X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/kahina_paper1.git/blobdiff_plain/342f7f0e63333d70a4bc6987bc7df003ac491488..e8348fd796778f1fa87ca325cdb696aabc999afb:/paper.tex?ds=sidebyside diff --git a/paper.tex b/paper.tex index df35ecb..a6e1cf8 100644 --- a/paper.tex +++ b/paper.tex @@ -52,7 +52,7 @@ \begin{frontmatter} -\title{A parallel root finding polynomial on GPU} +\title{Parallel polynomial root finding using GPU} %% Group authors per affiliation: \author{Elsevier\fnref{myfootnote}} @@ -91,130 +91,129 @@ root finding of polynomials, high degree, iterative methods, Durant-Kerner, GPU, \linenumbers -\section{Root finding problem} -We consider a polynomial of degree \textit{n} having coefficients -in the complex \textit{C} and zeros $\alpha_{i},\textit{i=1,...,n}$. +\section{The problem of finding roots of a polynomial} +Polynomials are algebraic structures used in mathematics that capture physical phenomenons and that express the outcome in the form of a function of some unknown variable. Formally speaking, a polynomial $p(x)$ of degree \textit{n} having $n$ coefficients in the complex plane \textit{C} and zeros $\alpha_{i},\textit{i=1,...,n}$ %%\begin{center} \begin{equation} - {\Large p(x)=\sum{a_{i}x^{i}}=a_{n}\prod(x-\alpha_{i}),a_{0} a_{n}\neq 0} + {\Large p(x)=\sum{a_{i}x^{i}}=a_{n}\prod(x-\alpha_{i}),a_{0} a_{n}\neq 0}. \end{equation} %%\end{center} - The root finding problem consist to find -all n root of \textit{p(x)}. the problem of finding a root is -equivalent to the problem of finding a fixed-point. To see this -consider the fixed-point problem of finding the n-dimensional -vector x such that +The root finding problem consists in finding the values of all the $n$ values of the variable $x$ for which \textit{p(x)} is nullified. Such values are called zeroes of $p$. The problem of finding a root is equivalent to that of solving a fixed-point problem. To see this, consider the fixed-point problem of finding the $n$-dimensional +vector $x$ such that \begin{center} -$x=g(x). $ +$x=g(x)$ \end{center} -Where $g : C^{n}\longrightarrow C^{n}$. Note that we can easily +where $g : C^{n}\longrightarrow C^{n}$. Usually, we can easily rewrite this fixed-point problem as a root-finding problem by -setting $f (x) = x-g(x)$ and likewise we can recast the +setting $f(x) = x-g(x)$ and likewise we can recast the root-finding problem into a fixed-point problem by setting \begin{center} -$g(x)= f(x)-x$ +$g(x)= f(x)-x$. \end{center} -Often it will not be possible to solve such nonlinear equation + +Often it is not be possible to solve such nonlinear equation root-finding problems analytically. When this occurs we turn to -numerical methods to approximate the solution. Generally speaking, -algorithms for solving problems numerically can be divided into +numerical methods to approximate the solution. +Generally speaking, algorithms for solving problems can be divided into two main groups: direct methods and iterative methods. \\ - Direct methods exist only for $n \leq 4$,solved in closed form by G. Cardano +Direct methods exist only for $n \leq 4$, solved in closed form by G. Cardano in the mid-16th century. However, N.H. Abel in the early 19th century showed that polynomials of degree five or more could not -be solved by directs methods. Since then researchers have -concentrated on numerical (iterative) methods such as the famous +be solved by directs methods. Since then, mathmathicians have +focussed on numerical (iterative) methods such as the famous Newton's method, Bernoulli's method of the 18th, and Graeffe's. -With the advent of electronic computers, different methods has -been developed such as the Jenkins-Traub method, Larkin s method, + +Later on, with the advent of electronic computers, other methods has +been developed such as the Jenkins-Traub method, Larkin's method, Muller's method, and several methods for simultaneous -approximation of all the roots, starting with the Durand-Kerner -method: +approximation of all the roots, starting with the Durand-Kerner (DK) +method : %%\begin{center} \begin{equation} Z_{i}=Z_{i}-\frac{P(Z_{i})}{\prod_{i\neq j}(z_{i}-z_{j})} \end{equation} %%\end{center} -This formula is mentioned for the first time from +This formula is mentioned for the first time by Weiestrass~\cite{Weierstrass03} as part of the fundamental theorem -of Algebra and is rediscovered from Ilieff~\cite{Ilie50}, +of Algebra and is rediscovered by Ilieff~\cite{Ilie50}, Docev~\cite{Docev62}, Durand~\cite{Durand60}, -Kerner~\cite{Kerner66}. Another method discovered from +Kerner~\cite{Kerner66}. Another method discovered by Borsch-Supan~\cite{ Borch-Supan63} and also described and brought -in the following form from Ehrlich~\cite{Ehrlich67} and -Aberth~\cite{Aberth73}. +in the following form by Ehrlich~\cite{Ehrlich67} and +Aberth~\cite{Aberth73} uses a different iteration formula given as fellows : %%\begin{center} \begin{equation} - Z_{i}=Z_{i}-\frac{1}{{\frac {P'(Z_{i})} {P(Z_{i})}}-{\sum_{i\neq j}(z_{i}-z_{j})}} + Z_{i}=Z_{i}-\frac{1}{{\frac {P'(Z_{i})} {P(Z_{i})}}-{\sum_{i\neq j}(z_{i}-z_{j})}}. \end{equation} %%\end{center} Aberth, Ehrlich and Farmer-Loizou~\cite{Loizon83} have proved that -the above method has cubic order of convergence for simple roots. +the Ehrlisch-Aberth method (EA) has a cubic order of convergence for simple roots whereas the Durand-Kerner has a quadratic order of convergence. Iterative methods raise several problem when implemented e.g. specific sizes of numbers must be used to deal with this -difficulty.Moreover,the convergence time of iterative methods -drastically increase like the degrees of high polynomials. The +difficulty. Moreover, the convergence time of iterative methods +drastically increases like the degrees of high polynomials. It is expected that the parallelization of these algorithms will improve the convergence time. -Many authors have treated the problem of parallelization of -simultaneous methods. Freeman~\cite{Freeman89} has tested the DK -method, EA method and another method of the fourth order proposed -from Farmer and Loizou~\cite{Loizon83},on a 8- processor linear -chain, for polynomial of degree up to 8. The third method often +Many authors have dealt with the parallelisation of +simultaneous methods, i.e. that find all the zeros simultaneously. +Freeman~\cite{Freeman89} implemeted and compared DK, EA and another method of the fourth order proposed +by Farmer and Loizou~\cite{Loizon83}, on a 8- processor linear +chain, for polynomials of degree up to 8. The third method often diverges, but the first two methods have speed-up 5.5 -(speed-up=(Time on one processor)/(Time on p processors)). Later -Freeman and Bane~\cite{Freemanall90} consider asynchronous +(speed-up=(Time on one processor)/(Time on p processors)). Later, +Freeman and Bane~\cite{Freemanall90} considered asynchronous algorithms, in which each processor continues to update its -approximations even although the latest values of other $z_i((k))$ -have not received from the other processors, in difference with -the synchronous version where it would wait. -in~\cite{Raphaelall01}proposed two methods of parallelization for -architecture with shared memory and distributed memory,it able to -compute the root of polynomial degree 10000 on 430 s with only 8 -pc and 2 communications per iteration. Compare to the sequential -it take 3300 s to obtain the same results. - -After this few works discuses this problem until the apparition of -the Compute Unified Device Architecture (CUDA)~\cite{CUDA10},a +approximations even though the latest values of other $z_i((k))$ +have not been received from the other processors, in contrast with synchronous algorithms where it would wait those values before making a new iteration. +Couturier et al. ~\cite{Raphaelall01} proposed two methods of parallelisation for +a shared memory architecture and for distributed memory one. They were able to +compute the roots of polynomials of degree 10000 in 430 seconds with only 8 +personal computers and 2 communications per iteration. Comparing to the sequential