Parallel Hybrid Monte Carlo Algorithms for Matrix Computations

In this paper we consider hybrid (fast stochastic approximation and deterministic refinement) algorithms for Matrix Inversion (MI) and Solving Systems of Linear Equations (SLAE). Monte Carlo methods are used for the stochastic approximation, since it is known that they are very efficient in finding a quick rough approximation of the element or a row of the inverse matrix or finding a component of the solution vector. We show how the stochastic approximation of the MI can be combined with a deterministic refinement procedure to obtain MI with the required precision and further solve the SLAE using MI. We employ a splitting A = D – C of a given non-singular matrix A, where D is a diagonal dominant matrix and matrix C is a diagonal matrix. In our algorithm for solving SLAE and MI different choices of D can be considered in order to control the norm of matrix T = D –1C, of the resulting SLAE and to minimize the number of the Markov Chains required to reach given precision. Further we run the algorithms on a mini-Grid and investigate their efficiency depending on the granularity. Corresponding experimental results are presented.

Parallel Monte Carlo algorithms for information retrieval

In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested by Berry and his co-authors. Instead of using deterministic methods to find the required number of first "k" singular triplets, we propose a stochastic approach. First, we use Monte Carlo method to sample and to build much smaller size term-by-document matrix (e.g. we build k x k matrix) from where we then find the first "k" triplets using standard deterministic methods. Second, we investigate how we can reduce the problem to finding the "k"-largest eigenvalues using parallel Monte Carlo methods. We apply these methods to the initial matrix and also to the reduced one. The algorithms are running on a cluster of workstations under MPI and results of the experiments arising in textual retrieval of Web documents as well as comparison of the stochastic methods proposed are presented. (C) 2003 IMACS. Published by Elsevier Science B.V. All rights reserved.

A sparse parallel hybrid Monte Carlo algorithm for matrix computations

In this paper we introduce a new algorithm, based on the successful work of Fathi and Alexandrov, on hybrid Monte Carlo algorithms for matrix inversion and solving systems of linear algebraic equations. This algorithm consists of two parts, approximate inversion by Monte Carlo and iterative refinement using a deterministic method. Here we present a parallel hybrid Monte Carlo algorithm, which uses Monte Carlo to generate an approximate inverse and that improves the accuracy of the inverse with an iterative refinement. The new algorithm is applied efficiently to sparse non-singular matrices. When we are solving a system of linear algebraic equations, Bx = b, the inverse matrix is used to compute the solution vector x = B(-1)b. We present results that show the efficiency of the parallel hybrid Monte Carlo algorithm in the case of sparse matrices.

Modeling the effects of node heterogeneity on the performance of grid applications

The performance benefit when using grid systems comes from different strategies, among which partitioning the applications into parallel tasks is the most important. However, in most cases the enhancement coming from partitioning is smoothed by the effects of synchronization overheads, mainly due to the high variability in the execution times of the different tasks, which, in turn, is accentuated by the large heterogeneity of grid nodes. In this paper we design hierarchical, queuing network performance models able to accurately analyze grid architectures and applications. Thanks to the model results, we introduce a new allocation policy based on a combination between task partitioning and task replication. The models are used to study two real applications and to evaluate the performance benefits obtained with allocation policies based on task replication.

Computational complexity of weighted splitting schemes on parallel computers

In models of complicated physical-chemical processes operator splitting is very often applied in order to achieve sufficient accuracy as well as efficiency of the numerical solution. The recently rediscovered weighted splitting schemes have the great advantage of being parallelizable on operator level, which allows us to reduce the computational time if parallel computers are used. In this paper, the computational times needed for the weighted splitting methods are studied in comparison with the sequential (S) splitting and the Marchuk-Strang (MSt) splitting and are illustrated by numerical experiments performed by use of simplified versions of the Danish Eulerian model (DEM).

Parallel implementation and one year experiments with the Danish Eulerian Model

Large scale air pollution models are powerful tools, designed to meet the increasing demand in different environmental studies. The atmosphere is the most dynamic component of the environment, where the pollutants can be moved quickly on far distnce. Therefore the air pollution modeling must be done in a large computational domain. Moreover, all relevant physical, chemical and photochemical processes must be taken into account. In such complex models operator splitting is very often applied in order to achieve sufficient accuracy as well as efficiency of the numerical solution. The Danish Eulerian Model (DEM) is one of the most advanced such models. Its space domain (4800 × 4800 km) covers Europe, most of the Mediterian and neighboring parts of Asia and the Atlantic Ocean. Efficient parallelization is crucial for the performance and practical capabilities of this huge computational model. Different splitting schemes, based on the main processes mentioned above, have been implemented and tested with respect to accuracy and performance in the new version of DEM. Some numerical results of these experiments are presented in this paper.

A comparative study of Java and C performance in two large-scale parallel applications

In the 1990s the Message Passing Interface Forum defined MPI bindings for Fortran, C, and C++. With the success of MPI these relatively conservative languages have continued to dominate in the parallel computing community. There are compelling arguments in favour of more modern languages like Java. These include portability, better runtime error checking, modularity, and multi-threading. But these arguments have not converted many HPC programmers, perhaps due to the scarcity of full-scale scientific Java codes, and the lack of evidence for performance competitive with C or Fortran. This paper tries to redress this situation by porting two scientific applications to Java. Both of these applications are parallelized using our thread-safe Java messaging system—MPJ Express. The first application is the Gadget-2 code, which is a massively parallel structure formation code for cosmological simulations. The second application uses the finite-domain time-difference method for simulations in the area of computational electromagnetics. We evaluate and compare the performance of the Java and C versions of these two scientific applications, and demonstrate that the Java codes can achieve performance comparable with legacy applications written in conventional HPC languages. Copyright © 2009 John Wiley & Sons, Ltd.

A parallel convolutional coder including embedded puncturing with application to consumer devices

As consumers demand more functionality) from their electronic devices and manufacturers supply the demand then electrical power and clock requirements tend to increase, however reassessing system architecture can fortunately lead to suitable counter reductions. To maintain low clock rates and therefore reduce electrical power, this paper presents a parallel convolutional coder for the transmit side in many wireless consumer devices. The coder accepts a parallel data input and directly computes punctured convolutional codes without the need for a separate puncturing operation while the coded bits are available at the output of the coder in a parallel fashion. Also as the computation is in parallel then the coder can be clocked at 7 times slower than the conventional shift-register based convolutional coder (using DVB 7/8 rate). The presented coder is directly relevant to the design of modern low-power consumer devices

Applying autonomic computing concepts to parallel computing using intelligent agents

The work reported in this paper is motivated by the fact that there is a need to apply autonomic computing concepts to parallel computing systems. Advancing on prior work based on intelligent cores [36], a swarm-array computing approach, this paper focuses on ‘Intelligent agents’ another swarm-array computing approach in which the task to be executed on a parallel computing core is considered as a swarm of autonomous agents. A task is carried to a computing core by carrier agents and is seamlessly transferred between cores in the event of a predicted failure, thereby achieving self-ware objectives of autonomic computing. The feasibility of the proposed swarm-array computing approach is validated on a multi-agent simulator.