Michael Lass

Michael Lass, Thomas D. Kühne, Christian Plessl

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we demonstrate its suitability to a problem from scientific computing. Utilizing the self-correcting behavior of iterative algorithms, we show that approximate computing can be applied to the calculation of inverse matrix p-th roots which are required in many applications in scientific computing. Results show great opportunities to reduce the computational effort and bandwidth required for the execution of the discussed algorithm, especially when targeting special accelerator hardware.

Michael Lass, Stephan Mohr, Hendrik Wiebeler et al.

We present the submatrix method, a highly parallelizable method for the approximate calculation of inverse p-th roots of large sparse symmetric matrices which are required in different scientific applications. We follow the idea of Approximate Computing, allowing imprecision in the final result in order to be able to utilize the sparsity of the input matrix and to allow massively parallel execution. For an n x n matrix, the proposed algorithm allows to distribute the calculations over n nodes with only little communication overhead. The approximate result matrix exhibits the same sparsity pattern as the input matrix, allowing for efficient reuse of allocated data structures. We evaluate the algorithm with respect to the error that it introduces into calculated results, as well as its performance and scalability. We demonstrate that the error is relatively limited for well-conditioned matrices and that results are still valuable for error-resilient applications like preconditioning even for ill-conditioned matrices. We discuss the execution time and scaling of the algorithm on a theoretical level and present a distributed implementation of the algorithm using MPI and OpenMP. We demonstrate the scalability of this implementation by running it on a high-performance compute cluster comprised of 1024 CPU cores, showing a speedup of 665x compared to single-threaded execution.

Dorothee Richters, Michael Lass, Andrea Walther et al.

We address the general mathematical problem of computing the inverse $p$-th root of a given matrix in an efficient way. A new method to construct iteration functions that allow calculating arbitrary $p$-th roots and their inverses of symmetric positive definite matrices is presented. We show that the order of convergence is at least quadratic and that adaptively adjusting a parameter $q$ always leads to an even faster convergence. In this way, a better performance than with previously known iteration schemes is achieved. The efficiency of the iterative functions is demonstrated for various matrices with different densities, condition numbers and spectral radii.