arXiv subjects

Takeshi Fukaya

Publications and source records attributed to Takeshi Fukaya.

10 recordsLinked to original sources

arXiv2026

Factorized Krylov subspace methods for solving large Sylvester equations

Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a low-rank format by reconstructing matrix-oriented Krylov subspace methods. The framework realizes efficient algorithms that are mathematically equivalent to the matrix-oriented Krylov subspace methods by exploiting the mathematical properties of the Sylvester operator and the low-rank structure of the right-hand side. Specifically, by leveraging these properties, approximate solutions can be expressed in a low-rank factorized form, enabling efficient computation and reduced memory requirements. The effectiveness of our algorithms is demonstrated through numerical experiments.

math.NA↗

arXiv2022

Convergence Acceleration of Preconditioned CG Solver Based on Error Vector Sampling for a Sequence of Linear Systems

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix (subspace) to accelerate the convergence of the iterative method. In practical simulations, these acceleration methods typically work well when the range of the auxiliary matrix contains eigenspaces corresponding to small eigenvalues of the coefficient matrix. We have developed a new algebraic auxiliary matrix construction method based on error vector sampling, in which eigenvectors with small eigenvalues are efficiently identified in a solution process. The generated auxiliary matrix is used for the convergence acceleration in the following solution step. Numerical tests confirm that both subspace correction and deflation methods with the auxiliary matrix can accelerate the solution process of the iterative solver. Furthermore, we examine the applicability of our technique to the estimation of the condition number of the coefficient matrix. The algorithm of preconditioned conjugate gradient (PCG) method with the condition number estimation is also shown.

math.NA↗

arXiv2021

Performance prediction of massively parallel computation by Bayesian inference

A performance prediction method for massively parallel computation is proposed. The method is based on performance modeling and Bayesian inference to predict elapsed time T as a function of the number of used nodes P (T=T(P)). The focus is on extrapolation for larger values of P from the perspective of application researchers. The proposed method has several improvements over the method developed in a previous paper, and application to real-symmetric generalized eigenvalue problem shows promising prediction results. The method is generalizable and applicable to many other computations.

math.NA↗

arXiv2021

Accelerating the SpMV kernel on standard CPUs by exploiting the partially diagonal structures

Sparse Matrix Vector multiplication (SpMV) is one of basic building blocks in scientific computing, and acceleration of SpMV has been continuously required. In this research, we aim for accelerating SpMV on recent CPUs for sparse matrices that have a specific sparsity structure, namely a diagonally structured sparsity pattern. We focus a hybrid storage format that combines the DIA and CSR formats, so-called the HDC format. First, we recall the importance of introducing cache blocking techniques into HDC-based SpMV kernels. Next, based on the observation of the cache blocked kernel, we present a modified version of the HDC formats, which we call the M-HDC format, in which partial diagonal structures are expected to be more efficiently picked up. For these SpMV kernels, we theoretically analyze the expected performance improvement based on performance models. Then, we conduct comprehensive experiments on state-of-the-art multi-core CPUs. By the experiments using typical matrices, we clarify the detailed performance characteristics of each SpMV kernel. We also evaluate the performance for matrices appearing in practical applications and demonstrate that our approach can accelerate SpMV for some of them. Through the present paper, we demonstrate the effectiveness of exploiting partial diagonal structures by the M-HDC format as a promising approach to accelerating SpMV on CPUs for a certain kind of practical sparse matrices.

cs.DC↗

arXiv2021

An Integer Arithmetic-Based Sparse Linear Solver Using a GMRES Method and Iterative Refinement

In this paper, we develop a (preconditioned) GMRES solver based on integer arithmetic, and introduce an iterative refinement framework for the solver. We describe the data format for the coefficient matrix and vectors for the solver that is based on integer or fixed-point numbers. To avoid overflow in calculations, we introduce initial scaling and logical shifts (adjustments) of operands in arithmetic operations. We present the approach for operand shifts, considering the characteristics of the GMRES algorithm. Numerical tests demonstrate that the integer arithmetic-based solver with iterative refinement has comparable solver performance in terms of convergence to the standard solver based on floating-point arithmetic. Moreover, we show that preconditioning is important, not only for improving convergence but also reducing the risk of overflow.

math.NA↗

arXiv2020

White Paper from Workshop on Large-scale Parallel Numerical Computing Technology (LSPANC 2020): HPC and Computer Arithmetic toward Minimal-Precision Computing

In numerical computations, precision of floating-point computations is a key factor to determine the performance (speed and energy-efficiency) as well as the reliability (accuracy and reproducibility). However, precision generally plays a contrary role for both. Therefore, the ultimate concept for maximizing both at the same time is the minimal-precision computing through precision-tuning, which adjusts the optimal precision for each operation and data. Several studies have been already conducted for it so far (e.g. Precimoniuos and Verrou), but the scope of those studies is limited to the precision-tuning alone. Hence, we aim to propose a broader concept of the minimal-precision computing system with precision-tuning, involving both hardware and software stack. In 2019, we have started the Minimal-Precision Computing project to propose a more broad concept of the minimal-precision computing system with precision-tuning, involving both hardware and software stack. Specifically, our system combines (1) a precision-tuning method based on Discrete Stochastic Arithmetic (DSA), (2) arbitrary-precision arithmetic libraries, (3) fast and accurate numerical libraries, and (4) Field-Programmable Gate Array (FPGA) with High-Level Synthesis (HLS). In this white paper, we aim to provide an overview of various technologies related to minimal- and mixed-precision, to outline the future direction of the project, as well as to discuss current challenges together with our project members and guest speakers at the LSPANC 2020 workshop; https://www.r-ccs.riken.jp/labs/lpnctrt/lspanc2020jan/.

