Skip to main content

Accelerating Model Reduction of Large Linear Systems with Graphics Processors

  • Conference paper
Applied Parallel and Scientific Computing (PARA 2010)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 7134))

Included in the following conference series:

Abstract

Model order reduction of a dynamical linear time-invariant system appears in many applications from science and engineering. Numerically reliable SVD-based methods for this task require in general \(\mathcal{O}(n^3)\) floating-point arithmetic operations, with n being in the range 103 − 105 for many practical applications. In this paper we investigate the use of graphics processors (GPUs) to accelerate model reduction of large-scale linear systems by off-loading the computationally intensive tasks to this device. Experiments on a hybrid platform consisting of state-of-the-art general-purpose multi-core processors and a GPU illustrate the potential of this approach.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Antoulas, A.: Approximation of Large-Scale Dynamical Systems. SIAM Publications, Philadelphia (2005)

    Book  MATH  Google Scholar 

  2. Benner, P., Quintana-Ortí, E., Quintana-Ortí, G.: State-space truncation methods for parallel model reduction of large-scale systems. Parallel Comput. 29, 1701–1722 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  3. Penzl, T.: Algorithms for model reduction of large dynamical systems. Linear Algebra and its Applications 415(2-3), 322–343 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  4. Freund, R.: Reduced-order modeling techniques based on Krylov subspaces and their use in circuit simulation. In: Datta, B. (ed.) Applied and Computational Control, Signals, and Circuits, vol. 1, ch. 9, pp. 435–498. Birkhäuser, Boston (1999)

    Chapter  Google Scholar 

  5. Benner, P.: Numerical linear algebra for model reduction in control and simulation. GAMM-Mitteilungen 29(2), 275–296 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  6. Benner, P., Mehrmann, V., Sorensen, D. (eds.): Dimension Reduction of Large-Scale Systems. Lecture Notes in Computational Science and Engineering, vol. 45. Springer, Heidelberg (1976)

    Google Scholar 

  7. Schilders, W., van der Vorst, H., Rommes, J. (eds.): Model Order Reduction: Theory, Research Aspects and Applications. Mathematics in Industry, vol. 13. Springer, Heidelberg (2008)

    MATH  Google Scholar 

  8. Volkov, V., Demmel, J.: LU, QR and Cholesky factorizations using vector capabilities of GPUs. EECS Department, University of California, Berkeley, Tech. Rep. UCB/EECS-2008-49 (May 2008), http://www.eecs.berkeley.edu/Pubs/TechRpts/2008/EECS-2008-49.html

  9. Bientinesi, P., Igual, F.D., Kressner, D., Quintana-Ortí, E.S.: Reduction to Condensed Forms for Symmetric Eigenvalue Problems on Multi-Core Architectures. In: Wyrzykowski, R., Dongarra, J., Karczewski, K., Wasniewski, J. (eds.) PPAM 2009. LNCS, vol. 6067, pp. 387–395. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  10. Barrachina, S., Castillo, M., Igual, F.D., Mayo, R., Quintana-Ortí, E.S., Quintana-Ortí, G.: Exploiting the capabilities of modern GPUs for dense matrix computations. Concurrency and Computation: Practice and Experience 21, 2457–2477 (2009)

    Article  Google Scholar 

  11. Ltaif, H., Tomov, S., Nath, R., Du, P., Dongarra, J.: A scalable high performance cholesky factorization for multicore with GPU accelerators. University of Tennessee, LAPACK Working Note 223 (2009)

    Google Scholar 

  12. Benner, P., Ezzatti, P., Quintana-Ortí, E.S., Remón, A.: Using Hybrid CPU-GPU Platforms to Accelerate the Computation of the Matrix Sign Function. In: Lin, H.-X., Alexander, M., Forsell, M., Knüpfer, A., Prodan, R., Sousa, L., Streit, A. (eds.) Euro-Par 2009. LNCS, vol. 6043, pp. 132–139. Springer, Heidelberg (2010)

    Chapter  Google Scholar 

  13. Moore, B.: Principal component analysis in linear systems: Controllability, observability, and model reduction. IEEE Trans. Automat. Control AC-26, 17–32 (1981)

    Article  MathSciNet  MATH  Google Scholar 

  14. Safonov, M., Chiang, R.: A Schur method for balanced-truncation model reduction. IEEE Trans. Automat. Control AC–34, 729–733 (1989)

    Article  MathSciNet  MATH  Google Scholar 

  15. Tombs, M., Postlethwaite, I.: Truncated balanced realization of a stable non-minimal state-space system. Internat. J. Control 46(4), 1319–1330 (1987)

    Article  MATH  Google Scholar 

  16. Varga, A.: Efficient minimal realization procedure based on balancing. In: Prepr. of the IMACS Symp. on Modelling and Control of Technological Systems, vol. 2, pp. 42–47 (1991)

    Google Scholar 

  17. Benner, P., Quintana-Ortí, E., Quintana-Ortí, G.: Solving linear-quadratic optimal control problems on parallel computers. Optimization Methods Software 23(6), 879–909 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  18. Roberts, J.: Linear model reduction and solution of the algebraic Riccati equation by use of the sign function. Internat. J. Control 32, 677–687 (1980) (Reprint of Technical Report No. TR-13, CUED/B-Control, Cambridge University, Engineering Department, 1971)

    Google Scholar 

  19. Golub, G., Van Loan, C.: Matrix Computations, 3rd edn. Johns Hopkins University Press, Baltimore (1996)

    MATH  Google Scholar 

  20. Volkov, V., Demmel, J.W.: LU, QR and Cholesky factorizations using vector capabilities of GPUs. University of California at Berkeley, LAPACK Working Note 202 (May 2008)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Kristján Jónasson

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Benner, P., Ezzatti, P., Kressner, D., Quintana-Ortí, E.S., Remón, A. (2012). Accelerating Model Reduction of Large Linear Systems with Graphics Processors. In: Jónasson, K. (eds) Applied Parallel and Scientific Computing. PARA 2010. Lecture Notes in Computer Science, vol 7134. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28145-7_9

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-28145-7_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-28144-0

  • Online ISBN: 978-3-642-28145-7

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics