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Julien Langou

Publications and source records attributed to Julien Langou.

42 records · Page 3Linked to original sources
arXiv2008

A note on the error analysis of classical Gram-Schmidt

An error analysis result is given for classical Gram--Schmidt factorization of a full rank matrix $A$ into $A=QR$ where $Q$ is left orthogonal (has orthonormal columns) and $R$ is upper triangular. The work presented here shows that the computed $R$ satisfies $\normal{R}=\normal{A}+E$ where $E$ is an appropriately small backward error, but only if the diagonals of $R$ are computed in a manner similar to Cholesky factorization of the normal equations matrix. A similar result is stated in [Giraud at al, Numer. Math. 101(1):87--100,2005]. However, for that result to hold, the diagonals of $R$ must be computed in the manner recommended in this work.

math.NA↗
arXiv2008

Algorithmic Based Fault Tolerance Applied to High Performance Computing

We present a new approach to fault tolerance for High Performance Computing system. Our approach is based on a careful adaptation of the Algorithmic Based Fault Tolerance technique (Huang and Abraham, 1984) to the need of parallel distributed computation. We obtain a strongly scalable mechanism for fault tolerance. We can also detect and correct errors (bit-flip) on the fly of a computation. To assess the viability of our approach, we have developed a fault tolerant matrix-matrix multiplication subroutine and we propose some models to predict its running time. Our parallel fault-tolerant matrix-matrix multiplication scores 1.4 TFLOPS on 484 processors (cluster jacquard.nersc.gov) and returns a correct result while one process failure has happened. This represents 65% of the machine peak efficiency and less than 12% overhead with respect to the fastest failure-free implementation. We predict (and have observed) that, as we increase the processor count, the overhead of the fault tolerance drops significantly.

cs.DC↗
arXiv2008

A Class of Parallel Tiled Linear Algebra Algorithms for Multicore Architectures

As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these new processors. Fine grain parallelism becomes a major requirement and introduces the necessity of loose synchronization in the parallel execution of an operation. This paper presents an algorithm for the Cholesky, LU and QR factorization where the operations can be represented as a sequence of small tasks that operate on square blocks of data. These tasks can be dynamically scheduled for execution based on the dependencies among them and on the availability of computational resources. This may result in an out of order execution of the tasks which will completely hide the presence of intrinsically sequential tasks in the factorization. Performance comparisons are presented with the LAPACK algorithms where parallelism can only be exploited at the level of the BLAS operations and vendor implementations.

cs.MS↗
arXiv2007

Computing the Conditioning of the Components of a Linear Least Squares Solution

In this paper, we address the accuracy of the results for the overdetermined full rank linear least squares problem. We recall theoretical results obtained in Arioli, Baboulin and Gratton, SIMAX 29(2):413--433, 2007, on conditioning of the least squares solution and the components of the solution when the matrix perturbations are measured in Frobenius or spectral norms. Then we define computable estimates for these condition numbers and we interpret them in terms of statistical quantities. In particular, we show that, in the classical linear statistical model, the ratio of the variance of one component of the solution by the variance of the right-hand side is exactly the condition number of this solution component when perturbations on the right-hand side are considered. We also provide fragment codes using LAPACK routines to compute the variance-covariance matrix and the least squares conditioning and we give the corresponding computational cost. Finally we present a small historical numerical example that was used by Laplace in Theorie Analytique des Probabilites, 1820, for computing the mass of Jupiter and experiments from the space industry with real physical data.

math.NA↗
arXiv2007

Parallel Tiled QR Factorization for Multicore Architectures

As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these new processors. Fine grain parallelism becomes a major requirement and introduces the necessity of loose synchronization in the parallel execution of an operation. This paper presents an algorithm for the QR factorization where the operations can be represented as a sequence of small tasks that operate on square blocks of data. These tasks can be dynamically scheduled for execution based on the dependencies among them and on the availability of computational resources. This may result in an out of order execution of the tasks which will completely hide the presence of intrinsically sequential tasks in the factorization. Performance comparisons are presented with the LAPACK algorithm for QR factorization where parallelism can only be exploited at the level of the BLAS operations.

math.NA↗