Massively Parallel Polar Decomposition on Distributed-memory Systems
Type
ArticleKAUST Department
Applied Mathematics and Computational ScienceApplied Mathematics and Computational Science Program
Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
Extreme Computing Research Center
Date
2019-06-10Online Publication Date
2019-06-10Print Publication Date
2019-06-07Permanent link to this record
http://hdl.handle.net/10754/626359
Metadata
Show full item recordAbstract
We present a high-performance implementation of the Polar Decomposition (PD) on distributed-memory systems. Building upon on the QR-based Dynamically Weighted Halley (QDWH) algorithm, the key idea lies in finding the best rational approximation for the scalar sign function, which also corresponds to the polar factor for symmetric matrices, to further accelerate the QDWH convergence. Based on the Zolotarev rational functions-introduced by Zolotarev (ZOLO) in 1877-this new PD algorithm ZOLO-PD converges within two iterations even for ill-conditioned matrices, instead of the original six iterations needed for QDWH. ZOLO-PD uses the property of Zolotarev functions that optimality is maintained when two functions are composed in an appropriate manner. The resulting ZOLO-PD has a convergence rate up to 17, in contrast to the cubic convergence rate for QDWH. This comes at the price of higher arithmetic costs and memory footprint. These extra floating-point operations can, however, be processed in an embarrassingly parallel fashion. We demonstrate performance using up to 102,400 cores on two supercomputers. We demonstrate that, in the presence of a large number of processing units, ZOLO-PD is able to outperform QDWH by up to 2.3× speedup, especially in situations where QDWH runs out of work, for instance, in the strong scaling mode of operation.Citation
Ltaief, H., Sukkari, D., Esposito, A., Nakatsukasa, Y., & Keyes, D. (2019). Massively Parallel Polar Decomposition on Distributed-memory Systems. ACM Transactions on Parallel Computing, 6(1), 1–15. doi:10.1145/3328723Sponsors
The authors thank Cray Inc. and Intel Corp. in the context of the Cray Center of Excellence and Intel Parallel Computing Center awarded to the Extreme Computing Research Center (ECRC) at KAUST. The authors also thank Mustafa Abduljabbar from ECRC for his help to further enhance the general features of the code. For computer time, this research used Shaheen supercomputer hosted at the Supercomputing Laboratory at King Abdullah University of Science and Technology (KAUST).DOI
10.1145/3328723Additional Links
http://dl.acm.org/citation.cfm?doid=3331062.3328723ae974a485f413a2113503eed53cd6c53
10.1145/3328723