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版本更新 · v5arXiv:2409.07563

MPPI-Generic: A CUDA Library for Stochastic Trajectory Optimization

Bogdan Vlahov, Jason Gibson, Manan Gandhi, Evangelos A. Theodorou

原文摘要

This paper introduces a new C++/CUDA library for GPU-accelerated stochastic optimization called MPPI-Generic. It provides implementations of Model Predictive Path Integral control, Tube-Model Predictive Path Integral Control, and Robust Model Predictive Path Integral Control, and allows for these algorithms to be used across many pre-existing dynamics models and cost functions. Furthermore, researchers can create their own dynamics models or cost functions following our API definitions without needing to change the actual Model Predictive Path Integral Control code. Finally, we compare computational performance to other popular implementations of Model Predictive Path Integral Control over a variety of GPUs to show the real-time capabilities our library can allow for. Library code can be found at: https://acdslab.github.io/mppi-generic-website/ .

cs.MS · cs.DC · cs.RO · eess.SY

版本更新 · v2arXiv:2609.04663

BF16 Component-Product Emulation of FP32 and FP64 GEMM on Intel AMX

Bing Cui, Yu Liu

原文摘要

Modern CPUs increasingly integrate high-throughput matrix engines optimized for low-precision AI workloads, while many scientific computing applications still rely on FP32 and FP64 GEMM to meet their numerical accuracy requirements. This paper presents a method that combines BF16 matrix products on Intel Advanced Matrix Extensions (AMX) to emulate real square FP32 and FP64 GEMM. For FP32 GEMM, each element in both input matrices is decomposed into three BF16 components, and six selected component products are evaluated to target FP32-level accuracy comparable to oneMKL SGEMM. For FP64 inputs within the supported BF16 exponent range, the method uses a simplified fixed six-slice Ozaki decomposition. Each retained BF16 product is first produced in FP32, then widened and accumulated in FP64. Four product-count settings retain 6, 10, 15, or 21 component products, exposing the accuracy-performance tradeoff relative to oneMKL DGEMM. The FP32 schedule reuses component data and retains partial sums in AMX tiles. AMX-FP32 outperforms oneMKL SGEMM at tested orders $N\ge4096$ on 64 threads and also achieves gains for smaller matrices at lower thread counts. AMX-FP64 variants retaining fewer component products can outperform oneMKL DGEMM at sufficiently large orders; more products improve accuracy at additional cost.

cs.MS · cs.DC

版本更新 · v2arXiv:2611.00301

The Rise of Low Precision Floating Point

Guy Lemieux, Michael L. Overton

原文摘要

Floating point computing has dominated scientific computations since the 1950s because of its versatile ability to approximate real numbers with both sufficiently high precision and sufficiently great range. Since 1985, two specific formats have become standard across the industry, one with 32 bits which is adequate for many purposes and one with 64 bits which allows numbers with both much higher precision and much greater range for applications where these are needed. However, during the past decade, deep learning has come to dominate computation, and narrower floating point formats with lower precision and reduced range have steadily become more common. In this article we discuss this phenomenon, why it is happening, how various 16-bit, 8-bit and even 4-bit floating point formats have been developed, and efforts to standardize these formats.

cs.MS · cs.AR · cs.LG · math.NA

版本更新 · v2arXiv:2610.24074

QRecoupling.jl:经典与量子重耦合系数的数值与精确计算

QRecoupling.jl: numerical and exact computation of classical and quantum recoupling coefficients

Seth K. Asante

AI 速读 基于摘要

介绍 Julia 包 QRecoupling,用于数值、精确和符号地计算 Clebsch-Gordan 系数、3j/6j 符号及用户自定义阶乘乘积求和。

cs.MS · gr-qc · math-ph · physics.comp-ph

查看原文摘要

The Julia package QRecoupling evaluates classical and quantum recoupling coefficients, such as Clebsch-Gordan coefficients and $3j$ and $6j$ symbols, and user-defined sums of factorial products, with numerical, exact and symbolic targets. One compact factorial rule covers classical and deformed evaluations, while its cyclotomic exponents reveal common factors and determine which terms contribute at unitary levels. Adaptive arithmetic resolves strongly cancelling sums, while exact tests in quantum integers distinguish algebraic zeros from small nonzero values without a computer-algebra system. At spin cutoff 500, classical $3j$ and $6j$ symbols are evaluated about 7 and 15 times faster than with WIGXJPF. For the tested quantum deformations, relative errors remain below $4\times10^{-14}$ through spin cutoff 400. Recurrences compute fusion matrices with 401 channels about 100 times faster than loops over their entries. The resulting coefficients support recoupling identities, changes of coupling basis and tensor-network calculations.

