Sparse Cholesky factorization on FPGA using parameterized model
Summary: Cholesky factorization is a fundamental problem in most engineering and science computation applications. When dealing with a large sparse matrix, numerical decomposition consumes the most time. We present a vector architecture to parallelize numerical decomposition of Cholesky factorization. We construct an integrated analytical parameterized performance model to accurately predict the execution times of typical matrices under varying parameters. Our proposed approach is general for accelerator and limited by neither field-programmable gate arrays (FPGAs) nor application-specific integrated circuit. We implement a simplified module in FPGAs to prove the accuracy of the model. The experiments show that, for most cases, the performance differences between the predicted and measured execution are less than 10\%. Based on the performance model, we optimize parameters and obtain a balance of resources and performance after analyzing the performance of varied parameter settings. Comparing with the state-of-the-art implementation in CPU and GPU, we find that the performance of the optimal parameters is 2x that of CPU. Our model offers several advantages, particularly in power consumption. It provides guidance for the design of future acceleration components.
- FPGA implementation of a Cholesky algorithm for a shared-memory multiprocessor architecture
- FPGA architecture and implementation of sparse matrix-vector multiplication for the finite element method
- Towards an accurate performance modeling of parallel sparse factorization
- The algorithms for FPGA implementation of sparse matrices multiplication
- scientific article; zbMATH DE number 1302627
- Design of a multicore sparse Cholesky factorization using DAGs
- FPGA implementation of a Cholesky algorithm for a shared-memory multiprocessor architecture
- Multifrontal computations on GPUs and their multi-core hosts
- Parallel Algorithms for Dense Linear Algebra Computations
- Parallel Algorithms for Sparse Linear Systems
- Parallel Cholesky factorization on a shared-memory multiprocessor
- The Multifrontal Method for Sparse Matrix Solution: Theory and Practice
- The Multifrontal Solution of Indefinite Sparse Symmetric Linear
- The Role of Elimination Trees in Sparse Factorization
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