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Dmitry A. Zaitsev
http://member.acm.org/~daze
Composition of Clans for
Solving Linear Systems on
Parallel Architectures
Odessa State Environmental University
http://www.odeku.edu.ua
Speed-Up Solving Systems
on 16 Nodes
2
Key Features
• Speed-up solving (especially Diophantine)
systems of linear algebraic equations
• Sparse systems of specific form, namely
“well decomposable into clans”
• Concept of a sign forms clans of equations
• Applicable to other algebraic structures
with sign
3
Form of Obtained Matrix
4
Divide and Sway
• Decompose a given system into its clans
• Solve a system for each clan
• Solve a system of clans composition
• Or collapse the decomposition graph
solving a system for each contracted edge
• Obtain a result in feasible time
5
Algebraic structure
Numbers Structure Methods Complexity
Complex field a) reduction: LU, QR;
б) iteration methods
O(n3)
Real
Integer ring Normal forms:
Hermite, Smith
O(n4)
Nonnegative
integer
monoid Methods of Toudic
(Silva) and Contejean
O(2n)
Real-life matrices (systems)
• Matrix Market -
https://math.nist.gov/MatrixMarket
• The SuiteSparse Matrix Collection
https://sparse.tamu.edu
• Model Checking Contest – Petri net
models https://mcc.lip6.fr
Basic software
Structure  Type Dense Sparse
Field LAPACK UMFPACK
Ring 4ti2 ParAd+4ti2
Monoid 4ti2 ParAd
A Clan – Transitive Closure
of Nearness Relation
Two equations are near if they contain the same
variable having nonzero coefficients of the same sign
9
Decomposition into Clans
10
Systems and Directed Bipartite Graphs
Equation –
transition (rectangle)
Variable –
place (circle)
Positive sign –
incoming arc of
a place
Negative sign –
outgoing arc of
a place
11
Decomposition Graph
x1, x2, x3, x4, x5, x11, x12, x13, x15, x18
x1, x10, x17 x6, x8, x16
x7, x9, x19
12
Collapse of Decomposition Graph
I. II.
13
Decomposition into Clans as
Matrix Reordering
• Clan – subset of equations
• Decomposition into clans – reordering of
rows
• Linear complexity in the number of nonzero
elements
• Classification of variables into contact and
internal (on clans) reorders columns
• Combination of a block-column and a block
diagonal matrices
14
Systems of Equations (Inequalities)
bxA 
its general solution
yGxx 
)(...)()()( 21 xLxLxLxS m
),0()(  xaxL i
i
Consider a system as a predicate
}{ iL
15
Relations on the Set of Equations
Relation of nearness: ,ji LL 
:Xxk  ,0, ,, kjki aa )()( ,, kjki asignasign 
Statement. The relation of nearness is reflexive and symmetric.
Relation of clan: ji LL 
:,...,, 21 klll LLL jlli LLLL k
 ...1
Theorem. The relation of clan is an equivalence relation
(reflexive, symmetric, and transitive).
Corollary. Relation of clan defines a partition of the set of equations;
an element of this partition is called a clan.
16
Classification of Variables
Variables of a clan:
}0:,{)( ,  ik
j
kii
jj
aCLXxxCXX
Internal variables of a clan:
),( j
i CXx  l
i Xx :, jlCl

j
X

j
X
Contact variables: 0
X
:, lj
CC ,j
i Xx  l
i Xx 
Contact variables of a clan: j
X

,jjj
XXX



 jj
XX



Theorem. A contact variable belongs to two clans exactly entering
one clan with sign plus and the other clan with sign minus.
17
Decomposition of System Matrix
18
Composition of Clans
1. Solve the system separately for each clan:
,0 jj
xA ,jjj
AAA


j
j
j
x
x
x 


jjj
yGx 
2. Solve a system of composition of clans for contact variables:
ll
i
jj
i yGyG  :0 yFor zRy 
3. Recover sought solutions:
,yGx  ,
000
000
000
22
11
T
kk
GJ
GJ
GJ
G




 ,zRGx 
19
General Solutions Obtained via
Composition of Clans
Theorem 1. A general solution of homogeneous system is:
,zHx  RGH 
Theorem 2. A general solution of heterogeneous system is:
,zHyx  ,yGxy  RGH 
Statement. Speed-up of computations is about:
)2( pq
O 
( )
( )
M q
k nz k M p  
For exponential methods – exponential speed-up:
20
Example: Decomposition into Clans
0000011000
1100010000
1120010000
2011000010
0011000010
0100001100
0100201100
0001100001
0001100201









