Efficient Regular Sparse Grid Hierarchization by a Dynamic Memory Layout

Riko Jacob

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Abstract

We consider a new hierarchization algorithm for sparse grids of high dimension and low level. The algorithm is inspired by the theory of memory efficient algorithms. It is based on a cache-friendly layout of a compact data storage, and the idea of rearranging the data for the different phases of the algorithm. The core steps of the algorithm can be phrased as multiplying the input vector with two sparse matrices. A generalized counting makes it possible to create (or apply) the matrices in constant time per row. The algorithm is implemented as a proof of concept and first experiments show that it performs well in comparison with the previous implementation SG++, in particular for the case of high dimensions and low level.
OriginalsprogEngelsk
TitelSparse Grids and Applications - Munich 2012
Antal sider24
Vol/bind97
ForlagSpringer
Publikationsdato2012
Sider195-219
ISBN (Trykt)978-3-319-04536-8
ISBN (Elektronisk)978-3-319-04537-5
DOI
StatusUdgivet - 2012
Udgivet eksterntJa
BegivenhedSparse Grids and Applications - Munich, Tyskland
Varighed: 2 jul. 20126 jul. 2012
Konferencens nummer: 2

Konference

KonferenceSparse Grids and Applications
Nummer2
Land/OmrådeTyskland
ByMunich
Periode02/07/201206/07/2012
NavnLecture Notes in Computational Science and Engineering
Vol/bind97
ISSN1439-7358

Emneord

  • Hierarchization algorithm
  • Sparse grids
  • High dimension
  • Cache-friendly
  • Sparse matrices

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