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Add Compressed Basis GMRES (CB-GMRES)#693

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Feb 21, 2021
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Add Compressed Basis GMRES (CB-GMRES)#693
thoasm merged 87 commits into
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cb_gmres

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@thoasm thoasm commented Jan 23, 2021

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This PR adds the compressed basis GMRES, which uses classical Gram-Schmidt GMRES where the basis can be stored in lower precision. The precision of the basis is decided by the user with a factory parameter.

This PR is an updated version of #640 because the underlying branch changed (to better reflect the content of the branch).

@thoasm thoasm self-assigned this Jan 23, 2021
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thoasm commented Jan 23, 2021

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format!

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label!

@ginkgo-bot ginkgo-bot added mod:all This touches all Ginkgo modules. reg:benchmarking This is related to benchmarking. reg:build This is related to the build system. reg:example This is related to the examples. reg:testing This is related to testing. type:solver This is related to the solvers type:stopping-criteria This is related to the stopping criteria labels Jan 23, 2021
@thoasm thoasm added the 1:ST:ready-for-review This PR is ready for review label Jan 23, 2021
@thoasm thoasm force-pushed the cb_gmres branch 7 times, most recently from 24c758c to 7f5aa76 Compare January 25, 2021 01:19
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I think all tests passed (except for the cleanup), only one windows test fails. Maybe you can already start reviewing this @tcojean @fritzgoebel @pratikvn @yhmtsai @upsj @Slaedr ?

@yhmtsai yhmtsai mentioned this pull request Jan 25, 2021
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the first part of my review
I do not go into the implementation and algorithm of CB-GMRES.
you may already do some comments.

Comment thread BENCHMARKING.md Outdated
Comment thread benchmark/run_all_benchmarks.sh Outdated
Comment thread BENCHMARKING.md Outdated
Comment thread common/components/atomic.hpp.inc Outdated
Comment thread common/components/atomic.hpp.inc Outdated
Comment thread examples/gmres-solver/doc/intro.dox Outdated
Comment thread examples/gmres-solver/doc/tooltip Outdated
Comment thread examples/gmres-solver/gmres-solver.cpp Outdated
Comment thread include/ginkgo/core/solver/cb_gmres.hpp Outdated
Comment thread reference/stop/residual_norm_kernels.cpp Outdated

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some comments and questions of gpu kernels

Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment on lines +172 to +176
__shared__ UninitializedArray<remove_complex<ValueType>,
default_dot_dim *(default_dot_dim + 1)>
reduction_helper_array;
remove_complex<ValueType> *__restrict__ reduction_helper =
reduction_helper_array;

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it is remove_complex, so I think directly using __shared__ is fine

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Would you mind if we keep it like that? It does work and prevents a warning from showing up.

Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment on lines +217 to +223
// Used that way to get around dynamic initialization warning and
// template error when using `reduction_helper_array` directly in `reduce`
__shared__ UninitializedArray<remove_complex<ValueType>,
default_dot_dim *(default_dot_dim + 1)>
reduction_helper_array;
remove_complex<ValueType> *__restrict__ reduction_helper =
reduction_helper_array;

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also here

Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Comment thread common/solver/cb_gmres_kernels.hpp.inc
Comment thread common/solver/cb_gmres_kernels.hpp.inc Outdated
Thomas Grützmacher and others added 22 commits February 19, 2021 13:44
This is necessary for the Intel compiler to pass the test
`SolvesStencilSystem2`.
- Remove unnecessary code
- Add wrapper function to `atomic_helper` in order make it easier to
  implement other atomic operations (atomic_add and atomic_max use this
  wrapper)
in CB-GMRES

Co-authored-by: Terry Cojean <terry.cojean@kit.edu>
Co-authored-by: Yuhsiang M. Tsai <yhmtsai@gmail.com>
- Add arnoldi_norm documentation and add it in the tests
  (was not part of it previously, and needs a fix)
- Add documentation to benchmarking
- Rename namespace and helper for range helper

Co-authored-by: Terry Cojean <terry.cojean@kit.edu>
Co-authored-by: Yuhsiang M. Tsai <yhmtsai@gmail.com>
Co-authored-by: Terry Cojean <terry.cojean@kit.edu>
Both examples are removed because the functionality is so similar to
simple-solver, so it does not add a lot of value.
- Add more documentation to CB-GMRES
- Add CB-GMRES to test-install

