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Register a new userSundials/ML: Connecting OCaml to the Sundials Numeric Solvers
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Publication date
2018
fields
Informatics Engineering
and research's language is
English
Authors
Timothy Bourke
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This paper describes the design and implementation of a comprehensive OCaml interface to the Sundials library of numeric solvers for ordinary differential equations, differential algebraic equations, and non-linear equations. The interface provides a convenient and memory-safe alternative to using Sundials directly from C and facilitates application development by integrating with higher-level language features, like garbage-collected memory management, algebraic data types, and exceptions. Our benchmark results suggest that the interface overhead is acceptable: the standard examples are rarely twice as slow in OCaml than in C, and often less than 50% slower. The challenges in interfacing with Sundials are to efficiently and safely share data structures between OCaml and C, to support multiple implementations of vector operations and linear solvers through a common interface, and to manage calls and error signalling to and from OCaml. We explain how we overcame these difficulties using a combination of standard techniques such as phantom types and polymorphic variants, and carefully crafted data representations.
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As part of the Exascale Computing Project (ECP), a recent focus of development efforts for the SUite of Nonlinear and DIfferential/ALgebraic equation Solvers (SUNDIALS) has been to enable GPU-accelerated time integration in scientific applications at extreme scales. This effort has resulted in several new GPU-enabled implementations of core SUNDIALS data structures, support for programming paradigms which are aware of the heterogeneous architectures, and the introduction of utilities to provide new points of flexibility. In this paper, we discuss our considerations, both internal and external, when designing these new features and present the features themselves. We also present performance results for several of the features on the Summit supercomputer and early access hardware for the Frontier supercomputer, which demonstrate negligible performance overhead resulting from the additional infrastructure and significant speedups when using both NVIDIA and AMD GPUs.
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Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic systems, where nonlinear composition of different nonlinear solvers may significantly improve the time to solution. We describe the basic concepts of nonlinear composition and preconditioning and present a number of solvers applicable to nonlinear partial differential equations. We have developed a software framework in order to easily explore the possible combinations of solvers. We show that the performance gains from using composed solvers can be substantial compared with gains from standard Newton-Krylov methods.
The linear equations that arise in interior methods for constrained optimization are sparse symmetric indefinite and become extremely ill-conditioned as the interior method converges. These linear systems present a challenge for existing solver frameworks based on sparse LU or LDL^T decompositions. We benchmark five well known direct linear solver packages using matrices extracted from power grid optimization problems. The achieved solution accuracy varies greatly among the packages. None of the tested packages delivers significant GPU acceleration for our test cases.
Instead of a monolithic programming language trying to cover all features of interest, some programming systems are designed by combining together simpler languages that cooperate to cover the same feature space. This can improve usability by making each part simpler than the whole, but there is a risk of abstraction leaks from one language to another that would break expectations of the users familiar with only one or some of the involved languages. We propose a formal specification for what it means for a given language in a multi-language system to be usable without leaks: it should embed into the multi-language in a fully abstract way, that is, its contextual equivalence should be unchanged in the larger system. To demonstrate our proposed design principle and formal specification criterion, we design a multi-language programming system that combines an ML-like statically typed functional language and another language with linear types and linear state. Our goal is to cover a good part of the expressiveness of languages that mix functional programming and linear state (ownership), at only a fraction of the complexity. We prove that the embedding of ML into the multi-language system is fully abstract: functional programmers should not fear abstraction leaks. We show examples of combined programs demonstrating in-place memory updates and safe resource handling, and an implementation extending OCaml with our linear language.
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