Efficient parallel formulations of hierarchical methods and their applications

Hierarchical methods such as the Fast Multipole Method (FMM) and Barnes-Hut (BH) are used for rapid evaluation of potential (gravitational, electrostatic) fields in particle systems. They are also used for solving integral equations using boundary element methods. The linear systems arising from these methods are dense and are solved iteratively. Hierarchical methods reduce the complexity of the core matrix-vector product from $O(n\sp2)$ to $O(n\ \log\ n)$ and the memory requirement from $O(n\sp2)$ to O(n). We have developed highly scalable parallel formulations of a hybrid FMM/BH method that are capable of handling arbitrarily irregular distributions. We apply these formulations to astrophysical simulations of Plummer and Gaussian galaxies. We have used our parallel formulations to solve the integral form of the Laplace equation. We show that our parallel hierarchical mat-vecs yield high efficiency and overall performance even on relatively small problems. A problem containing approximately 200K nodes takes under a second to compute on 256 processors and yet yields over 85% efficiency. The efficiency and raw performance is expected to increase for bigger problems. For the 200K node problem, our code delivers about 5 GFLOPS of performance on a 256 processor T3D. This is impressive considering the fact that the problem has floating point divides and roots, and very little locality resulting in poor cache performance. A dense matrix-vector product of the same dimensions would require about 0.5 TeraBytes of memory and about 770 TeraFLOPS of computing speed. Clearly, if the loss in accuracy resulting from the use of hierarchical methods is acceptable, our code yields significant savings in time and memory. We also study the convergence of a GMRES solver built around this mat-vec. We accelerate the convergence of the solver using three preconditioning techniques: diagonal scaling, block-diagonal preconditioning, and inner-outer preconditioning. We study the performance and parallel efficiency of these preconditioned solvers. Using this solver, we solve dense linear systems with hundreds of thousands of unknowns. Solving a 105K unknown problem takes about 10 minutes on a 64 processor T3D. Until very recently, boundary element problems of this magnitude could not even be generated, let alone solved.