next up previous contents index
Next: 8.1.3 Matrix Multiplication for Up: 8.1 Full and Banded Previous: 8.1.1 Matrix Decomposition

8.1.2 Basic Matrix Arithmetic


Figure 8.2: A Schematic Representation of a Pipeline Broadcast  for an Eight-Processor Computer. White squares represent processors not involved in communication, and such processors are available to perform calculations. Shaded squares represent processors involved in communication, with the degree of shading indicating how much of the data have arrived at any given step. In the first six steps, those processor not yet involved in the broadcast  can continue to perform calculations. Similarly, in steps 11 through 16, processors that are no longer involved in communicating can perform useful work since they now have all the data necessary to perform the next stage of the algorithm.

One of the first linear algebra algorithms implemented on the Caltech/JPL Mark II hypercube was the multiplication of two dense matrices, and , to form the product, [Fox:85b]. The algorithm uses a block-oriented, linear decomposition, which is optimal for machines with low message latency when the subblocks are (as nearly as possible) square. Let us denote by the subblock of in the processor at position of the processor grid, with a similar designation applying to the subblocks of and . Then, if the processor grid is square, that is, , the matrix multiplication algorithm in block form is,

The case in which involves some extra bookkeeping, but does not change the concurrent algorithm in any essential way.

On the Mark II hypercube, communication cost increases with processor separation, so processors are mapped onto the processor grid using a binary Gray code scheme. Two types of communication are required at each stage of the algorithm, and both exploit the hypercube topology to minimize communication costs. Matrix subblocks are communicated to the processor above in the processor grid, and subblocks are broadcast  along processor rows by a communication pipeline (Figure 8.2).

The matrix multiplication algorithm has been modified for use on the Caltech/JPL Mark IIIfp hypercube [Hipes:89b]. The Mark II hypercube is a homogeneous machine in the sense that there is only one level in the memory hierarchy, that is, the local memory of each processor. However, each processor of the Mark IIIfp hypercube has a Weitek floating-point processor with a data cache. To take full advantage of the high processing speed of the Weitek, data transfer between local memory and the Weitek data cache must be minimized. Since there are two levels in the memory hierarchy of each processor (local memory and cache), the Mark IIIfp is an inhomogeneous hypercube. The main computational task in each stage of the concurrent algorithm is to multiply the subblocks in each processor, and for large problems not all of the data will fit into the cache. The multiplication is, therefore, done in inner product form on the Weitek by further subdividing the subblocks in each processor. This intraprocessor subblocking  allows the multiplication in each processor to be done in a number of stages, during each of which only the data needed for that stage are explicitly loaded into the cache.

Independently, Cherkassky, et al. in [Cherkassky:88a], Berntsen in [Berntsen:89a], and Aboelaze [Aboelaze:89a] improved Fox's algorithm for dense matrix multiplication, reducing the time complexity from


where is the number of processors, is the time for one addition or one multiplication, and , are machine-dependent communication parameters defining bandwidth and latency [Chrisochoides:92a]. In fact, the communication cost of transferring w words is

A concurrent algorithm to perform the matrix-vector product has also been implemented on the Caltech/JPL Mark II hypercube [Fox:88a]. Again, a block-oriented, linear decomposition is used for the matrix A. The vector x is decomposed linearly over the processors' columns, so that all the processors in the same processor column contain the same portion of x. Similarly, at the end of the algorithm, the vector y is decomposed over the processor rows, so that all the processors in the same processor row contain the same portion of y. In block form the matrix-vector product is,

As in the matrix multiplication algorithm, the concurrent matrix-vector product algorithm is optimal for low latency, homogeneous hypercubes if the subblocks of are square.

next up previous contents index
Next: 8.1.3 Matrix Multiplication for Up: 8.1 Full and Banded Previous: 8.1.1 Matrix Decomposition

Guy Robinson
Wed Mar 1 10:19:35 EST 1995