版本更新 · v2arXiv:2610.38983

Beyond atol and rtol: Sound Test Oracles for Low-Precision GPU Kernels

Xinyi Shi

原文摘要

Low-precision GPU kernels are commonly tested against a reference using hand-picked absolute and relative tolerances. Legitimate numerical error varies with the input, format and precision plan, so a fixed tolerance trades false alarms for missed faults. We present numoracle, which derives per-element acceptance regions from precision-annotated reference programs. Its calculus tracks shared rounding errors, provenance-ordered products, block-scaled quantizers and calibrated math-library errors. A rounding-interval check detects faulty stores that symmetric bounds can admit. Soundness is conditional on explicit rounding, hardware, domain and implementation assumptions; a fixed-input mode removes the zero-mean rounding assumption. We evaluate 13 Triton operators from Liger-Kernel, Unsloth and vLLM on two GPU generations. The main campaigns produce no false alarm on 33,960 correct-kernel and behavior-preserving-variant runs per GPU. Under input shift, the GPU campaigns record no false alarm while tuned tolerances flag up to 30% of correct runs; final-version reference checks identify inputs without complete finite-range certificates. On the RTX PRO 6000, numoracle kills 116 of 124 effective mutants, versus 59-83 for four fixed baselines. Among 400 tuned tolerance configurations, requiring at most 1% false alarms in every evaluated Liger input group permits at most 31 of 53 main-mutant kills, versus numoracle's 50. Historical replays expose accuracy faults in eight change pairs without rejecting their matched corrected controls; a ninth change concerns rounding parity.

cs.MS · cs.PL · cs.SE

新论文 · v1arXiv:2611.12027

An open source Python code for three-dimensional topology optimization in single precision on a consumer GPU

Leonilson Toffoli Pedrini, Rodolfo G. M. Andrade, Rafael M. Ferro

原文摘要

Three-dimensional topology optimization solves linear systems with millions of unknowns at every design iteration. Consumer graphics cards run far faster in single than in double precision, and open codes for them mostly address minimum compliance. This educational article presents TOF3D, an open source Python code for density-based topology optimization in single precision on one consumer GPU. It solves four classes of problems: stress constrained minimum compliance, robust minimum compliance against manufacturing errors, compliant mechanisms and bone-like porous infill. The stiffness operator is applied without assembly, and the conjugate gradient method is preconditioned by geometric multigrid. Rounding the element matrix to single precision gave rigid body motions a spurious energy and changed compliances by up to 5.4%. Forming the element products from differences of nodal displacements reduced this error to $1.3\times 10^{-5}$ at no cost in time. Adjoint sensitivities agreed with finite differences to within $1.7\times 10^{-6}$, and the solutions agreed with Ansys Mechanical APDL to within $4.1\times 10^{-10}$ with the same element. On an RTX 3060 with 12 GB, one design iteration of a cantilever took 0.46 s with 0.5 million elements and 15 s with 33.5 million. On the same card and problem, an open GPU code that applies its operator in double precision took 3.7 and 21 s with 0.5 and 4.2 million elements and ran out of memory on larger meshes. Eight cases fixed in a protocol before the runs took 9 to 35 minutes each with 4.2 to 5.2 million elements.

cs.CE · cs.MS

版本更新 · v2arXiv:2606.29129

Improved Scaling for Fast Mode of Ozaki Scheme II

Shota Kawakami, Daisuke Takahashi

原文摘要

Ozaki scheme II emulates high-precision matrix multiplication using low-precision integer matrix operations based on the Chinese remainder theorem (CRT). It first scales the high-precision matrices to convert them into integer matrices. For this scaling step, Ozaki scheme II provides two modes: accurate mode, which uses INT8 matrix multiplication to estimate scaling factors, and fast mode, which applies the Cauchy--Schwarz inequality at lower computational cost. We show that the existing formula lacks scale invariance; multiplying the input matrices by a constant changes the effective bit width of the integer matrices in the scaling step, causing accuracy degradation or CRT recovery failure. To address this, we propose a revised scaling formula derived from the CRT uniqueness condition via the Cauchy--Schwarz inequality. The proposed formula is scale-invariant by construction, guarantees that the CRT uniqueness condition is always satisfied, and introduces no additional overhead over the original fast mode. Experiments on an NVIDIA GH200 GPU show that the proposed method achieves accuracy comparable to that of accurate mode while maintaining throughput comparable to that of fast mode. In the accuracy--throughput trade-off, the proposed method overcomes the accuracy limitation of fast mode and the throughput constraint of accurate mode, offering a superior accuracy and performance.

cs.MS · cs.DC · math.NA

版本更新 · v2arXiv:2610.35948

Native Rectangular Linear Assignment with Implicit Rejection: A Jonker-Volgenant Solver without Square Expansion

Ratha Siv, Raphael Reme, Matei Mancas, Bernard Gosselin

原文摘要

Rectangular assignment with a uniform unmatched penalty is often implemented by expanding the cost matrix. We integrate established rectangular Jonker-Volgenant principles and implicit rejection with float64 working arithmetic and reusable workspaces in Rust (JVRUST), hybrid Rust/C++ (JVHYBRID) and C++ (JVCPP). A campaign evaluates laprust/lapcpp 1.2.0 and LAPX 0.13.0 in four Windows/Linux and Python environments. Each environment contains 302 cases: 3,286 complete-call timing conditions with five inputs and three rounds, plus 91 memory conditions with five fresh-process trials. Against the matching compact SciPy reference, all three native implementations exceed a 3% advantage on all 102 required cases; JVRUST and JVCPP do so on 163-165 and 163-166 of 166 optional cases, respectively. Controlled comparisons qualify these gains by representation, initialization, sparsity, batching and orientation. Assignment-replay gains attenuate in tracker updates, and equal replay objectives do not imply identical tracking outputs. A separate 67-case Windows LSAPE study examines related transformations within Hungarian code. The contribution is software integration and reproducible performance characterization. Adverse results are retained; no algorithmic priority, statistical significance or universal solver ranking is claimed. The initialization policy was developed using related workload families, so the campaign is not a held-out test of heuristic optimality.

