7 %% http://www.michaelshell.org/
8 %% for current contact information.
10 %% This is a skeleton file demonstrating the use of IEEEtran.cls
11 %% (requires IEEEtran.cls version 1.7 or later) with an IEEE conference paper.
14 %% http://www.michaelshell.org/tex/ieeetran/
15 %% http://www.ctan.org/tex-archive/macros/latex/contrib/IEEEtran/
17 %% http://www.ieee.org/
19 %%*************************************************************************
21 %% This code is offered as-is without any warranty either expressed or
22 %% implied; without even the implied warranty of MERCHANTABILITY or
23 %% FITNESS FOR A PARTICULAR PURPOSE!
24 %% User assumes all risk.
25 %% In no event shall IEEE or any contributor to this code be liable for
26 %% any damages or losses, including, but not limited to, incidental,
27 %% consequential, or any other damages, resulting from the use or misuse
28 %% of any information contained here.
30 %% All comments are the opinions of their respective authors and are not
31 %% necessarily endorsed by the IEEE.
33 %% This work is distributed under the LaTeX Project Public License (LPPL)
34 %% ( http://www.latex-project.org/ ) version 1.3, and may be freely used,
35 %% distributed and modified. A copy of the LPPL, version 1.3, is included
36 %% in the base LaTeX documentation of all distributions of LaTeX released
37 %% 2003/12/01 or later.
38 %% Retain all contribution notices and credits.
39 %% ** Modified files should be clearly indicated as such, including **
40 %% ** renaming them and changing author support contact information. **
42 %% File list of work: IEEEtran.cls, IEEEtran_HOWTO.pdf, bare_adv.tex,
43 %% bare_conf.tex, bare_jrnl.tex, bare_jrnl_compsoc.tex
44 %%*************************************************************************
46 % *** Authors should verify (and, if needed, correct) their LaTeX system ***
47 % *** with the testflow diagnostic prior to trusting their LaTeX platform ***
48 % *** with production work. IEEE's font choices can trigger bugs that do ***
49 % *** not appear when using other class files. ***
50 % The testflow support page is at:
51 % http://www.michaelshell.org/tex/testflow/
55 % Note that the a4paper option is mainly intended so that authors in
56 % countries using A4 can easily print to A4 and see how their papers will
57 % look in print - the typesetting of the document will not typically be
58 % affected with changes in paper size (but the bottom and side margins will).
59 % Use the testflow package mentioned above to verify correct handling of
60 % both paper sizes by the user's LaTeX system.
62 % Also note that the "draftcls" or "draftclsnofoot", not "draft", option
63 % should be used if it is desired that the figures are to be displayed in
66 \documentclass[10pt, conference, compsocconf]{IEEEtran}
67 % Add the compsocconf option for Computer Society conferences.
69 % If IEEEtran.cls has not been installed into the LaTeX system files,
70 % manually specify the path to it like:
71 % \documentclass[conference]{../sty/IEEEtran}
77 % Some very useful LaTeX packages include:
78 % (uncomment the ones you want to load)
81 % *** MISC UTILITY PACKAGES ***
84 % Heiko Oberdiek's ifpdf.sty is very useful if you need conditional
85 % compilation based on whether the output is pdf or dvi.
92 % The latest version of ifpdf.sty can be obtained from:
93 % http://www.ctan.org/tex-archive/macros/latex/contrib/oberdiek/
94 % Also, note that IEEEtran.cls V1.7 and later provides a builtin
95 % \ifCLASSINFOpdf conditional that works the same way.
96 % When switching from latex to pdflatex and vice-versa, the compiler may
97 % have to be run twice to clear warning/error messages.
104 % *** CITATION PACKAGES ***
107 % cite.sty was written by Donald Arseneau
108 % V1.6 and later of IEEEtran pre-defines the format of the cite.sty package
109 % \cite{} output to follow that of IEEE. Loading the cite package will
110 % result in citation numbers being automatically sorted and properly
111 % "compressed/ranged". e.g., [1], [9], [2], [7], [5], [6] without using
112 % cite.sty will become [1], [2], [5]--[7], [9] using cite.sty. cite.sty's
113 % \cite will automatically add leading space, if needed. Use cite.sty's
114 % noadjust option (cite.sty V3.8 and later) if you want to turn this off.
115 % cite.sty is already installed on most LaTeX systems. Be sure and use
116 % version 4.0 (2003-05-27) and later if using hyperref.sty. cite.sty does
117 % not currently provide for hyperlinked citations.
118 % The latest version can be obtained at:
119 % http://www.ctan.org/tex-archive/macros/latex/contrib/cite/
120 % The documentation is contained in the cite.sty file itself.
127 % *** GRAPHICS RELATED PACKAGES ***
130 % \usepackage[pdftex]{graphicx}
131 % declare the path(s) where your graphic files are
132 % \graphicspath{{../pdf/}{../jpeg/}}
133 % and their extensions so you won't have to specify these with
134 % every instance of \includegraphics
135 % \DeclareGraphicsExtensions{.pdf,.jpeg,.png}
137 % or other class option (dvipsone, dvipdf, if not using dvips). graphicx
138 % will default to the driver specified in the system graphics.cfg if no
139 % driver is specified.
