使用形状变形数据布局的高效沟通高斯消去用的部分轴元法
Communication Efficient Gaussian Elimination with Partial Pivoting using a Shape Morphing Data Layout
关键词:算法;高斯消元法;线性代数;数值分析;通信
摘 要:High performance for numerical linear algebra often comes at the expense of stability. Computing the LU decomposition of a matrix via Gaussian Elimination can be organized so that the computation involves regular and efficient data access. However, maintaining numerical stability via partial pivoting involves row interchanges that lead to inefficient data access patterns. To optimize communication efficiency throughout the memory hierarchy we confront two seemingly contradictory requirements: partial pivoting is efficient with column-major layout, whereas a recursive layout is optimal for the rest of the computation. We resolve this by introducing a shape morphing procedure that dynamically matches the layout to the computation throughout the algorithm, and show that Gaussian Elimination with partial pivoting can be performed in a communication efficient and cache-oblivious way. Our technique extends to QR decomposition, where computing Householder vectors prefers a different data layout than the rest of the computation.