Conjugate Gradient (CG) is the method of choice for symmetric positive definite (SPD) systems. It finds the exact solution in n iterations (in exact arithmetic) and converges faster for well-conditioned matrices. CG requires only matrix-vector products and dot products, making it ideal for sparse matrices where explicit factorization is infeasible.
IC(0), ILU(0), or AMG preconditioning accelerates convergence dramatically.
Combine axpy operations to reduce kernel launches.
Overlap communication with computation in distributed settings.
Unpreconditioned CG converges slowly for ill-conditioned matrices.
void cg_naive(cublasHandle_t blas, cusparseHandle_t sparse,
int n, int nnz, int* rowPtr, int* colIdx, float* vals,
float* b, float* x, int max_iter, float tol) {
float *r, *p, *Ap;
cudaMalloc(&r, n * sizeof(float));
cudaMalloc(&p, n * sizeof(float));
cudaMalloc(&Ap, n * sizeof(float));
// r = b - Ax, p = r
spmv(sparse, rowPtr, colIdx, vals, x, r, n);
subtract(b, r, r, n);
cudaMemcpy(p, r, n * sizeof(float), D2D);
float rsold;
cublasSdot(blas, n, r, 1, r, 1, &rsold);
for (int i = 0; i < max_iter; i++) {
spmv(sparse, rowPtr, colIdx, vals, p, Ap, n);
float pAp;
cublasSdot(blas, n, p, 1, Ap, 1, &pAp);
float alpha = rsold / pAp;
// x = x + alpha*p, r = r - alpha*Ap
cublasSaxpy(blas, n, &alpha, p, 1, x, 1);
float neg_alpha = -alpha;
cublasSaxpy(blas, n, &neg_alpha, Ap, 1, r, 1);
float rsnew;
cublasSdot(blas, n, r, 1, r, 1, &rsnew);
if (sqrtf(rsnew) < tol) break;
float beta = rsnew / rsold;
// p = r + beta*p
cublasSscal(blas, n, &beta, p, 1);
cublasSaxpy(blas, n, &one, r, 1, p, 1);
rsold = rsnew;
}
}IC(0) preconditioning provides significant speedup for SPD systems.
void pcg_ic0(cusparseHandle_t sparse, cublasHandle_t blas,
int n, int nnz, int* rowPtr, int* colIdx, float* vals,
float* b, float* x, int max_iter, float tol) {
// Setup IC(0) preconditioner
csric02Info_t icInfo;
cusparseCreateCsric02Info(&icInfo);
// Analyze and factor
int bufSize;
cusparseScsric02_bufferSize(sparse, n, nnz, descr, vals, rowPtr, colIdx, icInfo, &bufSize);
void* buffer; cudaMalloc(&buffer, bufSize);
cusparseScsric02_analysis(sparse, n, nnz, descr, vals, rowPtr, colIdx, icInfo, ...);
cusparseScsric02(sparse, n, nnz, descr, vals, rowPtr, colIdx, icInfo, ...);
float *r, *z, *p, *Ap;
// ... allocate vectors
// r = b - Ax
spmv(sparse, rowPtr, colIdx, vals, x, r, n);
subtract(b, r, r, n);
// z = M^{-1} r (triangular solves with L, L^T)
apply_ic_precond(sparse, icInfo, r, z, n);
cudaMemcpy(p, z, n * sizeof(float), D2D);
float rz_old;
cublasSdot(blas, n, r, 1, z, 1, &rz_old);
for (int iter = 0; iter < max_iter; iter++) {
spmv(sparse, rowPtr, colIdx, vals, p, Ap, n);
float pAp;
cublasSdot(blas, n, p, 1, Ap, 1, &pAp);
float alpha = rz_old / pAp;
cublasSaxpy(blas, n, &alpha, p, 1, x, 1);
float neg_alpha = -alpha;
cublasSaxpy(blas, n, &neg_alpha, Ap, 1, r, 1);
float r_norm;
cublasSnrm2(blas, n, r, 1, &r_norm);
if (r_norm < tol) break;
apply_ic_precond(sparse, icInfo, r, z, n);
float rz_new;
cublasSdot(blas, n, r, 1, z, 1, &rz_new);
float beta = rz_new / rz_old;
rz_old = rz_new;
cublasSscal(blas, n, &beta, p, 1);
cublasSaxpy(blas, n, &one, z, 1, p, 1);
}
}| Metric | Naive | Optimized | Improvement |
|---|---|---|---|
| Poisson 3D 100³ | 2400 iters | 45 iters (IC0) | 53x fewer |
| Total time n=1M | 28s | 0.6s | 47x faster |
| Time per iteration | 12ms | 14ms (+precond) | Similar per-iter |
SPD means A=A^T and all eigenvalues > 0. Equivalently: x^TAx > 0 for all x≠0. Common SPD matrices: graph Laplacians, covariance matrices, Hessians of convex functions, discretized Poisson operators.
Likely causes: (1) matrix not SPD - use GMRES instead, (2) numerical issues - check for NaN/Inf, (3) preconditioner failure - IC may fail for indefinite matrices. Verify A is SPD by checking eigenvalues of small test case.
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