This paper introduces hybrid LU-QR al- gorithms for solving dense linear systems of the form Ax = b. Throughout a matrix factorization, these al- gorithms dynamically alternate LU with local pivoting and QR elimination steps, based upon some robustness criterion. LU elimination steps can be very efficiently parallelized, and are twice as cheap in terms of floating- point operations, as QR steps. However, LU steps are not necessarily stable, while QR steps are always stable. The hybrid algorithms execute a QR step when a robustness criterion detects some risk for instability, and they execute an LU step otherwise. Ideally, the choice between LU and QR steps must have a small computational overhead and must provide a satisfactory level of stability with as few QR steps as possible. In this paper, we introduce several robustness criteria and we establish upper bounds on the growth factor of the norm of the updated matrix incurred by each of these criteria. In addition, we describe the implementation of the hybrid algorithms through an exten- sion of the PaRSEC software to allow for dynamic choices during execution. Finally, we analyze both stability and performance results compared to state-of-the-art linear solvers on parallel distributed multicore platforms.
State-of-the-art QR factorizations use multiple eliminators per panel, in order to dramatically reduce the critical path of the algorithm. These algorithms are unconditionally stable, and their parallelization has been fairly well studied on shared memory systems @cite_10 @cite_1 @cite_18 and on parallel distributed systems @cite_4 .
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We describe an implementation of the Communication-Avoiding QR (CAQR) factorization that runs entirely on a single graphics processor (GPU). We show that the reduction in memory traffic provided by CAQR allows us to outperform existing parallel GPU implementations of QR for a large class of tall-skinny matrices. Other GPU implementations of QR handle panel factorizations by either sending the work to a general-purpose processor or using entirely bandwidth-bound operations, incurring data transfer overheads. In contrast, our QR is done entirely on the GPU using compute-bound kernels, meaning performance is good regardless of the width of the matrix. As a result, we outperform CULA, a parallel linear algebra library for GPUs by up to 17x for tall-skinny matrices and Intel's Math Kernel Library (MKL) by up to 12x. We also discuss stationary video background subtraction as a motivating application. We apply a recent statistical approach, which requires many iterations of computing the singular value decomposition of a tall-skinny matrix. Using CAQR as a first step to getting the singular value decomposition, we are able to get the answer 3x faster than if we use a traditional bandwidth-bound GPU QR factorization tuned specifically for that matrix size, and 30x faster than if we use Intel's Math Kernel Library (MKL) singular value decomposition routine on a multicore CPU. We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform and just as stable as Householder QR. We prove optimality by deriving new lower bounds for the number of multiplications done by “non-Strassen-like” QR, and using these in known communication lower bounds that are proportional to the number of multiplications. We not only show that our QR algorithms attain these lower bounds (up to polylogarithmic factors), but that existing LAPACK and ScaLAPACK algorithms perform asymptotically more communication. We derive analogous communication lower bounds for LU factorization and point out recent LU algorithms in the literature that attain at least some of these lower bounds. The sequential and parallel QR algorithms for tall and skinny matrices lead to significant speedups in practice over some of the existing algorithms, including LAPACK and ScaLAPACK, for example, up to 6.7 times over ScaLAPACK. A performance model for the parallel algorithm for general rectangular matrices predicts significant speedups over ScaLAPACK. 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 (referred to as ‘tiles’). 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 that 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 be exploited only at the level of the BLAS operations and with vendor implementations. Copyright © 2008 John Wiley & Sons, Ltd. This paper describes a new QR factorization algorithm which is especially designed for massively parallel platforms combining parallel distributed nodes, where a node is a multi-core processor. These platforms represent the present and the foreseeable future of high-performance computing. Our new QR factorization algorithm falls in the category of the tile algorithms which naturally enables good data locality for the sequential kernels executed by the cores (high sequential performance), low number of messages in a parallel distributed setting (small latency term), and fine granularity (high parallelism). Each tile algorithm is uniquely characterized by its sequence of reduction trees. In the context of a cluster of nodes, in order to minimize the number of inter-processor communications (aka, ''communication-avoiding''), it is natural to consider hierarchical trees composed of an ''inter-node'' tree which acts on top of ''intra-node'' trees. At the intra-node level, we propose a hierarchical tree made of three levels: (0) ''TS level'' for cache-friendliness, (1) ''low-level'' for decoupled highly parallel inter-node reductions, (2) ''domino level'' to efficiently resolve interactions between local reductions and global reductions. Our hierarchical algorithm and its implementation are flexible and modular, and can accommodate several kernel types, different distribution layouts, and a variety of reduction trees at all levels, both inter-node and intra-node. Numerical experiments on a cluster of multi-core nodes (i) confirm that each of the four levels of our hierarchical tree contributes to build up performance and (ii) build insights on how these levels influence performance and interact within each other. Our implementation of the new algorithm with the DAGuE scheduling tool significantly outperforms currently available QR factorization software for all matrix shapes, thereby bringing a new advance in numerical linear algebra for petascale and exascale platforms.