A
},,,{ 6521
1
LLLLC  },,,,{ 98743
2
LLLLLC 
},,,,,,{ 72110863
1
xxxxxxxX  },,,,,,{ 95410863
2
xxxxxxxX 
},,,{ 10863
210
xxxxXXX 

},,{ 721
1
xxxX 

},,{ 954
2
xxxX 

21
Example: Renumeration of
Equations and Variables
 95472110863nx
 987436521nL
0110000000
1100001000
1100000200
1010000001
1010000021
0001102100
0001100100
0001010010
0001010012









A
22
Example: Solution of Systems for Clans
,
1110000
0101100
1100011
1
T
G 
,
1110000
10011112
T
G 
T
yyyy ),,( 1
3
1
2
1
1
1

T
yyy ),( 2
2
2
1
2

23
Example: Solution of System for Contact
Variables











.0
,0
,0
,0
2
1
1
2
2
1
1
2
2
1
1
1
2
1
1
1
yy
yy
yy
yy
T
R
10000
00100
01011

24
T
G
1110000000
1000000000
0001110000
0000101100
0001100011

T
G
1110000000
1000001111
0001110000
0000100000
0001100000
or
T
GRH
1110000000
0001110000
1001201111

Example: Composition of Source System
Solution
25
Sequential Contraction of Graphs as a
Scheme of Solving System
Graph of system decomposition into its clans: ),,( WEVG 
},{vV  Cv  vertices correspond to clans
VVE  edges connect clans having common contact variables
))()(())()((: 12210
21 CxOCxICxOCxIXxEvv 
)()(:  EVW  weight function;

u
uvwvw ),()()(vw number of clan variables;
),( uvw number of contact variables;
k
d
V
d
V
d
V
GGGGG
k
k
 ...210
2
2
1
1
Collapse of graph:
26
Collapse of Subgraphs
27
Edge collapse of graph
C4C5
C8 C1
C2
C3C6
C7
7
5
2
7
2
6
2
4
4
3
4
6
3
2
8
C3C7, 4
C4C5
C8 C1
C2
C3,7C6
2
7
5
7
2
4
3
2
8
9
6
C1C3, 5
C4C5
C8 C1,3,7
C2
C6
8
7
9
2
4
3
2
8
7
C1C5, 2
C4
C8 C1,3,7
C2
C6
14
15
11
4
3
7
C4
C8 C1,3,5,7
C2
C6
7
15
14
4
3
11
6
6
C1C2, 15
C4
C8 C1,2,3,5,7
C6
7
14
4
14 C1C4, 14
C8 C1,2,3,4,5,7
C6
11
14 C1C8, 11
C1,2,3,4,5,7,8
C6
14
C1C6,14 C1,2,3,4,5,6,7,8
d=15
Collapse width 15 – dimension of systems.
28
An Exhaustive Search of Edge Collapse
29
A Partial Lattice of Collapse
iiiiiii
eeeeeee 21
1
31
1
3
1
31  
tpp ii   11 t - number of triangles- number of edges
Statement. Each edge on a step of a collapse is a sum of some
edges of the source graph.
30
Comparing
Heuristic Strategies of
Edge Collapse
(maximal, random,
and minimal edge)
31
Comparison of Collapse Strategy for Random Graphs
32
Software
• Deborah – decomposition into clans, 2004
• Adriana – solving a homogenous system
via (a) simultaneous or (b) sequential
composition of clans, 2005
• ParAd – solving a homogenous system via
(a) simultaneous or (b) parallel-sequential
composition of clans on parallel
architectures, 2017
33
Composition of Clans on Parallel
Architectures
34
Parallel-sequential Composition of
Clans
35
ParAd – Parallel Adriana
36
Protocols of Master-Worker
Communication
(a) Sending system (b) Receiving solution
37
