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[kahina_paper1.git] / paper.tex

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--- a/paper.tex
+++ b/paper.tex
@@ -300,7 +300,7 @@ Here we give a second form of the iterative function used by Ehrlich-Aberth meth
 \begin{equation}
 \label{Eq:Hi}
 EA2: z^{k+1}_{i}=z_{i}^{k}-\frac{\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}}
 \begin{equation}
 \label{Eq:Hi}
 EA2: z^{k+1}_{i}=z_{i}^{k}-\frac{\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}}

-{1-\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}\sum_{j=1,j\neq i}^{j=n}{\frac{1}{(z_{i}^{k}-z_{j}^{k})}}}, i=0,. . . .,n
+{1-\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}\sum_{j=1,j\neq i}^{j=n}{\frac{1}{(z_{i}^{k}-z_{j}^{k})}}}, i=1,. . . .,n

 \end{equation}
 It can be noticed that this equation is equivalent to Eq.~\ref{Eq:EA},
 but we prefer the latter one because we can use it to improve the
 \end{equation}
 It can be noticed that this equation is equivalent to Eq.~\ref{Eq:EA},
 but we prefer the latter one because we can use it to improve the


@@ -350,7 +350,7 @@ iteration function with exponential and logarithm:
 %%$$ \exp \bigl(  \ln(p(z)_{k})-ln(\ln(p(z)_{k}^{'}))- \ln(1- \exp(\ln(p(z)_{k})-ln(\ln(p(z)_{k}^{'})+\ln\sum_{i\neq j}^{n}\frac{1}{z_{k}-z_{j}})$$
 \begin{equation}
 \label{Log_H2}
 %%$$ \exp \bigl(  \ln(p(z)_{k})-ln(\ln(p(z)_{k}^{'}))- \ln(1- \exp(\ln(p(z)_{k})-ln(\ln(p(z)_{k}^{'})+\ln\sum_{i\neq j}^{n}\frac{1}{z_{k}-z_{j}})$$
 \begin{equation}
 \label{Log_H2}

-EA.EL: z^{k+1}=z_{i}^{k}-\exp \left(\ln \left(
+EA.EL: z^{k+1}_{i}=z_{i}^{k}-\exp \left(\ln \left(

 p(z_{i}^{k})\right)-\ln\left(p'(z^{k}_{i})\right)- \ln
 \left(1-Q(z^{k}_{i})\right)\right),
 \end{equation}
 p(z_{i}^{k})\right)-\ln\left(p'(z^{k}_{i})\right)- \ln
 \left(1-Q(z^{k}_{i})\right)\right),
 \end{equation}


@@ -360,7 +360,7 @@ where:
 \begin{equation}
 \label{Log_H1}
 Q(z^{k}_{i})=\exp\left( \ln (p(z^{k}_{i}))-\ln(p'(z^{k}_{i}))+\ln \left(
 \begin{equation}
 \label{Log_H1}
 Q(z^{k}_{i})=\exp\left( \ln (p(z^{k}_{i}))-\ln(p'(z^{k}_{i}))+\ln \left(

-\sum_{k\neq j}^{n}\frac{1}{z^{k}_{i}-z^{k}_{j}}\right)\right).
+\sum_{i\neq j}^{n}\frac{1}{z^{k}_{i}-z^{k}_{j}}\right)\right)i=1,...,n,

 \end{equation}
 
 This solution is applied when the root except the circle unit, represented by the radius $R$ evaluated in C language as:
 \end{equation}
 
 This solution is applied when the root except the circle unit, represented by the radius $R$ evaluated in C language as:


@@ -385,7 +385,7 @@ Authors usually adopt one of the two following approaches to parallelize root
 finding algorithms. The first approach aims at reducing the total number of
 iterations as by Miranker
 ~\cite{Mirankar68,Mirankar71}, Schedler~\cite{Schedler72} and
 finding algorithms. The first approach aims at reducing the total number of
 iterations as by Miranker
 ~\cite{Mirankar68,Mirankar71}, Schedler~\cite{Schedler72} and

-Winogard~\cite{Winogard72}. The second approach aims at reducing the
+Winograd~\cite{Winogard72}. The second approach aims at reducing the

 computation time per iteration, as reported
 in~\cite{Benall68,Jana06,Janall99,Riceall06}. 
 
 computation time per iteration, as reported
 in~\cite{Benall68,Jana06,Janall99,Riceall06}. 
 


