On the Design, Development, and Analysis of Optimized Matrix-Vector Multiplication Routines for Coprocessors

The dramatic change in computer architecture due to the manycore paradigm shift, made the development of numerical routines that are optimal extremely challenging. In this work, we target the development of numerical algorithms and implementations for Xeon Phi coprocessor architecture designs. In particular, we examine and optimize the general and symmetric matrix-vector multiplication routines (gemv/symv), which are some of the most heavily used linear algebra kernels in many important engineering and physics applications. We describe a successful approach on how to address the challenges for this problem, starting from our algorithm design, performance analysis and programing model, to kernel optimization. Our goal, by targeting low-level, easy to understand fundamental kernels, is to develop new optimization strategies that can be effective elsewhere for the use on manycore coprocessors, and to show significant performance improvements compared to the existing state-of-the-art implementations. Therefore, in addition to the new optimization strategies, analysis, and optimal performance results, we finally present the significance of using these routines/strategies to accelerate higher-level numerical algorithms for the eigenvalue problem (EVP) and the singular value decomposition (SVD) that by themselves are foundational for many important applications.