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Symbolic LU for near-symmetric matrices #1445

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merged 7 commits into from
Nov 5, 2023
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@upsj upsj commented Oct 30, 2023

This uses a symbolic Cholesky factorization of $A + A^T$ and the numerical factorization to compute a symbolic LU factorization

TODO:

  • CUDA and HIP kernels
  • benchmark integration
  • factory integration

@upsj upsj added the 1:ST:WIP This PR is a work in progress. Not ready for review. label Oct 30, 2023
@upsj upsj self-assigned this Oct 30, 2023
@ginkgo-bot ginkgo-bot added reg:testing This is related to testing. type:factorization This is related to the Factorizations mod:all This touches all Ginkgo modules. labels Oct 30, 2023
@upsj upsj force-pushed the near_symmetric_symbolic_lu branch from 260b901 to 0328da6 Compare October 31, 2023 20:48
@upsj upsj marked this pull request as ready for review October 31, 2023 20:48
@upsj upsj added 1:ST:ready-for-review This PR is ready for review and removed 1:ST:WIP This PR is a work in progress. Not ready for review. labels Oct 31, 2023
@upsj upsj requested a review from a team October 31, 2023 20:48
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@upsj should this be part of the release?

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upsj commented Nov 1, 2023

@MarcelKoch would be nice to have, but not a necessity

@upsj upsj added this to the Release 1.7.0 milestone Nov 2, 2023
@MarcelKoch MarcelKoch self-requested a review November 2, 2023 17:15
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Do you know how much gain this gives over the general factorization? If I understand it correctly, you are computing the cholesky factorization, then you filter it, and then you do the numeric factorization. Algorithm-wise, the filtering seems to be quite similar to the numeric factorization, so I guess it would be similarily expensive.

Interface-wise it looks good. I didn't find any issues on the algorithmic side, but I'm also not too familiar with that.

Sidenote: I think I mentioned that before, but we should find a way to remove the verbosity from creating the lookup structure.

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@thoasm thoasm self-requested a review November 3, 2023 13:16
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upsj commented Nov 3, 2023

@MarcelKoch on ani7, we get a speedup of 3.5x (AMD-reordered) to 18x (input ordering) on ani7_crop on an A100 vs. a sequential Intel Xeon Platinum 8368 (Horeka). So this is definitely worth it.

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Do you really only use the float values of the CSR to store 1 and 0?
Isn't 32bit a bit overkill for it (pretty sure I had the same question for the Symbolic LU before)?
Additionally, some of the AMD GPU pipelines fail, so they need to be taken care of before we merge it: https://gitlab.com/ginkgo-project/ginkgo-public-ci/-/jobs/5447633534

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@upsj that's good to hear! Thanks for checking that out.

@upsj upsj added 1:ST:ready-to-merge This PR is ready to merge. and removed 1:ST:ready-for-review This PR is ready for review labels Nov 3, 2023
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upsj commented Nov 3, 2023

@thoasm 32 bit makes it easier to use Csr to pass around data, but at the same time, I believe 32 bit atomics are easier on the memory controller? After the release, I might give it a try to use bytes or even bits, but the latter might make it hard to use more of the available parallelism, since we are merging the dependency structure of a lot of unrelated rows. I'll have to experiment with that.

@upsj upsj force-pushed the near_symmetric_symbolic_lu branch from db8963e to c5b42df Compare November 4, 2023 14:18
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@upsj upsj force-pushed the near_symmetric_symbolic_lu branch from c5b42df to c50db18 Compare November 4, 2023 15:26
@upsj upsj merged commit 78e6ea7 into develop Nov 5, 2023
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@upsj upsj deleted the near_symmetric_symbolic_lu branch November 5, 2023 02:38
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@tcojean tcojean mentioned this pull request Nov 6, 2023
tcojean added a commit that referenced this pull request Nov 10, 2023
Release 1.7.0 to master

The Ginkgo team is proud to announce the new Ginkgo minor release 1.7.0. This release brings new features such as:
- Complete GPU-resident sparse direct solvers feature set and interfaces,
- Improved Cholesky factorization performance,
- A new MC64 reordering,
- Batched iterative solver support with the BiCGSTAB solver with batched Dense and ELL matrix types,
- MPI support for the SYCL backend,
- Improved ParILU(T)/ParIC(T) preconditioner convergence,
and more!