@@ -409,8 +409,8 @@ cause a high degree of memory conflict. Recently the author
 in~\cite{Mirankar71} proposed two versions of parallel algorithm
 for the Durand-Kerner method, and Ehrlich-Aberth method on a model of
 Optoelectronic Transpose Interconnection System (OTIS).The
 in~\cite{Mirankar71} proposed two versions of parallel algorithm
 for the Durand-Kerner method, and Ehrlich-Aberth method on a model of
 Optoelectronic Transpose Interconnection System (OTIS).The

-algorithms are mapped on an OTIS-2D torus using N processors. This
-solution needs N processors to compute N roots, which is not
+algorithms are mapped on an OTIS-2D torus using $N$ processors. This
+solution needs $N$ processors to compute $N$ roots, which is not

 practical for solving polynomials with large degrees.
 %Until very recently, the literature did not mention implementations
 %able to compute the roots of large degree polynomials (higher then
 practical for solving polynomials with large degrees.
 %Until very recently, the literature did not mention implementations
 %able to compute the roots of large degree polynomials (higher then


@@ -423,7 +423,7 @@ In~\cite{Kahinall14} we already proposed the first implementation
 of a root finding method on GPUs, that of the Durand-Kerner method. The main result showed
 that a parallel CUDA implementation is 10 times as fast as the
 sequential implementation on a single CPU for high degree
 of a root finding method on GPUs, that of the Durand-Kerner method. The main result showed
 that a parallel CUDA implementation is 10 times as fast as the
 sequential implementation on a single CPU for high degree

-polynomials of 48000.
+polynomials of 48,000.

 %In this paper we present a parallel implementation of Ehrlich-Aberth
 %method on GPUs for sparse and full polynomials with high degree (up
 %to $1,000,000$).
 %In this paper we present a parallel implementation of Ehrlich-Aberth
 %method on GPUs for sparse and full polynomials with high degree (up
 %to $1,000,000$).


@@ -543,18 +543,25 @@ polynomials of 48000.
 In order to implement the Ehrlich-Aberth method in CUDA, it is
 possible to use the Jacobi scheme or the Gauss Seidel one.  With the
 Jacobi iteration, at iteration $k+1$ we need all the previous values
 In order to implement the Ehrlich-Aberth method in CUDA, it is
 possible to use the Jacobi scheme or the Gauss Seidel one.  With the
 Jacobi iteration, at iteration $k+1$ we need all the previous values

-$z^{(k)}_{i}$ to compute the new values $z^{(k+1)}_{i}$, that is :
+$z^{k}_{i}$ to compute the new values $z^{k+1}_{i}$, that is :

 
 \begin{equation}
 
 \begin{equation}

-EAJ: z^{k+1}_{i}=\frac{p(z^{k}_{i})}{p'(z^{k}_{i})-p(z^{k}_{i})\sum^{n}_{j=1 j\neq i}\frac{1}{z^{k}_{i}-z^{k}_{j}}}, i=1,...,n.
+EAJ: z^{k+1}_{i}=z_{i}^{k}-\frac{\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}}
+{1-\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}\sum_{j=1,j\neq i}^{j=n}{\frac{1}{(z_{i}^{k}-z_{j}^{k})}}}, i=1,. . . .,n.

 \end{equation}
 
 With the Gauss-Seidel iteration, we have:
 \end{equation}
 
 With the Gauss-Seidel iteration, we have:

+%\begin{equation}
+%\label{eq:Aberth-H-GS}
+%EAGS: z^{k+1}_{i}=\frac{p(z^{k}_{i})}{p'(z^{k}_{i})-p(z^{k}_{i})(\sum^{i-1}_{j=1}\frac{1}{z^{k}_{i}-z^{k+1}_{j}}+\sum^{n}_{j=i+1}\frac{1}{z^{k}_{i}-z^{k}_{j}})}, i=1,...,n.
+%\end{equation}
+

 \begin{equation}
 \label{eq:Aberth-H-GS}
 \begin{equation}
 \label{eq:Aberth-H-GS}

-EAGS: z^{k+1}_{i}=\frac{p(z^{k}_{i})}{p'(z^{k}_{i})-p(z^{k}_{i})(\sum^{i-1}_{j=1}\frac{1}{z^{k}_{i}-z^{k+1}_{j}}+\sum^{n}_{j=i+1}\frac{1}{z^{k}_{i}-z^{k}_{j}})}, i=1,...,n.
+EAGS: z^{k+1}_{i}=z_{i}^{k}-\frac{\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}}
+{1-\frac{p(z_{i}^{k})}{p'(z_{i}^{k})}(\sum^{i-1}_{j=1}\frac{1}{z^{k}_{i}-z^{k+1}_{j}}+\sum_{j=1,j\neq i}^{j=n}{\frac{1}{(z_{i}^{k}-z_{j}^{k})}})}, i=1,. . . .,n

 \end{equation}
 \end{equation}

-%%Here a finiched my revision %%
+

 Using Eq.~\ref{eq:Aberth-H-GS} to update the vector solution
 \textit{Z}, we expect the Gauss-Seidel iteration to converge more
 quickly because, just as any Jacobi algorithm (for solving linear systems of equations), it uses the most fresh computed roots $z^{k+1}_{i}$.
 Using Eq.~\ref{eq:Aberth-H-GS} to update the vector solution
 \textit{Z}, we expect the Gauss-Seidel iteration to converge more
 quickly because, just as any Jacobi algorithm (for solving linear systems of equations), it uses the most fresh computed roots $z^{k+1}_{i}$.


