Course Notes Parallel Algorithms (WISM 459), 2015/2016

Parallel Algorithms (WISM 459), 2015/2016


Teacher

Rob Bisseling. Teaching assistant: Abe Wits.

Time and place

Every Wednesday from 10.00-12.45 hour at Utrecht University, campus De Uithof. Location of lectures: room 169 in the Buys Ballot building. First lecture: September 9, 2015. Last lecture: December 16, 2015. No class on October 7. Each session consists of 2 times 45 min. lectures and one exercise class (or computer laboratory class, or question session) of 45 min.

Intended audience

This is a Master's course which is an elective course for students of the Master's programme Mathematical Sciences of Utrecht University, part of the Scientific Computing specialisation. The course is recommended for students in Mathematics or Computer Science who are interested in scientific computing and would like to obtain a first `hands-on experience' in parallel programming. It is also highly suitable for the Honours master programme in Theoretical Physics and Mathematical Sciences and for students interested in Computational Physics. The course is part of the Dutch National Master Mastermath and hence is open for all interested master students in Mathematics in the Netherlands. Registration for everybody is through Mastermath.

Course aim

Students will learn how to design a parallel algorithm for a problem from the area of scientific computing and how to write a parallel program that solves the problem.

Learning goals

After completion of the course, the student is able to

Credits

You get 8 ECTS credit points.

Contents

Today, parallel computers are appearing on our desktops. The advent of dual-core and quad-core computers and the expected increase in the number of cores in the coming years, inevitably will cause a major change in our approach to software, such as the software we use in scientific computations. Parallel computers drastically increase our computational capabilities and thus enable us to model more realistically in many application areas.

To make efficient use of parallel computers, it is necessary to reorganise the structure of our computational methods. In particular, attention must be paid to the division of work among the different processors solving a problem in parallel and to the communication between them. Suitable parallel algorithms and systems software are needed to realise the capabilities of parallel computers.

We will discuss extensively the most recent developments in the area of parallel computers, ranging from multi-core desktop PCs, to clusters of PCs connected by switching devices, to massively parallel computers with distributed memory such as our national supercomputer Cartesius at SurfSARA in Amsterdam.

The following subjects will be treated:

Language

The course will be given in English. All reading material will be in English.

Prerequisites

Introductory course in linear algebra. Some knowledge of algorithms and programming is helpful. The laboratory classes will use the programming language C. If you don't know C, this may be an opportunity to learn it. Some students found the website of Harvard's CS50 course useful to quickly catch up on C, or you may consider the book Practical C Programming by Steve Oualline. You can also use C++, if you already know that language.

Software

We will make use of the recently released MulticoreBSP for C software developed by Albert-Jan Yzelman. This sofware runs on shared-memory multicore PCs, and you can also run your program without any change on distributed-memory machines such as Cartesius.

Hardware

Recommended: Bring your own device! In certain weeks, marked below by BYOD, it is helpful to bring your own laptop, if you possess one, for use during computer laboratory sessions. Please install the multicoreBSP library. On Macs and Linux computers this is straightforward, on Windows machines you need a UNIX emulator. If you do not possess a laptop, perhaps your project partner does (you are allowed to work in pairs). If this fails, we will find another solution for you.

You will get access to the national supercomputer Cartesius.

Examination

The examination is in the form of an initial assignment (30%), a final assignment (40%), a presentation on the final assignment (15%), and homework (15%). The two assignments are carried out in the exercise/laboratory class and at home. A written report must be returned for each assignment before the deadline. Students can work individually or in pairs (but not in larger teams) on the computer programs and can hand in a single report, provided each did a fair share of the work and can account for that. Presentations will be on 9 and 16 December and will be individual. Homework must be made individually. If needed, you will have to explain your answers to the homework exercises.

Students from Utrecht must submit reports for the assignments in hardcopy paper format. Students from outside Utrecht University may also submit reports electronically in PDF format by email, but hardcopy is still preferred. All students must use LaTeX for the assignments; handwritten is OK for the homework. For the first assignement, you will have to submit your parallel program to an automated testing system, which we will become available early October.

Literature

We closely follow the book Parallel Scientific Computation: A Structured Approach using BSP and MPI (PSC), by Rob H. Bisseling, Oxford University Press, March 2004. ISBN 0-19-852939-2. Please note that the book is now available by the printing-on-demand system of Oxford University Press, at the book's OUP website. Furthermore, the Utrecht student union A-Eskwadraat also sells a limited number of copies. I am currently working on a second edition, and some additional material will be given to you (and it will be tested on you!).

The first chapter of the book is freely available from the publisher's website, see "Sample material".

In addition, all my slides and WWW links to background material are provided through this course page. (Pointers to other relevant links are welcome!)

Slides

LaTeX sources (in Beamer) and PDFs of all my slides (18 Mbyte in gzipped tar format). The sources may be of help to other teachers who want to teach from my book. Students may find them helpful too.

Last update of the files: November 6, 2014. The slides are complete and they cover every section of the book. They have been converted to the Beamer macros in September 2012, and have been made up to date in the process. I am adding experimental results on recent computer architectures as we go. The old version (from 2007) in Prosper can be found here.

You can also obtain the PDFs separately. Each PDF file represents one lecture of about 45 minutes.

Chapter 1: sections 2 3 4 5-7
Chapter 2: sections 1-2 3 4 5-6
Chapter 3: sections 1-2 3 4 5 6 7
Chapter 4: sections 1 2 3 4 5 6 7 8 9 10
Appendix C: Programming in BSP style using MPI, 1 (MPI-1) 2 (MPI-2).