140 % \usepackage[dvips]{graphicx}
141 % declare the path(s) where your graphic files are
142 % \graphicspath{{../eps/}}
143 % and their extensions so you won't have to specify these with
144 % every instance of \includegraphics
145 % \DeclareGraphicsExtensions{.eps}
147 % graphicx was written by David Carlisle and Sebastian Rahtz. It is
148 % required if you want graphics, photos, etc. graphicx.sty is already
149 % installed on most LaTeX systems. The latest version and documentation can
151 % http://www.ctan.org/tex-archive/macros/latex/required/graphics/
152 % Another good source of documentation is "Using Imported Graphics in
153 % LaTeX2e" by Keith Reckdahl which can be found as epslatex.ps or
154 % epslatex.pdf at: http://www.ctan.org/tex-archive/info/
156 % latex, and pdflatex in dvi mode, support graphics in encapsulated
157 % postscript (.eps) format. pdflatex in pdf mode supports graphics
158 % in .pdf, .jpeg, .png and .mps (metapost) formats. Users should ensure
159 % that all non-photo figures use a vector format (.eps, .pdf, .mps) and
160 % not a bitmapped formats (.jpeg, .png). IEEE frowns on bitmapped formats
161 % which can result in "jaggedy"/blurry rendering of lines and letters as
162 % well as large increases in file sizes.
164 % You can find documentation about the pdfTeX application at:
165 % http://www.tug.org/applications/pdftex
171 % *** MATH PACKAGES ***
173 %\usepackage[cmex10]{amsmath}
174 % A popular package from the American Mathematical Society that provides
175 % many useful and powerful commands for dealing with mathematics. If using
176 % it, be sure to load this package with the cmex10 option to ensure that
177 % only type 1 fonts will utilized at all point sizes. Without this option,
178 % it is possible that some math symbols, particularly those within
179 % footnotes, will be rendered in bitmap form which will result in a
180 % document that can not be IEEE Xplore compliant!
182 % Also, note that the amsmath package sets \interdisplaylinepenalty to 10000
183 % thus preventing page breaks from occurring within multiline equations. Use:
184 %\interdisplaylinepenalty=2500
185 % after loading amsmath to restore such page breaks as IEEEtran.cls normally
186 % does. amsmath.sty is already installed on most LaTeX systems. The latest
187 % version and documentation can be obtained at:
188 % http://www.ctan.org/tex-archive/macros/latex/required/amslatex/math/
194 % *** SPECIALIZED LIST PACKAGES ***
196 %\usepackage{algorithmic}
197 % algorithmic.sty was written by Peter Williams and Rogerio Brito.
198 % This package provides an algorithmic environment fo describing algorithms.
199 % You can use the algorithmic environment in-text or within a figure
200 % environment to provide for a floating algorithm. Do NOT use the algorithm
201 % floating environment provided by algorithm.sty (by the same authors) or
202 % algorithm2e.sty (by Christophe Fiorio) as IEEE does not use dedicated
203 % algorithm float types and packages that provide these will not provide
204 % correct IEEE style captions. The latest version and documentation of
205 % algorithmic.sty can be obtained at:
206 % http://www.ctan.org/tex-archive/macros/latex/contrib/algorithms/
207 % There is also a support site at:
208 % http://algorithms.berlios.de/index.html
209 % Also of interest may be the (relatively newer and more customizable)
210 % algorithmicx.sty package by Szasz Janos:
211 % http://www.ctan.org/tex-archive/macros/latex/contrib/algorithmicx/
216 % *** ALIGNMENT PACKAGES ***
219 % Frank Mittelbach's and David Carlisle's array.sty patches and improves
220 % the standard LaTeX2e array and tabular environments to provide better
221 % appearance and additional user controls. As the default LaTeX2e table
222 % generation code is lacking to the point of almost being broken with
223 % respect to the quality of the end results, all users are strongly
224 % advised to use an enhanced (at the very least that provided by array.sty)
225 % set of table tools. array.sty is already installed on most systems. The
226 % latest version and documentation can be obtained at:
227 % http://www.ctan.org/tex-archive/macros/latex/required/tools/
230 %\usepackage{mdwmath}
232 % Also highly recommended is Mark Wooding's extremely powerful MDW tools,
233 % especially mdwmath.sty and mdwtab.sty which are used to format equations
234 % and tables, respectively. The MDWtools set is already installed on most
235 % LaTeX systems. The lastest version and documentation is available at:
236 % http://www.ctan.org/tex-archive/macros/latex/contrib/mdwtools/
239 % IEEEtran contains the IEEEeqnarray family of commands that can be used to
240 % generate multiline equations as well as matrices, tables, etc., of high
244 \usepackage{eqparbox}
245 % Also of notable interest is Scott Pakin's eqparbox package for creating
246 % (automatically sized) equal width boxes - aka "natural width parboxes".
248 % http://www.ctan.org/tex-archive/macros/latex/contrib/eqparbox/
254 % *** SUBFIGURE PACKAGES ***
255 %\usepackage[tight,footnotesize]{subfigure}
256 % subfigure.sty was written by Steven Douglas Cochran. This package makes it
257 % easy to put subfigures in your figures. e.g., "Figure 1a and 1b". For IEEE
258 % work, it is a good idea to load it with the tight package option to reduce
259 % the amount of white space around the subfigures. subfigure.sty is already
260 % installed on most LaTeX systems. The latest version and documentation can
262 % http://www.ctan.org/tex-archive/obsolete/macros/latex/contrib/subfigure/
263 % subfigure.sty has been superceeded by subfig.sty.