Master-Worker Basic
Communication Model
38
Parallel-Sequential Composition
Communication Model
39
Run ParAd
• Run with mpirun
>mpirun -n 5 ./ParAd -c -r zsolve tcp.spm tcp-pi.spm
>mpirun -n 10 ./ParAd -s -t -d 1 tcp.spm tcp-ti.spm
• Run with Slurm
>srun -N 10 ./ParAd -s -t -d 1 tcp.spm tcp-ti.spm
• SPM – simple sparse matrix format:
i j a[i][j]
• Check decomposability (Matrix Market Format)
>toclans lp_cre_d.mtx
40
Aggregation of Clans for
Workload Balancing
• A clan is a sum of minimal clans
• The maximal clan size restricts granulation
• Many small clans lead to heavy
communication load
• Balancing: create clans having size close to
the maximal
• Key: -a val
• Aggregation steeds-up about 20%
41
Load balancing
• Dynamic on demand – appoint a clan to
a free node (version 1.1)
• Static – aggregate minimal clans into big
clans according to the number of
available computing nodes
• Hybrid – pre-aggregation to equal size
and then dynamic scheduling clans to
nodes (version 1.2)
Aggregation idea
Hypertorus switching grid,
2D, 2x2 model
Decomposition of hypertorus 4D, 3x3
Aggregation by METIS into 7 clans
Extra speed-up because of
aggregation
Solving Systems over Real Numbers
• How to solve a linear system for a non-square
matrix (what software to use)?
• A variant: LAPACK, SVD
• A problem – accumulation of errors
• Preference to simultaneous composition
• Clans with SVD speed-up about 2 times on 16
nodes
48
Conclusions
• Composition of clans speeds-up solving linear
systems of equations
• Decomposition into clans is linear in the
number of nonzero elements
• Many application area matrices are
decomposable into clans
• Aggregation of clans provides load-balancing
and gives additional speed-up
• The best total speed-up obtained is 180 times
on 16 nodes with 20 cores each
49
Basic references
• Zaitsev D.A., Tomov S., Dongarra J. Solving Linear
Diophantine Systems on Parallel Architectures, IEEE
Transactions on Parallel and Distributed Systems, 30(05),
2019, 1158-1169.
• Zaitsev D.A. Sequential composition of linear systems’
clans, Information Sciences, Vol. 363, 2016, 292–307.
• Zaitsev D.A. Compositional analysis of Petri nets,
Cybernetics and Systems Analysis, Volume 42, Number 1
(2006), 126-136.
• Zaitsev D.A. Decomposition of Petri Nets, Cybernetics
and Systems Analysis, Volume 40, Number 5 (2004), 739-
746.
50
Directions for future work
• A library that implements composition of
clans independently from data types and
solvers
• Multi-core implementation of decomposition
• Multi-core implementation of sparse matrix
multiplication
• Use GPU
• Solve heterogeneous systems and inequalities
http://member.acm.org/~daze
51