cs.DC↗

arXiv2019

Effect of Mixed Precision Computing on H-Matrix Vector Multiplication in BEM Analysis

Hierarchical Matrix (H-matrix) is an approximation technique which splits a target dense matrix into multiple submatrices, and where a selected portion of submatrices are low-rank approximated. The technique substantially reduces both time and space complexity of dense matrix vector multiplication, and hence has been applied to numerous practical problems. In this paper, we aim to accelerate the H-matrix vector multiplication by introducing mixed precision computing, where we employ both binary64 (FP64) and binary32 (FP32) arithmetic operations. We propose three methods to introduce mixed precision computing to H-matrix vector multiplication, and then evaluate them in a boundary element method (BEM) analysis. The numerical tests examine the effects of mixed precision computing, particularly on the required simulation time and rate of convergence of the iterative (BiCG-STAB) linear solver. We confirm the effectiveness of the proposed methods.

cs.MS↗

arXiv2019

Hierarchical Block Multi-Color Ordering: A New Parallel Ordering Method for Vectorization and Parallelization of the Sparse Triangular Solver in the ICCG Method

In this paper, we propose a new parallel ordering method to vectorize and parallelize the sparse triangular solver, which is called hierarchical block multi-color ordering. In this method, the parallel forward and backward substitutions can be vectorized while preserving the advantages of block multi-color ordering, that is, fast convergence and fewer thread synchronizations. To evaluate the proposed method in a parallel ICCG (Incomplete Cholesky Conjugate Gradient) solver, numerical tests were conducted using five test matrices on three types of computational nodes. The numerical results indicate that the proposed method outperforms the conventional block and nodal multi-color ordering methods in 13 out of 15 test cases, which confirms the effectiveness of the method.

cs.DC↗

arXiv2018

EigenKernel - A middleware for parallel generalized eigenvalue solvers to attain high scalability and usability

An open-source middleware EigenKernel was developed for use with parallel generalized eigenvalue solvers or large-scale electronic state calculation to attain high scalability and usability. The middleware enables the users to choose the optimal solver, among the three parallel eigenvalue libraries of ScaLAPACK, ELPA, EigenExa and hybrid solvers constructed from them, according to the problem specification and the target architecture. The benchmark was carried out on the Oakforest-PACS supercomputer and reveals that ELPA, EigenExa and their hybrid solvers show better performance, when compared with pure ScaLAPACK solvers. The benchmark on the K computer is also used for discussion. In addition, a preliminary research for the performance prediction was investigated, so as to predict the elapsed time T as the function of the number of used nodes P (T=T(P)). The prediction is based on Bayesian inference using the Markov Chain Monte Carlo (MCMC) method and the test calculation indicates that the method is applicable not only to performance interpolation but also to extrapolation. Such a middleware is of crucial importance for application-algorithm-architecture co-design among the current, next-generation (exascale), and future-generation (post-Moore era) supercomputers.

physics.comp-ph↗

arXiv2018

Shifted CholeskyQR for computing the QR factorization of ill-conditioned matrices

The Cholesky QR algorithm is an efficient communication-minimizing algorithm for computing the QR factorization of a tall-skinny matrix. Unfortunately it has the inherent numerical instability and breakdown when the matrix is ill-conditioned. A recent work establishes that the instability can be cured by repeating the algorithm twice (called CholeskyQR2). However, the applicability of CholeskyQR2 is still limited by the requirement that the Cholesky factorization of the Gram matrix runs to completion, which means it does not always work for matrices $X$ with $κ_2(X)\gtrsim {\bf u}^{-\frac{1}{2}}$ where ${\bf u}$ is the unit roundoff. In this work we extend the applicability to $κ_2(X)=\mathcal{O}({\bf u}^{-1})$ by introducing a shift to the computed Gram matrix so as to guarantee the Cholesky factorization $R^TR= A^TA+sI$ succeeds numerically. We show that the computed $AR^{-1}$ has reduced condition number $\leq {\bf u}^{-\frac{1}{2}}$, for which CholeskyQR2 safely computes the QR factorization, yielding a computed $Q$ of orthogonality $\|Q^TQ-I\|_2$ and residual $\|A-QR\|_F/\|A\|_F$ both $\mathcal{O}({\bf u})$. Thus we obtain the required QR factorization by essentially running Cholesky QR thrice. We extensively analyze the resulting algorithm shiftedCholeskyQR to reveal its excellent numerical stability. shiftedCholeskyQR is also highly parallelizable, and applicable and effective also when working in an oblique inner product space. We illustrate our findings through experiments, in which we achieve significant (up to x40) speedup over alternative methods.

math.NA↗