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Title: Multifrontal techniques for chemical process simulation on supercomputers
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Title: Multifrontal techniques for chemical process simulation on supercomputers
Alternate Title: Department of Computer and Information Science and Engineering Technical Report
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Language: English
Creator: Davis, T. A.
Zitney, S. E.
Mallya, J.
Stadtherr, M. A.
Affiliation: University of Florida
Cray Research, Inc.
Univrsity of Illinois -- Urbana
University of Illinois -- Urbana
Publisher: Department of Computer and Information Sciences, University of Florida
Place of Publication: Gainesville, Fla.
Copyright Date: 1994
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Multifrontal Techniques for Chemical
Process Simulation on Supercomputers


S. E. Zitney1), J. Mallya2), T. A. Davis3), and M. A. Stadtherr2)t

1) Cray Research, Inc., 655 E. Lone Oak Drive, Eagan, MN 55121, USA
2) Department of Chemical Engineering, University of Illinois, 600 S. Mathews Avenue,
Urbana, IL 61801, USA
3) Computer and Information Sciences Department, University of Florida,
Gainesville, FL 32611, USA
tAuthor to whom correspondence should be addressed


KEYWORDS: Simulation, Optimization, Supercomputing, Frontal Method, Multifrontal
Method, Sparse Matrices

ABSTRACT

A critical computational step in large-scale process simulation using rigorous equation-
based models is the solution of a sparse linear equation system. Traditional sparse solvers based
on indirect addressing are not effective on supercomputers because they do not vectorize well.
By relying on vectorized dense matrix kernels, the multifrontal and frontal methods provide
much better performance, as demonstrated using several examples. On problems with good
initial matrix orderings the frontal method is most effective, while without a good initial ordering
the multifrontal method is attractive.

INTRODUCTION

Steady-state or dynamic simulation tools are widely used in the design, optimization, and
operation of chemical processes. Increasingly these tools are being used industrially in very
large-scale, plant-wide studies based on rigorous physical and chemical models. These trends
have been made possible by impressive gains in computer performance and advances in
numerical methods. Leading the way, modern supercomputers offer vector and parallel
processing architectures for solving problems that, until now, could not be solved with other
computational tools. Today, this leading-edge technology is increasingly seen at price levels that
make it more widely available to process systems engineers. Thus, the use of supercomputer
technology in process simulation is more practicable than ever before, and provides opportunities
to solve larger-scale and more realistic plant models than ever before. However, since most
current methods for solving process simulation problems were developed for use on conventional
serial machines, they usually do not effectively take advantage of the vector and parallel
processing architecture of supercomputers. Thus, to exploit supercomputing (as opposed to just
using a supercomputer) requires the rethinking of the solution strategies used in process
simulation. In this paper, we consider the sparse linear equation solving strategies used in this
context.










BACKGROUND


In large-scale process simulation using rigorous equation-based models, the key
computational step, representing as much as 90% of the computation time on industrial problems,
is often the solution of a large sparse system of linear equations. Process simulation matrices,
however, do not have any of the desirable structural or numerical properties, such as symmetry,
positive definiteness, diagonal dominance, and bandedness, often associated with sparse matrices,
and usually exploited in developing efficient algorithms for vector and parallel computation.
Recent work (Zitney, 1992; Zitney and Stadtherr, 1993a,b; Zitney et al., 1993) has demonstrated
the potential of the frontal method as a sparse linear equation solver for process simulation
problems. In fact, an implementation of the frontal method (FAMP), developed at the University
of Illinois and Cray Research, Inc., has now been incorporated in Cray Research versions of
commercially used tools such as ASPEN PLUS, BATCHFRAC, RATEFRAC, and SPEEDUP
(Aspen Technology, Inc.).

The frontal method is effective because, unlike traditional general-purpose sparse matrix
solvers such as MA28 (Harwell) and LU1SOL (University of Illinois) that rely on indirect
addressing, it makes use of easily vectorizable full matrix operations performed on a series of
frontal matrices. However, for process simulation problems the frontal matrices are often
relatively large and sparse. Thus, while a high computational rate can be achieved when
operating on the frontal matrices, a large number of unnecessary operations on zeros are
performed, thus lowering overall performance.