If you face an issue, please first check our [known issues page](https://github.com/ginkgo-project/ginkgo/wiki/Known-Issues) and the [open issues list](https://github.com/ginkgo-project/ginkgo/issues) and if you do not find a solution, feel free to [open a new issue](https://github.com/ginkgo-project/ginkgo/issues/new/choose) or ask a question using the [github discussions](https://github.com/ginkgo-project/ginkgo/discussions).

Supported systems and requirements:
+ For all platforms, CMake 3.16+
+ C++14 compliant compiler
+ Linux and macOS
  + GCC: 5.5+
  + clang: 3.9+
  + Intel compiler: 2019+
  + Apple Clang: 14.0 is tested. Earlier versions might also work.
  + NVHPC: 22.7+
  + Cray Compiler: 14.0.1+
  + CUDA module: CMake 3.18+, and CUDA 10.1+ or NVHPC 22.7+
  + HIP module: ROCm 4.5+
  + DPC++ module: Intel oneAPI 2022.1+ with oneMKL and oneDPL. Set the CXX compiler to `dpcpp` or `icpx`.
  + MPI: standard version 3.1+, ideally GPU Aware, for best performance
+ Windows
  + MinGW: GCC 5.5+
  + Microsoft Visual Studio: VS 2019+
  + CUDA module: CUDA 10.1+, Microsoft Visual Studio
  + OpenMP module: MinGW.

### Version support changes

+ CUDA 9.2 is no longer supported and 10.0 is untested [#1382](#1382)
+ Ginkgo now requires CMake version 3.16 (and 3.18 for CUDA) [#1368](#1368)

### Interface changes

+ `const` Factory parameters can no longer be modified through `with_*` functions, as this breaks const-correctness [#1336](#1336) [#1439](#1439)

### New Deprecations

+ The `device_reset` parameter of CUDA and HIP executors no longer has an effect, and its `allocation_mode` parameters have been deprecated in favor of the `Allocator` interface. [#1315](#1315)
+ The CMake parameter `GINKGO_BUILD_DPCPP` has been deprecated in favor of `GINKGO_BUILD_SYCL`. [#1350](#1350)
+ The `gko::reorder::Rcm` interface has been deprecated in favor of `gko::experimental::reorder::Rcm` based on `Permutation`. [#1418](#1418)
+ The Permutation class' `permute_mask` functionality. [#1415](#1415)
+ Multiple functions with typos (`set_complex_subpsace()`, range functions such as `conj_operaton` etc). [#1348](#1348)

### Summary of previous deprecations
+ `gko::lend()` is not necessary anymore.
+ The classes `RelativeResidualNorm` and `AbsoluteResidualNorm` are deprecated in favor of `ResidualNorm`.
+ The class `AmgxPgm` is deprecated in favor of `Pgm`.
+ Default constructors for the CSR `load_balance` and `automatical` strategies
+ The PolymorphicObject's move-semantic `copy_from` variant
+ The templated `SolverBase` class.
+ The class `MachineTopology` is deprecated in favor of `machine_topology`.
+ Logger constructors and create functions with the `executor` parameter.
+ The virtual, protected, Dense functions `compute_norm1_impl`, `add_scaled_impl`, etc.
+ Logger events for solvers and criterion without the additional `implicit_tau_sq` parameter.
+ The global `gko::solver::default_krylov_dim`, use instead `gko::solver::gmres_default_krylov_dim`.

