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Pieter Ghysels

Publications and source records attributed to Pieter Ghysels.

16 recordsLinked to original sources

Adaptive Sketching Based Construction of H2 Matrices on GPUs

We develop a novel linear-complexity bottom-up sketching-based algorithm for constructing a $H^2$ matrix, and present its high performance GPU implementation. The construction algorithm requires both a black-box sketching operator and an entry evaluation function. The novelty of our GPU approach centers around the design and implementation of the above two operations in batched mode on GPU with accommodation for variable-size data structures in a batch. The batch algorithms minimize the number of kernel launches and maximize the GPU throughput. When applied to covariance matrices, volume IE matrices and $H^2$ update operations, our proposed GPU implementation achieves up to $13\times$ speedup over our CPU implementation, and up to $1000\times$ speedup over an existing GPU implementation of the top-down sketching-based algorithm from the H2Opus library. It also achieves a $660\times$ speedup over an existing sketching-based $H$ construction algorithm from the ButterflyPACK library. Our work represents the first GPU implementation of the class of bottom-up sketching-based $H^2$ construction algorithms.

cs.MS

Construction of Hierarchically Semi-Separable matrix Representation using Adaptive Johnson-Lindenstrauss Sketching

We present an extension of an adaptive, partially matrix-free, Hierarchically Semi-Separable (HSS) matrix construction algorithm by Gorman et al. [SIAM J. Sci. Comput. 41(5), 2019] which uses Gaussian sketching operators to a broader class of Johnson--Lindenstrauss (JL) sketching operators. We develop theoretical work which justifies this extension. In particular, we extend the earlier concentration bounds to all JL sketching operators and examine this bound for specific classes of such operators including the original Gaussian sketching operators, subsampled randomized Hadamard transform (SRHT) and the sparse Johnson--Lindenstrauss transform (SJLT). We discuss the implementation details of applying SJLT and SRHT efficiently. Then we demonstrate experimentally that using SJLT or SRHT instead of Gaussian sketching operators leads to up to 2.5x speedups of the serial HSS construction implementation in the STRUMPACK C++ library. Additionally, we discuss the implementation of a parallel distributed HSS construction that leverages Gaussian or SJLT sketching operators. We observe a performance improvement of up to 35x when using SJLT sketching operators over Gaussian sketching operators. The generalized algorithm allows users to select their own JL sketching operators with theoretical lower bounds on the size of the operators which may lead to faster run time with similar HSS construction accuracy.

math.NA

Preventing mass loss in the standard level set method: New insights from variational analyses

For decades, the computational multiphase flow community has grappled with mass loss in the level set method. Numerous solutions have been proposed, from fixing the reinitialization step to combining the level set method with other conservative schemes. However, our work reveals a more fundamental culprit: the smooth Heaviside and delta functions inherent to the standard formulation. Even if reinitialization is done exactly, i.e., the zero contour interface remains stationary, the use of smooth functions lead to violation of mass conservation. We propose a novel approach using variational analysis to incorporate a mass conservation constraint. This introduces a Lagrange multiplier that enforces overall mass balance. Notably, as the delta function sharpens, i.e., approaches the Dirac delta limit, the Lagrange multiplier approaches zero. However, the exact Lagrange multiplier method disrupts the signed distance property of the level set function. This motivates us to develop an approximate version of the Lagrange multiplier that preserves both overall mass and signed distance property of the level set function. Our framework even recovers existing mass-conserving level set methods, revealing some inconsistencies in prior analyses. We extend this approach to three-phase flows for fluid-structure interaction (FSI) simulations. We present variational equations in both immersed and non-immersed forms, demonstrating the convergence of the former formulation to the latter when the body delta function sharpens. Rigorous test problems confirm that the FSI dynamics produced by our simple, easy-to-implement immersed formulation with the approximate Lagrange multiplier method are accurate and match state-of-the-art solvers.