In this paper we consider the multifrontal method as an alternative to the frontal method.
The multifrontal method is a generalization of the frontal method, and was originally developed
for symmetric systems. Like the frontal method, it also exploits low-level parallelism and
vectorization through the use of dense matrix kernels on frontal matrices (e.g., Amestoy and
Duff, 1989). However, the frontal matrices are generally smaller and denser than in the frontal
method. Furthermore the multifrontal method offers more opportunities for exploiting a higher
level of parallelism than the frontal method. Though this classical multifrontal approach can be
applied to unsymmetric systems (Duff and Reid, 1984), this has met with only limited success,
as noted by Liu (1992) in his review of work on the symmetric problem. Recently a new
unsymmetric-pattern multifrontal algorithm has been described by Davis and Duff (1993). In the
new algorithm, unlike the classical multifrontal approach, frontal matrices are permitted to be
rectangular and the unsymmetric structure is accounted for explicitly through the use of a directed
acyclic graph. The performance of this new multifrontal method in process simulation problems
on a CRAY Y-MP supercomputer is compared here with the that of the frontal method (FAMP),
as well as that of the conventional code MA28.

FRONTAL METHOD

The use of the frontal method is demonstrated in a simple example given by Zitney and
Stadtherr (1993a). The basic idea is to restrict elimination operations to a frontal matrix, on
which dense matrix operations are performed. Beginning with row 1, equations are assembled
(added) into the frontal matrix until some variable or variables become fully summed (i.e., all









their nonzero elements appear in the frontal matrix). Partial pivoting is then applied, the fully
summed variable or variables are eliminated, and the pivot row(s) and columns) removed from
the frontal matrix. The assembly process then begins again and the method proceeds to alternate
between assembly and elimination phases until the matrix factorization is complete. To
implement the frontal method, we use here the code FAMP, which originated at the University
of Illinois (Zitney and Stadtherr, 1993a) and was later extended at Cray Research to include the
use of BLAS2 and BLAS3 dense matrix kernels, as well as an out-of-core option for solving very
large-scale problems, and separate analyze-factorize, factorize, and solve options.

MULTIFRONTAL METHOD

The unsymmetric-pattern multifrontal method factors a sparse, unsymmetric matrix with
a sequence of dense frontal matrices, each of which corresponds to one or more steps of the
overall LU factorization. To demonstrate the basic idea in the unsymmetric-pattern multifrontal


method we use the example shown in Figure 1. An initial
pivot element is chosen, say element (1,1). The first frontal
matrix is then started with this pivot row and column and all
contributions to them. This leads to the matrix shown in
Figure 2(a). The pivot operation is then performed using a
dense matrix kernel. As shown in Figure 2(b), this
computes a row of U and a column of L, as well as a
contribution block (in the nonpivot rows and columns) that
is saved for later use. Another pivot is now selected and a
new frontal matrix begun. Say element (3,2) is selected,
and note that this implies an unsymmetric permutation of
the matrix. The frontal matrix is started with row 3 and
column 2; all contributions to this row and column must
now be assembled, both those from the original matrix
elements and those from the contribution block of the
previous frontal matrix. This leads to the matrix shown
in Figure 3(a). Note that since all contributions to row
4 and column 3 can also be assembled into this frontal
matrix, an additional pivot (4,3) can be performed,
resulting in Figure 3(b). The search for additional pivots
that can be performed within a frontal matrix, or that can
be performed with only a small growth of the frontal
matrix is significant since it allows the use of BLAS3 as
opposed to BLAS2 kernels.

Frontal matrices continue to be assembled and F
pivot operations performed in them until the L and U
factors are completed. In the next section we focus on (
the implementation of the multifrontal method and how A
it differs from the frontal method.


Figure 1.
example.


Matrix used in


1 4 5 1 4 5
1 x X x 1U U U
2 x 2 f x x
3 x 3 f x x
4 x 4 f xx
7 x 7 f x x

(a) (b)
igure 2. First frontal matrix in
lultifrontal method if first pivot is
1,1). (a) Before factorization; (b)
after factorization.


