An Asynchronous Task-based Fan-Both Sparse Cholesky Solver

Research paper by Mathias Jacquelin, Yili Zheng, Esmond Ng, Katherine Yelick

Indexed on: 29 Jul '16Published on: 29 Jul '16Published in: Computer Science - Mathematical Software


Systems of linear equations arise at the heart of many scientific and engineering applications. Many of these linear systems are sparse; i.e., most of the elements in the coefficient matrix are zero. Direct methods based on matrix factorizations are sometimes needed to ensure accurate solutions. For example, accurate solution of sparse linear systems is needed in shift-invert Lanczos to compute interior eigenvalues. The performance and resource usage of sparse matrix factorizations are critical to time-to-solution and maximum problem size solvable on a given platform. In many applications, the coefficient matrices are symmetric, and exploiting symmetry will reduce both the amount of work and storage cost required for factorization. When the factorization is performed on large-scale distributed memory platforms, communication cost is critical to the performance of the algorithm. At the same time, network topologies have become increasingly complex, so that modern platforms exhibit a high level of performance variability. This makes scheduling of computations an intricate and performance-critical task. In this paper, we investigate the use of an asynchronous task paradigm, one-sided communication and dynamic scheduling in implementing sparse Cholesky factorization (symPACK) on large-scale distributed memory platforms. Our solver symPACK relies on efficient and flexible communication primitives provided by the UPC++ library. Performance evaluation shows good scalability and that symPACK outperforms state-of-the-art parallel distributed memory factorization packages, validating our approach on practical cases.