physics.flu-dyn

Physics-Informed Heterogeneous Graph Neural Networks for DC Blocker Placement

The threat of geomagnetic disturbances (GMDs) to the reliable operation of the bulk energy system has spurred the development of effective strategies for mitigating their impacts. One such approach involves placing transformer neutral blocking devices, which interrupt the path of geomagnetically induced currents (GICs) to limit their impact. The high cost of these devices and the sparsity of transformers that experience high GICs during GMD events, however, calls for a sparse placement strategy that involves high computational cost. To address this challenge, we developed a physics-informed heterogeneous graph neural network (PIHGNN) for solving the graph-based dc-blocker placement problem. Our approach combines a heterogeneous graph neural network (HGNN) with a physics-informed neural network (PINN) to capture the diverse types of nodes and edges in ac/dc networks and incorporates the physical laws of the power grid. We train the PIHGNN model using a surrogate power flow model and validate it using case studies. Results demonstrate that PIHGNN can effectively and efficiently support the deployment of GIC dc-current blockers, ensuring the continued supply of electricity to meet societal demands. Our approach has the potential to contribute to the development of more reliable and resilient power grids capable of withstanding the growing threat that GMDs pose.

eess.SY

An effective preconditioning strategy for volume penalized incompressible/low Mach multiphase flow solvers

The volume penalization (VP) or the Brinkman penalization (BP) method is a diffuse interface method for simulating multiphase fluid-structure interaction (FSI) problems in ocean engineering and/or phase change problems in thermal sciences. The method relies on a penalty factor (which is inversely related to body's permeability $κ$) that must be large to enforce rigid body velocity in the solid domain. When the penalty factor is large, the discrete system of equations becomes stiff and difficult to solve numerically. In this paper, we propose a projection method-based preconditioning strategy for solving volume penalized (VP) incompressible and low-Mach Navier-Stokes equations. The projection preconditioner enables the monolithic solution of the coupled velocity-pressure system in both single phase and multiphase flow settings. In this approach, the penalty force is treated implicitly, which is allowed to take arbitrary large values without affecting the solver's convergence rate or causing numerical stiffness/instability. It is made possible by including the penalty term in the pressure Poisson equation. Solver scalability under grid refinement is demonstrated. A manufactured solution in a single phase setting is used to determine the spatial accuracy of the penalized solution. Second-order pointwise accuracy is achieved for both velocity and pressure solutions. Two multiphase fluid-structure interaction (FSI) problems from the ocean engineering literature are also simulated to evaluate the solver's robustness and performance. The proposed solver allows us to investigate the effect of $κ$ on the motion of the contact line over the surface of the immersed body. It also allows us to investigate the dynamics of the free surface of a solidifying metal

physics.flu-dyn

Deep Learning and Spectral Embedding for Graph Partitioning

We present a graph bisection and partitioning algorithm based on graph neural networks. For each node in the graph, the network outputs probabilities for each of the partitions. The graph neural network consists of two modules: an embedding phase and a partitioning phase. The embedding phase is trained first by minimizing a loss function inspired by spectral graph theory. The partitioning module is trained through a loss function that corresponds to the expected value of the normalized cut. Both parts of the neural network rely on SAGE convolutional layers and graph coarsening using heavy edge matching. The multilevel structure of the neural network is inspired by the multigrid algorithm. Our approach generalizes very well to bigger graphs and has partition quality comparable to METIS, Scotch and spectral partitioning, with shorter runtime compared to METIS and spectral partitioning.

cs.LG

Sparse Approximate Multifrontal Factorization with Butterfly Compression for High Frequency Wave Equations

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the butterfly algorithm and its hierarchical matrix extension for compressing and factorizing large frontal matrices via graph-distance guided entry evaluation or randomized matrix-vector multiplication-based schemes. Complexity analysis and numerical experiments demonstrate $\mathcal{O}(N\log^2 N)$ computation and $\mathcal{O}(N)$ memory complexity when applied to an $N\times N$ sparse system arising from 3D high-frequency Helmholtz and Maxwell problems.

cs.MS

Graph Partitioning and Sparse Matrix Ordering using Reinforcement Learning and Graph Neural Networks

