%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %% %% %% CHAPTER 12 %% %% %% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \chapterauthor{}{} \chapter{Solving sparse linear systems with GMRES and CG methods on GPU clusters} %%--------------------------%% %% SECTION 1 %% %%--------------------------%% \section{Introduction} \label{sec:01} The sparse linear systems are used to model many scientific and industrial problems, such as the environmental simulations or the industrial processing of the complex or non-Newtonian fluids. Moreover, the resolution of these problems often involves the solving of such linear systems which is considered as the most expensive process in terms of time execution and memory space. Therefore, solving sparse linear systems must be as efficient as possible in order to deal with problems of ever increasing size. There are, in the jargon of numerical analysis, different methods of solving sparse linear systems that we can classify in two classes: the direct and iterative methods. However, the iterative methods are often more suitable than their counterpart, direct methods, for solving large sparse linear systems. Indeed, they are less memory consuming and easier to parallelize on parallel computers than direct methods. Different computing platforms, sequential and parallel computers, are used for solving sparse linear systems with iterative solutions. Nowadays, graphics processing units (GPUs) have become attractive for solving these linear systems, due to their computing power and their ability to compute faster than traditional CPUs. In Section~\ref{sec:02}, we describe the general principle of two well-known iterative methods: the conjugate gradient method and the generalized minimal residual method. In Section~\ref{sec:03}, we give the main key points of the parallel implementation of both methods on a cluster of GPUs. Then, in Section~\ref{sec:04}, we present the experimental results obtained on a CPU cluster and on a GPU cluster, for solving sparse linear systems associated to matrices of different structures. Finally, in Section~\ref{sec:05}, we apply the hypergraph partitioning technique to reduce the total communication volume between the computing nodes and, thus, to improve the execution times of the parallel algorithms of both iterative methods. %%--------------------------%% %% SECTION 2 %% %%--------------------------%% \section{Krylov iterative methods} \label{sec:02} Let us consider the following system of $n$ linear equations in $\mathbb{R}$: \begin{equation} Ax=b, \label{eq:01} \end{equation} where $A\in\mathbb{R}^{n\times n}$ is a sparse nonsingular square matrix, $x\in\mathbb{R}^{n}$ is the solution vector, $b\in\mathbb{R}^{n}$ is the right-hand side and $n\in\mathbb{N}$ is a large integer number. The iterative methods for solving the large sparse linear system~(\ref{eq:01}) proceed by successive iterations of a same block of elementary operations, during which an infinite number of approximate solutions $\{x_k\}_{k\geq 0}$ are computed. Indeed, from an initial guess $x_0$, an iterative method determines at each iteration $k>0$ an approximate solution $x_k$ which, gradually, converges to the exact solution $x^{*}$ as follows: \begin{equation} x^{*}=\lim\limits_{k\to\infty}x_{k}=A^{-1}b. \label{eq:02} \end{equation} The number of iterations necessary to reach the exact solution $x^{*}$ is not known beforehand and can be infinite. In practice, an iterative method often finds an approximate solution $\tilde{x}$ after a fixed number of iterations and/or when a given convergence criterion is satisfied as follows: \begin{equation} \|b-A\tilde{x}\| < \varepsilon, \label{eq:03} \end{equation} where $\varepsilon<1$ is the required