HIERARCHIZATION FOR THE SPARSE GRID COMBINATION TECHNIQUE

The sparse grid combination technique provides a frame-work to solve high dimensional numerical problems with standard solvers. Hierarchization is preprocessing step fa-cilitating the communication needed for the combination technique. The derived hierarchization algorithm outper-forms the baseline by up to 30x and achieves close to 5 % of peak performance. It also shows stable performance for the tested data sets of up to 1 GB. 1