Co-authored-by: Terry Cojean <terry.cojean@kit.edu>
Co-authored-by: Yuhsiang M. Tsai <yhmtsai@gmail.com>
`--expt-relaxed-constexpr` is now used for every CUDA version
Co-authored-by: Pratik Nayak <pratikvn@protonmail.com>
The following modifications were done for CB-GMRES:
- Remove unused kernel parameters `num_reorth_steps` and
  `num_reorth_vectors`
- Remove unused `b_norm`
- Make unused kernel parameters unnamed
- Add some explicit casts to prevent warning
- Update documentation of GMRES to mention the usage of MGS
- Use reduced precision in CB-GMRES by default
Co-authored-by: Pratik Nayak <pratikvn@protonmail.com>
- Extract GPU kernels for CB-GMRES and GMRES into a new file to avoid
  duplication.
- Adopt the updated GMRES functionality for these kernels for CPU and
  GPU

Co-authored-by: Pratik Nayak <pratikvn@protonmail.com>
@thoasm thoasm 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 Feb 19, 2021
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@thoasm thoasm merged commit c178258 into develop Feb 21, 2021
@thoasm thoasm deleted the cb_gmres branch February 21, 2021 07:05
tcojean pushed a commit that referenced this pull request Aug 20, 2021
Ginkgo release 1.4.0

The Ginkgo team is proud to announce the new Ginkgo minor release 1.4.0. This
release brings most of the Ginkgo functionality to the Intel DPC++ ecosystem
which enables Intel-GPU and CPU execution. The only Ginkgo features which have
not been ported yet are some preconditioners.

Ginkgo's mixed-precision support is greatly enhanced thanks to:
1. The new Accessor concept, which allows writing kernels featuring on-the-fly
memory compression, among other features. The accessor can be used as
header-only, see the [accessor BLAS benchmarks repository](https://github.com/ginkgo-project/accessor-BLAS/tree/develop) as a usage example.
2. All LinOps now transparently support mixed-precision execution. By default,
this is done through a temporary copy which may have a performance impact but
already allows mixed-precision research.

Native mixed-precision ELL kernels are implemented which do not see this cost.
The accessor is also leveraged in a new CB-GMRES solver which allows for
performance improvements by compressing the Krylov basis vectors. Many other
features have been added to Ginkgo, such as reordering support, a new IDR
solver, Incomplete Cholesky preconditioner, matrix assembly support (only CPU
for now), machine topology information, and more!

Supported systems and requirements:
+ For all platforms, cmake 3.13+
+ C++14 compliant compiler
+ Linux and MacOS
  + gcc: 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + clang: 3.9+
  + Intel compiler: 2018+
  + Apple LLVM: 8.0+
  + CUDA module: CUDA 9.0+
  + HIP module: ROCm 3.5+
  + DPC++ module: Intel OneAPI 2021.3. Set the CXX compiler to `dpcpp`.
+ Windows
  + MinGW and Cygwin: gcc 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + Microsoft Visual Studio: VS 2019
  + CUDA module: CUDA 9.0+, Microsoft Visual Studio
  + OpenMP module: MinGW or Cygwin.


Algorithm and important feature additions:
+ Add a new DPC++ Executor for SYCL execution and other base utilities
  [#648](#648), [#661](#661), [#757](#757), [#832](#832)
+ Port matrix formats, solvers and related kernels to DPC++. For some kernels,
  also make use of a shared kernel implementation for all executors (except
  Reference). [#710](#710), [#799](#799), [#779](#779), [#733](#733), [#844](#844), [#843](#843), [#789](#789), [#845](#845), [#849](#849), [#855](#855), [#856](#856)
+ Add accessors which allow multi-precision kernels, among other things.
  [#643](#643), [#708](#708)
+ Add support for mixed precision operations through apply in all LinOps. [#677](#677)
+ Add incomplete Cholesky factorizations and preconditioners as well as some
  improvements to ILU. [#672](#672), [#837](#837), [#846](#846)
+ Add an AMGX implementation and kernels on all devices but DPC++.
  [#528](#528), [#695](#695), [#860](#860)
+ Add a new mixed-precision capability solver, Compressed Basis GMRES
  (CB-GMRES). [#693](#693), [#763](#763)
+ Add the IDR(s) solver. [#620](#620)
+ Add a new fixed-size block CSR matrix format (for the Reference executor).
  [#671](#671), [#730](#730)
+ Add native mixed-precision support to the ELL format. [#717](#717), [#780](#780)
+ Add Reverse Cuthill-McKee reordering [#500](#500), [#649](#649)
+ Add matrix assembly support on CPUs. [#644](#644)
+ Extends ISAI from triangular to general and spd matrices. [#690](#690)