convergence tolerance threshold. Some of the most iterative methods that have proven their efficiency for solving large sparse linear systems are those called \textit{Krylov sub-space methods}~\cite{ref1}. In the present chapter, we describe two Krylov methods which are widely used: the conjugate gradient method (CG) and the generalized minimal residual method (GMRES). In practice, the Krylov sub-space methods are usually used with preconditioners that allow to improve their convergence. So, in what follows, the CG and GMRES methods are used for solving the left-preconditioned sparse linear system: \begin{equation} M^{-1}Ax=M^{-1}b, \label{eq:11} \end{equation} where $M$ is the preconditioning matrix. %%****************%% %%****************%% \subsection{CG method} \label{sec:02.01} The conjugate gradient method is initially developed by Hestenes and Stiefel in 1952~\cite{ref2}. It is one of the well known iterative method for solving large sparse linear systems. In addition, it can be adapted for solving nonlinear equations and optimization problems. However, it can only be applied to problems with positive definite symmetric matrices. The main idea of the CG method is the computation of a sequence of approximate solutions $\{x_k\}_{k\geq 0}$ in a Krylov sub-space of order $k$ as follows: \begin{equation} x_k \in x_0 + \mathcal{K}_k(A,r_0), \label{eq:04} \end{equation} such that the Galerkin condition must be satisfied: \begin{equation} r_k \bot \mathcal{K}_k(A,r_0), \label{eq:05} \end{equation} where $x_0$ is the initial guess, $r_k=b-Ax_k$ is the residual of the computed solution $x_k$ and $\mathcal{K}_k$ the Krylov sub-space of order $k$: \[\mathcal{K}_k(A,r_0) \equiv\text{span}\{r_0, Ar_0, A^2r_0,\ldots, A^{k-1}r_0\}.\] In fact, CG is based on the construction of a sequence $\{p_k\}_{k\in\mathbb{N}}$ of direction vectors in $\mathcal{K}_k$ which are pairwise $A$-conjugate ($A$-orthogonal): \begin{equation} \begin{array}{ll} p_i^T A p_j = 0, & i\neq j. \end{array} \label{eq:06} \end{equation} At each iteration $k$, an approximate solution $x_k$ is computed by recurrence as follows: \begin{equation} \begin{array}{ll} x_k = x_{k-1} + \alpha_k p_k, & \alpha_k\in\mathbb{R}. \end{array} \label{eq:07} \end{equation} Consequently, the residuals $r_k$ are computed in the same way: \begin{equation} r_k = r_{k-1} - \alpha_k A p_k. \label{eq:08} \end{equation} In the case where all residuals are nonzero, the direction vectors $p_k$ can be determined so that the following recurrence holds: \begin{equation} \begin{array}{lll} p_0=r_0, & p_k=r_k+\beta_k p_{k-1}, & \beta_k\in\mathbb{R}. \end{array} \label{eq:09} \end{equation} Moreover, the scalars $\{\alpha_k\}_{k>0}$ are chosen so as to minimize the $A$-norm error $\|x^{*}-x_k\|_A$ over the Krylov sub-space $\mathcal{K}_{k}$ and the scalars $\{\beta_k\}_{k>0}$ are chosen so as to ensure that the direction vectors are pairwise $A$-conjugate. So, the assumption that matrix $A$ is symmetric and the recurrences~(\ref{eq:08}) and~(\ref{eq:09}) allow to deduce that: \begin{equation} \begin{array}{ll} \alpha_{k}=\frac{r^{T}_{k-1}r_{k-1}}{p_{k}^{T}Ap_{k}}, & \beta_{k}=\frac{r_{k}^{T}r_{k}}{r_{k-1}^{T}r_{k-1}}. \end{array} \label{eq:10} \end{equation} Algorithm~\ref{alg:01} shows the main key points of the preconditioned CG method. It allows to solve the left-preconditioned sparse linear system~(\ref{eq:11}). In this algorithm, $\varepsilon$ is the convergence tolerance threshold, $maxiter$ is the maximum number of iterations and $(\cdot,\cdot)$ defines the dot product between two vectors in $\mathbb{R}^{n}$. At every iteration, a direction vector $p_k$ is determined, so that it is orthogonal to the preconditioned residual $z_k$ and to the