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Numerical Algorithms

, Volume 77, Issue 3, pp 831–866 | Cite as

Performance analysis of asynchronous parallel Jacobi

  • James HookEmail author
  • Nicholas Dingle
Original Paper

Abstract

The directed acyclic graph (DAG) associated with a parallel algorithm captures the partial order in which separaT.L.cal computations are completed and how their outputs are subsequently used in further computations. Unlike in a synchronous parallel algorithm, the DAG associated with an asynchronous parallel algorithm is not predetermined. Instead, it is a product of the asynchronous timing dynamics of the machine and cannot be known in advance, as such it is best thought of as a pseudorandom variable. In this paper, we present a formalism for analyzing the performance of asynchronous parallel Jacobi’s method in terms of its DAG. We use this app.roach to prove error bounds and bounds on the rate of convergence. The rate of convergence bounds is based on the statistical properties of the DAG and is valid for systems with a non-negative iteration matrix. We supp.ort our theoretical results with a suit of numerical examples, where we compare the performance of synchronous and asynchronous parallel Jacobi to certain statistical properties of the DAGs associated with the computations. We also present some examples of small matrices with elements of mixed sign, which demonstrate that determining whether a system will converge under asynchronous iteration in this more general setting is a far more difficult problem.

Keywords

Asynchronous parallel Jacobi’s method Chaotic iterations Parallel algorithm performance 

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Notes

Acknowledgements

The first author was supp.orted by Engineering and Physical Sciences Research Council (EPSRC) grant EP/I005293 “Nonlinear Eigenvalue Problems: Theory and Numeric.” The second author was supp.orted by EPSRC grant EP/I006702/1 “Novel Asynchronous Algorithms and Software for Large Sparse Systems.” This research made use of the Balena High Performance Computing (HPC) Service at the University of Bath.

We would like to thank our two referees, whose valuable comments and suggestions have considerably improved the original manuscript over several rounds of reviewing. We would also like to thank Dr Mark Muldoon (University of Manchester, UK) for many useful discussions.

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Copyright information

© Springer Science+Business Media New York 2017

Authors and Affiliations

  1. 1.School of MathematicsThe University of ManchesterManchesterUK
  2. 2.Numerical Algorithms Group LtdManchesterUK

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