@@ -582,9 +589,9 @@ Algorithm~\ref{alg2-cuda} shows a sketch of the Ehrlich-Aberth algorithm using C
 \caption{CUDA Algorithm to find roots with the Ehrlich-Aberth method}
 
 \KwIn{$Z^{0}$ (Initial root's vector), $\varepsilon$ (error tolerance
 \caption{CUDA Algorithm to find roots with the Ehrlich-Aberth method}
 
 \KwIn{$Z^{0}$ (Initial root's vector), $\varepsilon$ (error tolerance

-  threshold), P(Polynomial to solve), Pu (the derivative of P), $n$ (Polynomial's degrees), $\Delta z_{max}$ (maximum value of stop condition)}
+  threshold), P (Polynomial to solve), Pu (Derivative of P), $n$ (Polynomial's degrees), $\Delta z_{max}$ (Maximum value of stop condition)}

 
 

-\KwOut {$Z$ (The solution root's vector), $ZPrec$ (the previous solution root's vector)}
+\KwOut {$Z$ (Solution root's vector), $ZPrec$ (Previous solution root's vector)}

 
 \BlankLine
 
 
 \BlankLine
 


@@ -605,11 +612,19 @@ Copy results from GPU memory to CPU memory\;
 \end{algorithm}
 ~\\ 
 
 \end{algorithm}
 ~\\ 
 

-After the initialization step, all data of the root finding problem to be solved must be copied from the CPU memory to the GPU global memory, because the GPUs only access data already present in their memories. Next, all the data-parallel arithmetic operations inside the main loop \verb=(do ... while(...))= are executed as kernels by the GPU. The first kernel named \textit{save} in line 6 of Algorithm~\ref{alg2-cuda} consists in saving the vector of polynomial's root found at the previous time-step in GPU memory, in order to check the convergence of the roots after each iteration (line 8, Algorithm~\ref{alg2-cuda}).
+After the initialization step, all data of the root finding problem
+must be copied from the CPU memory to the GPU global memory. Next, all
+the data-parallel arithmetic operations inside the main loop
+\verb=(while(...))= are executed as kernels by the GPU. The
+first kernel named \textit{save} in line 6 of
+Algorithm~\ref{alg2-cuda} consists in saving the vector of
+polynomial's root found at the previous time-step in GPU memory, in
+order to check the convergence of the roots after each iteration (line
+8, Algorithm~\ref{alg2-cuda}).

 
 The second kernel executes the iterative function $H$ and updates
 
 The second kernel executes the iterative function $H$ and updates

-$d\_Z$, according to Algorithm~\ref{alg3-update}. We notice that the
-update kernel is called in two forms, separated with the value of
+Z, according to Algorithm~\ref{alg3-update}. We notice that the
+update kernel is called in two forms, according to the value

 \emph{R} which determines the radius beyond which we apply the
 exponential logarithm algorithm. 
 
 \emph{R} which determines the radius beyond which we apply the
 exponential logarithm algorithm. 
 


@@ -619,9 +634,9 @@ exponential logarithm algorithm.
 \caption{Kernel update}
 
 \eIf{$(\left|Z\right|<= R)$}{
 \caption{Kernel update}
 
 \eIf{$(\left|Z\right|<= R)$}{

-$kernel\_update((Z,P,Pu)$\;}
+$kernel\_update(Z,P,Pu)$\;}

 {
 {

-$kernel\_update\_ExpoLog((Z,P,Pu))$\;
+$kernel\_update\_ExpoLog(Z,P,Pu)$\;

 }
 \end{algorithm}
 
 }
 \end{algorithm}
 


@@ -711,13 +726,33 @@ of the methods are given in Section~\ref{sec:vec_initialization}.
   on a CPU with OpenMP (1 core, 4 cores) and on a Tesla GPU}
 \label{fig:01}
 \end{figure}
   on a CPU with OpenMP (1 core, 4 cores) and on a Tesla GPU}
 \label{fig:01}
 \end{figure}