1 2 3 4 5 6 7
X X X
X X X X
X X X X
X X X X X
X X X X
X X
X X X X
x x x
x x x x
x x x x


x x x x
x x
x x x x









MULTIFRONTAL VS. FRONTAL 2 3 4 5 7 2 3 4 5 7
METHOD
3 x x x x x 3 u u u u u
We discuss here only the sequential 4 x x x x x 4 f u u u u
implementation of the unsymmetric-pattern 5 x x 5 f f x x x
multifrontal method of Davis and Duff 7
(1993), as embodied in the UMFPACK
library (Davis, 1993). A copy of (a) (b)
UMFPACK may be obtained via .
SFigure 3. Next frontal matrix if (3,2) is the next
anonym ous ftp to pivot. Note that pivoting on (4,3) can also be
ftp.cis.ufl.edu:pub/umfpack (it is free for
ftp.cis.ufl.edupub/umfpack (it is free for done in this frontal matrix. (a) Before factorization
non-commercial use only). of pivot block; (b) After factorization.

In the frontal method, the pivot
order of the columns is dependent on the row ordering, and the pivot order of the rows can vary
only within certain constraints. A row can become pivotal any time between the time it is
entered into the frontal matrix and the end of the factorization. Rows are entered into the frontal
matrix in a predefined order. The pivot column ordering depends solely on the initial preordering
of the rows. Unlike the frontal method, UMFPACK finds both a row and column pivot ordering
as the matrix is factorized. No preordering, or partial preordering, is used.

At the start of the factorization, no frontal matrix exists. UMFPACK starts a new frontal
matrix with a global Markowitz-style pivot search. Suppose row i and column are selected as
the k-th pivot row and column. A new c, x r, frontal matrix is formed in an working array of
size (G c) x (G r,), where the column degree c, and row degree r, are the number of nonzeros
in column and row i of the partially-factorized submatrix, and G 2 1 is a parameter controlling
frontal matrix growth. The pivot row and column, some of the entries of the original matrix, and
some of the updates from previous frontal matrices are assembled (added) into the current frontal
matrix. Not all original entries or previous frontal updates can be assembled into the current
frontal matrix (unless the current frontal matrix is as large as the (n k) x (n k) submatrix yet
to be factorized). The approximate degree update phase determines upper and lower bounds on
the number of nonzeros in the c, rows and r, columns affected by this frontal matrix. These
bounds are used for subsequent pivot searches (it is too costly to maintain the true degrees of
each row and column).

The frontal matrix is augmented with additional pivots, using a local pivot search of rows
and columns within the frontal matrix. Augmentation continues until a subsequent pivot would
cause the size of the frontal matrix (including all of its pivot rows and columns) to become larger
than the working array. Figure 4 shows the frontal matrix Ek for steps k through k + gk 1 of
the LU factorization, where gk is the number of pivots factorized within Ek. The frontal matrix
is labeled with the ordered sets Rk' and Ck' (the gk pivot rows and columns, respectively), and
with the sets Rk" and Ck" (the non-pivotal rows and columns that contain entries updated by the
gk pivots). Contributions to the matrices Fk, Bk, and Tk must be fully assembled; however, Dk
may hold only a partial summation of the original matrix elements and contributions from
previous frontal matrices. The pivot block Fk is now factored (Fk = LkU'), thus computing the
block-column Lk" of L and block-row U" of U, and replacing Dk with the Schur complement









Dk' = Dk Lk"Uk". Fig. 5 shows the factorized frontal matrix,
where the notation L\Uk' indicates two matrices packed in the
same array. The goal of multifrontal methods is to replace
indirect addressing in innermost loops with dense matrix kernels
such as the Level-3 BLAS (Dongarra et al., 1990). A frontal
matrix Ek can be factorized with the Level-3 BLAS if gk is
greater than one.


CG' CG"

Rk' Fk Bk
c; c/"


Rk" Tk Dk

Figure 4.


