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The design of a new frontal code for solving sparse, unsymmetric systems

Published: 01 March 1996 Publication History

Abstract

We describe the design, implementation, and performance of a frontal code for the solution of large, sparse, unsymmetric systems of linear equations. The resulting software package, MA42, is included in Release 11 of the Harwell Subroutine Library and is intended to supersede the earlier MA32 package. We discuss in detail the extensive use of higher-level BLAS kernels within MA42 and illustrate the performance on a range of practical problems on a CRAY Y-MP, an IBM 3090, and an IBM RISC System/6000. We examine extending the frontal solution scheme to use multiple fronts to allow MA42 to be run in parallel. We indicate some directions for future development.

References

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ANON. 1993. Harwell Subroutine Library. A Catalogue of Subroutines (Release 11). Theoretical Studies Dept., AEA Technology, Harweli Laboratory, Oxfordshire, England.
[2]
ANON. 1996. Harwell Subroutine Library. A Catalogue of Subroutines (Release 12). AEA Technology, Harwell Laboratory, Oxfordshire, England.
[3]
BENNER, R. E., MONTRY, G. R., AND WEIGAND, G.G. 1987. Concurrent multifrontal methods: Shared memory, cache, and frontwidth issues. Int. J. Supercomput. Appl. I, 26-44.
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DAVE, A. K. AND DUFF, I.S. 1987. Sparse matrix calculations on the CRAY-2. Parallel Comput. 5, 1, 55-64.
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DONGARRA, J. J., Du CROZ, J., DUFF, I. S., AND HAMMARLING, S. 1990. A set of level 3 Basic Linear Algebra Subprograms. ACM Trans. Math. Softw. 16, I (Mar.), 1-17.
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DONGARRA, J. J., Du CROZ, J., HAMMARLINO, S., AND HANSON, R.J. 1988. An extended set of Fortran Basic Linear Algebra Subprograms. ACM Trans. Math. Softw. 14, I (Mar.) 1-17.
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DONGASRA, J. J., DUFF, I. S., SORENSrN, D. C., AND Vm'~ DrR VORST, H.A. 1991. Solving linear systems on vector and shared memory computers. SIAM Press, Philadelphia, Pa
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DUFF, I.S. 1981. MA32--A package for solving sparse unsymmetric systems using the frontal method. AERE R10079, HMSO, London.
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DUFF, I.S. 1983. Enhancements to the MA32 package for solving sparse unsymmetric equations. AERE Rl1009, HMSO, London.
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DUFF, I. S. 1984. Design features of a frontal code for solving sparse unsymmetric linear systems out-of-core. SIAM J. Sci. Stat. Comput. 5, 2, 270-280.
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DUFF, I. S. AND REID, J. K. 1983. The multifrontal solution of indefinite sparse symmetric linear systems. ACM Trans. Math. Softw. 9, 3, 302-325.
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DUFF, I. S. AND Scour, J.A. 1993. MA42--A new frontal code for solving sparse unsymmetric systems. Rep. RAL-93-064, Rutherford Appleton Laboratory, Oxon, England.
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DUFF, I. S. AND SCOTT, J.A. 1994a. The use of multiple fronts in Gaussian elimination. In Proceedings of the 5th SIAM Conference on Applied Linear Algebra, J. Lewis, Ed. SIAM Press, Philadelphia, Pa., 567-571.
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DUFF, I. S. AND Scour, J.A. 1994b. The use of multiple fronts in Gaussian elimination. Rep. RAL-94-040, Rutherford Appleton Laboratory, Oxon, England.
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DUFF, I. S., ERISMAN, A. M., AND REID, J.K.1986. Direct Methods for Sparse Matrices. Oxford University Press, London.
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DUFF, I, S., GRIMES, R. G., AND LEWIS, J.G.1989. Sparse matrix test problems. ACM Trans. Math. Sofiw. 15, 1 (Mar.), 1-14.
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DUFF, I. S., GRIMES, R G., AND LEWIS, J.G.1992. Users' guide for the Harwell-Boeing Sparse Matrix Collection (Release 1). Rep. RAL-92-086, Rutherford Appleton Laboratory, Oxon, England.
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DUFF, I. S., REID, J. K., AND SCOTT, J.A. 1989. The use of profile reduction algorithms with a frontal code. Int. J. Numer. Meth. Eng. 28, 2555-2568.
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Jesse Louis Barlow

Frontal methods are an approach to implementing sparse Gaussian elimination that grew out of the finite element method. Think of solving the system Ax=b , where A is a large, sparse matrix. The matrix A can be written as the sum of frontal (or element) matrices, A= i=1 p A k , w here each A k is zero in all but a small dense block. Gaussian elimination can be performed on A while having only a few element matrices in storage at a time. Frontal code designers can take advantage of caching and can develop more efficient data structures. The authors propose a new general-purpose code for sparse Gaussian elimination based on this idea. The new code is the Harwell code MA42. It is proposed as an improvement to the previous Harwell code, MA32. The main source of improvement is the use of level 2 and level 3 BLAS (fast subroutines for dense matrix-vector and matrix-matrix multiplications) for the matrix operations involved in assembling the front. Much of the paper is about the kind of improvement one can expect from the appropriate use of BLAS in the factorization and solution phases of the frontal code. The tests show that the authors obtain good megaflop rates. The literature given in the bibliography gives a good view of the history of the Harwell frontal codes. The paper deliberately says little about the technical issues involved in these codes. A frontal code for Gaussian elimination is necessary for large-scale scientific computing. Such a code is described here.

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Published In

cover image ACM Transactions on Mathematical Software
ACM Transactions on Mathematical Software  Volume 22, Issue 1
March 1996
127 pages
ISSN:0098-3500
EISSN:1557-7295
DOI:10.1145/225545
  • Editor:
  • Ronald Boisvert
Issue’s Table of Contents

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Association for Computing Machinery

New York, NY, United States

Publication History

Published: 01 March 1996
Published in TOMS Volume 22, Issue 1

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Author Tags

  1. Gaussian elimination
  2. frontal method
  3. large sparse matrices
  4. level 3 BLAS
  5. real unsymmetric matrices

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  • (2006)Deployment of parallel direct sparse linear solvers within a parallel finite element codeProceedings of the 24th IASTED international conference on Parallel and distributed computing and networks10.5555/1168920.1168969(310-315)Online publication date: 14-Feb-2006
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