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General Framework for Deriving Reproducible Krylov Subspace Algorithms: BiCGStab Case

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Parallel Processing and Applied Mathematics (PPAM 2022)

Abstract

Parallel implementations of Krylov subspace algorithms often help to accelerate the procedure to find the solution of a linear system. However, from the other side, such parallelization coupled with asynchronous and out-of-order execution often enlarge the non-associativity of floating-point operations. This results in non-reproducibility on the same or different settings. This paper proposes a general framework for deriving reproducible and accurate variants of a Krylov subspace algorithm. The proposed algorithmic strategies are reinforced by programmability suggestions to assure deterministic and accurate executions. The framework is illustrated on the preconditioned BiCGStab method for the solution of non-symmetric linear systems with message-passing. Finally, we verify the two reproducible variants of PBiCGStab on a set matrices from the SuiteSparse Matrix Collection and a 3D Poisson’s equation.

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Notes

  1. 1.

    Reproducibility is the ability to obtain a bit-wise identical and accurate result for multiple executions on the same data in various parallel environments.

  2. 2.

    ExBLAS repository: https://github.com/riakymch/exblas.

  3. 3.

    Certainly, there are better alternatives for banded or similar sparse matrices, but using MPI_Allgatherv is the simplified solution for nonstructured sparse matrices.

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Acknowledgment

This research was partially supported by the EU H2020 MSCA-IF Robust project (No. 842528); the French ANR InterFLOP project (No. ANR-20-CE46-0009). The research from Universitat Jaume I was funded by the project PID2020-113656RB-C21 via MCIN/AEI/10.13039/501100011033.

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Correspondence to Roman Iakymchuk .

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Iakymchuk, R., Graillat, S., Aliaga, J.I. (2023). General Framework for Deriving Reproducible Krylov Subspace Algorithms: BiCGStab Case. In: Wyrzykowski, R., Dongarra, J., Deelman, E., Karczewski, K. (eds) Parallel Processing and Applied Mathematics. PPAM 2022. Lecture Notes in Computer Science, vol 13826. Springer, Cham. https://doi.org/10.1007/978-3-031-30442-2_2

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  • DOI: https://doi.org/10.1007/978-3-031-30442-2_2

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