Other additions:
+ Add the possibility to apply real matrices to complex vectors.
  [#655](#655), [#658](#658)
+ Add functions to compute the absolute of a matrix format. [#636](#636)
+ Add symmetric permutation and improve existing permutations.
  [#684](#684), [#657](#657), [#663](#663)
+ Add a MachineTopology class with HWLOC support [#554](#554), [#697](#697)
+ Add an implicit residual norm criterion. [#702](#702), [#818](#818), [#850](#850)
+ Row-major accessor is generalized to more than 2 dimensions and a new
  "block column-major" accessor has been added. [#707](#707)
+ Add an heat equation example. [#698](#698), [#706](#706)
+ Add ccache support in CMake and CI. [#725](#725), [#739](#739)
+ Allow tuning and benchmarking variables non intrusively. [#692](#692)
+ Add triangular solver benchmark [#664](#664)
+ Add benchmarks for BLAS operations [#772](#772), [#829](#829)
+ Add support for different precisions and consistent index types in benchmarks.
  [#675](#675), [#828](#828)
+ Add a Github bot system to facilitate development and PR management.
  [#667](#667), [#674](#674), [#689](#689), [#853](#853)
+ Add Intel (DPC++) CI support and enable CI on HPC systems. [#736](#736), [#751](#751), [#781](#781)
+ Add ssh debugging for Github Actions CI. [#749](#749)
+ Add pipeline segmentation for better CI speed. [#737](#737)


Changes:
+ Add a Scalar Jacobi specialization and kernels. [#808](#808), [#834](#834), [#854](#854)
+ Add implicit residual log for solvers and benchmarks. [#714](#714)
+ Change handling of the conjugate in the dense dot product. [#755](#755)
+ Improved Dense stride handling. [#774](#774)
+ Multiple improvements to the OpenMP kernels performance, including COO,
an exclusive prefix sum, and more. [#703](#703), [#765](#765), [#740](#740)
+ Allow specialization of submatrix and other dense creation functions in solvers. [#718](#718)
+ Improved Identity constructor and treatment of rectangular matrices. [#646](#646)
+ Allow CUDA/HIP executors to select allocation mode. [#758](#758)
+ Check if executors share the same memory. [#670](#670)
+ Improve test install and smoke testing support. [#721](#721)
+ Update the JOSS paper citation and add publications in the documentation.
  [#629](#629), [#724](#724)
+ Improve the version output. [#806](#806)
+ Add some utilities for dim and span. [#821](#821)
+ Improved solver and preconditioner benchmarks. [#660](#660)
+ Improve benchmark timing and output. [#669](#669), [#791](#791), [#801](#801), [#812](#812)


Fixes:
+ Sorting fix for the Jacobi preconditioner. [#659](#659)
+ Also log the first residual norm in CGS [#735](#735)
+ Fix BiCG and HIP CSR to work with complex matrices. [#651](#651)
+ Fix Coo SpMV on strided vectors. [#807](#807)
+ Fix segfault of extract_diagonal, add short-and-fat test. [#769](#769)
+ Fix device_reset issue by moving counter/mutex to device. [#810](#810)
+ Fix `EnableLogging` superclass. [#841](#841)
+ Support ROCm 4.1.x and breaking HIP_PLATFORM changes. [#726](#726)
+ Decreased test size for a few device tests. [#742](#742)
+ Fix multiple issues with our CMake HIP and RPATH setup.
  [#712](#712), [#745](#745), [#709](#709)
+ Cleanup our CMake installation step. [#713](#713)
+ Various simplification and fixes to the Windows CMake setup. [#720](#720), [#785](#785)
+ Simplify third-party integration. [#786](#786)
+ Improve Ginkgo device arch flags management. [#696](#696)
+ Other fixes and improvements to the CMake setup.
  [#685](#685), [#792](#792), [#705](#705), [#836](#836)
+ Clarification of dense norm documentation [#784](#784)
+ Various development tools fixes and improvements [#738](#738), [#830](#830), [#840](#840)
+ Make multiple operators/constructors explicit. [#650](#650), [#761](#761)
+ Fix some issues, memory leaks and warnings found by MSVC.
  [#666](#666), [#731](#731)
+ Improved solver memory estimates and consistent iteration counts [#691](#691)
+ Various logger improvements and fixes [#728](#728), [#743](#743), [#754](#754)
+ Fix for ForwardIterator requirements in iterator_factory. [#665](#665)
+ Various benchmark fixes. [#647](#647), [#673](#673), [#722](#722)
+ Various CI fixes and improvements. [#642](#642), [#641](#641), [#795](#795), [#783](#783), [#793](#793), [#852](#852)


