Sparse Matrix Operations

Sparse Matrix Operations in NESL: Expressing sparse matrix operations is quite easy in NESL. For example, here is a sparse matrix multiplication function:
  function MxV(Mval, Midx, Mlen, Vect) =
  let v = Vect -> Midx;
      p = {a * b: a in Mval; b in v}
    {sum(row) : row in nest(p, Mlen)};
In this example, Mval contains the non-zero matrix values in a compressed row format, Midx contains the column index of each non-zero element, and Mlen contains the number of non-zero elements in each row. For details about the implementation and performance of this NESL code, see our paper, Implementation of a Portable Nested Data-Parallel Language. For a longer example of NESL sparse matrix code, see our implementation of the Conjugate Gradient algorithm.

Sparse Matrix Multiplication on Vector Multiprocessors: The NAS benchmark report includes timings of our Cray Y-MP/C90 implementation of the Conjugate Gradient benchmark. Our implementation is currently the fastest reported for any machine. In our paper, Segmented Operations for Sparse Matrix Computation on Vector Multiprocessors by Guy Blelloch, Mike Heroux (at Cray Research), and Marco Zagha, we present a new technique for sparse matrix multiplication on vector multiprocessors based on a fully vectorized and parallelized segmented sum algorithm. Because of our method's insensitivity to relative row size, it is better suited than the Ellpack/Itpack or the Jagged Diagonal algorithms for matrices which have a varying number of non-zero elements in each row. Furthermore, our approach requires less preprocessing, less auxiliary storage, and uses a more convenient data representation (an augmented form of the standard compressed sparse row format). On a test suite of sparse matrices from the Harwell-Boeing collection and industrial application codes, our Cray Y-MP C90 implementation performs up to 3 times faster than the Jagged Diagonal algorithm and up to 5 times faster than Ellpack/Itpack method. Here is a summary of our results for 5 test matrices on a 16-processor C90 comparing our algorithm (SEG) to several other algorithms:
Our sparse matrix multiplication code for the Cray Y-MP family (written in Cray assembly language) is publicly available.

Related Work: Also see our Graph Separators page for more information about implementing finite element computation on distributed memory machines.

Up to the Irregular Algorithms page. Last updated 16 July 1994