where the function $AllReduce()$ uses the MPI global reduction subroutine\index{MPI!global}
\verb+MPI_Allreduce()+ to compute the maximal value, $maxerror$, among the local
absolute errors, $error$, of all computing nodes, and $p$ (in Algorithm~\ref{ch13:alg:02})
is used as a counter of the local relaxations carried out by a computing node. In
the asynchronous\index{asynchronous iterations} algorithms, the global convergence is detected
when all computing nodes locally converge. For this, we use a token ring architecture
around which a boolean token travels, in one direction, from a computing node to another.
Starting from node $0$, the boolean token is set to $true$ by node $i$ if the local
convergence is reached or to $false$ otherwise, and then, it is sent to node $i+1$.
Finally, the global convergence is detected when node $0$ receives from its neighbor
node $S-1$, in the ring architecture, a token set to $true$. In this case, node $0$
sends a stop message (end of parallel solving) to all computing nodes in the cluster.


%%--------------------------%%
%%       SECTION 5          %%
%%--------------------------%%
\section{Experimental tests on a GPU cluster}
\label{ch13:sec:05}
The GPU cluster\index{GPU!cluster} of tests that we used in this chapter is an $20GB/s$
Infiniband network of six machines. Each machine is a Quad-Core Xeon E5530 CPU running at
$2.4$GHz. It provides a RAM memory of $12$GB with a memory bandwidth of $25.6$GB/s and it
is equipped with two NVIDIA Tesla C1060 GPUs. A Tesla GPU contains in total $240$ cores
running at $1.3$GHz. It provides $4$GB of global memory with a memory bandwidth of $102$GB/s,
accessible by all its cores and also by the CPU through the PCI-Express 16x Gen 2.0 interface
with a throughput of $8$GB/s. Hence, the memory copy operations between the GPU and the CPU
are about $12$ times slower than those of the Tesla GPU memory. We have performed our simulations
on a cluster of $24$ CPU cores and on a cluster of $12$ GPUs. Figure~\ref{ch12:fig:04} describes
the components of the GPU cluster of tests.

Linux cluster version 2.6.39 OS is installed on CPUs. C programming language is used for
coding the parallel algorithms of the methods on both GPU cluster and CPU cluster. CUDA
version 4.0~\cite{ch13:ref12} is used for programming GPUs, using CUBLAS library~\cite{ch13:ref8}
to deal with vector operations in GPUs, and finally, MPI functions of OpenMPI 1.3.3 are
used to carry out the synchronous and asynchronous communications between CPU cores. Indeed,
in our experiments, a computing node is managed by one MPI process and it is composed of
one CPU core and one GPU card.
 
All experimental results of the parallel projected Richardson algorithms are obtained
from simulations made in double precision data. The obstacle problems to be solved are
defined in constant three-dimensional domain $\Omega\subset\mathbb{R}^{3}$. The numerical
values of the parameters of the obstacle problems are $\eta=0.2$, $c=1.1$, $f$ is computed
by formula~(\ref{ch13:eq:18}), and final time $T=0.02$. Moreover, three time steps ($NbSteps=3$)
are computed with $k=0.0066$. As the discretization matrix is constant along the time
steps, the convergence properties of the iterative algorithms do not change. Thus, the
performance characteristics obtained with three time steps will still be valid for more
time steps. The initial function $u(0,x,y,z)$ of the obstacle problem~(\ref{ch13:eq:01})
is set to $0$, with a constraint $u\geq\phi=0$. The relaxation parameter $\gamma$ used
by the projected Richardson method is computed automatically thanks to the diagonal entries
of the discretization matrix. The formula and its proof can be found in~\cite{ch13:ref11}.
The convergence tolerance threshold $\varepsilon$ is set to $1e$-$04$ and the
maximum number of relaxations is limited to $10^{6}$ relaxations. Finally, the number of
threads per block is set to $256$ threads, which gives, in general, good performances for
most GPU applications. We have performed some tests for the execution configurations and
have noticed that the best configuration of the $256$ threads per block is an organization
into two dimensions of sizes $(64,4)$. 

