Published February 6, 2014 as ut-eecs-14-722
The Generalized Minimum Residual (GMRES) method is one of the most widely-used iterative methods for solving nonsymmetric linear systems of equations. In recent years, techniques to avoid communication in GMRES have gained attention because in comparison to floating-point operations, communication is becoming increasingly expensive on modern computers. Since graphics processing units (GPUs) are now becoming crucial component in computing, we investigate the effectiveness of these techniques on multicore CPUs with multiple GPUs. While we present the detailed performance studies of a matrix powers kernel on multiple GPUs, we particularly focus on orthogonalization strategies that have a great impact on both the numerical stability and performance of GMRES, especially as the matrix becomes sparser or ill-conditioned. We present the experimental results on two eight-core Intel Sandy Bridge CPUs with three NDIVIA Fermi GPUs and demonstrate that significant speedups can be obtained by avoiding communication, both on a GPU and between the GPUs. As part of our study, we investigate several optimization techniques for the GPU kernels that can also be used in other iterative solvers besides GMRES. Hence, our studies not only emphasize the importance of avoiding communication on GPUs, but they also provide insight about the effects of these optimization techniques on the performance of the sparse solvers, and may have greater impact beyond GMRES.
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