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A Recommendation System for Preconditioned Iterative Solvers

Solving linear systems of equations is an integral part of most scientific simulations. In
recent years, there has been a considerable interest in large scale scientific simulation of
complex physical processes. Iterative solvers are usually preferred for solving linear systems
of such magnitude due to their lower computational requirements. Currently, computational
scientists have access to a multitude of iterative solver options available as "plug-and-
play" components in various problem solving environments. Choosing the right solver
configuration from the available choices is critical for ensuring convergence and achieving
good performance, especially for large complex matrices. However, identifying the
"best" preconditioned iterative solver and parameters is challenging even for an expert due
to issues such as the lack of a unified theoretical model, complexity of the solver configuration
space, and multiple selection criteria. Therefore, it is desirable to have principled
practitioner-centric strategies for identifying solver configuration(s) for solving large linear
systems.
The current dissertation presents a general practitioner-centric framework for (a) problem
independent retrospective analysis, and (b) problem-specific predictive modeling of
performance data. Our retrospective performance analysis methodology introduces new
metrics such as area under performance-profile curve and conditional variance-based finetuning
score that facilitate a robust comparative performance evaluation as well as parameter
sensitivity analysis. We present results using this analysis approach on a number of popular
preconditioned iterative solvers available in packages such as PETSc, Trilinos, Hypre, ILUPACK, and WSMP. The predictive modeling of performance data is an integral part
of our multi-stage approach for solver recommendation. The key novelty of our approach
lies in our modular learning based formulation that comprises of three sub problems: (a)
solvability modeling, (b) performance modeling, and (c) performance optimization, which
provides the flexibility to effectively target challenges such as software failure and multiobjective
optimization. Our choice of a "solver trial" instance space represented in terms
of the characteristics of the corresponding "linear system", "solver configuration" and their
interactions, leads to a scalable and elegant formulation. Empirical evaluation of our approach
on performance datasets associated with fairly large groups of solver configurations
demonstrates that one can obtain high quality recommendations that are close to the ideal
choices.

Identiferoai:union.ndltd.org:tamu.edu/oai:repository.tamu.edu:1969.1/ETD-TAMU-2009-12-7458
Date2009 December 1900
CreatorsGeorge, Thomas
ContributorsSarin, Vivek
Source SetsTexas A and M University
Languageen_US
Detected LanguageEnglish
TypeBook, Thesis, Electronic Dissertation, text
Formatapplication/pdf

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