Further reading

Some weekly summaries and links

Wednesday September 9, 2015. Room 169 Buys Ballot building

The Bulk Synchronous Parallel model

(PSC section 1.2) What is a parallel computer? Why do we compute in parallel? The Bulk Synchronous Parallel (BSP) model by Valiant comprises an abstract machine architecture, a framework for developing algorithms, and a cost function for analysing the run time of algorithms. The BSP architecture is a set of processor-memory pairs connected by a black box communication network. BSP algorithms consist of computation supersteps and communication supersteps. Communication is costed as h-relations. The BSP cost of an algorithm is expressed in machine parameters p, g, l. The computing rate is r flop/s. Motivation of the cost model: bottlenecks at the entrance and exit of the communication network.

Parallel Inner Product Computation

(PSC section 1.3) My First Parallel Algorithm: the computation of the inner product of two vectors. Possible distributions: cyclic and block. Data distribution leads naturally to work distribution. Communication is needed to add local inner products into a global inner product. Single Program, Multiple Data (SPMD) approach: we don't want to write 400 different programs for a machine with 400 processors. One-sided communication is a great invention (in parallel computing, at least;).

Exercise class

In class: Exercise 1.2. Please hand in Exercise 1.1 as Homework 1 (HW1) on September 16, 2015.

Interesting links

Wednesday September 16, 2015.

BSPlib, the Bulk Synchronous Parallel library.

(PSC section 1.4)

Benchmarking

(PSC sections 1.5-1.7)

Interesting links:

Computer Laboratory BYOD (from 12.00-12.45 hour): starting with BSPlib.
This is your first hands-on session with BSPlib. Download the latest version of BSPedupack, my package of educational programs that teaches how to use BSP. Solve Exercise 1.3: try to run the benchmark, exploring your parallel environment: your own laptop and Cartesius. Change puts into gets. BYOD: If you own a laptop, bring it to class, so we can install MulticoreBSP for C and check your software

Wednesday September 23, 2015.

Sequential LU Decomposition

(PSC sections 2.1-2.2)

Parallel LU Decomposition

(PSC section 2.3)

Exercise class
Discussion of Homework 1 (HW1). Answers to Exercise 1.2. Starting Exercise 1.7 from PSC. Design a parallel algorithm for prime number generation. Write your first parallel program. This program should generate all prime numbers below 1,000,000 in parallel. Choosing the right distribution is the name of the game.

Hand in a report on exercise 1.7 and submit your program to the system TBA, before the deadline, Wednesday October 14, 10.00 hour. Note that you can work in pairs.

Interesting links:

Wednesday September 30, 2015.

Two-Phase Broadcasting

(PSC section 2.4)

Experiments with bsplu

(PSC sections 2.5-2.6)

Exercise class
Continue work on the prime number sieve. Discuss your approaches with me.

Wednesday October 7, 2015.

No class because of 40th Woudschoten Scientific Computing conference

Wednesday October 14, 2015.

Parallel sorting
(new material)
Exercise class

Choose a new assignment. Possibilities: solve Exercise 1.5 on data compression; solve Exercise 2.5 on Cholesky factorisation; solve Exercise 2.7 on Strassen matrix multiplication; develop a communication-avoiding LU decomposition with multiple -rank updates; write a parallel program for maximum-cardinality matching in a bipartite graph; write a parallel program for counting self-avoiding walks (SAWs) on a 2D or 3D lattice using Epiphany BSP on the Parallella board (The current world record for SAWs on the 3D cubic lattice is 36 steps.) Requests for different topics will be considered. Please try to discuss the chosen topic with the teacher before mid-November.

Start working on Homework 2 (HW2) on Chapter 2, Exercise 2.3(a) on optimising the row swap in LU decomposition. Hand it in on October 28.

Wednesday October 21, 2015

Sparse matrices and their data structures

(PSC section 4.2)

Parallel sparse matrix-vector multiplication

(PSC section 4.3)

Exercise class
Discussion of final project.

Wednesday October 28, 2015.

Cartesian matrix distributions

(PSC section 4.4)

Exercise class
Discussion on solution prime number sieve. Handback graded reports.
Computing laboratory BYOD (12.00-12.45 hour)

Work on your new assignment.

Wednesday November 4, 2015.

Mondriaan sparse matrix distribution

(PSC section 4.5)

New developments in 2D sparse matrix distribution
Movies of matrix partitioning, improvements in quality and speed by the medium-grain method (Mondriaan 4.0). optimal partitioning.
Exercise class

Discussion of Homework HW2.

Interesting links:

Wednesday November 11, 2015.

Guest lecture TBA

Wednesday November 18, 2015.

Laplacian matrices
(PSC section 4.8)
Program bspmv and bulk synchronous message passing primitives

(PSC section 4.9)

Exercise class
Homework HW3: Exercise 4.2, but with a 12 x 16 grid instead of 12 by 12. If you use LaTeX, try Tikz to produce a nice figure. Hand in November 25.

Wednesday November 25, 2015.

Sequential graph matching

(new material)

Parallel graph matching

(new material)

Exercise class
TBA

Interesting links:

Wednesday December 2, 2015.

Parallel graph matching, continued

(new material)

Exercise class
Discussion of homework HW3

Interesting links:

Wednesday December 9, 2015.

Presentations final project

Wednesday December 16, 2015.

More presentations final project
Exercise class
Course evaluation.

Please fill out the Mastermath digital evaluation form. Use last year's form if needed!

Deadline second assignment Monday January 16, 2015, 12.00 hour.

Hand in a report before the deadline. Please use the batch system of Cartesius and not the interactive system for your test runs. The interactive system is only for development.

Other courses that teach the BSP model (among others)


Last update of this page: August 27, 2015
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