### Added features

+ Adds a batch::BatchLinOp class that forms a base class for batched linear operators such as batched matrix formats, solver and preconditioners [#1379](#1379)
+ Adds a batch::MultiVector class that enables operations such as dot, norm, scale on batched vectors [#1371](#1371)
+ Adds a batch::Dense matrix format that stores batched dense matrices and provides gemv operations for these dense matrices. [#1413](#1413)
+ Adds a batch::Ell matrix format that stores batched Ell matrices and provides spmv operations for these batched Ell matrices. [#1416](#1416) [#1437](#1437)
+ Add a batch::Bicgstab solver (class, core, and reference kernels) that enables iterative solution of batched linear systems [#1438](#1438).
+ Add device kernels (CUDA, HIP, and DPCPP) for batch::Bicgstab solver. [#1443](#1443).
+ New MC64 reordering algorithm which optimizes the diagonal product or sum of a matrix by permuting the rows, and computes additional scaling factors for equilibriation [#1120](#1120)
+ New interface for (non-symmetric) permutation and scaled permutation of Dense and Csr matrices [#1415](#1415)
+ LU and Cholesky Factorizations can now be separated into their factors [#1432](#1432)
+ New symbolic LU factorization algorithm that is optimized for matrices with an almost-symmetric sparsity pattern [#1445](#1445)
+ Sorting kernels for SparsityCsr on all backends [#1343](#1343)
+ Allow passing pre-generated local solver as factory parameter for the distributed Schwarz preconditioner [#1426](#1426)
+ Add DPCPP kernels for Partition [#1034](#1034), and CSR's `check_diagonal_entries` and `add_scaled_identity` functionality [#1436](#1436)
+ Adds a helper function to create a partition based on either local sizes, or local ranges [#1227](#1227)
+ Add function to compute arithmetic mean of dense and distributed vectors [#1275](#1275)
+ Adds `icpx` compiler supports [#1350](#1350)
+ All backends can be built simultaneously [#1333](#1333)
+ Emits a CMake warning in downstream projects that use different compilers than the installed Ginkgo [#1372](#1372)
+ Reordering algorithms in sparse_blas benchmark [#1354](#1354)
+ Benchmarks gained an `-allocator` parameter to specify device allocators [#1385](#1385)
+ Benchmarks gained an `-input_matrix` parameter that initializes the input JSON based on the filename [#1387](#1387)
+ Benchmark inputs can now be reordered as a preprocessing step [#1408](#1408)


### Improvements

+ Significantly improve Cholesky factorization performance [#1366](#1366)
+ Improve parallel build performance [#1378](#1378)
+ Allow constrained parallel test execution using CTest resources [#1373](#1373)
+ Use arithmetic type more inside mixed precision ELL [#1414](#1414)
+ Most factory parameters of factory type no longer need to be constructed explicitly via `.on(exec)` [#1336](#1336) [#1439](#1439)
+ Improve ParILU(T)/ParIC(T) convergence by using more appropriate atomic operations [#1434](#1434)

### Fixes

+ Fix an over-allocation for OpenMP reductions [#1369](#1369)
+ Fix DPCPP's common-kernel reduction for empty input sizes [#1362](#1362)
+ Fix several typos in the API and documentation [#1348](#1348)
+ Fix inconsistent `Threads` between generations [#1388](#1388)
+ Fix benchmark median condition [#1398](#1398)
+ Fix HIP 5.6.0 compilation [#1411](#1411)
+ Fix missing destruction of rand_generator from cuda/hip [#1417](#1417)
+ Fix PAPI logger destruction order [#1419](#1419)
+ Fix TAU logger compilation [#1422](#1422)
+ Fix relative criterion to not iterate if the residual is already zero [#1079](#1079)
+ Fix memory_order invocations with C++20 changes [#1402](#1402)
+ Fix `check_diagonal_entries_exist` report correctly when only missing diagonal value in the last rows. [#1440](#1440)
+ Fix checking OpenMPI version in cross-compilation settings [#1446](#1446)
+ Fix false-positive deprecation warnings in Ginkgo, especially for the old Rcm (it doesn't emit deprecation warnings anymore as a result but is still considered deprecated) [#1444](#1444)


### Related PR: #1451
tcojean added a commit that referenced this pull request Nov 10, 2023
Release 1.7.0 to develop

The Ginkgo team is proud to announce the new Ginkgo minor release 1.7.0. This release brings new features such as:
- Complete GPU-resident sparse direct solvers feature set and interfaces,
- Improved Cholesky factorization performance,
- A new MC64 reordering,
- Batched iterative solver support with the BiCGSTAB solver with batched Dense and ELL matrix types,
- MPI support for the SYCL backend,
- Improved ParILU(T)/ParIC(T) preconditioner convergence,
and more!