Related PR: #857
tcojean pushed a commit that referenced this pull request Aug 23, 2021
Release 1.4.0 to master

The Ginkgo team is proud to announce the new Ginkgo minor release 1.4.0. This
release brings most of the Ginkgo functionality to the Intel DPC++ ecosystem
which enables Intel-GPU and CPU execution. The only Ginkgo features which have
not been ported yet are some preconditioners.

Ginkgo's mixed-precision support is greatly enhanced thanks to:
1. The new Accessor concept, which allows writing kernels featuring on-the-fly
memory compression, among other features. The accessor can be used as
header-only, see the [accessor BLAS benchmarks repository](https://github.com/ginkgo-project/accessor-BLAS/tree/develop) as a usage example.
2. All LinOps now transparently support mixed-precision execution. By default,
this is done through a temporary copy which may have a performance impact but
already allows mixed-precision research.

Native mixed-precision ELL kernels are implemented which do not see this cost.
The accessor is also leveraged in a new CB-GMRES solver which allows for
performance improvements by compressing the Krylov basis vectors. Many other
features have been added to Ginkgo, such as reordering support, a new IDR
solver, Incomplete Cholesky preconditioner, matrix assembly support (only CPU
for now), machine topology information, and more!

Supported systems and requirements:
+ For all platforms, cmake 3.13+
+ C++14 compliant compiler
+ Linux and MacOS
  + gcc: 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + clang: 3.9+
  + Intel compiler: 2018+
  + Apple LLVM: 8.0+
  + CUDA module: CUDA 9.0+
  + HIP module: ROCm 3.5+
  + DPC++ module: Intel OneAPI 2021.3. Set the CXX compiler to `dpcpp`.
+ Windows
  + MinGW and Cygwin: gcc 5.3+, 6.3+, 7.3+, all versions after 8.1+
  + Microsoft Visual Studio: VS 2019
  + CUDA module: CUDA 9.0+, Microsoft Visual Studio
  + OpenMP module: MinGW or Cygwin.


Algorithm and important feature additions:
+ Add a new DPC++ Executor for SYCL execution and other base utilities
  [#648](#648), [#661](#661), [#757](#757), [#832](#832)
+ Port matrix formats, solvers and related kernels to DPC++. For some kernels,
  also make use of a shared kernel implementation for all executors (except
  Reference). [#710](#710), [#799](#799), [#779](#779), [#733](#733), [#844](#844), [#843](#843), [#789](#789), [#845](#845), [#849](#849), [#855](#855), [#856](#856)
+ Add accessors which allow multi-precision kernels, among other things.
  [#643](#643), [#708](#708)
+ Add support for mixed precision operations through apply in all LinOps. [#677](#677)
+ Add incomplete Cholesky factorizations and preconditioners as well as some
  improvements to ILU. [#672](#672), [#837](#837), [#846](#846)
+ Add an AMGX implementation and kernels on all devices but DPC++.
  [#528](#528), [#695](#695), [#860](#860)
+ Add a new mixed-precision capability solver, Compressed Basis GMRES
  (CB-GMRES). [#693](#693), [#763](#763)
+ Add the IDR(s) solver. [#620](#620)
+ Add a new fixed-size block CSR matrix format (for the Reference executor).
  [#671](#671), [#730](#730)
+ Add native mixed-precision support to the ELL format. [#717](#717), [#780](#780)
+ Add Reverse Cuthill-McKee reordering [#500](#500), [#649](#649)
+ Add matrix assembly support on CPUs. [#644](#644)
+ Extends ISAI from triangular to general and spd matrices. [#690](#690)