267 %\usepackage[caption=false]{caption}
268 %\usepackage[font=footnotesize]{subfig}
269 % subfig.sty, also written by Steven Douglas Cochran, is the modern
270 % replacement for subfigure.sty. However, subfig.sty requires and
271 % automatically loads Axel Sommerfeldt's caption.sty which will override
272 % IEEEtran.cls handling of captions and this will result in nonIEEE style
273 % figure/table captions. To prevent this problem, be sure and preload
274 % caption.sty with its "caption=false" package option. This is will preserve
275 % IEEEtran.cls handing of captions. Version 1.3 (2005/06/28) and later
276 % (recommended due to many improvements over 1.2) of subfig.sty supports
277 % the caption=false option directly:
278 %\usepackage[caption=false,font=footnotesize]{subfig}
280 % The latest version and documentation can be obtained at:
281 % http://www.ctan.org/tex-archive/macros/latex/contrib/subfig/
282 % The latest version and documentation of caption.sty can be obtained at:
283 % http://www.ctan.org/tex-archive/macros/latex/contrib/caption/
288 % *** FLOAT PACKAGES ***
290 %\usepackage{fixltx2e}
291 % fixltx2e, the successor to the earlier fix2col.sty, was written by
292 % Frank Mittelbach and David Carlisle. This package corrects a few problems
293 % in the LaTeX2e kernel, the most notable of which is that in current
294 % LaTeX2e releases, the ordering of single and double column floats is not
295 % guaranteed to be preserved. Thus, an unpatched LaTeX2e can allow a
296 % single column figure to be placed prior to an earlier double column
297 % figure. The latest version and documentation can be found at:
298 % http://www.ctan.org/tex-archive/macros/latex/base/
302 %\usepackage{stfloats}
303 % stfloats.sty was written by Sigitas Tolusis. This package gives LaTeX2e
304 % the ability to do double column floats at the bottom of the page as well
305 % as the top. (e.g., "\begin{figure*}[!b]" is not normally possible in
306 % LaTeX2e). It also provides a command:
308 % to enable the placement of footnotes below bottom floats (the standard
309 % LaTeX2e kernel puts them above bottom floats). This is an invasive package
310 % which rewrites many portions of the LaTeX2e float routines. It may not work
311 % with other packages that modify the LaTeX2e float routines. The latest
312 % version and documentation can be obtained at:
313 % http://www.ctan.org/tex-archive/macros/latex/contrib/sttools/
314 % Documentation is contained in the stfloats.sty comments as well as in the
315 % presfull.pdf file. Do not use the stfloats baselinefloat ability as IEEE
316 % does not allow \baselineskip to stretch. Authors submitting work to the
317 % IEEE should note that IEEE rarely uses double column equations and
318 % that authors should try to avoid such use. Do not be tempted to use the
319 % cuted.sty or midfloat.sty packages (also by Sigitas Tolusis) as IEEE does
320 % not format its papers in such ways.
326 % *** PDF, URL AND HYPERLINK PACKAGES ***
329 % url.sty was written by Donald Arseneau. It provides better support for
330 % handling and breaking URLs. url.sty is already installed on most LaTeX
331 % systems. The latest version can be obtained at:
332 % http://www.ctan.org/tex-archive/macros/latex/contrib/misc/
333 % Read the url.sty source comments for usage information. Basically,
340 % *** Do not adjust lengths that control margins, column widths, etc. ***
341 % *** Do not use packages that alter fonts (such as pslatex). ***
342 % There should be no need to do such things with IEEEtran.cls V1.6 and later.