The performance measures that we took into account are the execution times and the number
of relaxations performed by the parallel iterative algorithms, both synchronous and asynchronous
versions, on the GPU and CPU clusters. These algorithms are used for solving nonlinear systems
derived from the discretization of obstacle problems of sizes $256^{3}$, $512^{3}$, $768^{3}$,
and $800^{3}$. In Table~\ref{ch13:tab:01} and Table~\ref{ch13:tab:02}, we show the performances
of the parallel synchronous and asynchronous algorithms of the projected Richardson method
implemented, respectively, on a cluster of $24$ CPU cores and on a cluster of $12$ GPUs. In
these tables, the execution time defines the time spent by the slowest computing node and the
number of relaxations is computed as the summation of those carried out by all computing nodes.

In the sixth column of Table~\ref{ch13:tab:01} and in the eighth column of Table~\ref{ch13:tab:02},
we give the gains in percentage obtained by using an asynchronous algorithm compared to a synchronous
one. We can notice that the asynchronous version on CPU and GPU clusters is slightly faster than
the synchronous one for both methods. Indeed, the cluster of tests is composed of local and homogeneous
nodes communicating via low-latency connections. So, in the case of distant and/or heterogeneous
nodes (or even with geographically distant clusters), the asynchronous version would be faster than
the synchronous one. However, the gains obtained on the GPU cluster are better than those obtained
on the CPU cluster. In fact, the computation times are reduced by accelerating the computations on
GPUs while the communication times remain unchanged.

\begin{table}
\centering
\begin{tabular}{|c|c|c|c|c|c|}
\hline
\multirow{2}{*}{\bf Pb. size} & \multicolumn{2}{c|}{\bf Synchronous} & \multicolumn{2}{c|}{\bf Asynchronous} & \multirow{2}{*}{\bf Gain\%} \\ \cline{2-5}

                              & $\mathbf{T_{cpu}}$ & {\bf \# Relax.}  & $\mathbf{T_{cpu}}$ & {\bf \# Relax.}  &  \\ \hline \hline

$256^{3}$                     & $575.22$           & $198,288$        & $539.25$          & $198,613$        & $6.25$ \\ \hline \hline

$512^{3}$                     & $19,250.25$        & $750,912$        & $18,237.14$       & $769,611$        & $5.26$ \\ \hline \hline 

$768^{3}$                     & $206,159.44$       & $1,635,264$      & $183,582.60$      & $1,577,004$      & $10.95$ \\ \hline \hline

$800^{3}$                     & $222,108.09$       & $1,769,232$      & $188,790.04$      & $1,701,735$      & $15.00$ \\ \hline
\end{tabular}
\vspace{0.5cm}
\caption{Execution times in seconds of the parallel projected Richardson method implemented on a cluster of 24 CPU cores.}
\label{ch13:tab:01}
\end{table}

\begin{table}
\centering
\begin{tabular}{|c|c|c|c|c|c|c|c|}
\hline
\multirow{2}{*}{\bf Pb. size} & \multicolumn{3}{c|}{\bf Synchronous}                 & \multicolumn{3}{c|}{\bf Asynchronous}                & \multirow{2}{*}{\bf Gain\%}  \\ \cline{2-7}

                             & $\mathbf{T_{gpu}}$ & {\bf \# Relax.}  & $\mathbf{\tau}$ & $\mathbf{T_{gpu}}$ & {\bf \# Relax.}  & $\mathbf{\tau}$ & \\  \hline \hline

$256^{3}$                    & $29.67$            & $100,692$       &  $19.39$        & $18.00$           & $94,215$         & $29.96$    & $39.33$ \\\hline \hline

$512^{3}$                    & $521.83$           & $381,300$       & $36.89$         & $425.15$          & $347,279$        & $42.89$     & $18.53$ \\\hline \hline 

$768^{3}$                    & $4,112.68$         & $831,144$        & $50.13$         & $3,313.87$        & $750,232$        & $55.40$    & $19.42$ \\ \hline \hline 