cs.MS

新论文 · v1arXiv:2611.11248

FESOM2.8 in single precision: climate fidelity over six decades and performance on CPUs and GPUs

Suvarchal Kumar Cheedela, Nikolay V. Koldunov, Sergey Danilov, Jan Streffing, Dmitry Sidorenko, Thomas Jung

原文摘要

Halving the floating-point precision of an ocean model can make it substantially faster, but whether the rounding errors stay negligible over climate time scales has rarely been tested. We implement single precision in the global ocean-sea-ice model FESOM2 and compare 60-year hindcasts with double-precision controls. A first implementation lost salt steadily, accumulated a heat-content deficit of 129 ZJ, and shifted major ocean fronts. Controlled experiments trace the drift to the tracer update: small increments added to a large salinity value are rounded away, and the increments themselves are biased. Accumulating tracer tendencies and layer thicknesses in 64 bits, and carrying the rounding error of each tracer update into the next, removes the drift for at most 8% additional runtime. Single- and double-precision simulations then differ in heat content and mean state about as much as two double-precision runs with slightly perturbed initial conditions, sea ice differs by at most 0.2%, and he salinity difference is four orders of magnitude smaller than before. In the coupled model AWI-ESM3, single precision adds no detectable heat source or sink over 60 years. Single precision speeds up the 60-year hindcasts by a factor of 1.35, and the model by up to 1.66 on meshes of up to 5 km resolution; on GPUs, a C++/Kokkos version runs up to 1.27 times faster and needs 43% less memory. Whether reduced precision is safe for climate integrations is decided by long-term budgets, not by short tests.

physics.ao-ph · cs.MS · cs.PF

新论文 · v1arXiv:2611.11100

Application-Defined Abstractions to Separate Numerical Intent from Computation Orchestration

Elena Aschmann, Anshu Dubey, Mohamed Wahib, Jens Domke

原文摘要

In High-performance Computing the holy grail has been to translate numerical algorithms expressed in mathematical notation into code that performs well across a range of platforms. A variety of portability frameworks have abstracted data layout, parallelization and orchestration from application's view, however, the resulting format is still code that conforms to the idioms of the framework. Additionally, substantial refactoring is typically needed to achieve performance goals. Increasing sophistication of Large Language Models (LLMs) naturally raises the question whether they can be used to make application codes and/or solvers both portable and performant. The obstacle is the lack of correctness guarantee in LLM produced code. In this paper we pose the question differently -- can we start with expressing numerical intent of the code into an immutable core arithmetic component isolated from the surrounding code such that the surrounding code can be safely generated by the LLMs? We answer this question by using Spark, a mature compressible hydrodynamics solver in Flash-X, a multiphysics software system. We use LLM assistance in devising the abstractions and embedding them in the solver. Once properly verified, the resulting solver is lowered to concrete realization deterministically with tools also built with LLM assistance. The driver of the numerics and the code for interfacing with the application are generated by the LLMs. The resulting solver is exercised within Flash-X and with a separate environment we built for this experiment. Our results show that this is a viable approach for producing correct and performance portable code.

cs.SE · cs.MS

新论文 · v1arXiv:2611.10855

Representing Tensors as Compositions for Efficient Computation on Sparse and Structured Data

Valérian Rey, Praneth Paruchuri

原文摘要

We propose a new mathematical formalism in which all kinds of tensors and of operations on those tensors are represented as simple function compositions. Tensors are functions from indices to values. An element-wise operation (e.g. an activation function) is a composition with a function applied to values; re-indexing (e.g. reshape, transposition) is a composition with a function applied to indices; and a reduction is a composition with both an index function, mapping each index to several indices, and a reduction operation (e.g. product, sum, max). Combined with tensor stacking, these compositions can represent most interesting kinds of tensors (e.g. dense, jagged, all kinds of sparsity patterns, matrix factorizations), as well as lazy versions of almost every operation available in modern tensor computation frameworks, including einsums between tensors of any kind. Identities between compositions can then be used to rewrite such expressions into equivalent ones, without evaluating them. For instance, the product of two sparse matrices can be rewritten so that only products between non-zero values are computed, turning a sparse problem into a dense one. Using this algebra as the intermediate representation of a tensor computation engine would shift the focus from defining operations on tensors (e.g. einsum between sparse tensors) to defining an algebra on index functions. This should reduce the codebase complexity from $\mathcal{O}(mn^2)$, with $m$ the number of binary operations between tensors and $n$ the number of tensor types, to $\mathcal{O}(m + k^2)$, with $k$ the number of types of index functions. A draft implementation of a tensor computation framework based on this algebra is publicly available.

cs.LG · cs.MS · cs.PL

版本更新 · v3arXiv:2610.08299

Pauli Decomposition by Character Theory: A Memory-Bounded Algorithm for Qubits and Qudits