The method generates a directed acyclic graph (a dag) k k
during factorization that describes the assembly process and Rk L \Uk Uk
precedence between the frontal matrices. This dag is referred to R L Dk
as the assembly dag, since it functions in a similar role as the k k
assembly tree in the classical, symmetric-pattern multifrontal
method (MA37) (Duff and Reid, 1984). In contrast, the Figure 5.
assembly dag for the frontal method would simply be a linear chain, although the frontal method
does not make use of such a dag. These dags or trees also express the parallelism inherent in
the method, if each frontal matrix factorization is considered a separate task. Thus, the frontal
method cannot exploit parallelism between the tasks, whereas the multifrontal methods can.
UMFPACK is better suited to unsymmetric matrices than MA37, and simulations show
comparable levels of exploitable parallelism in the two methods (Hadfield and Davis, 1992).

The frontal method only stores the Dk term in its single working array, writing the pivot
rows and columns into a separate data structure for the LU factors. The multifrontal method
stores all of Ek until the factorization of Ek is complete. Thus, if the assembly dag in UMFPACK
were forced to be a linear chain (as in the frontal method), UMFPACK would still require more
than one frontal matrix (unless the single frontal matrix is n x n, which defeats the purpose).

RESULTS AND DISCUSSION

Table 1 presents results for the comparison of UMFPACK, FAMP, and MA28. All times
are given in cpu seconds on one processor of a CRAY Y-MP system. The analyze/factor (AF)
time is that required to determine a pivot sequence and factor the matrix; the factor (F) time is
that required to factor the matrix given a pivot sequence; and the solution (S) time is that
required to obtain a solution given the LU factors and a right-hand-side vector. The memory
figures reported (in megawords) represent the minimum required; more memory was actually
used in these runs. Attempting to use the minimum memory would significantly lengthen
factorization times. Two memory figures for FAMP are given: oc refers to use of the out-of-
core option and ic to the memory that would have been required to keep the problem in core, as
is done in the other two methods. The number of nonzeros in the LU factors is provided as a
measure of the amount of numerical computation performed by each method. In MA28 and
UMFPACK, the relative threshold pivot tolerance used was 0.1; FAMP uses partial pivoting.
The growth factor G in UMFPACK was set at 3. No a priori reordering of the matrices was
performed outside the packages used. Cases marked NS were not solved due to excessive
computational requirement.








Results for six process simulation problems are shown. Rdist] is a reactive distillation
problem described by Zitney (1992), hydric and extrib are dynamic simulation problems
described by Zitney et al. (1993), and the Ihr problems are extensions of the light hydrocarbon
recovery process described by Zitney and Stadtherr (1993a). On these problems, both the frontal
(FAMP) and multifrontal (UMFPACK) methods are significantly faster than MA28, reflecting
the use of vectorized dense matrix kernels. Also, on these problems, the frontal method
outperforms the multifrontal method. This is due to the presence of a good initial row ordering
in these matrices. The performance of the frontal method depends strongly on the initial row
ordering; thus in general some a priori reordering step is required, though there appears to be
no consistently good technique for doing this on unsymmetric problems. The time to perform
this reordering would have to be added to the frontal method's AF time. No such reordering is
needed in the multifrontal method. It was fortuitous in these cases that the matrices had a good
(though probably not optimal) initial ordering. Such a good ordering is not uncommon if the
equations describing each unit (or equilibrium stage) in a process are kept together, and if
adjacent units and streams are numbered consecutively, thus resulting in a nearly block-banded
matrix corresponding to the unit-stream nature of the problem. Whether or not this will occur
depends on the simulation software that generates the matrix and on the unit and stream numbers
assigned by the user in the input to the simulation package. Some problems, such as the ones
used here, that primarily involve separation columns, are especially likely to have a good initial
ordering. However, good initial orderings cannot be guaranteed; thus there is a need either for
apriori reordering schemes, or techniques, like the multifrontal method, that do not require them.