343 % (Unless specifically asked to do so by the journal or conference you plan
344 % to submit to, of course. )
347 % correct bad hyphenation here
348 \hyphenation{op-tical net-works semi-conduc-tor}
351 \usepackage[utf8]{inputenc}
352 \usepackage[T1]{fontenc}
353 \usepackage{algorithm}
354 \usepackage{algpseudocode}
357 \usepackage{multirow}
358 \usepackage{graphicx}
360 \algnewcommand\algorithmicinput{\textbf{Input:}}
361 \algnewcommand\Input{\item[\algorithmicinput]}
363 \algnewcommand\algorithmicoutput{\textbf{Output:}}
364 \algnewcommand\Output{\item[\algorithmicoutput]}
366 \newtheorem{proposition}{Proposition}
371 % can use linebreaks \\ within to get better formatting as desired
372 \title{TSIRM: A Two-Stage Iteration with least-squares Residual Minimization algorithm to solve large sparse linear systems}
379 % author names and affiliations
380 % use a multiple column layout for up to two different
383 \author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja \IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}}
384 \IEEEauthorblockA{\IEEEauthorrefmark{1} Femto-ST Institute, University of Franche Comte, France\\
385 Email: \{raphael.couturier,christophe.guyeux\}@univ-fcomte.fr}
386 \IEEEauthorblockA{\IEEEauthorrefmark{2} INRIA Bordeaux Sud-Ouest, France\\
387 Email: lilia.ziane@inria.fr}
392 % conference papers do not typically use \thanks and this command
393 % is locked out in conference mode. If really needed, such as for
394 % the acknowledgment of grants, issue a \IEEEoverridecommandlockouts
395 % after \documentclass
397 % for over three affiliations, or if they all won't fit within the width
398 % of the page, use this alternative format:
400 %\author{\IEEEauthorblockN{Michael Shell\IEEEauthorrefmark{1},
401 %Homer Simpson\IEEEauthorrefmark{2},
402 %James Kirk\IEEEauthorrefmark{3},
403 %Montgomery Scott\IEEEauthorrefmark{3} and
404 %Eldon Tyrell\IEEEauthorrefmark{4}}
405 %\IEEEauthorblockA{\IEEEauthorrefmark{1}School of Electrical and Computer Engineering\\
406 %Georgia Institute of Technology,
407 %Atlanta, Georgia 30332--0250\\ Email: see http://www.michaelshell.org/contact.html}
408 %\IEEEauthorblockA{\IEEEauthorrefmark{2}Twentieth Century Fox, Springfield, USA\\
409 %Email: homer@thesimpsons.com}
410 %\IEEEauthorblockA{\IEEEauthorrefmark{3}Starfleet Academy, San Francisco, California 96678-2391\\
411 %Telephone: (800) 555--1212, Fax: (888) 555--1212}
412 %\IEEEauthorblockA{\IEEEauthorrefmark{4}Tyrell Inc., 123 Replicant Street, Los Angeles, California 90210--4321}}
417 % use for special paper notices
418 %\IEEEspecialpapernotice{(Invited Paper)}
423 % make the title area
428 In this article, a two-stage iterative algorithm is proposed to improve the
429 convergence of Krylov based iterative methods, typically those of GMRES
430 variants. The principle of the proposed approach is to build an external
431 iteration over the Krylov method, and to frequently store its current residual
432 (at each GMRES restart for instance). After a given number of outer iterations,
433 a least-squares minimization step is applied on the matrix composed by the saved
434 residuals, in order to compute a better solution and to make new iterations if
435 required. It is proven that the proposal has the same convergence properties
436 than the inner embedded method itself. Experiments using up to 16,394 cores
437 also show that the proposed algorithm runs around 5 or 7 times faster than
442 Iterative Krylov methods; sparse linear systems; residual minimization; PETSc; %à voir...
446 % For peer review papers, you can put extra information on the cover
448 % \ifCLASSOPTIONpeerreview
449 % \begin{center} \bfseries EDICS Category: 3-BBND \end{center}
452 % For peerreview papers, this IEEEtran command inserts a page break and
453 % creates the second title. It will be ignored for other modes.
454 \IEEEpeerreviewmaketitle
459 % An example of a floating figure using the graphicx package.
460 % Note that \label must occur AFTER (or within) \caption.
461 % For figures, \caption should occur after the \includegraphics.
462 % Note that IEEEtran v1.7 and later has special internal code that
463 % is designed to preserve the operation of \label within \caption
464 % even when the captionsoff option is in effect. However, because
465 % of issues like this, it may be the safest practice to put all your
466 % \label just after \caption rather than within \caption{}.
468 % Reminder: the "draftcls" or "draftclsnofoot", not "draft", class
469 % option should be used if it is desired that the figures are to be
470 % displayed while in draft mode.
474 %\includegraphics[width=2.5in]{myfigure}
475 % where an .eps filename suffix will be assumed under latex,
476 % and a .pdf suffix will be assumed for pdflatex; or what has been declared
477 % via \DeclareGraphicsExtensions.
478 %\caption{Simulation Results}
482 % Note that IEEE typically puts floats only at the top, even when this
483 % results in a large percentage of a column being occupied by floats.
486 % An example of a double column floating figure using two subfigures.
487 % (The subfig.sty package must be loaded for this to work.)
488 % The subfigure \label commands are set within each subfloat command, the
489 % \label for the overall figure must come after \caption.
490 % \hfil must be used as a separator to get equal spacing.
491 % The subfigure.sty package works much the same way, except \subfigure is
492 % used instead of \subfloat.
495 %\centerline{\subfloat[Case I]\includegraphics[width=2.5in]{subfigcase1}%
496 %\label{fig_first_case}}
498 %\subfloat[Case II]{\includegraphics[width=2.5in]{subfigcase2}%
499 %\label{fig_second_case}}}
500 %\caption{Simulation results}
504 % Note that often IEEE papers with subfigures do not employ subfigure
505 % captions (using the optional argument to \subfloat), but instead will
506 % reference/describe all of them (a), (b), etc., within the main caption.
509 % An example of a floating table. Note that, for IEEE style tables, the
510 % \caption command should come BEFORE the table. Table text will default to
511 % \footnotesize as IEEE normally uses this smaller font for tables.
512 % The \label must come after \caption as always.
515 %% increase table row spacing, adjust to taste
516 %\renewcommand{\arraystretch}{1.3}
517 % if using array.sty, it might be a good idea to tweak the value of
518 % \extrarowheight as needed to properly center the text within the cells
519 %\caption{An Example of a Table}
520 %\label{table_example}
522 %% Some packages, such as MDW tools, offer better commands for making tables
523 %% than the plain LaTeX2e tabular which is used here.