Mohammadreza Khellat, Mohammad Masoumi, Saman Nasoori, Soroush Nasoori

原文摘要

Pauli decomposition of an $n$-qubit operator is expensive if each of the $4^n$ Pauli strings is treated as an unstructured object. Labeling those strings by the configuration space $(\mathbb{Z}_2)^n$ makes them displacement operators $X^{\otimes x}Z^{\otimes z}$ on the computational space: shifts by~$x$ and multiplications by characters $Z^{\otimes z}$ in the computational basis. That labeling organizes the operator into $2^n$ fibers of length $2^n$, one per shift~$x$, each collecting the computational-basis amplitudes that hop by~$x$. Expanding each fiber function in the character basis of $(\mathbb{Z}_2)^n$ --- a length-$2^n$ Walsh--Hadamard transform --- recovers the Pauli coefficients at total cost $O(n\cdot4^n)$. The same fiber / shift--character picture extends to $(\mathbb{Z}_p)^n$ (Heisenberg--Weyl qudits). \texttt{paulikit} is a memory-bounded realization for qubits: for matrix-sparse inputs, peak memory need not densify to a full $2^n\times2^n$ operator. Performance is checked on a stated low-end GNU/Linux platform for a coupled-oscillator sweep beyond a billion Pauli terms.

quant-ph · cs.MS

新论文 · v1arXiv:2611.10487

GEAR: A GPU-Accelerated Global Solver for Bounded Continuous Nonlinear Programs via Linear Bound Propagation

Duo Zhou, Hesun Chen, Xiangru Zhong, Grani A. Hanasusanto, Huan Zhang

原文摘要

We present a novel GPU-accelerated global solver for constrained nonlinear programming (NLP) inspired by the efficient linear bound propagation framework in neural network (NN) verification. Existing work on NN verification, a problem that can be cast as feasibility detection for a nonlinear objective, demonstrated orders-of-magnitude speedups with the linear bound propagation-based framework when compared to traditional solvers. Extending this paradigm to global nonlinear programming requires addressing many challenges: a global constrained NLP solver must effectively exploit all, possibly unstructured, nonlinear constraints to improve the objective, whereas NN verification typically handles simple input box constraints over a well-structured NN and does not directly optimize an objective function. We address these challenges by fully exploiting the linear bounds produced by bound propagation: these linear bounds can be viewed as relaxations of nonlinear constraints and used to provide lower bounds, check infeasibility, and guide the search for a primal solution. In addition, we propose tighter linear relaxations for bilinear, quotient, and other commonly used nonlinear functions in NLP problems, and a projected augmented Lagrangian method tightly coupled to our dual solving procedure to produce primal solutions. Our method solves 421 of 505 bounded and continuous NLP problems in the GAMS and MINLPLib benchmarks under a 180-second limit, more than each of the six global solvers we compare with, including Gurobi and BARON (commercial), and SCIP (open-source). Sixteen of these problems are certified by none of the six global solvers; all of them contain exponential, logarithmic, or trigonometric terms, which are often challenging for traditional approaches. Project webpage is at https://verified-intelligence.github.io/GEAR.

math.OC · cs.LG · cs.MS · math.NA

新论文 · v1arXiv:2611.08637

Branch-Extended Automatic Differentiation

Jan Hückelheim, Jeffrey Larson, Matt Menickelly

原文摘要

We present branch-extended automatic differentiation (BEAD), a software package that provides information about inactive branches of piecewise-differentiable functions, intended for use in nonsmooth optimization algorithms. BEAD is implemented in Python, building on the popular JAX framework. For supported nonsmooth operations such as abs and max, BEAD identifies alternative branches within tolerance from the given input, and computes gradients of the resulting branches extended to the given input. Such information has been previously used for robust optimization methods, but has required error-prone and tedious manual differentiation, unlike BEAD, which is fully automated for functions written in NumPy-like JAX code. Our experiments show that our approach is as accurate as manually written derivative code, and offers more flexibility in modifying the function and choosing between branch-discovery rules. While we were originally motivated by the manifold sampling algorithm for nonsmooth composite objectives, we also integrate BEAD branch-extension gradients into a nonsmooth BFGS-SQP solver. On two small nonsmooth test problems, the resulting path-aware search resolves failures or substantially reduces the number of evaluations required by the BFGS-SQP solver.

math.OC · cs.MS

新论文 · v1arXiv:2611.08371

精度之王,双浮点:面向复数的双字算术

Lord of the Precision, the Two Floats: Double-Word Arithmetic for Complex Numbers

František Stloukal, Fabienne Jézéquel

AI 速读 基于摘要

该文首次对复数双字(DW)乘除法的三种双字加法变体进行误差分析,并在 CompleXDW 库与 MadGraph7 中评估 FP32 双字算术相对 FP64 的吞吐与精度表现。

cs.MS

查看原文摘要

Datacenter GPUs increasingly favour low-precision floating-point formats, offering higher throughput than FP64. Double-word (DW) arithmetic represents numbers as unevaluated sums of two floating-point values, providing higher accuracy. We present the first error analysis of complex DW multiplication and division. Both operations reduce to sums of two DW products, combined using one of three DW addition algorithms: accurate, sloppy, or Madd. Normalising DW products ensures nonoverlapping components, but omitting this step reduces the number of arithmetic operations. We bound the resulting overlap and prove that Madd retains a relative error bound of $3u^2+O(u^3)$ for overlapping inputs, where $u$ is the unit roundoff. For all variants, we establish relative error bounds of the form $(ακ+β)u^2+O(u^3)$, where $κ$ is the condition number of the sum of products. Our analysis shows that the less expensive sloppy addition suffices. We implement these variants in CompleXDW, an open-source C++ library for CPUs and GPUs. In the high-energy physics code MadGraph7, FP32-based DW arithmetic achieves up to 2.9x and 2.1x higher throughput than FP64 on NVIDIA L40S and AMD Radeon Pro W7900 GPUs, respectively, while losing approximately 1.4 correct significant digits.

