%\item efficient and scalable iterative methods for solution of high-order numerical methods and strategies for efficient implementations on desktop architectures.
%\end{itemize}
+\clearpage
\section{Software development for heterogeneous architectures}
%Our library facilitates massively parallelization through GPU computing and contains components for various iterative strategies such as DC, CG, CGNR, BiCGSTAB and GMRES(m) for solution of large linear systems along with support for preconditioning strategies. The goal is to create a reusable library and framework which provide general components with performance similar to that of a dedicated solver. Preliminary results show that performance overhead can be kept minimal in this new software framework [8].
Massively parallel processors, such as graphical processing units (GPUs), have in recent years proven to be effective for a vast amount of scientific applications. Today, most desktop computers are equipped with one or more powerful GPUs, offering heterogeneous high-performance computing to a broad range of scientific researchers and software developers. Though GPUs are now programmable and can be highly effective computing units, they still pose challenges for software developers to fully utilize their efficiency. Sequential legacy codes are not always easily parallelized, and the time spent on conversion might not pay off in the end. This is particular true for heterogenous computers, where the architectural differences between the main and coprocessor can be so significant that they require completely different optimization strategies. The cache hierarchy management of CPUs and GPUs are an evident example hereof. In the past, industrial companies were able to boost application performance solely by upgrading their hardware systems, with an overt balance between investment and performance speedup. Today, the picture is different; not only do they have to invest in new hardware, but they also must account for the adaption and training of their software developers. What traditionally used to be a hardware problem, addressed by the chip manufacturers, has now become a software problem for application developers.
-Software libraries\index{software library}\index{library|see{software library}} can be a tremendous help for developers as they make it easier to implement an application, without requiring special knowledge of the underlying computer architecture and hardware. A library may be referred to as \emph{opaque} when it automatically utilize the available resources, without requiring specific details from the developer\cite{ch5:Asanovic:EECS-2006-183}. The ultimate goal for a successful library is to simplify the process of writing new software and thus to increase developer productivity. Since programmable heterogeneous CPU/GPU systems are a rather new phenomenon, there is yet a limited number of established software libraries that take full advantage of such heterogeneous high performance systems, and there are no de facto design standards for such systems either. Some existing libraries for conventional homogeneous systems have already added support for offloading computationally intense operations onto coprocessing GPUs. However, this approach comes at the cost of frequent memory transfers across the low bandwidth PCIe bus.
+Software libraries\index{software library}\index{library|see{software library}} can be a tremendous help for developers as they make it easier to implement an application, without requiring special knowledge of the underlying computer architecture and hardware. A library may be referred to as \emph{opaque} when it automatically utilizes the available resources, without requiring specific details from the developer\cite{ch5:Asanovic:EECS-2006-183}. The ultimate goal for a successful library is to simplify the process of writing new software and thus to increase developer productivity. Since programmable heterogeneous CPU/GPU systems are a rather new phenomenon, there is a limited number of established software libraries that take full advantage of such heterogeneous high performance systems, and there are no de facto design standards for such systems either. Some existing libraries for conventional homogeneous systems have already added support for offloading computationally intense operations onto coprocessing GPUs. However, this approach comes at the cost of frequent memory transfers across the low bandwidth PCIe bus.
In this chapter, we focus on the use of a software library to help application developers achieve their goals without spending an immense amount of time on optimization details, while still offering close-to-optimal performance. A good library provides performance-portable implementations with intuitive interfaces, that hide the complexity of underlaying hardware optimizations. Unfortunately, opaqueness sometimes comes at a price, as one does not necessarily get the best performance when the architectural details are not \emph{visible} to the programmer~\cite{ch5:Asanovic:EECS-2006-183}. If, however, the library is flexible enough and permits developers to supply their own low-level implementations as well, this does not need to be an issue. These are some of the considerations library developers should take into account, and what we will try to address in this chapter.
\end{align}
where $q$ is the order of the derivative, $c_n$ is a set of finite difference coefficients, and $\alpha$ plus $\beta$ define the number of coefficients that are used for the approximation. The total set of contributing elements is called the stencil,\index{stencil} and the size of the stencil is called the rank, given as $\alpha + \beta + 1$. The stencil coefficients $c_n$ can be derived from a Taylor expansion based on the values of $\alpha$ and $\beta$, and $q$, using the method of undetermined coefficients~\cite{ch5:LeVeque2007}.
