Accelerating Mixed-Precision Out-of-Core Cholesky Factorization with Static Task Scheduling

This paper explores the performance optimization of out-of-core (OOC) Cholesky factorization on shared-memory systems equipped with multiple GPUs¹¹Code release available at https://github.com/ecrc/ooc-cholesky. We employ fine-grained computational tasks to expose concurrency while creating opportunities to overlap data movement asynchronously with computations, especially when dealing with matrices that cannot fit in the GPU memory. We leverage the directed acyclic graph of the task-based Cholesky factorization and map it onto a static scheduler that promotes data reuse while supporting strategies for reducing data movement with the CPU host when the GPU memory is exhausted. The CPU-GPU interconnect may become the main performance bottleneck as the gap between the GPU execution rate and the traditional PCIe bandwidth continues to widen. While the surface-to-volume effect of compute-bound kernels partially mitigates the overhead of data motion, deploying mixed-precision (MxP) computations exacerbates the throughput discrepancy. Using static task scheduling, we evaluate the performance capabilities of the new ultra-fast NVIDIA chip interconnect technology, codenamed NVLink-C2C, that constitutes the backbone of the NVIDIA Grace Hopper Superchip (GH200), against a new four-precision (FP64/FP32/FP16/FP8) left-looking Cholesky factorization. We report the performance results of a benchmarking campaign on various NVIDIA GPU generations and interconnects. We highlight 20% performance superiority against cuSOLVER on a single GH200 with FP64, while hiding the cost of OOC task-based Cholesky factorization and we scale almost linearly on four GH200 superchips. With MxP enabled, our statically scheduled four-precision tile-based Cholesky factorization scores a 3X speedup against its FP64-only counterpart, delivering application-worthy FP64 accuracy when modeling a large-scale geospatial statistical application. Our results represent a significant advance in handling large datasets for modern tightly coupled computing environments, especially for OOC applications requiring intensive data movement and processing.