direction vectors $\{p_i\}_{i0}$ in a Krylov sub-space $\mathcal{K}_k$ as follows: \begin{equation} \begin{array}{ll} x_k \in x_0 + \mathcal{K}_k(A, v_1),& v_1=\frac{r_0}{\|r_0\|_2}, \end{array} \label{eq:12} \end{equation} so that the Petrov-Galerkin condition is satisfied: \begin{equation} \begin{array}{ll} r_k \bot A \mathcal{K}_k(A, v_1). \end{array} \label{eq:13} \end{equation} GMRES uses the Arnoldi process~\cite{ref5} to construct an orthonormal basis $V_k$ for the Krylov sub-space $\mathcal{K}_k$ and an upper Hessenberg matrix $\bar{H}_k$ of order $(k+1)\times k$: \begin{equation} \begin{array}{ll} V_k = \{v_1, v_2,\ldots,v_k\}, & \forall k>1, v_k=A^{k-1}v_1, \end{array} \label{eq:14} \end{equation} and \begin{equation} V_k A = V_{k+1} \bar{H}_k. \label{eq:15} \end{equation} Then, at each iteration $k$, an approximate solution $x_k$ is computed in the Krylov sub-space $\mathcal{K}_k$ spanned by $V_k$ as follows: \begin{equation} \begin{array}{ll} x_k = x_0 + V_k y, & y\in\mathbb{R}^{k}. \end{array} \label{eq:16} \end{equation} From both formulas~(\ref{eq:15}) and~(\ref{eq:16}) and $r_k=b-Ax_k$, we can deduce that: \begin{equation} \begin{array}{lll} r_{k} & = & b - A (x_{0} + V_{k}y) \\ & = & r_{0} - AV_{k}y \\ & = & \beta v_{1} - V_{k+1}\bar{H}_{k}y \\ & = & V_{k+1}(\beta e_{1} - \bar{H}_{k}y), \end{array} \label{eq:17} \end{equation} such that $\beta=\|r_0\|_2$ and $e_1=(1,0,\cdots,0)$ is the first vector of the canonical basis of $\mathbb{R}^k$. So, the vector $y$ is chosen in $\mathbb{R}^k$ so as to minimize at best the Euclidean norm of the residual $r_k$. Consequently, a linear least-squares problem of size $k$ is solved: \begin{equation} \underset{y\in\mathbb{R}^{k}}{min}\|r_{k}\|_{2}=\underset{y\in\mathbb{R}^{k}}{min}\|\beta e_{1}-\bar{H}_{k}y\|_{2}. \label{eq:18} \end{equation} The QR factorization of matrix $\bar{H}_k$ is used to compute the solution of this problem by using Givens rotations~\cite{ref1,ref3}, such that: \begin{equation} \begin{array}{lll} \bar{H}_{k}=Q_{k}R_{k}, & Q_{k}\in\mathbb{R}^{(k+1)\times (k+1)}, & R_{k}\in\mathbb{R}^{(k+1)\times k}, \end{array} \label{eq:19} \end{equation} where $Q_kQ_k^T=I_k$ and $R_k$ is an upper triangular matrix. The GMRES method computes an approximate solution with a sufficient precision after, at most, $n$ iterations ($n$ is the size of the sparse linear system to be solved). However, the GMRES algorithm must construct and store in the memory an orthonormal basis $V_k$ whose size is proportional to the number of iterations required to achieve the convergence. Then, to avoid a huge memory storage, the GMRES method must be restarted at each $m$ iterations, such that $m$ is very small ($m\ll n$), and with $x_m$ as the initial guess to the next iteration. This allows to limit the size of the basis $V$ to $m$ orthogonal vectors. Algorithm~\ref{alg:02} shows the main key points of the GMRES method with restarts. It solves the left-preconditioned sparse linear system~(\ref{eq:11}), such that $M$ is the preconditioning matrix. At each iteration $k$, GMRES uses the Arnoldi process (defined from line~$7$ to line~$17$) to construct a basis $V_m$ of $m$ orthogonal vectors and an upper Hessenberg matrix $\bar{H}_m$ of size $(m+1)\times m$. Then, it solves the linear least-squares problem of size $m$ to find the vector $y\in\mathbb{R}^{m}$ which minimizes at best the residual norm (line~$18$). Finally, it computes an approximate solution $x_m$ in the Krylov sub-space spanned by $V_m$ (line~$19$). The GMRES algorithm is stopped when the residual norm is sufficiently small ($\|r_m\|_2<\varepsilon$) and/or the maximum number of iterations ($maxiter$) is reached. \begin{algorithm} \SetLine \linesnumbered Choose an initial