An example of a three-point finite difference matrix that approximates the first ($q=1$) or second ($q=2$) derivative of a one-dimensional uniformly distributed vector $u$ of length $8$ is given here:
-\begin{eqnarray}\label{ch5:eq:stencilmatrix}
+\begin{flalign}\label{ch5:eq:stencilmatrix}
\left[\begin{array}{c c c c c c c c}
c_{00} & c_{01} & c_{02} & 0 & 0 & 0 & 0 & 0 \\
c_{10} & c_{11} & c_{12} & 0 & 0 & 0 & 0 & 0 \\
u_6 \\
u_7
\end{array}\right]
-& \approx &
+ \approx
\left[\begin{array}{c}
u^{(q)}_0 \\
u^{(q)}_1 \\
u^{(q)}_6 \\
u^{(q)}_7
\end{array}\right].
-\end{eqnarray}
+\end{flalign}
It is clear from this example that the matrix is sparse and that the same coefficients are repeated for all centered rows. The coefficients differ only near the boundaries, where off-centered stencils are used. It is natural to pack this information into a stencil operator that stores only the unique set of coefficients:
\begin{eqnarray}\label{ch5:eq:stencilcoeffs}
\myvec{c} & = &
Matrix components precompute these compact stencil coefficients and provides member functions that computes the finite difference approximation of input vectors. Unit scaled coefficients (assuming grid spacing is one) are computed and stored to be accessible via both CPU and GPU memory. On the GPU, the constant memory space is used for faster memory access~\cite{ch5:cudaguide}. In order to apply a stencil on a non unit-spaced grid, with grid space $\Delta x$, the scale factor $1/(\Delta x)^q$ will have to be multiplied by the finite difference sum, i.e., $(c_{00}u_0 + c_{01}u_1 + c_{02}u_2)/(\Delta x)^q \approx u^{(q)}_0$ as in the first row of \eqref{ch5:eq:stencilmatrix}.
Setting up a two-dimensional grid of size $N_x \times N_y$ in the unit square and computing the first derivative hereof is illustrated in Listing~\ref{ch5:lst:stencil}. The grid is a vector component, derived from the vector class. It is by default treated as a device object and memory is automatically allocated on the device to fit the grid size. The finite difference approximation as in \eqref{ch5:eq:fdstencil}, is performed via a CUDA kernel behind the scenes during the calls to \texttt{mult} and \texttt{diff\_x}, utilizing the memory hierarchy as the CUDA guidelines prescribe~\cite{ch5:cudaguide,ch5:cudapractice}. To increase developer productivity, kernel launch configurations have default settings, based on CUDA guidelines, principles, and experiences from performance testings, such that the user does not have to explicitly specify them. For problem-specific finite difference approximations, where the built-in stencil operators are insufficient, a pointer to the coefficient matrix \eqref{ch5:eq:stencilcoeffs} can be accessed as demonstrated in Listing \ref{ch5:lst:stencil} and passed to customized kernels.
-
+\pagebreak
\lstinputlisting[label=ch5:lst:stencil,caption={two-dimensional finite difference stencil example: computing the first derivative using five points ($\alpha=\beta=2$) per dimension, a total nine-point stencil}]{Chapters/chapter5/code/ex2.cu}
In the following sections we demonstrate how to go from an initial value problem (IVP) or a boundary value problem (BVP) to a working application solver by combining existing library components along with new custom-tailored components. We also demonstrate how to apply spatial and temporal domain decomposition strategies that can make existing solvers take advantage of systems equipped with multiple GPUs. Next section demonstrates how to rapidly assemble a PDE solver using library components.
\caption{Discrete solution, at times $t=0s$ and $t=0.05s$, using \eqref{ch5:eq:heatinit} as the initial condition and a small $20\times20$ numerical grid.}\label{ch5:fig:heatsolution}
\end{figure}
-We use a Method of Lines (MoL)\index{method of lines} approach to solve \eqref{ch5:eq:heateq}. Thus, the spatial derivatives are replaced with finite difference approximations, leaving only the temporal derivative as unknown. The spatial derivatives are approximated from $\myvec{u}^n$, where $\myvec{u}^n$ represents the approximate solution to $u(t_n)$ at a given time $t_n$ with time step size $\delta t$ such that $t_n=n\delta t$ for $n=0,1,\ldots$. The finite difference approximation\index{finite difference} can be interpreted as a matrix-vector product as sketched in \eqref{ch5:eq:stencilmatrix}, and so the semi-discrete heat conduction problem becomes
+We use a Method of Lines (MoL)\index{method of lines} approach to solve \eqref{ch5:eq:heateq}. Thus, the spatial derivatives are replaced with finite difference approximations, leaving only the temporal derivative as unknown. The spatial derivatives are approximated from $\myvec{u}^n$, where $\myvec{u}^n$ represents the approximate solution to $u(t_n)$ at a given time $t_n$ with time step size $\delta t$ such that $t_n=n\delta t$ for $n=0,1,\ldots$ The finite difference approximation\index{finite difference} can be interpreted as a matrix-vector product as sketched in \eqref{ch5:eq:stencilmatrix}, and so the semi-discrete heat conduction problem becomes
\begin{align}\label{ch5:eq:discreteheateq}
\frac{\partial u}{\partial t} = \mymat{A}\myvec{u}, \qquad \mymat{A} \in \mathbb{R}^{N\times N}, \quad \myvec{u} \in \mathbb{R}^{N},
\end{align}
\subsubsection{Assembling the heat conduction solver}
Before we are able to numerically solve the discrete heat conduction problem \eqref{ch5:eq:heateq}, we need implementations to handle the the following items:
\begin{description}
-\item[Grid.] A discrete numerical grid to represent the two-dimensional heat distribution domain and the arithmetical working precision ($32$-bit single precision or $64$-bit double precision).
-\item[RHS.] A right-hand side operator for \eqref{ch5:eq:discreteheateq} that approximates the second-order spatial derivatives (matrix-vector product).
-\item[Boundary conditions.] A strategy that ensures that the Dirichlet conditions are satisfied on the boundary.
-\item[Time integrator.] A time integration scheme, that approximates the time derivative from \eqref{ch5:eq:discreteheateq}.
+\item[Grid]-- A discrete numerical grid to represent the two-dimensional heat distribution domain and the arithmetical working precision ($32$-bit single-precision or $64$-bit double-precision).
+\item[RHS]-- A right-hand side operator for \eqref{ch5:eq:discreteheateq} that approximates the second-order spatial derivatives (matrix-vector product).
+\item[Boundary conditions]-- A strategy that ensures that the Dirichlet conditions are satisfied on the boundary.
+\item[Time integrator]-- A time integration scheme, that approximates the time derivative from \eqref{ch5:eq:discreteheateq}.
\end{description}
All items are either directly available in the library or can be designed from components herein. The built-in stencil operator may assist in implementing the matrix-vector product, but we need to explicitly ensure that the Dirichlet boundary conditions are satisfied. We demonstrated in Listing \ref{ch5:lst:stencil} how to approximate the derivative using flexible order finite difference stencils. However, from \eqref{ch5:eq:heateqbc} we know that boundary values are zero. Therefore, we extend the stencil operator with a simple kernel call that assigns zero to the entire boundary. Listing \ref{ch5:lst:laplaceimpl} shows the code for the two-dimensional Laplace right-hand side operator. The constructor takes as an argument the stencil half size $\alpha$ and assumes $\alpha=\beta$. Thus, the total two-dimensional stencil rank will be $4\alpha+1$. For simplicity we also assume that the grid is uniformly distributed, $N_x=N_y$. Performance optimizations for the stencil kernel, such as shared memory utilization, are handled in the underlying implementation, accordingly to CUDA guidelines~\cite{ch5:cudaguide,ch5:cudapractice}. The macros, \texttt{BLOCK1D} and \texttt{GRID1D}, are used to help set up kernel configurations based on grid sizes and \texttt{RAW\_PTR} is used to cast the vector object to a valid device memory pointer.
-\lstinputlisting[label=ch5:lst:laplaceimpl,caption={the right-hand side Laplace operator: the built-in stencil approximates the two dimensional spatial derivatives, while the custom set\_dirichlet\_bc kernel takes care of satisfying boundary conditions}]{Chapters/chapter5/code/laplacian.cu}
+\lstinputlisting[label=ch5:lst:laplaceimpl,caption={the right-hand side Laplace operator: the built-in stencil approximates the two-dimensional spatial derivatives, while the custom set\_dirichlet\_bc kernel takes care of satisfying boundary conditions}]{Chapters/chapter5/code/laplacian.cu}
With the right-hand side operator in place, we are ready to implement the solver. For this simple PDE problem we compute all necessary initial data in the body of the main function and use the forward Euler time integrator to compute the solution until $t=t_{end}$. For more advanced solvers, a built-in \texttt{ode\_solver} class is defined that helps take care of initialization and storage of multiple state variables. Declaring type definitions for all components at the beginning of the main file gives a good overview of the solver composition. In this way, it will be easy to control or change solver components at later times. Listing~\ref{ch5:lst:heattypedefs} lists the type definitions\index{type definitions} that are used to assemble the heat conduction solver. %\stefan{elaborate on the choices}.
\end{lstlisting}
Hereafter the vector \texttt{u} can be initialized accordingly to \eqref{ch5:eq:heatinit}. Finally we need to instantiate the right-hand side Laplacian operator from Listing \ref{ch5:lst:laplaceimpl} and the forward Euler time integrator in order to integrate from $t_0$ until $t_{end}$.
