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Open Access Publications from the University of California

Communication-Avoiding Krylov Subspace Methods in Theory and Practice

  • Author(s): Carson, Erin Claire
  • Advisor(s): Demmel, James W
  • et al.

Advancements in the field of high-performance scientific computing are necessary to address the most important challenges we face in the 21st century. From physical modeling to large-scale data analysis, engineering efficient code at the extreme scale requires a critical focus on reducing communication -- the movement of data between levels of memory hierarchy or between processors over a network -- which is the most expensive operation in terms of both time and energy at all scales of computing. Achieving scalable performance thus requires a dramatic shift in the field of algorithm design, with a key area of innovation being the development of communication-avoiding algorithms.

Solvers for sparse linear algebra problems, ubiquitous throughout scientific and mathematical applications, often limit application performance due to a low computation/communication ratio. Among iterative methods, Krylov subspace methods are the most general and widely-used. To alleviate performance bottlenecks, much prior work has focused on the development of communication-avoiding Krylov subspace methods, which can offer asymptotic performance improvements over a set number of iterations.

In finite precision, the convergence and stability properties of classical Krylov methods are not necessarily maintained by communication-avoiding Krylov methods. Depending on the parameters used and the numerical properties of the problem, these communication-avoiding variants can exhibit slower convergence and decreased accuracy compared to their classical counterparts, making it unclear when communication-avoiding Krylov subspace methods are suitable for use in practice.

Until now, the literature on communication-avoiding Krylov methods lacked a detailed numerical stability analysis, as well as both theoretical and practical comparisons with the stability and convergence properties of standard implementations. In this thesis, we address this major challenge to the practical use of communication-avoiding Krylov subspace methods. We extend a number of theoretical results and algorithmic techniques developed for classical Krylov subspace methods to communication-avoiding Krylov subspace methods and identify constraints under which these methods are competitive in terms of both achieving asymptotic speedups and meeting application-specific numerical requirements.

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