新论文 · v1arXiv:2611.05215

Python 中非线性动力学的并行稀疏辨识:基于 Numba、OpenMP、线程与多进程的面向任务与数据并行的 SINDy,用于 Lorenz 与 Rössler 系统

Parallel Sparse Identification of Nonlinear Dynamics in Python: Task- and Data-Parallel SINDy with Numba, OpenMP, Threads and Multiprocessing for the Lorenz and Rössler Systems

Pablo Guillen-Rondon

AI 速读 基于摘要

作者提出一个开源 Python SINDy 实现,用同一套 Numba 即时编译的循环核配合四种可互换并行后端,在 Lorenz 与 Rössler 系统上加速候选库矩阵与最小二乘求解。

cs.DC · cs.MS

查看原文摘要

The sparse identification of nonlinear dynamics (SINDy) recovers interpretable governing equations from time-series data by sparse regression over a library of candidate functions. As data sets, candidate libraries and the number of repeated fits grow, the cost of SINDy becomes dominated by the evaluation of the library matrix and its least-squares problems. We present an open-source Python implementation of SINDy in which a single set of loop-based kernels is just-in-time compiled with Numba and executed on a shared-memory multicore node by four interchangeable back ends: Numba prange, OpenMP directives through PyOMP, Python threads that release the global interpreter lock, and multiprocessing with shared memory. The normal equations are accumulated in one cache-blocked pass over the data, with an automatic fallback to a tall-skinny QR reduction for ill-conditioned problems. Two decompositions are studied on the Lorenz and Rössler systems: an ensemble (task-parallel) workload of 960 independent identifications and a library (data-parallel) workload of one trajectory with $2\times10^7$ samples and a fifth-order library of 56 candidate terms. All back ends recover the exact sparsity pattern in every identification, with coefficient errors identical to PySINDy. On a dual-socket Intel Xeon E5-2650 v4 node of the University of Houston-Downtown HPC cluster (24 cores, 48 hardware threads), the compiled serial code is 4.3-5.6x faster than PySINDy, the parallel back ends reach speed-ups of 14.8-20.3 on 24 cores (parallel efficiency 0.61-0.84), and the overall time to solution is reduced by up to 117x with respect to PySINDy. We analyse the differences between the back ends, the effect of the two sockets and of hyper-threading, and give practical recommendations.

新论文 · v1arXiv:2611.03610

A GPU Engine for Sparse Matrix-Vector Products on $k^2$-Tree-Compressed Graphs

Francesco Tosoni, Gabriele Mencagli

原文摘要

The $k^2$-tree is a compact representation of Boolean matrices: it stores the recursive hierarchy of their non-empty submatrices, with neither values nor coordinates, and serves rows and columns alike. Its traversal, however, locates the children of each node by rank queries, a chain of dependent irregular loads that leaves a GPU waiting on memory. We implement sparse matrix-vector multiplication (SpMV) on $k^2$-trees for the GPU. Since the traversal does not depend on the vector, the positions of the children are static: we descend the tree one level at a time and obtain them from a parallel prefix sum or from a sampled directory of about 0.1 bits per node. Descending in tiles bounds the temporary memory by the depth of the tree, so the device memory of a product is known before it runs. The same traversal computes right and left products, for one vector or a batch, over the plus-times, Boolean and tropical semirings. We evaluate the engine on an NVIDIA GB10 and an H100 with fourteen Wikidata, Software Heritage, web and social graphs of up to 1.2 billion edges, against cuSPARSE, a grammar-compressed GPU engine and a Boolean CSR. Our results show that the tree is 2.3-27x smaller than the CSR of cuSPARSE and that, with its last internal level cached, a product takes 0.7-2.4x the time of cuSPARSE on the right and 0.27-2.6x on the left. On a 1.2-billion-edge graph, a product needs 1.1 GB on the device, 9x less than cuSPARSE. The engine is memory bounded: the $k^2$-tree is the format of choice when device memory, not time, is the constraint.

cs.DS · cs.DB · cs.DC · cs.MS

新论文 · v1arXiv:2611.03181

Multi-GPU Acceleration of Interface Problems in FEniCS, with Application to Cardiac Modeling

Edoardo Centofanti, Benjamin Pachev, Joshua Steyer, James D. Trotter, Pietro Benedusi

原文摘要

GPU acceleration of finite element assembly is well established for standard formulations, but mixed-dimensional problems, in which volumetric subdomains are coupled via lower-dimensional interfaces, remain unsupported in automated frameworks such as FEniCS. We extend cuDOLFINx, a GPU-enabled extension of the DOLFINx finite element framework, to assemble such interface problems on GPUs while preserving the high-level FEniCS programming model. Combined with GPU-resident Krylov solvers and algebraic multigrid preconditioning, this enables end-to-end GPU execution of the EMI (Extracellular--Membrane--Intracellular) model, an elliptic interface problem from cardiac modeling in which many intracellular subdomains are coupled through membranes. We compare the GPU implementation against a CPU-based one through strong and weak scaling experiments on regular and realistic 3D cardiac geometries with up to 8000 cells and 22 million degrees of freedom. In terms of assembly, a single GH200 node is roughly equivalent to two 144-core CPU nodes in strong scaling, and to two to three nodes in weak scaling, depending on geometry. For the linear solver, performance depends on geometry, preconditioning, and problem scale. On the regular geometry, GPU advantages emerge mainly at larger problem sizes and node counts. On the realistic geometry, with the same algebraic multigrid preconditioner for both architectures, the GPU is faster at all tested scales. The implementation is available as open-source software and applies to other problems with interface coupling.