524 %\begin{tabular}{|c||c|}
534 % Note that IEEE does not put floats in the very first column - or typically
535 % anywhere on the first page for that matter. Also, in-text middle ("here")
536 % positioning is not used. Most IEEE journals/conferences use top floats
537 % exclusively. Note that, LaTeX2e, unlike IEEE journals/conferences, places
538 % footnotes above bottom floats. This can be corrected via the \fnbelowfloat
539 % command of the stfloats package.
543 %%%*********************************************************
544 %%%*********************************************************
545 \section{Introduction}
547 % You must have at least 2 lines in the paragraph with the drop letter
548 % (should never be an issue)
550 Iterative methods have recently become more attractive than direct ones to solve very large
551 sparse linear systems. They are more efficient in a parallel
552 context, supporting thousands of cores, and they require less memory and arithmetic
553 operations than direct methods. This is why new iterative methods are frequently
554 proposed or adapted by researchers, and the increasing need to solve very large sparse
555 linear systems has triggered the development of such efficient iterative techniques
556 suitable for parallel processing.
558 Most of the successful iterative methods currently available are based on so-called ``Krylov
559 subspaces''. They consist in forming a basis of successive matrix
560 powers multiplied by an initial vector, which can be for instance the residual. These methods use vectors orthogonality of the Krylov subspace basis in order to solve linear
561 systems. The most known iterative Krylov subspace methods are conjugate
562 gradient and GMRES ones (Generalized Minimal RESidual).
565 However, iterative methods suffer from scalability problems on parallel
566 computing platforms with many processors, due to their need of reduction
567 operations, and to collective communications to achive matrix-vector
568 multiplications. The communications on large clusters with thousands of cores
569 and large sizes of messages can significantly affect the performances of these
570 iterative methods. As a consequence, Krylov subspace iteration methods are often used
571 with preconditioners in practice, to increase their convergence and accelerate their
572 performances. However, most of the good preconditioners are not scalable on
575 In this research work, a two-stage algorithm based on two nested iterations
576 called inner-outer iterations is proposed. This algorithm consists in solving the sparse
577 linear system iteratively with a small number of inner iterations, and restarting
578 the outer step with a new solution minimizing some error functions over some
579 previous residuals. This algorithm is iterative and easy to parallelize on large
580 clusters. Furthermore, the minimization technique improves its convergence and
583 The present article is organized as follows. Related works are presented in
584 Section~\ref{sec:02}. Section~\ref{sec:03} details the two-stage algorithm using
585 a least-squares residual minimization, while Section~\ref{sec:04} provides
586 convergence results regarding this method. Section~\ref{sec:05} shows some
587 experimental results obtained on large clusters using routines of PETSc
588 toolkit. This research work ends by a conclusion section, in which the proposal
589 is summarized while intended perspectives are provided.
591 %%%*********************************************************
592 %%%*********************************************************
596 %%%*********************************************************
597 %%%*********************************************************
598 \section{Related works}
600 %Wherever Times is specified, Times Roman or Times New Roman may be used. If neither is available on your system, please use the font closest in appearance to Times. Avoid using bit-mapped fonts if possible. True-Type 1 or Open Type fonts are preferred. Please embed symbol fonts, as well, for math, etc.
601 %%%*********************************************************
602 %%%*********************************************************
606 %%%*********************************************************
607 %%%*********************************************************
608 \section{Two-stage iteration with least-squares residuals minimization algorithm}
610 A two-stage algorithm is proposed to solve large sparse linear systems of the
611 form $Ax=b$, where $A\in\mathbb{R}^{n\times n}$ is a sparse and square
612 nonsingular matrix, $x\in\mathbb{R}^n$ is the solution vector, and
613 $b\in\mathbb{R}^n$ is the right-hand side. As explained previously,
614 the algorithm is implemented as an
615 inner-outer iteration solver based on iterative Krylov methods. The main
616 key-points of the proposed solver are given in Algorithm~\ref{algo:01}.
617 It can be summarized as follows: the
618 inner solver is a Krylov based one. In order to accelerate its convergence, the
619 outer solver periodically applies a least-squares minimization on the residuals computed by the inner one. %Tsolver which does not required to be changed.
621 At each outer iteration, the sparse linear system $Ax=b$ is partially
622 solved using only $m$
623 iterations of an iterative method, this latter being initialized with the
624 best known approximation previously obtained.
625 GMRES method~\cite{Saad86}, or any of its variants, can be used for instance as an
626 inner solver. The current approximation of the Krylov method is then stored inside a matrix
627 $S$ composed by the successive solutions that are computed during inner iterations.
629 At each $s$ iterations, the minimization step is applied in order to
630 compute a new solution $x$. For that, the previous residuals of $Ax=b$ are computed by
631 the inner iterations with $(b-AS)$. The minimization of the residuals is obtained by
633 \underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2
636 with $R=AS$. Then the new solution $x$ is computed with $x=S\alpha$.
639 In practice, $R$ is a dense rectangular matrix belonging in $\mathbb{R}^{n\times s}$,
640 with $s\ll n$. In order to minimize~\eqref{eq:01}, a least-squares method such as
641 CGLS ~\cite{Hestenes52} or LSQR~\cite{Paige82} is used. Remark that these methods are more
642 appropriate than a single direct method in a parallel context.