$800^{3}$                    & $3,950.87$         & $899,088$        & $56.22$         & $3,636.57$        & $834,900$        & $51.91$     & $7.95$ \\ \hline 
\end{tabular}
\vspace{0.5cm}
\caption{Execution times in seconds of the parallel projected Richardson method implemented on a cluster of 12 GPUs.}
\label{ch13:tab:02}
\end{table}

The fourth and seventh columns of Table~\ref{ch13:tab:02} show the relative gains
obtained by executing the parallel algorithms on the cluster of $12$ GPUs instead
on the cluster of $24$ CPU cores. We compute the relative gain\index{relative gain}
$\tau$ as a ratio between the execution time $T_{cpu}$ spent on the CPU cluster over
that $T_{gpu}$ spent on the GPU cluster: \[\tau=\frac{T_{cpu}}{T_{gpu}}.\] We can see
from these ratios that solving large obstacle problems is faster on the GPU cluster
than on the CPU cluster. Indeed, the GPUs are more efficient than their counterpart
CPUs at executing large data-parallel operations. In addition, the projected Richardson
method is implemented as a fixed point based iteration and uses the Jacobi vector updates
that allow a well-suited thread-parallelization on GPUs, such that each GPU thread is in charge
of one vector component at a time without being dependent on other vector components
computed by other threads. Then, this allows us to exploit at best the high performance
computing of the GPUs by using all the GPU resources and avoiding the idle cores.

Finally, the number of relaxations performed by the parallel synchronous algorithm
is different in the CPU and GPU versions, because the number of computing nodes involved
in the GPU cluster and in the CPU cluster is different. In the CPU case, $24$ computing
nodes ($24$ CPU cores) are considered, whereas in the GPU case, $12$ computing nodes
($12$ GPUs) are considered. As the number of relaxations depends on the domain decomposition,
consequently it also depends on the number of computing nodes.



%%--------------------------%%
%%       SECTION 6          %%
%%--------------------------%%
\section{Red-black ordering technique}
\label{ch13:sec:06}
As is wellknown, the Jacobi method\index{iterative method!Jacobi} is characterized
by a slow convergence\index{convergence} rate compared to some iterative methods\index{iterative method}
(for example, Gauss-Seidel method\index{iterative method!Gauss-Seidel}). So, in this
section, we present some solutions to reduce the execution time and the number of
relaxations and, more specifically, to speed up the convergence of the parallel
projected Richardson method on the GPU cluster. We propose to use the point red-black
ordering technique\index{iterative method!red-black ordering} to accelerate the
convergence. This technique is often used to increase the parallelism of iterative
methods for solving linear systems~\cite{ch13:ref13,ch13:ref14,ch13:ref15}. We
apply it to the projected Richardson method as a compromise between the Jacobi
and Gauss-Seidel iterative methods. 

The general principle of the red-black technique is as follows. Let $t$ be the
summation of the integer $x$-, $y$-, and $z$-coordinates of a vector element $u(x,y,z)$
on a three-dimensional domain: $t=x+y+z$. As is shown in Figure~\ref{ch13:fig:06.01},
the red-black ordering technique consists of the parallel computing of the red
vector elements having even value $t$ by using the values of the black ones, then
the parallel computing of the black vector elements having odd values $t$ by using
the new values of the red ones.

