Numerical analysis of the maximal attainable accuracy in communication hiding pipelined Conjugate Gradient methods

2018-04-09 2018-08-21

Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather than floating point performance. With HPC hardware advancing towards the exascale regime the gap between computation and communication keeps steadily increasing, imposing the need for scalable alternatives to traditional Krylov subspace methods. One such approach are the so-called pipelined Krylov subspace methods, which reduce the number of global synchronization points and overlap global communication latency with local arithmetic operations, thus hiding the global reduction phases behind useful computations. To obtain this overlap the traditional Krylov subspace algorithm is reformulated by introducing a number of auxiliary vector quantities, which are computed using additional recurrence relations. Although pipelined Krylov subspace methods are equivalent to traditional Krylov subspace methods in exact arithmetic, local rounding errors induced by the multi-term recurrence relations in finite precision may in practice affect convergence significantly. This numerical stability study aims to characterize the effect of local rounding errors on attainable accuracy in various pipelined versions of the popular Conjugate Gradient method. Expressions for the gaps between the true and recursively computed variables that are used to update the search directions in the different CG variants are derived. Furthermore, it is shown how these results can be used to analyze and correct the effect of local rounding error propagation on the maximal attainable accuracy of pipelined CG methods. The analysis in this work is supplemented by numerical experiments that demonstrate the numerical behavior of the pipelined CG methods.
Comment: 28 pages, 7 figures, 1 table, 4 algorithms

Mathematics - Numerical Analysis; 65F10, 65N12, 65G50, 65Y05, 65N22; text

COO oai:arXiv.org:1804.02962
1106294375

CORNELL UNIV
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