We present a novel method for graph partitioning, based on reinforcement learning and graph convolutional neural networks. Our approach is to recursively partition coarser representations of a given graph. The neural network is implemented using SAGE graph convolution layers, and trained using an advantage actor critic (A2C) agent. We present two variants, one for finding an edge separator that minimizes the normalized cut or quotient cut, and one that finds a small vertex separator. The vertex separators are then used to construct a nested dissection ordering to permute a sparse matrix so that its triangular factorization will incur less fill-in. The partitioning quality is compared with partitions obtained using METIS and SCOTCH, and the nested dissection ordering is evaluated in the sparse solver SuperLU. Our results show that the proposed method achieves similar partitioning quality as METIS and SCOTCH. Furthermore, the method generalizes across different classes of graphs, and works well on a variety of graphs from the SuiteSparse sparse matrix collection.

cs.LG

Butterfly factorization via randomized matrix-vector multiplications

This paper presents an adaptive randomized algorithm for computing the butterfly factorization of a $m\times n$ matrix with $m\approx n$ provided that both the matrix and its transpose can be rapidly applied to arbitrary vectors. The resulting factorization is composed of $O(\log n)$ sparse factors, each containing $O(n)$ nonzero entries. The factorization can be attained using $O(n^{3/2}\log n)$ computation and $O(n\log n)$ memory resources. The proposed algorithm applies to matrices with strong and weak admissibility conditions arising from surface integral equation solvers with a rigorous error bound, and is implemented in parallel.

math.NA

A Parallel Hierarchical Blocked Adaptive Cross Approximation Algorithm

This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross approximation (BACA) algorithm, followed by a hierarchical merge operation via truncated singular value decompositions (H-BACA). The proposed algorithm significantly improves the convergence of the baseline ACA algorithm and achieves reduced computational complexity compared to the full decompositions such as rank-revealing QR decompositions. Numerical results demonstrate the efficiency, accuracy and parallel efficiency of the proposed algorithm.

math.NA

Improving strong scaling of the Conjugate Gradient method for solving large linear systems using global reduction pipelining

This paper presents performance results comparing MPI-based implementations of the popular Conjugate Gradient (CG) method and several of its communication hiding (or 'pipelined') variants. Pipelined CG methods are designed to efficiently solve SPD linear systems on massively parallel distributed memory hardware, and typically display significantly improved strong scaling compared to classic CG. This increase in parallel performance is achieved by overlapping the global reduction phase (MPI_Iallreduce) required to compute the inner products in each iteration by (chiefly local) computational work such as the matrix-vector product as well as other global communication. This work includes a brief introduction to the deep pipelined CG method for readers that may be unfamiliar with the specifics of the method. A brief overview of implementation details provides the practical tools required for implementation of the algorithm. Subsequently, easily reproducible strong scaling results on the US Department of Energy (DoE) NERSC machine 'Cori' (Phase I - Haswell nodes) on up to 1024 nodes with 16 MPI ranks per node are presented using an implementation of p(l)-CG that is available in the open source PETSc library. Observations on the staggering and overlap of the asynchronous, non-blocking global communication phases with communication and computational kernels are drawn from the experiments.

cs.DC

Matrix-free construction of HSS representation using adaptive randomized sampling

We present new algorithms for the randomized construction of hierarchically semi-separable matrices, addressing several practical issues. The HSS construction algorithms use a partially matrix-free, adaptive randomized projection scheme to determine the maximum off-diagonal block rank. We develop both relative and absolute stopping criteria to determine the minimum dimension of the random projection matrix that is sufficient for the desired accuracy. Two strategies are discussed to adaptively enlarge the random sample matrix: repeated doubling of the number of random vectors, and iteratively incrementing the number of random vectors by a fixed number. The relative and absolute stopping criteria are based on probabilistic bounds for the Frobenius norm of the random projection of the Hankel blocks of the input matrix. We discuss parallel implementation and computation and communication cost of both variants. Parallel numerical results for a range of applications, including boundary element method matrices and quantum chemistry Toeplitz matrices, show the effectiveness, scalability and numerical robustness of the proposed algorithms.