648 \begin{algorithmic}[1]
649 \Input $A$ (sparse matrix), $b$ (right-hand side)
650 \Output $x$ (solution vector)\vspace{0.2cm}
651 \State Set the initial guess $x_0$
652 \For {$k=1,2,3,\ldots$ until convergence (error$<\epsilon_{tsirm}$)} \label{algo:conv}
653 \State $x_k=Solve(A,b,x_{k-1},max\_iter_{kryl})$ \label{algo:solve}
654 \State retrieve error
655 \State $S_{k \mod s}=x_k$ \label{algo:store}
656 \If {$k \mod s=0$ {\bf and} error$>\epsilon_{kryl}$}
657 \State $R=AS$ \Comment{compute dense matrix} \label{algo:matrix_mul}
658 \State $\alpha=Least\_Squares(R,b,max\_iter_{ls})$ \label{algo:}
659 \State $x_k=S\alpha$ \Comment{compute new solution}
666 Algorithm~\ref{algo:01} summarizes the principle of our method. The outer
667 iteration is inside the for loop. Line~\ref{algo:solve}, the Krylov method is
668 called for a maximum of $max\_iter_{kryl}$ iterations. In practice, we suggest to set this parameter
669 equals to the restart number of the GMRES-like method. Moreover, a tolerance
670 threshold must be specified for the solver. In practice, this threshold must be
671 much smaller than the convergence threshold of the TSIRM algorithm (\emph{i.e.}
672 $\epsilon_{tsirm}$). Line~\ref{algo:store}, $S_{k \mod s}=x^k$ consists in copying the
673 solution $x_k$ into the column $k \mod s$ of the matrix $S$, where $S$ is a matrix of size $n\times s$ whose column vector $i$ is denoted by $S_i$. After the
674 minimization, the matrix $S$ is reused with the new values of the residuals. To
675 solve the minimization problem, an iterative method is used. Two parameters are
676 required for that: the maximum number of iterations and the threshold to stop the
679 Let us summarize the most important parameters of TSIRM:
681 \item $\epsilon_{tsirm}$: the threshold to stop the TSIRM method;
682 \item $max\_iter_{kryl}$: the maximum number of iterations for the Krylov method;
683 \item $s$: the number of outer iterations before applying the minimization step;
684 \item $max\_iter_{ls}$: the maximum number of iterations for the iterative least-squares method;
685 \item $\epsilon_{ls}$: the threshold used to stop the least-squares method.
689 The parallelization of TSIRM relies on the parallelization of all its
690 parts. More precisely, except the least-squares step, all the other parts are
691 obvious to achieve out in parallel. In order to develop a parallel version of
692 our code, we have chosen to use PETSc~\cite{petsc-web-page}. For
693 line~\ref{algo:matrix_mul} the matrix-matrix multiplication is implemented and
694 efficient since the matrix $A$ is sparse and since the matrix $S$ contains few
695 columns in practice. As explained previously, at least two methods seem to be
696 interesting to solve the least-squares minimization, CGLS and LSQR.
698 In the following we remind the CGLS algorithm. The LSQR method follows more or
699 less the same principle but it takes more place, so we briefly explain the parallelization of CGLS which is similar to LSQR.
703 \begin{algorithmic}[1]
704 \Input $A$ (matrix), $b$ (right-hand side)
705 \Output $x$ (solution vector)\vspace{0.2cm}
706 \State Let $x_0$ be an initial approximation
710 \State $\gamma=||s_0||^2_2$
711 \For {$k=1,2,3,\ldots$ until convergence ($\gamma<\epsilon_{ls}$)} \label{algo2:conv}
713 \State $\alpha_k=\gamma/||q_k||^2_2$
714 \State $x_k=x_{k-1}+\alpha_kp_k$
715 \State $r_k=r_{k-1}-\alpha_kq_k$
717 \State $\gamma_{old}=\gamma$
718 \State $\gamma=||s_k||^2_2$
719 \State $\beta_k=\gamma/\gamma_{old}$
720 \State $p_{k+1}=s_k+\beta_kp_k$
727 In each iteration of CGLS, there is two matrix-vector multiplications and some
728 classical operations: dot product, norm, multiplication and addition on vectors. All
729 these operations are easy to implement in PETSc or similar environment.
733 %%%*********************************************************
734 %%%*********************************************************
736 \section{Convergence results}
738 Let us recall the following result, see~\cite{Saad86}.
740 Suppose that $A$ is a positive real matrix with symmetric part $M$. Then the residual norm provided at the $m$-th step of GMRES satisfies:
742 ||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| ,
744 where $\alpha = \lambda_min(M)^2$ and $\beta = \lambda_max(A^T A)$, which proves
745 the convergence of GMRES($m$) for all $m$ under that assumption regarding $A$.
749 We can now claim that,
751 If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent.
755 Let $r_k = b-Ax_k$, where $x_k$ is the approximation of the solution after the
756 $k$-th iterate of TSIRM.