implementation +where it takes up to 3300 seconds to obtain the same results, the authors show an interesting speedup, indeed. + +Very few works had been since this last work until the appearing of +the Compute Unified Device Architecture (CUDA)~\cite{CUDA10}, a parallel computing platform and a programming model invented by -NVIDIA. The computing ability of GPU has exceeded the counterpart -of CPU. It is a waste of resource to be just a graphics card for -GPU. CUDA adopts a totally new computing architecture to use the +NVIDIA. The computing power of GPUs (Graphics Processing Unit) has exceeded that of +of CPUs. However, CUDA adopts a totally new computing architecture to use the hardware resources provided by GPU in order to offer a stronger computing ability to the massive data computing. -Indeed,~\cite{Kahinall14}proposed the implementation of the -Durand-Kerner method on GPU (Graphics Processing Unit). The main -result prove that a parallel implementation is 10 times as fast as +Ghidouche et al. ~\cite{Kahinall14} proposed an implementation of the +Durand-Kerner method on GPU. Their 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 that is greater than about 48000. -\paragraph{} -The mean part of our work is to implement the Aberth method for the problem root finding for -high degree polynomials on GPU architecture (Graphics Processing Unit). Initially we present the Aberth method in section 1. Amelioration of Aberth method was proposed in section 2. A related works for the implementation of simultaneous methods in a parallel computer was discuss in section 3. Section 4 we propose a parallel implementation of Aberth method on GPU. Section 5, we present our result and discuss it. Finally, in Section 6, we present our conclusions and future research directions. +polynomials of about 48000. To our knowledge, it is the first time such high degree polynomials are numerically solved. + -\section{Aberth method} +In this paper, we focus on the implementation of the Aberth method for +high degree polynomials on GPU. The paper is organised as fellows. Initially, we recall the Aberth method in Section.\ref{sec1}. Improvements for the Aberth method are proposed in Section.\ref{sec2}. Related work to the implementation of simultaneous methods using a parallel approach is presented in Section.\ref{secStateofArt}. +In Section.4 we propose a parallel implementation of the Aberth method on GPU and discuss it. Section 5 presents and investigates our implementation and experimental study results. Finally, Section 6 concludes this paper and gives some hints for future research directions in this topic. + +\section{The Sequential Aberth method} +\label{sec1} A cubically convergent iteration method for finding zeros of polynomials was proposed by O.Aberth~\cite{Aberth73}. The Aberth -method is a purely algebraic derivation.To illustrate the -derivation, we let $w_{i}(z)$ be the product of linear factor +method is a purely algebraic derivation. To illustrate the +derivation, we let $w_{i}(z)$ be the product of linear factors \begin{equation} w_{i}(z)=\prod_{j=1,j \neq i}^{n} (z-x_{j}) \end{equation} -And rational function $R_{i}(z)$ be the correction term of -Weistrass method~\cite{Weierstrass03}: +And let a rational function $R_{i}(z)$ be the correction term of the +Weistrass method~\cite{Weierstrass03} \begin{equation} -R_{i}(z)=\frac{p(z)}{w_{i}(z)} , i=1,2,...,n +R_{i}(z)=\frac{p(z)}{w_{i}(z)} , i=1,2,...,n. \end{equation} Differentiating the rational function $R_{i}(z)$ and applying the @@ -224,29 +223,28 @@ Newton method, we have: \frac{R_{i}(z)}{R_{i}^{'}(z)}= \frac{p(z)}{p^{'}(z)-p(z)\frac{w_{i}(z)}{w_{i}^{'}(z)}}= \frac{p(z)}{p^{'}(z)-p(z) \sum _{j=1,j \neq i}^{n}\frac{1}{z-x_{i}}}, i=1,2,...,n \end{equation} -Substituting $x_{j}$ for z we obtain the Aberth iteration method +Substituting $x_{j}$ for z we obtain the Aberth iteration method. -Let present the means stages of Aberth method. +In the fellowing we present the main stages of the running of the Aberth method. \subsection{Polynomials Initialization} - The initialization of polynomial P(z) with complex coefficients - are given by: +The initialization of a polynomial p(z) is done by setting each of the $n$ complex coefficients $a_{i}$ +: \begin{equation} p(z)=\sum{a_{i}z^{n-i}} , a_{n} \neq 0,a_{0}=1, a_{i}\subset C \end{equation} -\subsection{Vector $Z^{(0)}$ Initialization} +\subsection{Vector $z^{(0)}$ Initialization} -The choice of the initial points $z^{(0)}_{i}, i = 1, . . . , n.