Optimizing Sparse Matrix Vector Multiplication for Large Scale Data Analytics
Sparse Matrix Vector multiplication (SpMV) is a fundamental kernel, used by a large class of numerical algorithms. Emerging big data and machine learning applications are propelling a renewed interest in SpMV algorithms that can tackle massive amount of unstructured data rapidly approaching the TeraByte range with predictable, high performance. In this paper we describe a new methodology to design SpMV algorithms for shared memory multiprocessors (SMPs) that organizes the original SpMV algorithm into two distinct phases. In the first phase we build a scaled matrix, that is reduced in the second phase, providing numerous opportunities to exploit memory locality. Using this methodology, we have designed two algorithms. Our experiments on irregular big data matrices (an order of magnitude larger than the current state of the art) show a quasi optimal scaling on a large scale POWER8 SMP system, with an average performance speedup of 3.8x, when compared to an equally optimized version of the CSR algorithm. In terms of absolute performance, with our implementation, the POWER8 SMP system is comparable to a 256 node cluster. In terms of size, it can process matrices with up to 68 billion edges, an order of magnitude larger than state of the art clusters.
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