If you face an issue, please first check our [known issues page](https://github.com/ginkgo-project/ginkgo/wiki/Known-Issues) and the [open issues list](https://github.com/ginkgo-project/ginkgo/issues) and if you do not find a solution, feel free to [open a new issue](https://github.com/ginkgo-project/ginkgo/issues/new/choose) or ask a question using the [github discussions](https://github.com/ginkgo-project/ginkgo/discussions).

Supported systems and requirements:
+ For all platforms, CMake 3.16+
+ C++14 compliant compiler
+ Linux and macOS
  + GCC: 5.5+
  + clang: 3.9+
  + Intel compiler: 2019+
  + Apple Clang: 14.0 is tested. Earlier versions might also work.
  + NVHPC: 22.7+
  + Cray Compiler: 14.0.1+
  + CUDA module: CMake 3.18+, and CUDA 10.1+ or NVHPC 22.7+
  + HIP module: ROCm 4.5+
  + DPC++ module: Intel oneAPI 2022.1+ with oneMKL and oneDPL. Set the CXX compiler to `dpcpp` or `icpx`.
  + MPI: standard version 3.1+, ideally GPU Aware, for best performance
+ Windows
  + MinGW: GCC 5.5+
  + Microsoft Visual Studio: VS 2019+
  + CUDA module: CUDA 10.1+, Microsoft Visual Studio
  + OpenMP module: MinGW.

### Version support changes

+ CUDA 9.2 is no longer supported and 10.0 is untested [#1382](#1382)
+ Ginkgo now requires CMake version 3.16 (and 3.18 for CUDA) [#1368](#1368)

### Interface changes

+ `const` Factory parameters can no longer be modified through `with_*` functions, as this breaks const-correctness [#1336](#1336) [#1439](#1439)

### New Deprecations

+ The `device_reset` parameter of CUDA and HIP executors no longer has an effect, and its `allocation_mode` parameters have been deprecated in favor of the `Allocator` interface. [#1315](#1315)
+ The CMake parameter `GINKGO_BUILD_DPCPP` has been deprecated in favor of `GINKGO_BUILD_SYCL`. [#1350](#1350)
+ The `gko::reorder::Rcm` interface has been deprecated in favor of `gko::experimental::reorder::Rcm` based on `Permutation`. [#1418](#1418)
+ The Permutation class' `permute_mask` functionality. [#1415](#1415)
+ Multiple functions with typos (`set_complex_subpsace()`, range functions such as `conj_operaton` etc). [#1348](#1348)

### Summary of previous deprecations
+ `gko::lend()` is not necessary anymore.
+ The classes `RelativeResidualNorm` and `AbsoluteResidualNorm` are deprecated in favor of `ResidualNorm`.
+ The class `AmgxPgm` is deprecated in favor of `Pgm`.
+ Default constructors for the CSR `load_balance` and `automatical` strategies
+ The PolymorphicObject's move-semantic `copy_from` variant
+ The templated `SolverBase` class.
+ The class `MachineTopology` is deprecated in favor of `machine_topology`.
+ Logger constructors and create functions with the `executor` parameter.
+ The virtual, protected, Dense functions `compute_norm1_impl`, `add_scaled_impl`, etc.
+ Logger events for solvers and criterion without the additional `implicit_tau_sq` parameter.
+ The global `gko::solver::default_krylov_dim`, use instead `gko::solver::gmres_default_krylov_dim`.