-\lstset{label=ch5:lst:timeintegrator,caption=creating a time integrator and the right-hand side Laplacian operator.}
+\lstset{label=ch5:lst:timeintegrator,caption=creating a time integrator and the right-hand side Laplacian operator}
\begin{lstlisting}
rhs_type rhs(alpha); // Create right-hand side operator
time_integrator_type solver; // Create time integrator
\subsubsection{Numerical solutions to the heat conduction problem}
-Solution time for the heat conduction problem is in itself not very interesting, as it is only a simple model problem. What is interesting for GPU kernels, such as the finite differences kernel, is that increased computational work often comes with a very small price, because the fast computations can be hidden by the relatively slower memory fetches. Therefore, we are able to improve the accuracy of the numerical solution via more accurate finite differences (larger stencil sizes), while improving the computational performance in terms of floating point operations per second (flops). Figure \ref{ch5:fig:stencilperformance} confirms, that larger stencils improve the kernel performance. Notice that even though these performance results are favorable compared to single core systems ($\sim 10$ GFlops double precision on a $2.5$-GHz processor), they are still far from their peak performance, e.g., $\sim 2.4$ TFlops single precision for the GeForce GTX590. The reason is that the kernel is bandwidth bound, i.e., performance is limited by the time it takes to move memory between the global GPU memory and the chip. The Tesla K20 performs better than the GeForce GTX590 because it obtains the highest bandwidth. Being bandwidth bound is a general limitation for matrix-vector-like operations that arise from the discretization of PDE problems. Only matrix-matrix multiplications, which have a high ratio of computations versus memory transactions, are able to reach near-optimal performance results~\cite{ch5:Kirk2010}. These kinds of operators are, however, rarely used to solve PDE problems.
+Solution time for the heat conduction problem is in itself not very interesting, as it is only a simple model problem. What is interesting for GPU kernels, such as the finite differences kernel, is that increased computational work often comes with a very small price, because the fast computations can be hidden by the relatively slower memory fetches. Therefore, we are able to improve the accuracy of the numerical solution via more accurate finite differences (larger stencil sizes), while improving the computational performance in terms of floating point operations per second (flops). Figure \ref{ch5:fig:stencilperformance} confirms, that larger stencils improve the kernel performance. Notice that even though these performance results are favorable compared to single core systems ($\sim 10$ GFlops double-precision on a $2.5$-GHz processor), they are still far from their peak performance, e.g., $\sim 2.4$ TFlops single-precision for the GeForce GTX590. The reason is that the kernel is bandwidth bound, i.e., performance is limited by the time it takes to move memory between the global GPU memory and the chip. The Tesla K20 performs better than the GeForce GTX590 because it obtains the highest bandwidth. Being bandwidth bound is a general limitation for matrix-vector-like operations that arise from the discretization of PDE problems. Only matrix-matrix multiplications, which have a high ratio of computations versus memory transactions, are able to reach near-optimal performance results~\cite{ch5:Kirk2010}. These kinds of operators are, however, rarely used to solve PDE problems.
\begin{figure}[!htb]
\setlength\figureheight{0.35\textwidth}
}%
%{\includegraphics[width=0.5\textwidth]{Chapters/chapter5/figures/AlphaPerformanceGTX590_N16777216_conv.pdf}}
}
-\caption[Single- and double-precision floating point operations per second for a two-dimensional stencil operator on a numerical grid of size $4096^2$.]{Single and double precision floating point operations per second for a two dimensional stencil operator on a numerical grid of size $4096^2$. Various stencil sizes are used $\alpha=1,2,3,4$, equivalent to $5$pt, $9$pt, $13$pt, and $17$pt stencils.}\label{ch5:fig:stencilperformance}
+\caption[Single- and double-precision floating point operations per second for a two-dimensional stencil operator on a numerical grid of size $4096^2$.]{Single- and double-precision floating point operations per second for a two-dimensional stencil operator on a numerical grid of size $4096^2$. Various stencil sizes are used $\alpha=1,2,3,4$, equivalent to $5$pt, $9$pt, $13$pt, and $17$pt stencils.}\label{ch5:fig:stencilperformance}
\end{figure}
%{\includegraphics[width=0.5\textwidth]{Chapters/chapter5/figures/MultiGPUAlpha3TimingsTeslaM2050_conv.pdf}}
\label{ch5:fig:multigpu:a}
}%
- \subfigure[Performance at $N=4069^2$, single precision.]{
+ \subfigure[Performance at $N=4069^2$, single-precision.]{
{\scriptsize\input{Chapters/chapter5/figures/MultiGPUAlphaPerformanceTeslaM2050_N16777216.tikz}}
%{\includegraphics[width=0.5\textwidth]{Chapters/chapter5/figures/MultiGPUAlphaPerformanceTeslaM2050_N16777216_conv.pdf}}
\label{ch5:fig:multigpu:b}
