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A Paradigm for Parallel Matrix Algorithms: Scalable Cholesky

机译:并行矩阵算法的范例:可扩展的Cholesky

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A style for programming problems from matrix algebra is developed with a familiar example and new tools, yielding high performance with a couple of surprising exceptions. The underlying philosophy is to use block recursion as the exclusive control structure, down to a 2~P x 2~P base case anyway, where hardware favors iterative style to fill its pipe. Use of Morton-ordered matrices yields excellent locality within the memory hierarchy—including block sharing among distributed computers. The recursion generalizes nicely to an SPMD program where such sharing is the only communication. Cholesky factorization of an n x n SPD matrix is used as a simple non-trivial example to expose the paradigm. The program amounts to four functions, two of which are finalizers for the other two. This insight allows final blocks to be shared with inter-node communication ∈ Θ(n~2) for this algorithm ∈ Θ(n~3) FLOPS.
机译:通过熟悉的示例和新工具,开发了一种用于解决矩阵代数编程问题的方式,除了一些令人惊讶的异常之外,还产生了高性能。基本的原理是使用块递归作为排他的控制结构,无论如何,直到2〜P x 2〜P基本情况,硬件都喜欢使用迭代样式填充其管道。使用Morton排序矩阵可在内存层次结构中产生出色的局部性-包括分布式计算机之间的块共享。递归可以很好地概括为SPMD程序,其中这种共享是唯一的通信。 n x n SPD矩阵的Cholesky分解被用作暴露范式的简单非平凡示例。该程序共有四个功能,其中两个是另外两个的终结器。对于该算法∈Θ(n〜3)FLOPS,此见解允许最终块与节点间通信∈Θ(n〜2)共享。

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