Thu, 17 Oct 2024
14:00 -
15:00
Lecture Room 3
On the loss of orthogonality in low-synchronization variants of reorthogonalized block classical Gram-Schmidt
Kathryn Lund
(STFC Rutherford Appleton Laboratory)
Abstract
Interest in communication-avoiding orthogonalization schemes for high-performance computing has been growing recently. We address open questions about the numerical stability of various block classical Gram-Schmidt variants that have been proposed in the past few years. An abstract framework is employed, the flexibility of which allows for new rigorous bounds on the loss of orthogonality in these variants. We first analyse a generalization of (reorthogonalized) block classical Gram-Schmidt and show that a "strong'' intrablock orthogonalization routine is only needed for the very first block in order to maintain orthogonality on the level of the unit roundoff.
Using this variant, which has four synchronization points per block column, we remove the synchronization points one at a time and analyse how each alteration affects the stability of the resulting method. Our analysis shows that the variant requiring only one synchronization per block column cannot be guaranteed to be stable in practice, as stability begins to degrade with the first reduction of synchronization points.
Our analysis of block methods also provides new theoretical results for the single-column case. In particular, it is proven that DCGS2 from Bielich, D. et al. {Par. Comput.} 112 (2022)] and CGS-2 from Swirydowicz, K. et al, {Num. Lin. Alg. Appl.} 28 (2021)] are as stable as Householder QR.
Numerical examples from the BlockStab toolbox are included throughout, to help compare variants and illustrate the effects of different choices of intraorthogonalization subroutines.
Numerical examples from the BlockStab toolbox are included throughout, to help compare variants and illustrate the effects of different choices of intraorthogonalization subroutines.