Other additions:
+ Add the possibility to apply real matrices to complex vectors.
  [#655](#655), [#658](#658)
+ Add functions to compute the absolute of a matrix format. [#636](#636)
+ Add symmetric permutation and improve existing permutations.
  [#684](#684), [#657](#657), [#663](#663)
+ Add a MachineTopology class with HWLOC support [#554](#554), [#697](#697)
+ Add an implicit residual norm criterion. [#702](#702), [#818](#818), [#850](#850)
+ Row-major accessor is generalized to more than 2 dimensions and a new
  "block column-major" accessor has been added. [#707](#707)
+ Add an heat equation example. [#698](#698), [#706](#706)
+ Add ccache support in CMake and CI. [#725](#725), [#739](#739)
+ Allow tuning and benchmarking variables non intrusively. [#692](#692)
+ Add triangular solver benchmark [#664](#664)
+ Add benchmarks for BLAS operations [#772](#772), [#829](#829)
+ Add support for different precisions and consistent index types in benchmarks.
  [#675](#675), [#828](#828)
+ Add a Github bot system to facilitate development and PR management.
  [#667](#667), [#674](#674), [#689](#689), [#853](#853)
+ Add Intel (DPC++) CI support and enable CI on HPC systems. [#736](#736), [#751](#751), [#781](#781)
+ Add ssh debugging for Github Actions CI. [#749](#749)
+ Add pipeline segmentation for better CI speed. [#737](#737)


Changes:
+ Add a Scalar Jacobi specialization and kernels. [#808](#808), [#834](#834), [#854](#854)
+ Add implicit residual log for solvers and benchmarks. [#714](#714)
+ Change handling of the conjugate in the dense dot product. [#755](#755)
+ Improved Dense stride handling. [#774](#774)
+ Multiple improvements to the OpenMP kernels performance, including COO,
an exclusive prefix sum, and more. [#703](#703), [#765](#765), [#740](#740)
+ Allow specialization of submatrix and other dense creation functions in solvers. [#718](#718)
+ Improved Identity constructor and treatment of rectangular matrices. [#646](#646)
+ Allow CUDA/HIP executors to select allocation mode. [#758](#758)
+ Check if executors share the same memory. [#670](#670)
+ Improve test install and smoke testing support. [#721](#721)
+ Update the JOSS paper citation and add publications in the documentation.
  [#629](#629), [#724](#724)
+ Improve the version output. [#806](#806)
+ Add some utilities for dim and span. [#821](#821)
+ Improved solver and preconditioner benchmarks. [#660](#660)
+ Improve benchmark timing and output. [#669](#669), [#791](#791), [#801](#801), [#812](#812)


Fixes:
+ Sorting fix for the Jacobi preconditioner. [#659](#659)
+ Also log the first residual norm in CGS [#735](#735)
+ Fix BiCG and HIP CSR to work with complex matrices. [#651](#651)
+ Fix Coo SpMV on strided vectors. [#807](#807)
+ Fix segfault of extract_diagonal, add short-and-fat test. [#769](#769)
+ Fix device_reset issue by moving counter/mutex to device. [#810](#810)
+ Fix `EnableLogging` superclass. [#841](#841)
+ Support ROCm 4.1.x and breaking HIP_PLATFORM changes. [#726](#726)
+ Decreased test size for a few device tests. [#742](#742)
+ Fix multiple issues with our CMake HIP and RPATH setup.
  [#712](#712), [#745](#745), [#709](#709)
+ Cleanup our CMake installation step. [#713](#713)
+ Various simplification and fixes to the Windows CMake setup. [#720](#720), [#785](#785)
+ Simplify third-party integration. [#786](#786)
+ Improve Ginkgo device arch flags management. [#696](#696)
+ Other fixes and improvements to the CMake setup.
  [#685](#685), [#792](#792), [#705](#705), [#836](#836)
+ Clarification of dense norm documentation [#784](#784)
+ Various development tools fixes and improvements [#738](#738), [#830](#830), [#840](#840)
+ Make multiple operators/constructors explicit. [#650](#650), [#761](#761)
+ Fix some issues, memory leaks and warnings found by MSVC.
  [#666](#666), [#731](#731)
+ Improved solver memory estimates and consistent iteration counts [#691](#691)
+ Various logger improvements and fixes [#728](#728), [#743](#743), [#754](#754)
+ Fix for ForwardIterator requirements in iterator_factory. [#665](#665)
+ Various benchmark fixes. [#647](#647), [#673](#673), [#722](#722)
+ Various CI fixes and improvements. [#642](#642), [#641](#641), [#795](#795), [#783](#783), [#793](#793), [#852](#852)

Related PR: #866
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