Mathematical operators whose transformation rules constitute the building blocks of a multi-linear algebra are widely used in physics and engineering applications where they are very often represented as tensors. In the last century, thanks to the advances in tensor calculus, it was possible to uncover new research fields and make remarkable progress in the existing ones, from electromagnetism to the dynamics of fluids and from the mechanics of rigid bodies to quantum mechanics of many atoms. By now, the formal mathematical and geometrical properties of tensors are well defined and understood; conversely, in the context of scientific and high-performance computing, many tensorrelated problems are still open. In this paper, we address the problem of efficiently computing contractions among two tensors of arbitrary dimension by using kernels from the highly optimized BLAS library. In particular, we establish precise conditions to determine if and when GEMM, the kernel for matrix products, can be used. Such conditions take into consideration both the nature of the operation and the storage scheme of the tensors, and induce a classification of the contractions into three groups. For each group, we provide a recipe to guide the users towards the most effective use of BLAS.

Generalized linear mixed-effects models in the context of genome-wide association studies (GWAS) represent a formidable computational challenge: the solution of millions of correlated generalized least-squares problems, and the processing of terabytes of data. We present high performance incore and out-of-core shared-memory algorithms for GWAS: By taking advantage of domain-specific knowledge, exploiting multi-core parallelism, and handling data efficiently, our algorithms attain unequalled performance. When compared to GenABEL, one of the most widely used libraries for GWAS, on a 12-core processor we obtain 50-fold speedups. As a consequence, our routines enable genome studies of unprecedented size.

Abstract. Tensor operations are surging as the computational building blocks for a variety of scientific simulations and the development of highperformance kernels for such operations is known to be a challenging task. While for operations on one-and two-dimensional tensors there exist standardized interfaces and highly-optimized libraries (BLAS), for higher dimensional tensors neither standards nor highly-tuned implementations exist yet. In this paper, we consider contractions between two tensors of arbitrary dimensionality and take on the challenge of generating highperformance implementations by resorting to sequences of BLAS kernels. The approach consists in breaking the contraction down into operations that only involve matrices or vectors. Since in general there are many alternative ways of decomposing a contraction, we are able to methodically derive a large family of algorithms. The main contribution of this paper is a systematic methodology to accurately identify the fastest algorithms in the bunch, without executing them. The goal is instead accomplished with the help of a set of cache-aware micro-benchmarks for the underlying BLAS kernels. The predictions we construct from such benchmarks allow us to reliably single out the best-performing algorithms in a tiny fraction of the time taken by the direct execution of the algorithms.

We present SLinGen, a program generation system for linear algebra. The input to SLinGen is an application expressed mathematically in a linear-algebra-inspired language (LA) that we define. LA provides basic scalar/vector/matrix additions/multiplications and higher level operations including linear systems solvers, Cholesky and LU factorizations. The output of SLinGen is performance-optimized singlesource C code, optionally vectorized with intrinsics. The target of SLinGen are small-scale computations on fixed-size operands, for which a straightforward implementation using optimized libraries (e.g., BLAS or LAPACK) is known to yield suboptimal performance (besides increasing code size and introducing dependencies), but which are crucial in control, signal processing, computer vision, and other domains. Internally, SLinGen uses synthesis and DSL-based techniques to optimize at a high level of abstraction. We benchmark our program generator on three prototypical applications: the Kalman filter, Gaussian process regression, and an L1analysis convex solver, as well as basic routines including Cholesky factorization and solvers for the continuous-time Lyapunov and Sylvester equations. The results show significant speed-ups compared to straightforward C with Intel icc and clang with a polyhedral optimizer, as well as librarybased and template-based implementations.

Abstract. In a series of papers it has been shown that for many linear algebra operations it is possible to generate families of algorithms by following a systematic procedure. Although powerful, such a methodology involves complex algebraic manipulation, symbolic computations and pattern matching, making the generation a process challenging to be performed by hand. We aim for a fully automated system that from the sole description of a target operation creates multiple algorithms without any human intervention. Our approach consists of three main stages. The first stage yields the core object for the entire process, the Partitioned Matrix Expression (PME), which establishes how the target problem may be decomposed in terms of simpler sub-problems. In the second stage the PME is inspected to identify predicates, the Loop-Invariants, to be used to set up the skeleton of a family of proofs of correctness. In the third and last stage the actual algorithms are constructed so that each of them satisfies its corresponding proof of correctness. In this paper we focus on the first stage of the process, the automatic generation of Partitioned Matrix Expressions. In particular, we discuss the steps leading to a PME and the knowledge necessary for a symbolic system to perform such steps. We also introduce Cl1ck, a prototype system written in Mathematica that generates PMEs automatically.

To raise the power of genome-wide association studies (GWAS) and avoid false-positive results in structured populations, one can rely on mixed model based tests. When large samples are used, and when multiple traits are to be studied in the ’omics’ context, this approach becomes computationally challenging. Here we consider the problem of mixed-model based GWAS for arbitrary number of traits, and demonstrate that for the analysis of single-trait and multiple-trait scenarios different computational algorithms are optimal. We implement these optimal algorithms in a high-performance computing framework that uses state-of-the-art linear algebra kernels, incorporates optimizations, and avoids redundant computations,increasing throughput while reducing memory usage and energy consumption. We show that, compared to existing libraries, our algorithms and software achieve considerable speed-ups. The OmicABEL software described in this manuscript is available under the GNUGPL v. 3 license as part of the GenABEL project for statistical genomics at http: //www.genabel.org/packages/OmicABEL.

Abstract-In recent years it has been shown that for many linear algebra operations it is possible to create families of algorithms following a very systematic procedure. We do not refer to the fine tuning of a known algorithm, but to a methodology for the actual generation of both algorithms and routines to solve a given target matrix equation. Although systematic, the methodology relies on complex algebraic manipulations and non-obvious pattern matching, making the procedure challenging to be performed by hand; our goal is the development of a fully automated system that from the sole description of a target equation creates multiple algorithms and routines. We present CL1CK, a symbolic system written in Mathematica, that starts with an equation, decomposes it into multiple equations, and returns a set of loop-invariants for the algorithms-yet to be generated-that will solve the equation. In a successive step each loop-invariant is then mapped to its corresponding algorithm and routine. For a large class of equations, the methodology generates known algorithms as well as many previously unknown ones. Most interestingly, the methodology unifies algorithms traditionally developed in isolation. As an example, the five well known algorithms for the LU factorization are for the first time unified under a common root.

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