### Added features

+ Adds a batch::BatchLinOp class that forms a base class for batched linear operators such as batched matrix formats, solver and preconditioners [#1379](#1379)
+ Adds a batch::MultiVector class that enables operations such as dot, norm, scale on batched vectors [#1371](#1371)
+ Adds a batch::Dense matrix format that stores batched dense matrices and provides gemv operations for these dense matrices. [#1413](#1413)
+ Adds a batch::Ell matrix format that stores batched Ell matrices and provides spmv operations for these batched Ell matrices. [#1416](#1416) [#1437](#1437)
+ Add a batch::Bicgstab solver (class, core, and reference kernels) that enables iterative solution of batched linear systems [#1438](#1438).
+ Add device kernels (CUDA, HIP, and DPCPP) for batch::Bicgstab solver. [#1443](#1443).
+ New MC64 reordering algorithm which optimizes the diagonal product or sum of a matrix by permuting the rows, and computes additional scaling factors for equilibriation [#1120](#1120)
+ New interface for (non-symmetric) permutation and scaled permutation of Dense and Csr matrices [#1415](#1415)
+ LU and Cholesky Factorizations can now be separated into their factors [#1432](#1432)
+ New symbolic LU factorization algorithm that is optimized for matrices with an almost-symmetric sparsity pattern [#1445](#1445)
+ Sorting kernels for SparsityCsr on all backends [#1343](#1343)
+ Allow passing pre-generated local solver as factory parameter for the distributed Schwarz preconditioner [#1426](#1426)
+ Add DPCPP kernels for Partition [#1034](#1034), and CSR's `check_diagonal_entries` and `add_scaled_identity` functionality [#1436](#1436)
+ Adds a helper function to create a partition based on either local sizes, or local ranges [#1227](#1227)
+ Add function to compute arithmetic mean of dense and distributed vectors [#1275](#1275)
+ Adds `icpx` compiler supports [#1350](#1350)
+ All backends can be built simultaneously [#1333](#1333)
+ Emits a CMake warning in downstream projects that use different compilers than the installed Ginkgo [#1372](#1372)
+ Reordering algorithms in sparse_blas benchmark [#1354](#1354)
+ Benchmarks gained an `-allocator` parameter to specify device allocators [#1385](#1385)
+ Benchmarks gained an `-input_matrix` parameter that initializes the input JSON based on the filename [#1387](#1387)
+ Benchmark inputs can now be reordered as a preprocessing step [#1408](#1408)


### Improvements

+ Significantly improve Cholesky factorization performance [#1366](#1366)
+ Improve parallel build performance [#1378](#1378)
+ Allow constrained parallel test execution using CTest resources [#1373](#1373)
+ Use arithmetic type more inside mixed precision ELL [#1414](#1414)
+ Most factory parameters of factory type no longer need to be constructed explicitly via `.on(exec)` [#1336](#1336) [#1439](#1439)
+ Improve ParILU(T)/ParIC(T) convergence by using more appropriate atomic operations [#1434](#1434)

### Fixes

+ Fix an over-allocation for OpenMP reductions [#1369](#1369)
+ Fix DPCPP's common-kernel reduction for empty input sizes [#1362](#1362)
+ Fix several typos in the API and documentation [#1348](#1348)
+ Fix inconsistent `Threads` between generations [#1388](#1388)
+ Fix benchmark median condition [#1398](#1398)
+ Fix HIP 5.6.0 compilation [#1411](#1411)
+ Fix missing destruction of rand_generator from cuda/hip [#1417](#1417)
+ Fix PAPI logger destruction order [#1419](#1419)
+ Fix TAU logger compilation [#1422](#1422)
+ Fix relative criterion to not iterate if the residual is already zero [#1079](#1079)
+ Fix memory_order invocations with C++20 changes [#1402](#1402)
+ Fix `check_diagonal_entries_exist` report correctly when only missing diagonal value in the last rows. [#1440](#1440)
+ Fix checking OpenMPI version in cross-compilation settings [#1446](#1446)
+ Fix false-positive deprecation warnings in Ginkgo, especially for the old Rcm (it doesn't emit deprecation warnings anymore as a result but is still considered deprecated) [#1444](#1444)

### Related PR: #1454
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