This technique can be implemented on the GPU in two different manners:
\begin{itemize}
\item among all launched threads ($NX\times ny$ threads), only one thread out of two computes its red or black vector element at a time or
\item all launched threads (on average half of $NX\times ny$ threads) compute the red vector elements first, and then the black ones.
\end{itemize}
However, in both solutions, for each memory transaction, only half of the memory
segment addressed by a half-warp is used. So, the computation of the red and black
vector elements leads to using twice the initial number of memory transactions. Then,
we apply the point red-black ordering\index{iterative method!red-black ordering}
accordingly to the $y$-coordinate, as is shown in Figure~\ref{ch13:fig:06.02}. In
this case, the vector elements having even $y$-coordinate are computed in parallel
using the values of those having odd $y$-coordinate and then viceversa. Moreover,
in the GPU implementation of the parallel projected Richardson method (Section~\ref{ch13:sec:04}),
we have shown that a subproblem of size $(NX\times ny\times nz)$ is decomposed into
$nz$ grids of size $(NX\times ny)$. Then, each kernel is executed in parallel by
$NX\times ny$ GPU threads, so that each thread is in charge of $nz$ vector elements
along the $z$-axis (one vector element in each grid of the subproblem). So, we propose
to use the new values of the vector elements computed in grid $i$ to compute those
of the vector elements in grid $i+1$. Listing~\ref{ch13:list:04} describes the kernel
of the matrix-vector multiplication and the kernel of the vector elements updates of
the parallel projected Richardson method using the red-black ordering technique.

\begin{figure}
\centering
  \mbox{\subfigure[Red-black ordering on x, y, and z axises]{\includegraphics[width=2.3in]{Chapters/chapter13/figures/rouge-noir_clair}\label{ch13:fig:06.01}}\quad
        \subfigure[Red-black ordering on y axis]{\includegraphics[width=2.3in]{Chapters/chapter13/figures/rouge-noir-y_clair}\label{ch13:fig:06.02}}}
\caption{Red-black ordering for computing the iterate vector elements in a three-dimensional space.}
\end{figure}

\pagebreak
\lstinputlisting[label=ch13:list:04,caption=GPU kernels of the projected Richardson method using the red-black technique]{Chapters/chapter13/ex4.cu}

Finally, we exploit the concurrent executions between the host functions and the GPU
kernels provided by the GPU hardware and software. In fact, the kernel launches are
asynchronous (when this environment variable is not disabled on the GPUs), such that
the control is returned to the host (MPI process) before the GPU has completed the
requested task (kernel)~\cite{ch13:ref12}. Therefore, all the kernels necessary to
update the local vector elements, $u(x,y,z)$ where $0<y<(ny-1)$ and $0<z<(nz-1)$,
are executed first. Then, the values associated to the bordering vector elements
are exchanged between the neighbors. Finally, the values of the vector elements
associated to the bordering vector elements are updated. In this case, the computation
of the local vector elements is performed concurrently with the data exchanges between
neighboring CPUs and this in both synchronous and asynchronous cases.

In Table~\ref{ch13:tab:03}, we report the execution times and the number of relaxations
performed on a cluster of $12$ GPUs by the parallel projected Richardson algorithms; it
can be noted that the performances of the projected Richardson algorithm are improved by using the
point red-black ordering. We compare the performances of the parallel projected Richardson
method with and without this later ordering (Tables~\ref{ch13:tab:02} and~\ref{ch13:tab:03}).
We can notice that both parallel synchronous and asynchronous algorithms are faster when
they use the red-black ordering. Indeed, we can see in Table~\ref{ch13:tab:03} that the
execution times of these algorithms are reduced, on average, by $32\%$ compared to those
shown in Table~\ref{ch13:tab:02}.

\begin{table}[!h]
\centering
\begin{tabular}{|c|c|c|c|c|c|}
\hline
\multirow{2}{*}{\bf Pb. size} & \multicolumn{2}{c|}{\bf Synchronous} & \multicolumn{2}{c|}{\bf Asynchronous} & \multirow{2}{*}{\bf Gain\%}  \\ \cline{2-5}

                              & $\mathbf{T_{gpu}}$ & {\bf \# Relax.}   & $\mathbf{T_{gpu}}$ & {\bf \# Relax.}   &           \\  \hline \hline

$256^{3}$                     & $18.37$            & $71,988$         & $12.58$           & $67,638$         & $31.52$  \\ \hline \hline

$512^{3}$                     & $349.23$           & $271,188$        & $289.41$          & $246,036$        & $17.13$ \\ \hline \hline 

$768^{3}$                     & $2,773.65$         & $590,652$        & $2,222.22$        & $532,806$        & $19.88$ \\ \hline \hline 

