Matrix factorizations are among the most important building blocks of scientific computing. However, state-of-the-art libraries are not communication-optimal, underutilizing current parallel architectures. We present novel algorithms for Cholesky and LU factorizations that utilize an asymptotically communication-optimal 2.5D decomposition. We first establish a theoretical framework for deriving parallel I/O lower bounds for linear algebra kernels, and then utilize its insights to derive Cholesky and LU schedules, both communicating N 3 /(P √ M) elements per processor, where M is the local memory size. The empirical results match our theoretical analysis: our implementations communicate significantly less than Intel MKL, SLATE, and the asymptotically communication-optimal CANDMC and CAPITAL libraries. Our code outperforms these state-of-the-art libraries in almost all tested scenarios, with matrix sizes ranging from 2,048 to 524,288 on up to 512 CPU nodes of the Piz Daint supercomputer, decreasing the time-to-solution by up to three times. Our code is ScaLAPACK-compatible and available as an open-source library.
Nomenclature
ΣCovariance matrix G Gram/kernel matrix k(•)Kernel function
P(•) Probability density P(•)Token mixing process Re(•) Function that extracts the real component of a complex numberElement at ith position of column vector a A * :jColumn vector in jth row of A A i,jElement in ith row jth column ofmatrix of the embedding dimension F s L×L Vandermonde matrix of the sequence dimension W Weight matix learned with element-wise non-linearity (e.g., ReLU, GELU) W C L×L Weight matix of a single convolution kernel W K D×N Weight matix of attention key (for self-attention, N = M ) W Q D×M Weight matix of attention query W V D×M Weight matix of attention value X Resulting tokens with inductive bias introduced into X X L×D Input sequence of length L and embedding dimension D, where L D * Correspondence to
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