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Composition of Clans for Solving Linear Systems on Parallel Architectures

  • 1. Dmitry A. Zaitsev http://member.acm.org/~daze Composition of Clans for Solving Linear Systems on Parallel Architectures Odessa State Environmental University http://www.odeku.edu.ua
  • 3. Key Features • Speed-up solving (especially Diophantine) systems of linear algebraic equations • Sparse systems of specific form, namely “well decomposable into clans” • Concept of a sign forms clans of equations • Applicable to other algebraic structures with sign 3
  • 4. Form of Obtained Matrix 4
  • 5. Divide and Sway • Decompose a given system into its clans • Solve a system for each clan • Solve a system of clans composition • Or collapse the decomposition graph solving a system for each contracted edge • Obtain a result in feasible time 5
  • 6. Algebraic structure Numbers Structure Methods Complexity Complex field a) reduction: LU, QR; б) iteration methods O(n3) Real Integer ring Normal forms: Hermite, Smith O(n4) Nonnegative integer monoid Methods of Toudic (Silva) and Contejean O(2n)
  • 7. Real-life matrices (systems) • Matrix Market - https://math.nist.gov/MatrixMarket • The SuiteSparse Matrix Collection https://sparse.tamu.edu • Model Checking Contest – Petri net models https://mcc.lip6.fr
  • 8. Basic software Structure Type Dense Sparse Field LAPACK UMFPACK Ring 4ti2 ParAd+4ti2 Monoid 4ti2 ParAd
  • 9. A Clan – Transitive Closure of Nearness Relation Two equations are near if they contain the same variable having nonzero coefficients of the same sign 9
  • 11. Systems and Directed Bipartite Graphs Equation – transition (rectangle) Variable – place (circle) Positive sign – incoming arc of a place Negative sign – outgoing arc of a place 11
  • 12. Decomposition Graph x1, x2, x3, x4, x5, x11, x12, x13, x15, x18 x1, x10, x17 x6, x8, x16 x7, x9, x19 12
  • 13. Collapse of Decomposition Graph I. II. 13
  • 14. Decomposition into Clans as Matrix Reordering • Clan – subset of equations • Decomposition into clans – reordering of rows • Linear complexity in the number of nonzero elements • Classification of variables into contact and internal (on clans) reorders columns • Combination of a block-column and a block diagonal matrices 14
  • 15. Systems of Equations (Inequalities) bxA  its general solution yGxx  )(...)()()( 21 xLxLxLxS m ),0()(  xaxL i i Consider a system as a predicate }{ iL 15
  • 16. Relations on the Set of Equations Relation of nearness: ,ji LL  :Xxk  ,0, ,, kjki aa )()( ,, kjki asignasign  Statement. The relation of nearness is reflexive and symmetric. Relation of clan: ji LL  :,...,, 21 klll LLL jlli LLLL k  ...1 Theorem. The relation of clan is an equivalence relation (reflexive, symmetric, and transitive). Corollary. Relation of clan defines a partition of the set of equations; an element of this partition is called a clan. 16
  • 17. Classification of Variables Variables of a clan: }0:,{)( ,  ik j kii jj aCLXxxCXX Internal variables of a clan: ),( j i CXx  l i Xx :, jlCl  j X  j X Contact variables: 0 X :, lj CC ,j i Xx  l i Xx  Contact variables of a clan: j X  ,jjj XXX     jj XX    Theorem. A contact variable belongs to two clans exactly entering one clan with sign plus and the other clan with sign minus. 17
  • 19. Composition of Clans 1. Solve the system separately for each clan: ,0 jj xA ,jjj AAA   j j j x x x    jjj yGx  2. Solve a system of composition of clans for contact variables: ll i jj i yGyG  :0 yFor zRy  3. Recover sought solutions: ,yGx  , 000 000 000 22 11 T kk GJ GJ GJ G      ,zRGx  19
  • 20. General Solutions Obtained via Composition of Clans Theorem 1. A general solution of homogeneous system is: ,zHx  RGH  Theorem 2. A general solution of heterogeneous system is: ,zHyx  ,yGxy  RGH  Statement. Speed-up of computations is about: )2( pq O  ( ) ( ) M q k nz k M p   For exponential methods – exponential speed-up: 20
  • 21. Example: Decomposition into Clans 0000011000 1100010000 1120010000 2011000010 0011000010 0100001100 0100201100 0001100001 0001100201          A },,,{ 6521 1 LLLLC  },,,,{ 98743 2 LLLLLC  },,,,,,{ 72110863 1 xxxxxxxX  },,,,,,{ 95410863 2 xxxxxxxX  },,,{ 10863 210 xxxxXXX   },,{ 721 1 xxxX   },,{ 954 2 xxxX   21
  • 22. Example: Renumeration of Equations and Variables  95472110863nx  987436521nL 0110000000 1100001000 1100000200 1010000001 1010000021 0001102100 0001100100 0001010010 0001010012          A 22
  • 23. Example: Solution of Systems for Clans , 1110000 0101100 1100011 1 T G  , 1110000 10011112 T G  T yyyy ),,( 1 3 1 2 1 1 1  T yyy ),( 2 2 2 1 2  23