math.NA · cs.DC · cs.MS

新论文 · v1arXiv:2611.02198

Eunoia: Area-Proportional Euler and Venn Diagrams in Rust, Julia, Python, R, and JavaScript

Johan Larsson, Nicole M. Lee

原文摘要

Area-proportional Euler diagrams visualize sets and their intersections through regions whose areas represent their sizes. Because many set specifications have no exact geometric representation, constructing these diagrams requires numerical optimization and diagnostics that quantify the remaining discrepancies. Eunoia is a Rust library for fitting area-proportional Euler diagrams and constructing canonical Venn diagrams. It supports circles, ellipses, squares, and rectangles, computes region areas analytically, and provides exact analytical gradients for several shape families. Its fitting pipeline combines multidimensional scaling initialization with local refinement, global optimization when needed, and seeded restarts. Fitted layouts include residuals and goodness-of-fit statistics that help users assess how faithfully a diagram represents the data. Shared plotting routines extract region polygons, place labels, and pack unit glyphs and member names within regions. The same core implementation powers packages for R, Python, Julia, and JavaScript, a C interface, and a web application that fits diagrams entirely in the browser through WebAssembly. By centralizing fitting, geometry, diagnostics, and annotation in an independent library, Eunoia provides consistent set visualization across programming languages and interactive applications.

stat.CO · cs.MS

新论文 · v1arXiv:2611.01414

Extensible Programmatic Specification of Finite Element Methods

Theadora Fields Collin, Oded Stein, Gilbert Bernstein, Saman Amarasinghe

原文摘要

Finite element methods (FEMs) are a powerful and ubiquitous tool for solving engineering problems. Experimenting with different finite elements can improve the quality and efficiency of solutions. In some cases, the wrong (but nonetheless most common) choice of finite element will produce solutions which converge to the wrong answer regardless of mesh resolution. However, in practice, the choice of finite element is not explored due to the complexity of re-deriving and re-implementing finite element methods. Trying a new finite element is challenging because practitioners must manually deduce formulas to use these elements and implement them within a potentially complex system. We address this problem by introducing ElementForge, a finite element system that is parametric over the literate mathematical specification of a finite element in a domain-specific language (DSL). The ElementForge compiler reasons about tensor spaces, tensors, and tensor bases from first principles to derive implementations of finite elements. The ElementForge compiler is able to automatically derive implementations of finite elements previously only derived by hand. Further, ElementForge minimally couples several key mathematical concepts, mainly tensor fields, mesh topologies, sparse tensors, and assembled finite element operators, to produce a complete finite element system that is parametric over the choice of element. Consequently, the elements derived by the compiler can be applied parametrically to new meshes, PDEs, and boundary conditions. We evaluate our system by implementing several simulations with different finite elements, demonstrating that our system can explore tradeoffs in generality, accuracy, speed, and representational complexity. For example, we are able to implement the Morley, Bell, Argyris, and Hermite like elements with less than 50 lines of code and use them all in a single simulation.

cs.MS · cs.GR · cs.PL

版本更新 · v2arXiv:2505.23565

DRO: A Python Library for Distributionally Robust Optimization in Machine Learning

Tianyu Wang, Jiashuo Liu, Henry Lam, Hongseok Namkoong, Jose Blanchet

原文摘要

We introduce dro, an open-source Python library for distributionally robust optimization (DRO) for regression and classification problems. The library implements 15 DRO formulations and 9 backbone models, enabling 85 distinct DRO methods. Furthermore, dro is compatible with both scikit-learn and PyTorch through a unified interface, and uses approximation techniques to reduce runtime for some computationally demanding formulations. Comprehensive documentation is available at https://python-dro.org.

cs.LG · cs.MS · math.NA

新论文 · v1arXiv:2610.40195

New hierarchical matrices for fast kernel matrix-vector products with Applications to Gaussian processes and kernel ridge regression

Ritesh Khan, Sivaram Ambikasaran

原文摘要

This article presents two new multilevel hierarchical matrices to perform fast kernel matrix-vector products in $d$ dimensions $(d>1)$, namely $\mathcal{H}_{hw}^{\prime}$, $\mathcal{H}_{hw}^{\prime \prime}$. We introduce a novel hybrid weak admissibility condition to construct these hierarchical matrices. More precisely, at coarser levels of the tree (i.e., larger blocks), we use a weak admissibility condition, wherein \textbf{far-field} and \textbf{vertex-sharing} clusters are considered admissible, while at the finer levels (i.e., smaller blocks), the \textbf{adjacent} clusters are treated as admissible. The admissible blocks at coarser levels of $\mathcal{H}_{hw}^{\prime}$ and $\mathcal{H}_{hw}^{\prime \prime}$ are represented using semi-nested and fully nested bases, respectively. In both hierarchical matrices, the finer levels at which adjacent clusters are treated as admissible are constructed in a non-nested fashion. Thus, they can be viewed as a hybrid of $\mathcal{H}$ and $\mathcal{H}^2$ matrices. We use adaptive cross approximation (ACA) and nested cross approximation (NCA) to construct non-nested and nested bases, respectively. The fast matrix-vector products are performed using the proposed hierarchical matrix formats. To evaluate the performance and usefulness of the proposed hierarchical matrices, we conduct some numerical experiments. The numerical results show that they outperform their uniform admissibility counterparts in terms of storage and matrix-vector product cost, demonstrating the effectiveness of the proposed hybrid formats. We also show that the proposed formats are competitive with the standard (or strong) admissibility-based $\mathcal{H}^2$-matrices. Furthermore, we showcase some interesting applications of the proposed hierarchical matrices.