$ -from which starting the iteration (2) or (3), is rather delicate -since the number of steps needed by the iterative method to reach +Like for any iterative method, we need to choose $n$ initial guess points $z^{(0)}_{i}, i = 1, . . . , n.$ +The initial guess is very important since the number of steps needed by the iterative method to reach a given approximation strongly depends on it. -In~\cite{Aberth73}the Aberth iteration is started by selecting n -equispaced points on a circle of center 0 and radius r, where r is -an upper bound to the moduli of the zeros. After,~\cite{Bini96} -performs this choice by selecting complex numbers along different +In~\cite{Aberth73} the Aberth iteration is started by selecting $n$ +equi-spaced points on a circle of center 0 and radius r, where r is +an upper bound to the moduli of the zeros. Later, Bini et al.~\cite{Bini96} +performed this choice by selecting complex numbers along different circles and relies on the result of~\cite{Ostrowski41}. \begin{equation} @@ -262,19 +260,19 @@ v_{i}=\frac{|\frac{a_{n}}{a_{i}}|^{\frac{1}{n-i}}}{2}. \end{equation} \subsection{Iterative Function $H_{i}$} -The operator used with Aberth method is corresponding to the +The operator used by the Aberth method is corresponding to the following equation which will enable the convergence towards polynomial solutions, provided all the roots are distinct. \begin{equation} -H_{i}(z)=z_{i}-\frac{1}{\frac{P^{'}(z_{i})}{P(z_{i})}-\sum_{j\neq +H_{i}(z)=z_{i}-\frac{1}{\frac{p^{'}(z_{i})}{p(z_{i})}-\sum_{j\neq i}{\frac{1}{z_{i}-z_{j}}}} \end{equation} -\subsection{Convergence condition} -Determines the success of the termination. It consists in stopping -the iterative function $H_{i}(z)$ when the root are stable, the method -converge sufficiently: +\subsection{Convergence Condition} +The convergence condition determines the termination of the algorithm. It consists in stopping from running +the iterative function $H_{i}(z)$ when the roots are sufficiently stable. We consider that the method +converges sufficiently when: \begin{equation} \forall i \in @@ -282,33 +280,34 @@ converge sufficiently: \end{equation} -\section{Amelioration of Aberth method } -The Aberth method implementation suffer of overflow problems. This +\section{Improving the Ehrlisch-Aberth Method} +\label{sec2} +The Ehrlisch-Aberth method implementation suffers of overflow problems. This situation occurs, for instance, in the case where a polynomial -having positive coefficients and large degree is computed at a -point $\xi$ where $|\xi| > 1$. Indeed the limited number in the -mantissa of floating takings the computation of P(z) wrong when z -is large. for example $(10^{50}) +1+ (- 10^{50})$ will give result -0 instead of 1 in reality. Consequently we can not compute the roots -for large polynomial's degree. This problem was discuss in +having positive coefficients and a large degree is computed at a +point $\xi$ where $|\xi| > 1$, where $|x|$ stands for the modolus of a complex $x$. Indeed, the limited number in the +mantissa of floating points representations makes the computation of p(z) wrong when z +is large. For example $(10^{50}) +1+ (- 10^{50})$ will give the wrong result +of $0$ instead of $1$. Consequently, we can not compute the roots +for large degrees. This problem was early discussed in ~\cite{Karimall98} for the Durand-Kerner method, the authors -propose to use the logarithm and the exponential of a complex: +propose to use the logarithm and the exponential of a complex in order to compute the power at a high exponent. \begin{equation} +\label{deflncomplex} \forall(x,y)\in R^{*2}; \ln (x+i.y)=\ln(x^{2}+y^{2}) 2+i.