-
+\usepackage{amsfonts}
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\begin{abstract}
\LZK{J'ai un peu modifié l'abstract. Sinon à revoir pour le degré max des polynômes testés après les tests de raph.}
Finding roots of polynomials is a very important part of solving real-life problems but it is not so easy for polynomials of high degrees. In this paper, we present two different parallel algorithms of the Ehrlich-Aberth method to find roots of sparse and fully defined polynomials of high degrees. Both algorithms are based on CUDA technology to be implemented on multi-GPU computing platforms but each using different parallel paradigms: OpenMP or MPI. The experiments show a quasi-linear speedup by using up-to 4 GPU devices to find roots of polynomials of degree up-to 1.4 billion. To our knowledge, this is the first paper to present this technology mix to solve such a highly demanding problem in parallel programming. \LZK{Je n'ai pas bien saisi la dernière phrase.}
-
\end{abstract}
% no keywords
\section{Introduction}
-Polynomials are mathematical algebraic structures that play an important role in science and engineering by capturing physical phenomena and by expressing any outcome as a function of some unknown variables. Formally speaking, a polynomial $p(x)$ of degree \textit{n} having $n$ coefficients in the complex plane \textit{C} is :
-%%\begin{center}
-\begin{equation}
- {\Large p(x)=\sum_{i=0}^{n-1}{a_{i}x^{i}}}.
-\end{equation}
-%%\end{center}
+Polynomials are mathematical algebraic structures that play an important role in science and engineering by capturing physical phenomena and expressing any outcome as a function of some unknown variables. Formally speaking, a polynomial $p(x)$ of degree $n$ having $n$ coefficients in the complex plane $\mathbb{C}$ is: \begin{equation}p(x)=\sum_{i=0}^{n-1}{a_ix^i}.\end{equation}
+\LZK{Dans ce cas le polynôme est de degré $n-1$!}
-The root finding problem consists in finding the values of all the $n$ different values of the variable $x$ for which \textit{p(x)} is null. Such values are called zeros of $p$. If zeros are $\alpha_{i},\textit{i=1,...,n}$ then $p(x)$ can be written as :
+The root-finding problem consists in finding the $n$ different values of the unknown variable $x$ for which $p(x)=0$. Such values are called zeros of $p$ (\textit{i.e.} roots). If zeros are $\alpha_{i}$, $i=1,\ldots,n$, then $p(x)$ can be written as :
\begin{equation}
- {\Large p(x)=a_{n}\prod_{i=1}^{n}(x-\alpha_{i}), a_{0} a_{n}\neq 0}.
+ p(x)=a_n\prod_{i=1}^n(x-\alpha_i), a_0 a_n\neq 0.
\end{equation}
-The problem of finding the roots of polynomials can be encountered in numerous applications. Most of the numerical methods that deal with this problem are simultaneous ones, i.e that find concurrently all of $n$ zeroes. These methods start from the initial approximations of all the roots of the polynomial and give a sequence of approximations that converge to the roots of the polynomial. The first method of this group is Durand-Kerner method:
+The problem of finding the roots of polynomials can be encountered in numerous applications. \LZK{A mon avis on peut supprimer cette phrase}
+Most of the numerical methods that deal with the polynomial root-finding problem are simultaneous ones, \textit{i.e.} the iterative methods to find simultaneous approximations of the $n$ polynomial zeros. These methods start from the initial approximations of all $n$ polynomial roots and give a sequence of approximations that converge to the roots of the polynomial. The first method of this group is Durand-Kerner method:
\begin{equation}
\label{DK}
- DK: z_i^{k+1}=z_{i}^{k}-\frac{P(z_i^{k})}{\prod_{i\neq j}(z_i^{k}-z_j^{k})}, i = 1, . . . , n,
+ DK: z_i^{k+1}=z_{i}^{k}-\frac{P(z_i^{k})}{\prod_{i\neq j}(z_i^{k}-z_j^{k})}, i = 1, \ldots, n,
\end{equation}
-%%\end{center}
-where $z_i^k$ is the $i^{th}$ root of the polynomial $p$ at the
-iteration $k$.