$800^{3}$                     & $2,748.23$         & $638,916$        & $2,502.61$        & $592,525$        & $8.92$ \\ \hline 
\end{tabular}
\vspace{0.5cm}
\caption{Execution times in seconds of the parallel projected Richardson method using red-black ordering technique implemented on a cluster of 12 GPUs.}
\label{ch13:tab:03}
\end{table}

\begin{figure}
\centerline{\includegraphics[scale=0.7]{Chapters/chapter13/figures/scale}}
\caption{Weak scaling of both synchronous and asynchronous algorithms of the projected Richardson method using red-black ordering technique.}
\label{ch13:fig:07}
\end{figure}

In Figure~\ref{ch13:fig:07}, we study the ratio between the computation time and
the communication time of the parallel projected Richardson algorithms on a GPU
cluster. The experimental tests are carried out on a cluster composed of one to
ten Tesla GPUs. We have focused on the weak scaling of both parallel, synchronous
and asynchronous, algorithms using the red-black ordering technique. For this, we
have fixed the size of a subproblem to $256^{3}$ per computing node (a CPU core
and a GPU). Then, Figure~\ref{ch13:fig:07} shows the number of relaxations performed,
on average, per second by a computing node. We can see from this figure that the
efficiency of the asynchronous algorithm is almost stable, while that of the synchronous
algorithm decreases (down to $81\%$ in this example) with the increase in the
number of computing nodes on the cluster. This is due to the fact that the ratio
between the time of the computation over that of the communication is reduced when
the computations are performed on GPUs. Indeed, GPUs compute faster than CPUs and
communications are more time-consuming. In this context, asynchronous algorithms
are more scalable than synchronous ones. So, with large scale GPU clusters, synchronous\index{synchronous iterations}
algorithms might be more penalized by communications, as can be deduced from Figure~\ref{ch13:fig:07}.
That is why we think that asynchronous\index{asynchronous iterations} iterative algorithms
are all the more interesting in this case.


%%--------------------------%%
%%       SECTION 7          %%
%%--------------------------%%
\section{Conclusion}
\label{ch13:sec:07}
Our main contribution, in this chapter, is the parallel implementation of an asynchronous
iterative method on GPU clusters for solving large scale nonlinear systems derived from the
spatial discretization of three-dimensional obstacle problems. For this, we have implemented
both synchronous and asynchronous algorithms of the Richardson iterative method using a projection
on a convex set. Indeed, this method uses point-based iterations of the Jacobi method that
are very easy to parallelize on parallel computers. We have shown that its adapted parallel
algorithms to GPU architectures allow us to exploit at best the computing power of the GPUs and
to accelerate the resolution of large nonlinear systems. Consequently, the experimental results
have shown that solving nonlinear systems of large obstacle problems with this method is about
fifty times faster on a cluster of $12$ GPUs than on a cluster of $24$ CPU cores. Moreover,
we have applied to this projected Richardson method the red-black ordering technique which
allows it to improve its convergence rate. Thus, the execution times of both parallel algorithms
performed on the cluster of $12$ GPUs are reduced on average of $32\%$.

Afterwards, the experiments have shown that the asynchronous version is slightly more efficient
than the synchronous one. In fact, the computations are accelerated by using GPUs while the communication
times are still unchanged. In addition, we have studied the weak-scaling in the synchronous and asynchronous
cases, which has confirmed that the ratio between the computations and the communications are reduced
when using a cluster of GPUs. We highlight that asynchronous iterative algorithms are more scalable
than synchronous ones. Therefore, we can conclude that asynchronous iterations are well suited to
tackle scalability issues on GPU clusters.

In future works, we plan to perform experiments on large scale GPU clusters and on geographically
distant GPU clusters, because we expect that asynchronous versions would be faster and more scalable
on such architectures. Furthermore, we want to study the performance behavior and the scalability of
other numerical algorithms which support, if possible, the model of asynchronous iterations.

\putbib[Chapters/chapter13/biblio13]