\arcsin(y\sqrt{x^{2}+y^{2}})_{\left] -\pi, \pi\right[ } \end{equation} %%\begin{equation} \begin{align} +\label{defexpcomplex} \forall(x,y)\in R^{*2}; \exp(x+i.y) & = \exp(x).\exp(i.y)\\ - & =\exp(x).\cos(y)+i.\exp(x).\sin(y) + & =\exp(x).\cos(y)+i.\exp(x).\sin(y)\label{defexpcomplex} \end{align} %%\end{equation} -The application of logarithm can replace any multiplications and -divisions with additions and subtractions. Consequently, it -manipulates lower absolute values and can be compute the roots for -large polynomial's degree exceed~\cite{Karimall98}. +Using the logarithm (eq. \ref{deflncomplex}) and the exponential (eq. \ref{defexpcomplex}) operators, we can replace any multiplications and divisions with additions and subtractions. Consequently, computations +manipulate lower absolute values and the roots for large polynomial's degrees can be looked for successfully~\cite{Karimall98}. Applying this solution for the Aberth method we obtain the iteration function with logarithm: @@ -316,70 +315,65 @@ iteration function with logarithm: \begin{equation} H_{i}(z)=z_{i}^{k}-\exp \left(\ln \left( p(z_{k})\right)-\ln\left(p(z_{k}^{'})\right)- \ln -\left(1-Q(z_{k})\right)\right) +\left(1-Q(z_{k})\right)\right), \end{equation} -Where: + +where: \begin{equation} Q(z_{k})=\exp\left( \ln (p(z_{k}))-\ln(p(z_{k}^{'}))+\ln \left( -\sum_{k\neq j}^{n}\frac{1}{z_{k}-z_{j}}\right)\right) +\sum_{k\neq j}^{n}\frac{1}{z_{k}-z_{j}}\right)\right). \end{equation} -This solution is applying when it is necessary +This solution is applied when it is necessary ??? When ??? (SIDER) \section{The implementation of simultaneous methods in a parallel computer} - The main problem of the simultaneous methods is that the necessary -time needed for the convergence is increased with the increasing -of the degree of the polynomial. The parallelization of these -algorithms will improve the convergence time. Researchers usually -adopt one of the two following approaches to parallelize root -finding algorithms. One approach is to reduce the total number of -iterations as implemented by Miranker +\label{secStateofArt} +The main problem of simultaneous methods is that the necessary +time needed for convergence is increased when we increase +the degree of the polynomial. The parallelisation of these +algorithms is expected to improve the convergence time. +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 -Winogard~\cite{Winogard72}. Another approach is to reduce the +Winogard~\cite{Winogard72}. The second approach aims at reducing the computation time per iteration, as reported -in~\cite{Benall68,Jana06,Janall99,Riceall06}. There are many -schemes for simultaneous approximations of all roots of a given +in~\cite{Benall68,Jana06,Janall99,Riceall06}. + +There are many schemes for the simultaneous approximation of all roots of a given polynomial. Several works on different methods and issues of root -finding have been reported in~\cite{Azad07, Gemignani07, Kalantari08, Skachek08, Zhancall08, Zhuall08}. However, Durand-Kerner and Ehrlich methods are the most practical choices among +finding have been reported in~\cite{Azad07, Gemignani07, Kalantari08, Skachek08, Zhancall08, Zhuall08}. However, Durand-Kerner and Ehrlisch-Aberth methods are the most practical choices among them~\cite{Bini04}. These two methods have been extensively -studied for parallelization due to their following advantages. The -computation involved in these methods has some inherent +studied for parallelization due to their intrinsics, i.e. the +computations involved in both methods has some inherent parallelism that can be suitably exploited by SIMD machines. Moreover, they have fast rate of convergence (quadratic for the -Durand-Kerner method and cubic for the Ehrlich). Various parallel +Durand-Kerner and cubic for the Ehrlisch-Aberth). Various parallel algorithms reported for these methods can be found in~\cite{Cosnard90, Freeman89,Freemanall90,,Jana99,Janall99}. Freeman