Accelerating the explicitly restarted Arnoldi method with GPUs using an auto-tuned matrix vector product

This paper presents a parallelized hybrid single-vector Arnoldi algorithm for computing approximations to Eigen-pairs of a nonsymmetric matrix. We are interested in the use of accelerators and multi-core units to speed up the Arnoldi process. The main goal is to propose a parallel version of the Arnoldi solver, which can efficiently use multiple multi-core processors or multiple graphics processing units (GPUs) in a mixed coarse and fine grain fashion. In the proposed algorithms, this is achieved by an auto-tuning of the matrix vector product before starting the Arnoldi Eigen-solver as well as the reorganization of the data and global communications so that communication time is reduced. The execution time, performance, and scalability are assessed with well-known dense and sparse test matrices on multiple Nehalems, GT200 NVidia Tesla, and next generation Fermi Tesla. With one processor, we see a performance speedup of 2 to 3x when using all the physical cores, and a total speedup of 2 to 8x when adding a GPU to this multi-core unit, and hence a speedup of 4 to 24x compared to the sequential solver. (authors)