-Another method discovered by
-Borsch-Supan~\cite{ Borch-Supan63} and also described and brought
-in the following form by Ehrlich~\cite{Ehrlich67} and
-Aberth~\cite{Aberth73} uses a different iteration formula given as:
+where $z_i^k$ is the $i^{th}$ root of the polynomial $p$ at the iteration $k$. Another method discovered by Borsch-Supan~\cite{ Borch-Supan63} and also described by Ehrlich~\cite{Ehrlich67} and Aberth~\cite{Aberth73} uses a different iteration form as follows:
%%\begin{center}
\begin{equation}
\label{Eq:EA}
- EA: z_i^{k+1}=z_i^{k}-\frac{1}{{\frac {P'(z_i^{k})} {P(z_i^{k})}}-{\sum_{i\neq j}\frac{1}{(z_i^{k}-z_j^{k})}}}, i = 1, . . . , n,
+ EA: z_i^{k+1}=z_i^{k}-\frac{1}{{\frac {P'(z_i^{k})} {P(z_i^{k})}}-{\sum_{i\neq j}\frac{1}{(z_i^{k}-z_j^{k})}}}, i = 1, \ldots, n,
\end{equation}
%%\end{center}
where $p'(z)$ is the polynomial derivative of $p$ evaluated in the
%Aberth, Ehrlich and Farmer-Loizou~\cite{Loizou83} have proved that
%the Ehrlich-Aberth method (EA) has a cubic order of convergence for simple roots whereas the Durand-Kerner has a quadratic order of %convergence.
-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. Many authors have treated the problem of implementing simultaneous methods in parallel. Freeman~\cite{Freeman89} implemented and compared DK, EA and another method of the fourth order proposed by Farmer
-and Loizou~\cite{Loizou83}, 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 equal to 5.5. Later, Freeman and Bane~\cite{Freemanall90} considered asynchronous algorithms, in which each processor continues to update its approximations even though the latest values of other $z^{k}_{i}$ 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 and al.~\cite{Raphaelall01} proposed two methods of parallelization for a shared memory architecture with \textit{OpenMP} and for distributed memory one with \textit{MPI}. They were able to compute the roots of sparse polynomials of degree 10,000 in 116 seconds with \textit{OpenMP} and 135 seconds with \textit{MPI} only by using 8 personal computers and 2 communications per iteration. Comparing to the sequential implementation where it takes up to 3,300 seconds to obtain the same results, the authors show an interesting speedup.
+The main problem of the simultaneous methods is that the necessary time needed for the convergence increases with the increasing of the polynomial's degree. Many authors have treated the problem of implementing simultaneous methods in parallel. Freeman~\cite{Freeman89} implemented and compared DK, EA and another method of the fourth order proposed by Farmer and Loizou~\cite{Loizou83} \LZK{of the fourth order ?? \\ Sinon peut on donner et citer le nom de la 3ième méthode?} on a 8-processor linear chain, for polynomials of degree up-to 8.
+The third method often diverges, \LZK{C'est mieux de donner le nom de cette 3ième méthode} but the first two methods have a speed-up equals to 5.5. Later, Freeman and Bane~\cite{Freemanall90} considered asynchronous algorithms, in which each processor continues to update its approximations even though the latest values of other $z^{k}_{i}$ 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 parallelization for a shared memory architecture with \textit{OpenMP} and for a distributed memory one with \textit{MPI}. They are able to compute the roots of sparse polynomials of degree 10,000 in 116 seconds with \textit{OpenMP} and 135 seconds with \textit{MPI} only by using 8 personal computers and 2 communications per iteration. \LZK{je suppose que c'est pour la version mpi (only by using 8 personal computers and 2 communications per iteration). A t on utilisé le même nombre de procs pour les deux versions openmp et mpi} The authors showed an interesting speedup comparing to the sequential implementation that takes up-to 3,300 seconds to obtain same results.
-Very few work had been performed since then 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 power of GPUs (Graphics Processing Unit) has exceeded that 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. Ghidouche and al~\cite{Kahinall14} proposed an implementation of the Durand-Kerner method on GPU. Their main result showed that a parallel CUDA implementation is about 10 times faster than the sequential implementation on a single CPU for sparse polynomials of degree 48,000.
+Very few work had been performed since then 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 power of GPUs (Graphics Processing Unit) has exceeded that of CPUs. However, CUDA adopts a totally new computing architecture to use the hardware resources provided by the GPU in order to offer a stronger computing ability to the massive data computing. Ghidouche et al~\cite{Kahinall14} proposed an implementation of the Durand-Kerner method on a single GPU. Their main results showed that a parallel CUDA implementation is about 10 times faster than the sequential implementation on a single CPU for sparse polynomials of degree 48,000.
-Finding polynomial roots rapidly and accurately is the main objective of our work. In this paper we propose the parallelization of Ehrlich-Aberth method using parallel programming paradigms (OpenMP, MPI) on GPUs. We consider two architectures: shared memory with OpenMP API and distributed memory MPI API. The first approach is based on threads from the same system process, with each thread attached to one GPU and after the various memory allocations, each thread launches its part of computations. To do this we must first load on the GPU required data and after the computations are carried, repatriate the result on the host. The second approach i.e distributed memory with MPI relies on the MPI library which is often used for parallel programming~\cite{Peter96} in
-cluster systems because it is a message-passing programming language. Each GPU is attached to one MPI process, and a loop is in charge of the distribution of tasks between the MPI processes. This solution can be used on one GPU, or executed on a distributed cluster of GPUs, employing the Message Passing Interface (MPI) to communicate between separate CUDA cards. This solution permits scaling of the problem size to larger classes than would be possible on a single device and demonstrates the performance which users might expect from future
-HPC architectures where accelerators are deployed.
+Finding polynomial roots rapidly and accurately is the main objective of our work. In this paper we propose the parallelization of Ehrlich-Aberth method using two parallel programming paradigms OpenMP and MPI on multi-GPU platforms. {\color{red}{We consider two architectures: shared-memory computers with OpenMP API and distributed-memory computers with MPI API. The first approach is based on threads from the same system process, with each thread attached to one GPU and after the various memory allocations, each thread launches its part of computations. To do this we must first load on the GPU required data and after the computations are carried, repatriate the result on the host. The second approach i.e distributed memory with MPI relies on the MPI library which is often used for parallel programming~\cite{Peter96} in
+cluster systems because it is a message-passing programming language. Each GPU is attached to one MPI process, and a loop is in charge of the distribution of tasks between the MPI processes. This solution can be used on one GPU, or executed on a distributed cluster of GPUs, employing the Message Passing Interface (MPI) to communicate between separate CUDA cards. This solution permits scaling of the problem size to larger classes than would be possible on a single device and demonstrates the performance which users might expect from future HPC architectures where accelerators are deployed.}}
+\LZK{Trop détaillé et mal expliqué. \\ We consider two architectures: shared-memory and distributed-memory computers. The first parallel algorithm is implemented on shared-memory computers by using OpenMP API. It is based on threads created from the same system process, such that each thread is attached to one GPU. In this case the communications between GPUs are done by OpenMP threads through shared memory. The second parallel algorithm uses the MPI API, such that each GPU is attached and managed by a MPI process. The GPUs exchange their data by message-passing communications. This latter approach is more used on distributed-memory clusters to solve very complex problems that are too large for traditional supercomputers, which are very expensive to build and run.}
-This paper is organized as follows, in section 2 we recall the Ehrlich-Aberth method. In section 3 we present EA algorithm on single GPU. In section 4 we propose the EA algorithm implementation on Multi-GPU for (OpenMP-CUDA) approach and (MPI-CUDA) approach. In section 5 we present our experiments and discus it. Finally, Section~\ref{sec6} concludes this paper and gives some hints for future research directions in this topic.
+{\color{red}{This paper is organized as follows. In Section~\ref{sec2} we recall the Ehrlich-Aberth method. In section 3 we present EA algorithm on single GPU. In section 4 we propose the EA algorithm implementation on Multi-GPU for (OpenMP-CUDA) approach and (MPI-CUDA) approach. In section 5 we present our experiments and discus it. Finally, Section~\ref{sec6} concludes this paper and gives some hints for future research directions in this topic.}}\LZK{A revoir toute cette organization}
\section{Parallel Programmings Model}
+\label{sec2}
\subsection{OpenMP}
Open Multi-Processing (OpenMP) is a shared memory architecture API that provides multi thread capacity~\cite{openmp13}. OpenMP is
We introduced three paradigms of parallel programming. Our objective consists in implementing a root finding polynomial algorithm on multiple GPUs. To this end, it is primordial to know how to manage CUDA contexts of different GPUs. A direct method for controlling the various GPUs is to use as many threads or processes as GPU devices. We can choose the GPU index based on the identifier of OpenMP thread or the rank of the MPI process. Both approaches will be investigated.
\section{The EA algorithm on a single GPU}
+\label{sec3}
\subsection{The EA method}
A cubically convergent iteration method to find zeros of
\section{The EA algorithm on Multi-GPU}
-
+\label{sec4}
\subsection{MGPU : an OpenMP-CUDA approach}
Our OpenMP-CUDA implementation of EA algorithm is based on the hybrid OpenMP and CUDA programming model. It works as follows.