math.NA · cs.MS · stat.CO

新论文 · v1arXiv:2610.40134

Integer-Quantized Hierarchical Matrices with Adaptive Bit Allocation

Erin Carson, Xinye Chen, Ritesh Khan

原文摘要

We present an adaptive bitwidth allocation method for quantizing low-rank factors in hierarchical matrices in order to decrease storage while meeting a given constraint on their reconstruction error. For the bitwidth allocation we formulate a discrete storage minimization problem and show that an optimal assignment can give larger singular values at least as many bits as smaller ones. We further develop a greedy algorithm that meets the specified max-norm quantization error budget. We investigate a hierarchical block partition in which all of the non-diagonal blocks are represented by quantized low-rank factors and only dense blocks remain dense; in this way a global reconstruction bound related to $η_k$ and $R_k$ is obtained, with the former and latter being bounds on the truncation and reconstruction arithmetic errors, respectively. Extensive simulations, carried out with kernel and BEM matrices under block-relative budgets, indicate that the proposed method achieves a reduction in storage of up to $44.3\times$ when compared to storing the complete matrix densely in FP64, and a reduction of up to $5.70\times$ when compared to the FP64 low-rank factors within the same partition, together with measured reconstruction errors that remained below the maximum norm bounds in all the hierarchical tests.

math.NA · cs.MS · cs.PF

版本更新 · v2arXiv:2610.27313

Scrambled Multiply-with-Carry Pseudorandom Number Generators

Sebastiano Vigna

原文摘要

Multiply-with-carry (MWC) generators are very fast pseudorandom number generators whose quality depends on the choice of a multiplier, and is usually assessed by applying the spectral test to an associated multiplicative congruential generator. The special form of the modulus is shown to impose structural limitations on the lattice structure of every MWC generator, which the generalized MWC generators of Goresky and Klapper mitigate; in the tests reported, a scrambler made of a single xor removes them. Since these limitations make the usual worst-case criterion useless, candidates are ranked by a weighted geometric mean of their figures of merit, which does not depend on their normalization, and multipliers are suggested for generators with 64 to 256 bits of state. Along the way, some errors in the literature are corrected. In the end, MWC192X is proposed: a 64-bit generator with 192 bits of state that passes all known tests, and emits an output in half a nanosecond. Analogous 32-bit generators are proposed for GPUs.

cs.CR · cs.MS

版本更新 · v3arXiv:2606.08339

Floating-point autotuning with customized precisions

Xinye Chen, Fabienne Jézéquel, Thibault Hilaire

原文摘要

Reduced-precision arithmetic offers significant opportunities to improve performance, memory usage, and energy efficiency in numerical applications, provided that numerical accuracy is preserved. This work investigates automated precision tuning through customized floating-point formats with user-defined exponent and significand sizes, enabling the emulation of emerging low-precision formats and the exploration of non-standard precision configurations within a unified mixed-precision framework. The proposed methodology, implemented in the PROMISE precision autotuning tool, combines numerical validation with a systematic search to generate program variants that satisfy user-defined accuracy requirements. To address the computational cost of this exploration, a containerized benchmarking framework supports parallel execution across multiple algorithms and parameter configurations. The approach is evaluated on a suite of numerical programs, including linear solvers and applications from the Rodinia benchmark. Results show that a substantial proportion of variables can be safely reduced to lower precision while preserving accuracy, indicating that standard double precision is often over-provisioned. These findings highlight the potential of automated precision tuning to derive efficient mixed-precision configurations tailored to application-specific accuracy requirements.

cs.MS · math.NA

版本更新 · v2arXiv:2608.28941

A GPU-Accelerated Blocked Adaptive Randomized Range Finder Based on an Implicit Householder QR Decomposition

Carolin Penke, Andreas Herten

原文摘要

Low-rank methods can reduce the memory and computational requirements of deep neural network training in approaches such as GaLore. Randomized range finders offer an attractive alternative to singular value decompositions, particularly when the required rank is determined adaptively from a prescribed approximation tolerance. We introduce a blocked adaptive randomized range finder based on a Householder QR decomposition and an optimized hybrid CPU--GPU implementation. Numerical experiments show that it preserves orthogonality and approximation accuracy in regimes where block Gram--Schmidt without reorthogonalization becomes unstable. The blocked formulation exposes matrix--matrix operations and enables overlap of CPU panel factorization with GPU updates. On an NVIDIA GH200, the overlapped implementation reduces the runtime for the largest tested matrix from 9.91 s on the CPU to 0.407 s. The method provides a stable and efficient building block for low-rank approximation on heterogeneous systems with applications in computational science and engineering.

math.NA · cs.MS

版本更新 · v4arXiv:2505.00311

A Practical GPU-Enhanced Matrix-Free Primal-Dual Method for Large-Scale Conic Programs