To see the effect of not having such a good initial ordering, five additional problems were
considered (see Davis and Duff (1993) for the sources of these problems). These are two circuit
simulation problems (add32 and mem+), an electrical power system problem (gematll), a
computational fluid dynamics problem (Ins 3937), and a reservoir simulation problem
(sherman5). On these problems the potential of the multifrontal method can be seen. On one
problem (mem+), the frontal method is not even competitive, due to the extremely large frontal
matrix required to factor the matrix. The performance of the frontal method could be improved
using an a priori reordering scheme, but unless this can be done cost effectively, the multifrontal
approach may still be more attractive.

Finally it should be noted that all runs reported here were made on a single vector
processor. Thus, while vectorization was exploited, there are still higher levels of parallelism that
have not been exploited. As discussed above, the multifrontal method is better suited than the
frontal method to exploiting parallelism at the task level. Looking to the future, it is this feature
of the multifrontal method that may make it especially useful in solving process simulation and
other problems on supercomputers.


Acknowledgements--This work was supported in part by the National Science Foundation under
Grants DDM-9024946 at the University of Illinois and ACS-9111263 at the University of Florida,
and, through the allocation of supercomputer resources, by Florida State University, the National
Center for Supercomputing Applications at the University of Illinois, and Cray Research, Inc.
Steve Hamm at Motorola provided the mem+ and add32 matrices.









Table 1. Comparison of sparse matrix solvers. All times are in cpu seconds. Memory is in
megawords. See text for discussion and further definition of terms.

Matrix
Name rdistl hydrlc extrlb lhr 4k lhr 17k lhr 70k lns_3937 sherman5 add32 mem+ gematll
Order 4134 5308 2836 4101 17576 70304 3937 3312 4960 17758 4929
Nonzeros 94408 25276 12094 82682 381975 1528092 25407 20793 19848 99147 33108
AF Time
MA28 104.79 7.06 4.74 52.81 522.01 NS 20.87 6.40 0.33 2.05 0.75
UMFPACK 1.78 1.43 0.67 4.73 16.54 73.06 3.24 1.40 0.58 3.10 0.66
FAMP 0.43 0.23 0.09 0.46 2.14 8.00 5.63 1.90 0.67 NS 0.48
F Time
MA28 5.21 0.25 0.12 2.31 27.67 NS 2.30 0.76 0.14 0.81 0.23
UMFPACK 0.56 0.31 0.15 0.71 3.14 13.67 1.07 0.50 0.21 0.96 0.24
FAMP 0.42 0.20 0.08 0.44 1.99 7.37 5.57 1.87 0.59 NS 0.44
S Time
MA28 0.035 0.025 0.013 0.026 0.135 NS 0.027 0.016 0.024 0.087 0.027
UMFPACK 0.022 0.026 0.014 0.023 0.101 0.415 0.030 0.016 0.023 0.094 0.020
FAMP 0.021 0.019 0.010 0.023 0.096 0.369 0.052 0.021 0.016 NS 0.019
NZ in LU
MA28 841900 73954 37541 459626 3445027 NS 423305 167256 23914 126150 51727
UMFPACK 573287 121901 65062 495503 2225140 9667709 761194 426616 46953 202888 97195
FAMP 624140 133399 51735 517004 1937363 7181471 2268987 799907 31388 NS 257346
Memory
MA28 2.166 0.250 0.134 1.232 7.866 NS 1.130 0.464 0.156 0.681 0.219
UMFPACK 1.185 0.395 0.233 1.217 4.238 16.431 1.558 0.864 0.287 1.316 0.394
FAMP-ic 1.412 0.391 0.152 1.250 4.756 16.922 4.644 1.458 4.779 NS 0.891
-oc 0.166 0.126 0.053 0.218 0.885 2.563 2.383 0.663 4.760 NS 0.637


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Davis, T. A. and I. S. Duff, An Unsymmetric-Pattern Multifrontal Method for Sparse LU
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Dongarra, J. J., J. Du Croz, and S. Hammarling, A Set of Level 3 Basic Linear Algebra
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Duff, I. S. and J. K. Reid, The Multifrontal Solution of Unsymmetric Sets of Linear Equations,
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