Asynchronous Iterative Algorithm for Computing Incomplete Factorizations on GPUs

Edmond Chow, Hartwig Anzt, Jack J. Dongarra

Abstract: This paper presents a GPU implementation of an asynchronous iterative algorithm for computing incomplete factorizations. Asynchronous algorithms, with their ability to tolerate memory latency, form an important class of algorithms for modern computer architectures. Our GPU implementation considers several non-traditional techniques that can be important for asynchronous algorithms to optimize convergence and data locality. These techniques include controlling the order in which variables are updated by controlling the order of execution of thread blocks, taking advantage of cache reuse between thread blocks, and managing the amount of parallelism to control the convergence of the algorithm.