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論文名稱 Title |
舒爾補方法在分散式記憶體架構上溝通減少問題 Communication reduction problem in Schur complement method on distributed memory architecture. |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
27 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2017-06-29 |
繳交日期 Date of Submission |
2018-01-31 |
關鍵字 Keywords |
K向分割法、分散式記憶體系統、稀疏線性方程組、舒爾補方法、平行計算 large sparse linear system, distributed memory system, k-way partition, Schur complement, parallel computation |
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統計 Statistics |
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中文摘要 |
在科學與工程領域中,時常會面對如何求解大型稀疏線性方程組的問題。隨著問題的尺度越大,礙於記憶體的限制,要在單一電腦下做計算處理變得很困難。為了使線性系統得以被平行得處理,目前不論直接法或是迭代法,一個常見的處理方式是將問題的變數與方程利用K向分割法做適當的排序,使矩陣具有塊狀箭頭形式,再以舒爾補方法將矩陣消為塊狀上三角矩陣。前者使得矩陣能被分為若干不相關之子線性方程組,故問題能夠在分散式記憶體系統下平行處理。 面對擁有良好性質的線性系統,我們可以透過迭代法搭配預處理去控制條件數,以及避免形成舒爾補矩陣。然而不幸的,面對一般的稀疏線性方程組,我們無法避免實際生成舒爾補矩陣。計算舒爾補矩陣時若是沒有注意計算與資料儲存的方式,在分散式系統中很容易導致過多的資料溝通(Communication) 。甚而在非分散式之平行系統架構中,也容易因舒爾補之計算開銷過大,而使負載平衡差異過大平行效果下降。然而我們發現,其實只要適當的安排矩陣的儲存方式與改變演算法中的計算順序,就能夠有效降低實作中需要的資料溝通,進而優化舒爾補方法的平行效率。 |
Abstract |
A common approach to solving a large sparse linear system in parallel is using the k-way partition method to relabel the variables and equations so that the rearranged matrix has a block arrow form, followed by Schur complement method to eliminate the resulting matrix to have a block upper triangular form. In the first step, the matrix is constituted by several independent submatrices so that they can be solved parallelly. However, if we do not carefully deal with the processes in calculation and storage, large mount of data communication between processes would occur in distributed memory system. In non-distributed memory system, the efficiency of parallelization might be low since the unbalanced loading of processes caused by the expensive calculation of forming Schur complement. In this paper, we will propose a novel method which can reduce the communication in the procedure of Schur complement simply by arranging the storagement and the method of calculation, so we might have better efficiency of the parallelization. |
目次 Table of Contents |
論文審定書i 摘要ii Abstract iii List of Figures v 1 Introduction 1 1.1 Parallelization for sparse linear system . . . . . . . . . . . . . . . . . . . 1 1.2 The difficulty in balancing. . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 Preliminaries 3 2.1 Schur Complement Method . . . . . . . . . . . . . . . . . . . . . . . . . 3 2.2 Graphs and Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.3 Rearrangement of variables and Equations . . . . . . . . . . . . . . . . . 7 3 General Sparse Linear System 9 3.1 Schur Complement Method in Distributed Memory Architecture . . . . . 9 3.2 Fill-in in the Schur Complement . . . . . . . . . . . . . . . . . . . . . . 11 3.3 Algorithm with Communication Reduction . . . . . . . . . . . . . . . . 13 4 Numerical Method and Result 14 4.1 K-way Partition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14 4.2 Finding Separators and Permutation . . . . . . . . . . . . . . . . . . . . 15 4.3 SuperLU and LAPACK . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 4.4 Algorithm with Communication Reduction . . . . . . . . . . . . . . . . 18 4.5 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19 Bibliography 20 |
參考文獻 References |
[1] E. Anderson, Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra, J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen. LAPACK Users’ Guide. Society for Industrial and Applied Mathematics, Philadelphia, PA, third edition, 1999. [2] James W. Demmel, Stanley C. Eisenstat, John R. Gilbert, Xiaoye S. Li, and Joseph W. H. Liu. A supernodal approach to sparse partial pivoting. SIAM J. Matrix Analysis and Applications, 29(3):720–755, 1999. [3] George Karypis and Vipin Kumar. A fast and highly quality multilevel scheme for partitioning irregular graphs. SIAM Journal on Scientific Computing, 20(1):359— 392, 1999. [4] Xiaoye S. Li and James W. Demmel. SuperLU_DIST: A scalable distributed-memory sparse direct solver for unsymmetric linear systems. ACM Trans. Mathematical Software, 29(2):110–140, June 2003. [5] X.S. Li, J.W. Demmel, J.R. Gilbert, iL. Grigori, M. Shao, and I. Yamazaki. SuperLU Users’ Guide. Technical Report LBNL-44289, Lawrence Berkeley National Laboratory, September 1999. http://crd.lbl.gov/~xiaoye/SuperLU/. Last update: August 2011. |
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