Zhenwei Lin, Zikai Xiong, Dongdong Ge, Yinyu Ye

原文摘要

In this paper, we introduce a practical GPU-enhanced matrix-free first-order method for solving large-scale conic programming problems, which we refer to as PDCS, standing for the Primal-Dual Conic Programming Solver. Problems that it solves include linear programs, second-order cone programs, convex quadratic programs, and exponential cone programs. The method avoids matrix factorizations and uses sparse matrix-vector multiplication as its core operation, which is memory-efficient and well suited for GPU acceleration. It builds on a variant of the primal-dual hybrid gradient method (PDHG) called reflected restarted Halpern PDHG with averaging, which we prove converges on general conic programs, and further incorporates several practical enhancements. Its GPU implementation, cuPDCS, uses customized computational schemes that assign cones of different types and sizes to different levels of the GPU architecture. Numerical experiments demonstrate that cuPDCS is generally more efficient than state-of-the-art commercial solvers and other first-order methods on large-scale conic program applications, including Fisher market equilibrium problems, Lasso regression, and multi-period portfolio optimization. cuPDCS also exhibits better scalability, efficiency, and robustness compared to other first-order methods on the conic program benchmark dataset CBLIB. These advantages are more pronounced in large-scale settings.

math.OC · cs.MS

新论文 · v1arXiv:2610.38706

cuPDQPx: A GPU-Accelerated Restarted Halpern PDHG for Large-Scale Convex Quadratic Programming

Haihao Lu, Zedong Peng, Jinwen Yang

原文摘要

We present cuPDQPx, a GPU-accelerated, factorization-free first-order solver for large-scale convex quadratic programming (QP). Building on the restarted reflected Halpern primal-dual framework of cuPDLPx, we introduce an auxiliary-variable splitting that yields explicit updates without linearizing the quadratic objective or solving inner quadratic subproblems. A preconditioned proximal point interpretation yields both sublinear and linear fixed-point residual convergence guarantees. For practical efficiency, cuPDQPx integrates diagonal preconditioning, step-size selection, adaptive restart, and adaptive primal and quadratic weight updates. cuPDQPx is implemented in C and CUDA with optimized sparse matrix-vector products, kernel fusion, and CUDA Graphs. Numerical experiments on the Maros-Mészáros collection, a convex subset of QPLIB, and synthetic large-scale QPs demonstrate that cuPDQPx has strong numerical performance at both $10^{-4}$ and $10^{-8}$ tolerances.

math.OC · cs.MS

新论文 · v1arXiv:2610.38475

survivalGPU: Scalable Survival Analysis for R and Python

Antoine Poirot-Bourdain, Alexis Van Straaten, Emmanuel Bacry, Anne-Sophie Jannot, Jean Feydy

原文摘要

This paper introduces survivalGPU, a high-performance Python and R package designed to accelerate survival analysis computations using graphics processing units (GPUs). While the Cox proportional hazards model remains a cornerstone of survival analysis, it can impose substantial computational burdens when applied to large longitudinal data sets. To address this limitation, survivalGPU implements Cox proportional hazards models and weighted cumulative exposure (WCE) models in Python, using PyTorch and KeOps for efficient back-end computation, with interfaces in both Python and R. Numerical validation shows that survivalGPU reproduces the results of reference implementations within the tolerances expected for the selected floating-point precision, with relative errors below 10 -2 in float32 and below 10 -5 in float64. Benchmark experiments demonstrate substantial speedups. For Cox models, coxphGPU() was 5.6x faster than coxph() from the survival package on 1,000,000 patients, and 14.0x faster based on runtimes extrapolated to 1,000 bootstrap replicates on 100,000 patients. Gains were larger for WCE models: wceGPU() was 920.7x faster than WCE() from the WCE package on 100,000 patients, and 1,321.4x faster based on runtimes extrapolated to 1,000 bootstrap replicates. These results show that survivalGPU makes flexible time-dependent survival modeling and bootstrap-based estimation of confidence intervals feasible for large-scale pharmacoepidemiological applications.

cs.MS

新论文 · v1arXiv:2610.37333

diff-soup: GPU-native Differentiable Simulation and Inference for Large-scale Stiff Dynamical Systems

Samuel Degnan-Morgenstern, Martin Z. Bazant

原文摘要

Learning physical models from spatiotemporal data requires simulating systems of partial differential equations (PDEs) and differentiating through their solution. Upon spatial discretization, these models give rise to stiff dynamical systems that require repeatedly solving large, sparse linear systems. Traditional scientific computing frameworks are largely CPU-based and require problem-specific tuning to accelerate, scale, and differentiate. In this work, we introduce diff-soup, a differentiable, sparse-oriented, unified PDE suite for GPU-native simulation and inference of large, stiff dynamical systems. Built in JAX, diff-soup provides 1) a fully differentiable design for problems with sparse structure, 2) scaling to large problems through the NVIDIA cuDSS sparse direct solver with model and data multi-GPU parallelism, and 3) end-to-end PDE-constrained optimization, from classical statistical inference to embedded deep learning. On stiff PDE benchmarks, diff-soup outperforms established CPU- and GPU-based frameworks by one to two orders of magnitude in both forward solves and gradients. We demonstrate both a classical Bayesian inference workflow, identifying constitutive relationships, and a modern deep learning workflow, training a neural field for the catalyst activity of a three-dimensional packed bed reactor. We provide diff-soup as an open-source repository to facilitate research in computational science and engineering.

cs.MS