757 We will prove that $r_k \rightarrow 0$ when $k \rightarrow +\infty$.
759 Each step of the TSIRM algorithm \\
761 Let $\operatorname{span}(S) = \left \{ {\sum_{i=1}^k \lambda_i v_i \Big| k \in \mathbb{N}, v_i \in S, \lambda _i \in \mathbb{R}} \right \}$ be the linear span of a set of vectors $S$. So,\\
762 $\min_{\alpha \in \mathbb{R}^s} ||b-R\alpha ||_2 = \min_{\alpha \in \mathbb{R}^s} ||b-AS\alpha ||_2$
765 & = \min_{x \in span\left(S_{k-s}, S_{k-s+1}, \hdots, S_{k-1} \right)} ||b-AS\alpha ||_2\\
766 & = \min_{x \in span\left(x_{k-s}, x_{k-s}+1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\
767 & \leqslant \min_{x \in span\left( x_{k-1} \right)} ||b-Ax ||_2\\
768 & \leqslant \min_{\lambda \in \mathbb{R}} ||b-\lambda Ax_{k-1} ||_2\\
769 & \leqslant ||b-Ax_{k-1}||_2 .
774 %%%*********************************************************
775 %%%*********************************************************
776 \section{Experiments using PETSc}
780 In order to see the influence of our algorithm with only one processor, we first
781 show a comparison with the standard version of GMRES and our algorithm. In
782 Table~\ref{tab:01}, we show the matrices we have used and some of them
783 characteristics. For all the matrices, the name, the field, the number of rows
784 and the number of nonzero elements are given.
788 \begin{tabular}{|c|c|r|r|r|}
790 Matrix name & Field &\# Rows & \# Nonzeros \\\hline \hline
791 crashbasis & Optimization & 160,000 & 1,750,416 \\
792 parabolic\_fem & Comput. fluid dynamics & 525,825 & 2,100,225 \\
793 epb3 & Thermal problem & 84,617 & 463,625 \\
794 atmosmodj & Comput. fluid dynamics & 1,270,432 & 8,814,880 \\
795 bfwa398 & Electromagnetics pb & 398 & 3,678 \\
796 torso3 & 2D/3D problem & 259,156 & 4,429,042 \\
800 \caption{Main characteristics of the sparse matrices chosen from the Davis collection}
805 The following parameters have been chosen for our experiments. As by default
806 the restart of GMRES is performed every 30 iterations, we have chosen to stop
807 the GMRES every 30 iterations (\emph{i.e.} $max\_iter_{kryl}=30$). $s$ is set to 8. CGLS is
808 chosen to minimize the least-squares problem with the following parameters:
809 $\epsilon_{ls}=1e-40$ and $max\_iter_{ls}=20$. The external precision is set to
810 $\epsilon_{tsirm}=1e-10$. Those experiments have been performed on a Intel(R)
811 Core(TM) i7-3630QM CPU @ 2.40GHz with the version 3.5.1 of PETSc.
814 In Table~\ref{tab:02}, some experiments comparing the solving of the linear
815 systems obtained with the previous matrices with a GMRES variant and with out 2
816 stage algorithm are given. In the second column, it can be noticed that either
817 gmres or fgmres is used to solve the linear system. According to the matrices,
818 different preconditioner is used. With TSIRM, the same solver and the same
819 preconditionner are used. This Table shows that TSIRM can drastically reduce the
820 number of iterations to reach the convergence when the number of iterations for
821 the normal GMRES is more or less greater than 500. In fact this also depends on
822 tow parameters: the number of iterations to stop GMRES and the number of
823 iterations to perform the minimization.
828 \begin{tabular}{|c|c|r|r|r|r|}
831 \multirow{2}{*}{Matrix name} & Solver / & \multicolumn{2}{c|}{GMRES} & \multicolumn{2}{c|}{TSIRM CGLS} \\
833 & precond & Time & \# Iter. & Time & \# Iter. \\\hline \hline
835 crashbasis & gmres / none & 15.65 & 518 & 14.12 & 450 \\
836 parabolic\_fem & gmres / ilu & 1009.94 & 7573 & 401.52 & 2970 \\
837 epb3 & fgmres / sor & 8.67 & 600 & 8.21 & 540 \\
838 atmosmodj & fgmres / sor & 104.23 & 451 & 88.97 & 366 \\
839 bfwa398 & gmres / none & 1.42 & 9612 & 0.28 & 1650 \\
840 torso3 & fgmres / sor & 37.70 & 565 & 34.97 & 510 \\
844 \caption{Comparison of (F)GMRES and TSIRM with (F)GMRES in sequential with some matrices, time is expressed in seconds.}
853 In order to perform larger experiments, we have tested some example applications
854 of PETSc. Those applications are available in the ksp part which is suited for
855 scalable linear equations solvers:
857 \item ex15 is an example which solves in parallel an operator using a finite
858 difference scheme. The diagonal is equal to 4 and 4 extra-diagonals
859 representing the neighbors in each directions are equal to -1. This example is
860 used in many physical phenomena, for example, heat and fluid flow, wave
862 \item ex54 is another example based on 2D problem discretized with quadrilateral
863 finite elements. For this example, the user can define the scaling of material
864 coefficient in embedded circle called $\alpha$.
866 For more technical details on these applications, interested readers are invited
867 to read the codes available in the PETSc sources. Those problems have been
868 chosen because they are scalable with many cores which is not the case of other problems that we have tested.