guess $x_0$\; $convergence$ = false\; $k = 1$\; $r_{0} = M^{-1}(b-Ax_{0})$\; $\beta = \|r_{0}\|_{2}$\; \While{$\neg convergence$}{ $v_{1} = r_{0}/\beta$\; \For{$j=1$ \KwTo $m$}{ $w_{j} = M^{-1}Av_{j}$\; \For{$i=1$ \KwTo $j$}{ $h_{i,j} = (w_{j},v_{i})$\; $w_{j} = w_{j}-h_{i,j}v_{i}$\; } $h_{j+1,j} = \|w_{j}\|_{2}$\; $v_{j+1} = w_{j}/h_{j+1,j}$\; } Set $V_{m}=\{v_{j}\}_{1\leq j \leq m}$ and $\bar{H}_{m}=(h_{i,j})$ a $(m+1)\times m$ upper Hessenberg matrix\; Solve a least-squares problem of size $m$: $min_{y\in\mathrm{I\!R}^{m}}\|\beta e_{1}-\bar{H}_{m}y\|_{2}$\; $x_{m} = x_{0}+V_{m}y_{m}$\; $r_{m} = M^{-1}(b-Ax_{m})$\; $\beta = \|r_{m}\|_{2}$\; \eIf{ $(\beta<\varepsilon)$ {\bf or} $(k\geq maxiter)$}{ $convergence$ = true\; }{ $x_{0} = x_{m}$\; $r_{0} = r_{m}$\; $k = k + 1$\; } } \caption{Left-preconditioned GMRES method with restarts} \label{alg:02} \end{algorithm} %%--------------------------%% %% SECTION 3 %% %%--------------------------%% \section{Parallel implementation on a GPU cluster} \label{sec:03} In this section, we present the parallel algorithms of both iterative CG and GMRES methods for GPU clusters. The implementation is performed on a GPU cluster composed of different computing nodes, such that each node is a CPU core managed by a MPI process and equipped with a GPU card. The parallelization of these algorithms is carried out by using the MPI communication routines between the GPU computing nodes and the CUDA programming environment inside each node. In what follows, the algorithms of the iterative methods are called iterative solvers. %%****************%% %%****************%% \subsection{Data partitioning} \label{sec:03.01} The parallel solving of the large sparse linear system~(\ref{eq:11}) requires a data partitioning between the computing nodes of the GPU cluster. Let $p$ denotes the number of the computing nodes on the GPU cluster. The partitioning operation consists in the decomposition of the vectors and matrices, involved in the iterative solver, in $p$ portions. Indeed, this operation allows to assign to each computing node $i$: \begin{itemize*} \item a portion of size $\frac{n}{p}$ elements of each vector, \item a sparse rectangular sub-matrix $A_i$ of size $(n,\frac{n}{p})$ and, \item a square preconditioning sub-matrix $M_i$ of size $(\frac{n}{p},\frac{n}{p})$, \end{itemize*} where $n$ is the size of the sparse linear system to be solved. In the first instance, we perform a naive row-wise partitioning (decomposition row-by-row) on the data of the sparse linear systems to be solved. Figure~\ref{fig:01} shows an example of a row-wise data partitioning between four computing nodes of a sparse linear system (sparse matrix $A$, solution vector $x$ and right-hand side $b$) of size $16$ unknown values. \begin{figure} \centerline{\includegraphics[scale=0.35]{Chapters/chapter12/figures/partition}} \caption{A data partitioning of the sparse matrix $A$, the solution vector $x$ and the right-hand side $b$ into four portions.} \label{fig:01} \end{figure} %%****************%% %%****************%% \subsection{GPU computing} \label{sec:03.02} After the partitioning operation, all the data involved from this operation must be transferred from the CPU memories to the GPU memories, in order to be processed by GPUs. We use two functions of the CUBLAS library (CUDA Basic Linear Algebra Subroutines), developed by Nvidia~\cite{ref6}: \verb+cublasAlloc()+ for the memory allocations on GPUs and \verb+cublasSetVector()+ for the memory copies from the CPUs to the GPUs. An efficient implementation of CG and GMRES solvers on a GPU cluster requires to determine all parts of their codes that can be executed in parallel and, thus, take advantage of the GPU acceleration. As many Krylov