Based on the metadata, a shared memory is used to make data evenly shared among OpenMP threads. The shared data are the solution vector $Z$, the polynomial to solve $P$, and the error vector $\Delta z$. Let (T\_omp) the number of OpenMP threads be equal to the number of GPUs, each OpenMP thread binds to one GPU, and controls a part of the shared memory, that is a part of the vector Z , that is $(n/num\_gpu)$ roots where $n$ is the polynomial's degree and $num\_gpu$ the total number of available GPUs. Each OpenMP thread copies its data from host memory to GPU’s device memory.Then every GPU will have a grid of computation organized according to the device performance and the size of data on which it runs the computation kernels. %In principle a grid is set by two parameter DimGrid, the number of block per grid, DimBloc: the number of threads per block. The following schema shows the architecture of (CUDA,OpenMP).
%\caption{The MPI-CUDA architecture }
%\label{fig:03}
%\end{figure}
-Our parallel implementation of EA to find root of polynomials using a CUDA-MPI approach is a data parallel approach. It splits input data of the polynomial to solve among MPI processes. In Algorithm \ref{alg2-cuda-mpi}, input data are the polynomial to solve $P$, the solution vector $Z$, the previous solution vector $ZPrev$, and the value of errors of stop condition $\Delta z$. Let $p$ denote the number of MPI processes on and $n$ the degree of the polynomial to be solved. The algorithm performs a simple data partitioning by creating $p$ portions, of at most $⌈n/p⌉$ roots to find per MPI process, for each $Z$ and $ZPrec$. Consequently, each MPI process of rank $k$ will have its own solution vector $Z_{k}$ and $ZPrec$, the error related to the stop condition $\Delta z_{k}$, enabling each MPI process to compute $⌈n/p⌉$ roots.
+Our parallel implementation of EA to find root of polynomials using a CUDA-MPI approach is a data parallel approach. It splits input data of the polynomial to solve among MPI processes. In Algorithm \ref{alg2-cuda-mpi}, input data are the polynomial to solve $P$, the solution vector $Z$, the previous solution vector $ZPrev$, and the value of errors of stop condition $\Delta z$. Let $p$ denote the number of MPI processes on and $n$ the degree of the polynomial to be solved. The algorithm performs a simple data partitioning by creating $p$ portions, of at most $\lceil n/p \rceil$ roots to find per MPI process, for each $Z$ and $ZPrec$. Consequently, each MPI process of rank $k$ will have its own solution vector $Z_{k}$ and $ZPrec$, the error related to the stop condition $\Delta z_{k}$, enabling each MPI process to compute $\lceil n/p \rceil$ roots.
Since a GPU works only on data already allocated in its memory, all local input data, $Z_{k}$, $ZPrec$ and $\Delta z_{k}$, must be transferred from CPU memories to the corresponding GPU memories. Afterwards, the same EA algorithm (Algorithm \ref{alg1-cuda}) is run by all processes but on different polynomial subset of roots $ p(x)_{k}=\sum_{i=1}^{n} a_{i}x^{i}, k=1,...,p$. Each MPI process executes the loop \verb=(While(...)...do)= containing the CUDA kernels but each MPI process computes only its own portion of the roots according to the rule ``''owner computes``''. The local range of roots is indicated with the \textit{index} variable initialized at (line 5, Algorithm \ref{alg2-cuda-mpi}), and passed as an input variable to $kernel\_update$ (line 10, Algorithm \ref{alg2-cuda-mpi}). After each iteration, MPI processes synchronize (\verb=MPI_Allreduce= function) by a reduction on $\Delta z_{k}$ in order to compute the maximum error related to the stop condition. Finally, processes copy the values of new computed roots from GPU memories to CPU memories, then communicate their results to other processes with \verb=MPI_Alltoall= broadcast. If the stop condition is not verified ($error > \epsilon$) then processes stay withing the loop \verb= while(...)...do= until all the roots sufficiently converge.
\section{Conclusion}
+\label{sec5}
In this paper, we have presented a parallel implementation of Ehrlich-Aberth algorithm for solving full and sparse polynomials, on single GPU with CUDA and on multiple GPUs using two parallel paradigms : shared memory with OpenMP and distributed memory with MPI. These architectures were addressed by a CUDA-OpenMP approach and CUDA-MPI approach, respectively.
The experiments show that, using parallel programming model like (OpenMP, MPI), we can efficiently manage multiple graphics cards to work together to solve the same problem and accelerate the parallel execution with 4 GPUs and solve a polynomial of degree 1,000,000, four times faster than on single GPU, that is a quasi-linear speedup.