  • 24. Example: Solution of System for Contact Variables            .0 ,0 ,0 ,0 2 1 1 2 2 1 1 2 2 1 1 1 2 1 1 1 yy yy yy yy T R 10000 00100 01011  24
  • 26. Sequential Contraction of Graphs as a Scheme of Solving System Graph of system decomposition into its clans: ),,( WEVG  },{vV  Cv  vertices correspond to clans VVE  edges connect clans having common contact variables ))()(())()((: 12210 21 CxOCxICxOCxIXxEvv  )()(:  EVW  weight function;  u uvwvw ),()()(vw number of clan variables; ),( uvw number of contact variables; k d V d V d V GGGGG k k  ...210 2 2 1 1 Collapse of graph: 26
  • 28. Edge collapse of graph C4C5 C8 C1 C2 C3C6 C7 7 5 2 7 2 6 2 4 4 3 4 6 3 2 8 C3C7, 4 C4C5 C8 C1 C2 C3,7C6 2 7 5 7 2 4 3 2 8 9 6 C1C3, 5 C4C5 C8 C1,3,7 C2 C6 8 7 9 2 4 3 2 8 7 C1C5, 2 C4 C8 C1,3,7 C2 C6 14 15 11 4 3 7 C4 C8 C1,3,5,7 C2 C6 7 15 14 4 3 11 6 6 C1C2, 15 C4 C8 C1,2,3,5,7 C6 7 14 4 14 C1C4, 14 C8 C1,2,3,4,5,7 C6 11 14 C1C8, 11 C1,2,3,4,5,7,8 C6 14 C1C6,14 C1,2,3,4,5,6,7,8 d=15 Collapse width 15 – dimension of systems. 28
  • 29. An Exhaustive Search of Edge Collapse 29
  • 30. A Partial Lattice of Collapse iiiiiii eeeeeee 21 1 31 1 3 1 31   tpp ii   11 t - number of triangles- number of edges Statement. Each edge on a step of a collapse is a sum of some edges of the source graph. 30
  • 31. Comparing Heuristic Strategies of Edge Collapse (maximal, random, and minimal edge) 31
  • 32. Comparison of Collapse Strategy for Random Graphs 32
  • 33. Software • Deborah – decomposition into clans, 2004 • Adriana – solving a homogenous system via (a) simultaneous or (b) sequential composition of clans, 2005 • ParAd – solving a homogenous system via (a) simultaneous or (b) parallel-sequential composition of clans on parallel architectures, 2017 33
  • 34. Composition of Clans on Parallel Architectures 34
  • 36. ParAd – Parallel Adriana 36
  • 37. Protocols of Master-Worker Communication (a) Sending system (b) Receiving solution 37
  • 40. Run ParAd • Run with mpirun >mpirun -n 5 ./ParAd -c -r zsolve tcp.spm tcp-pi.spm >mpirun -n 10 ./ParAd -s -t -d 1 tcp.spm tcp-ti.spm • Run with Slurm >srun -N 10 ./ParAd -s -t -d 1 tcp.spm tcp-ti.spm • SPM – simple sparse matrix format: i j a[i][j] • Check decomposability (Matrix Market Format) >toclans lp_cre_d.mtx 40
  • 41. Aggregation of Clans for Workload Balancing • A clan is a sum of minimal clans • The maximal clan size restricts granulation • Many small clans lead to heavy communication load • Balancing: create clans having size close to the maximal • Key: -a val • Aggregation steeds-up about 20% 41
  • 42. Load balancing • Dynamic on demand – appoint a clan to a free node (version 1.1) • Static – aggregate minimal clans into big clans according to the number of available computing nodes • Hybrid – pre-aggregation to equal size and then dynamic scheduling clans to nodes (version 1.2)
  • 46. Aggregation by METIS into 7 clans
  • 47. Extra speed-up because of aggregation
  • 48. Solving Systems over Real Numbers • How to solve a linear system for a non-square matrix (what software to use)? • A variant: LAPACK, SVD • A problem – accumulation of errors • Preference to simultaneous composition • Clans with SVD speed-up about 2 times on 16 nodes 48
  • 49. Conclusions • Composition of clans speeds-up solving linear systems of equations • Decomposition into clans is linear in the number of nonzero elements • Many application area matrices are decomposable into clans • Aggregation of clans provides load-balancing and gives additional speed-up • The best total speed-up obtained is 180 times on 16 nodes with 20 cores each 49
  • 50. Basic references • Zaitsev D.A., Tomov S., Dongarra J. Solving Linear Diophantine Systems on Parallel Architectures, IEEE Transactions on Parallel and Distributed Systems, 30(05), 2019, 1158-1169. • Zaitsev D.A. Sequential composition of linear systems’ clans, Information Sciences, Vol. 363, 2016, 292–307. • Zaitsev D.A. Compositional analysis of Petri nets, Cybernetics and Systems Analysis, Volume 42, Number 1 (2006), 126-136. • Zaitsev D.A. Decomposition of Petri Nets, Cybernetics and Systems Analysis, Volume 40, Number 5 (2004), 739- 746. 50
  • 51. Directions for future work • A library that implements composition of clans independently from data types and solvers • Multi-core implementation of decomposition • Multi-core implementation of sparse matrix multiplication • Use GPU • Solve heterogeneous systems and inequalities http://member.acm.org/~daze 51