sub-space methods, the CG and GMRES methods are mainly based on arithmetic operations dealing with vectors or matrices: sparse matrix-vector multiplications, scalar-vector multiplications, dot products, Euclidean norms, AXPY operations ($y\leftarrow ax+y$ where $x$ and $y$ are vectors and $a$ is a scalar) and so on. These vector operations are often easy to parallelize and they are more efficient on parallel computers when they work on large vectors. Therefore, all the vector operations used in CG and GMRES solvers must be executed by the GPUs as kernels. We use the kernels of the CUBLAS library to compute some vector operations of CG and GMRES solvers. The following kernels of CUBLAS (dealing with double floating point) are used: \verb+cublasDdot()+ for the dot products, \verb+cublasDnrm2()+ for the Euclidean norms and \verb+cublasDaxpy()+ for the AXPY operations. For the rest of the data-parallel operations, we code their kernels in CUDA. In the CG solver, we develop a kernel for the XPAY operation ($y\leftarrow x+ay$) used at line~$12$ in Algorithm~\ref{alg:01}. In the GMRES solver, we program a kernel for the scalar-vector multiplication (lines~$7$ and~$15$ in Algorithm~\ref{alg:02}), a kernel for solving the least-squares problem and a kernel for the elements updates of the solution vector $x$. The least-squares problem in the GMRES method is solved by performing a QR factorization on the Hessenberg matrix $\bar{H}_m$ with plane rotations and, then, solving the triangular system by backward substitutions to compute $y$. Consequently, solving the least-squares problem on the GPU is not interesting. Indeed, the triangular solves are not easy to parallelize and inefficient on GPUs. However, the least-squares problem to solve in the GMRES method with restarts has, generally, a very small size $m$. Therefore, we develop an inexpensive kernel which must be executed in sequential by a single CUDA thread. The most important operation in CG and GMRES methods is the sparse matrix-vector multiplication (SpMV), because it is often an expensive operation in terms of execution time and memory space. Moreover, it requires to take care of the storage format of the sparse matrix in the memory. Indeed, the naive storage, row-by-row or column-by-column, of a sparse matrix can cause a significant waste of memory space and execution time. In addition, the sparsity nature of the matrix often leads to irregular memory accesses to read the matrix nonzero values. So, the computation of the SpMV multiplication on GPUs can involve non coalesced accesses to the global memory, which slows down even more its performances. One of the most efficient compressed storage formats of sparse matrices on GPUs is HYB format~\cite{ref7}. It is a combination of ELLpack (ELL) and Coordinate (COO) formats. Indeed, it stores a typical number of nonzero values per row in ELL format and remaining entries of exceptional rows in COO format. It combines the efficiency of ELL due to the regularity of its memory accesses and the flexibility of COO which is insensitive to the matrix structure. Consequently, we use the HYB kernel~\cite{ref8} developed by Nvidia to implement the SpMV multiplication of CG and GMRES methods on GPUs. Moreover, to avoid the non coalesced accesses to the high-latency global memory, we fill the elements of the iterate vector $x$ in the cached texture memory. %%****************%% %%****************%% \subsection{Data communications} \label{sec:03.03} All the computing nodes of the GPU cluster execute in parallel the same iterative solver (Algorithm~\ref{alg:01} or Algorithm~\ref{alg:02}) adapted to GPUs, but on their own portions of the sparse linear system: $M^{-1}_iA_ix_i=M^{-1}_ib_i$, $0\leq i