and Bane~\cite{Freemanall90} presented two parallel algorithms on a local memory MIMD computer with the compute-to communication time ratio O(n). However, their algorithms require each processor to communicate its current approximation to all -other processors at the end of each iteration. Therefore they +other processors at the end of each iteration (synchronous). Therefore they 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 Aberth method on model of +for the Durand-Kerner method, and Ehrlisch-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 need N processors to compute N roots, that it is not -practical (is not suitable to compute large polynomial's degrees). -Until then, the related works are not able to compute the root of -the large polynomial's degrees (higher then 1000) and with small -time. - - Finding polynomial roots rapidly and accurately it is our -objective, with the apparition of the CUDA(Compute Unified Device -Architecture), finding the roots of polynomials becomes rewarding -and very interesting, CUDA adopts a totally new computing -architecture to use the hardware resources provided by GPU in -order to offer a stronger computing ability to the massive data -computing. In~\cite{Kahinall14} we proposed the first implantation -of the root finding polynomials method on GPU (Graphics Processing -Unit),which is the Durand-Kerner method. The main result prove -that a parallel implementation is 10 times as fast as the +solution needs N processors to compute N roots, which is not +practical for solving polynomials with large degrees. +Until very recently, the literature doen not mention implementations able to compute the roots of +large degree polynomials (higher then 1000) and within small or at least tractable times. Finding polynomial roots rapidly and accurately is the main objective of our work. +With the advent of CUDA (Compute Unified Device +Architecture), finding the roots of polynomials receives a new attention because of the new possibilities to solve higher degree polynomials in less time. +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 -polynomials that is greater than about 48000. Indeed, in this -paper we present a parallel implementation of Aberth method on -GPU, more details are discussed in the following of this paper. +polynomials of 48000. In this paper we present a parallel implementation of Ehlisch-Aberth method on +GPUs, which details are discussed in the sequel. \section {A parallel implementation of Aberth method} @@ -451,7 +445,7 @@ The means steps of Aberth method can expressed as an algorithm like: \begin{algorithm}[H] -\LinesNumbered +%\LinesNumbered \caption{Algorithm to find root polynomial with Aberth method} \KwIn{$Z^{0}$(Initial root's vector),$\varepsilon$ (error @@ -529,7 +523,7 @@ In theory, the $Total\_time_{exe}$ on GPU is speed up nbr\_thread times as a $To In CUDA platform, All the instruction of the loop \verb=for= are executed by the GPU as a kernel form. A kernel is a procedure written in CUDA and defined by a heading \verb=__global__=, which means that it is to be executed by the GPU. The following algorithm see the Aberth algorithm on GPU: \begin{algorithm}[H] -\LinesNumbered +%\LinesNumbered \caption{Algorithm to find root polynomial with Aberth method} \KwIn{$Z^{0}$(Initial root's vector),$\varepsilon$ (error @@ -557,7 +551,7 @@ After the initialization step, all data of the root finding problem to be solved The second kernel executes the iterative function and update Z(k),as formula (), we notice that the kernel update are called in two forms, separated with the value of \emph{R} which determines the radius beyond which we apply the logarithm formula like this: \begin{algorithm}[H] -\LinesNumbered +%\LinesNumbered \caption{A global Algorithm for the iterative function} \eIf{$(\left|Z^{(k)}\right|<= R)$}{ @@ -672,4 +666,4 @@ We initially carried out the convergence of Aberth algorithm with various sizes \bibliography{mybibfile} -\end{document} \ No newline at end of file +\end{document}