math.NA

A Study of Clustering Techniques and Hierarchical Matrix Formats for Kernel Ridge Regression

We present memory-efficient and scalable algorithms for kernel methods used in machine learning. Using hierarchical matrix approximations for the kernel matrix the memory requirements, the number of floating point operations, and the execution time are drastically reduced compared to standard dense linear algebra routines. We consider both the general $\mathcal{H}$ matrix hierarchical format as well as Hierarchically Semi-Separable (HSS) matrices. Furthermore, we investigate the impact of several preprocessing and clustering techniques on the hierarchical matrix compression. Effective clustering of the input leads to a ten-fold increase in efficiency of the compression. The algorithms are implemented using the STRUMPACK solver library. These results confirm that --- with correct tuning of the hyperparameters --- classification using kernel ridge regression with the compressed matrix does not lose prediction accuracy compared to the exact --- not compressed --- kernel matrix and that our approach can be extended to $\mathcal{O}(1M)$ datasets, for which computation with the full kernel matrix becomes prohibitively expensive. We present numerical experiments in a distributed memory environment up to 1,024 processors of the NERSC's Cori supercomputer using well-known datasets to the machine learning community that range from dimension 8 up to 784.

cs.LG

A distributed-memory package for dense Hierarchically Semi-Separable matrix computations using randomization

We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use Hierarchically Semi-Separable representations (HSS). Such matrices appear in many applications, e.g., finite element methods, boundary element methods, etc. Exploiting this structure allows for fast solution of linear systems and/or fast computation of matrix-vector products, which are the two main building blocks of matrix computations. The compression algorithm that we use, that computes the HSS form of an input dense matrix, relies on randomized sampling with a novel adaptive sampling mechanism. We discuss the parallelization of this algorithm and also present the parallelization of structured matrix-vector product, structured factorization and solution routines. The efficiency of the approach is demonstrated on large problems from different academic and industrial applications, on up to 8,000 cores. This work is part of a more global effort, the STRUMPACK (STRUctured Matrices PACKage) software package for computations with sparse and dense structured matrices. Hence, although useful on their own right, the routines also represent a step in the direction of a distributed-memory sparse solver.

cs.MS

An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling

We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which have low-rank off-diagonal blocks, to approximate the frontal matrices. For HSS matrix construction, a randomized sampling algorithm is used together with interpolative decompositions. The combination of the randomized compression with a fast ULV HSS factorization leads to a solver with lower computational complexity than the standard multifrontal method for many applications, resulting in speedups up to 7 fold for problems in our test suite. The implementation targets many-core systems by using task parallelism with dynamic runtime scheduling. Numerical experiments show performance improvements over state-of-the-art sparse direct solvers. The implementation achieves high performance and good scalability on a range of modern shared memory parallel systems, including the Intel Xeon Phi (MIC). The code is part of a software package called STRUMPACK -- STRUctured Matrices PACKage, which also has a distributed memory component for dense rank-structured matrices.

cs.MS

A multi-level preconditioned Krylov method for the efficient solution of algebraic tomographic reconstruction problems

Classical iterative methods for tomographic reconstruction include the class of Algebraic Reconstruction Techniques (ART). Convergence of these stationary linear iterative methods is however notably slow. In this paper we propose the use of Krylov solvers for tomographic linear inversion problems. These advanced iterative methods feature fast convergence at the expense of a higher computational cost per iteration, causing them to be generally uncompetitive without the inclusion of a suitable preconditioner. Combining elements from standard multigrid (MG) solvers and the theory of wavelets, a novel wavelet-based multi-level (WMG) preconditioner is introduced, which is shown to significantly speed-up Krylov convergence. The performance of the WMG-preconditioned Krylov method is analyzed through a spectral analysis, and the approach is compared to existing methods like the classical Simultaneous Iterative Reconstruction Technique (SIRT) and unpreconditioned Krylov methods on a 2D tomographic benchmark problem. Numerical experiments are promising, showing the method to be competitive with the classical Algebraic Reconstruction Techniques in terms of convergence speed and overall performance (CPU time) as well as precision of the reconstruction.

math.NA