-%%Figure 1 %%show a comparison of execution time between the parallel and sequential version of the Ehrlich-Aberth algorithm with sparse polynomial exceed 100000, 
-In Figure~\ref{fig:01}, we report respectively the execution time of the Ehrlich-Aberth method implemented initially on one core of the Quad-Core Xeon E5620 CPU than on four cores of the same machine with \textit{OpenMP} platform and the execution time of the same method implemented on one Nvidia Tesla K40c GPU, with sparse polynomial degrees ranging from 100,000 to 1,000,000. We can see that the method implemented on the GPU are faster than those implemented on the CPU (4 cores). This is due to the GPU ability to compute the data-parallel functions faster than its CPU counterpart. However, the execution time for the CPU(4 cores) implementation exceed 5,000 s for 250,000 degrees polynomials, in counterpart  the GPU implementation for the same polynomials not reach 100 s, more than again, with an execution time under to 2,500 s CPU (4 cores) implementation can resolve polynomials degrees of only 200,000, whereas GPU implementation can resolve polynomials more than 1,000,000 degrees. We can also notice that the GPU implementation are almost 47 faster then those implementation on the CPU(4 cores). However the CPU(4 cores) implementation are almost 4 faster then his implementation on CPU (1 core). Furthermore, we verify that the number of iterations and the convergence precision is the same for the both CPU and GPU implementation. %This reduction of time allows us to compute roots of polynomial of more important degree at the same time than with a CPU.
+%%Figure 1 %%show a comparison of execution time between the parallel
+%%and sequential version of the Ehrlich-Aberth algorithm with sparse
+%%polynomial exceed 100000,
+
+In Figure~\ref{fig:01}, we report the execution times of the
+Ehrlich-Aberth method on one core of a Quad-Core Xeon E5620 CPU, on
+four cores on the same machine with \textit{OpenMP} and on a Nvidia
+Tesla K40c GPU.  We chose different sparse polynomials with degrees
+ranging from 100,000 to 1,000,000. We can see that the implementation
+on the GPU is faster than those implemented on the CPU.
+However, the execution time for the
+CPU (4 cores) implementation exceed 5,000s for 250,000 degrees
+polynomials. In counterpart, the GPU implementation for the same
+polynomials do not take more 100s. With the GPU
+we can solve high degrees polynomials very quickly up to degree
+ of 1,000,000. We can also notice that the GPU implementation are
+ almost 40 faster then those implementation on the CPU (4 cores).
+
+
+ 
+
+%This reduction of time allows us to compute roots of polynomial of more important degree at the same time than with a CPU.

  
  %We notice that the convergence precision is a round $10^{-7}$ for the both implementation on CPU and GPU. Consequently, we can conclude that Ehrlich-Aberth on GPU are faster and accurately then CPU implementation.
 
 \subsection{Influence of the number of threads on the execution times of different polynomials (sparse and full)}
  
  %We notice that the convergence precision is a round $10^{-7}$ for the both implementation on CPU and GPU. Consequently, we can conclude that Ehrlich-Aberth on GPU are faster and accurately then CPU implementation.
 
 \subsection{Influence of the number of threads on the execution times of different polynomials (sparse and full)}

-To optimize the performances of an algorithm on a GPU, it is necessary to maximize the use of cores GPU (maximize the number of threads executed in parallel) and to optimize the use of the various memoirs GPU. In fact, it is interesting to see the influence of the number of threads per block on the execution time of Ehrlich-Aberth algorithm. 
+To optimize the performances of an algorithm on a GPU, it is necessary to maximize the use of cores GPU (maximize the number of threads executed in parallel). In fact, it is interesting to see the influence of the number of threads per block on the execution time of Ehrlich-Aberth algorithm. 

 For that, we notice that the maximum number of threads per block for the Nvidia Tesla K40 GPU is 1,024, so we varied the number of threads per block from 8 to 1,024. We took into account the execution time for both sparse and full of 10 different polynomials of size 50,000 and 10 different polynomials of size 500,000 degrees.
 
 \begin{figure}[htbp]
 For that, we notice that the maximum number of threads per block for the Nvidia Tesla K40 GPU is 1,024, so we varied the number of threads per block from 8 to 1,024. We took into account the execution time for both sparse and full of 10 different polynomials of size 50,000 and 10 different polynomials of size 500,000 degrees.
 
 \begin{figure}[htbp]


@@ -815,7 +850,8 @@ numerical applications on GPU.
 
 In future works, we plan to investigate the possibility of using
 several multiple GPUs simultaneously, either with multi-GPU machine or
 
 In future works, we plan to investigate the possibility of using
 several multiple GPUs simultaneously, either with multi-GPU machine or

-with cluster of GPUs.
+with cluster of GPUs. It may also be interesting to study the
+implementation of other root finding polynomial methods on GPU.