870 In the following larger experiments are described on two large scale architectures: Curie and Juqeen... {\bf description...}\\
873 {\bf Description of preconditioners}\\
877 \begin{tabular}{|r|r|r|r|r|r|r|r|r|}
880 nb. cores & precond & \multicolumn{2}{c|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM LSQR} & best gain \\
882 & & Time & \# Iter. & Time & \# Iter. & Time & \# Iter. & \\\hline \hline
883 2,048 & mg & 403.49 & 18,210 & 73.89 & 3,060 & 77.84 & 3,270 & 5.46 \\
884 2,048 & sor & 745.37 & 57,060 & 87.31 & 6,150 & 104.21 & 7,230 & 8.53 \\
885 4,096 & mg & 562.25 & 25,170 & 97.23 & 3,990 & 89.71 & 3,630 & 6.27 \\
886 4,096 & sor & 912.12 & 70,194 & 145.57 & 9,750 & 168.97 & 10,980 & 6.26 \\
887 8,192 & mg & 917.02 & 40,290 & 148.81 & 5,730 & 143.03 & 5,280 & 6.41 \\
888 8,192 & sor & 1,404.53 & 106,530 & 212.55 & 12,990 & 180.97 & 10,470 & 7.76 \\
889 16,384 & mg & 1,430.56 & 63,930 & 237.17 & 8,310 & 244.26 & 7,950 & 6.03 \\
890 16,384 & sor & 2,852.14 & 216,240 & 418.46 & 21,690 & 505.26 & 23,970 & 6.82 \\
894 \caption{Comparison of FGMRES and TSIRM with FGMRES for example ex15 of PETSc with two preconditioners (mg and sor) with 25,000 components per core on Juqueen (threshold 1e-3, restart=30, s=12), time is expressed in seconds.}
899 Table~\ref{tab:03} shows the execution times and the number of iterations of
900 example ex15 of PETSc on the Juqueen architecture. Different numbers of cores
901 are studied ranging from 2,048 up-to 16,383. Two preconditioners have been
902 tested: {\it mg} and {\it sor}. For those experiments, the number of components (or unknowns of the
903 problems) per core is fixed to 25,000, also called weak scaling. This
904 number can seem relatively small. In fact, for some applications that need a lot
905 of memory, the number of components per processor requires sometimes to be
910 In Table~\ref{tab:03}, we can notice that TSIRM is always faster than FGMRES. The last
911 column shows the ratio between FGMRES and the best version of TSIRM according to
912 the minimization procedure: CGLS or LSQR. Even if we have computed the worst
913 case between CGLS and LSQR, it is clear that TSIRM is always faster than
914 FGMRES. For this example, the multigrid preconditioner is faster than SOR. The
915 gain between TSIRM and FGMRES is more or less similar for the two
916 preconditioners. Looking at the number of iterations to reach the convergence,
917 it is obvious that TSIRM allows the reduction of the number of iterations. It
918 should be noticed that for TSIRM, in those experiments, only the iterations of
919 the Krylov solver are taken into account. Iterations of CGLS or LSQR were not
920 recorded but they are time-consuming. In general each $max\_iter_{kryl}*s$ which
921 corresponds to 30*12, there are $max\_iter_{ls}$ which corresponds to 15.
925 \includegraphics[width=0.45\textwidth]{nb_iter_sec_ex15_juqueen}
926 \caption{Number of iterations per second with ex15 and the same parameters than in Table~\ref{tab:03} (weak scaling)}
931 In Figure~\ref{fig:01}, the number of iterations per second corresponding to
932 Table~\ref{tab:03} is displayed. It can be noticed that the number of
933 iterations per second of FMGRES is constant whereas it decreases with TSIRM with
934 both preconditioners. This can be explained by the fact that when the number of
935 cores increases the time for the least-squares minimization step also increases but, generally,
936 when the number of cores increases, the number of iterations to reach the
937 threshold also increases, and, in that case, TSIRM is more efficient to reduce
938 the number of iterations. So, the overall benefit of using TSIRM is interesting.
947 \begin{tabular}{|r|r|r|r|r|r|r|r|r|}
950 nb. cores & threshold & \multicolumn{2}{c|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM LSQR} & best gain \\
952 & & Time & \# Iter. & Time & \# Iter. & Time & \# Iter. & \\\hline \hline
953 2,048 & 8e-5 & 108.88 & 16,560 & 23.06 & 3,630 & 22.79 & 3,630 & 4.77 \\
954 2,048 & 6e-5 & 194.01 & 30,270 & 35.50 & 5,430 & 27.74 & 4,350 & 6.99 \\
955 4,096 & 7e-5 & 160.59 & 22,530 & 35.15 & 5,130 & 29.21 & 4,350 & 5.49 \\
956 4,096 & 6e-5 & 249.27 & 35,520 & 52.13 & 7,950 & 39.24 & 5,790 & 6.35 \\
957 8,192 & 6e-5 & 149.54 & 17,280 & 28.68 & 3,810 & 29.05 & 3,990 & 5.21 \\
958 8,192 & 5e-5 & 785.04 & 109,590 & 76.07 & 10,470 & 69.42 & 9,030 & 11.30 \\
959 16,384 & 4e-5 & 718.61 & 86,400 & 98.98 & 10,830 & 131.86 & 14,790 & 7.26 \\
963 \caption{Comparison of FGMRES and TSIRM with FGMRES algorithms for ex54 of Petsc (both with the MG preconditioner) with 25,000 components per core on Curie (restart=30, s=12), time is expressed in seconds.}
969 In Table~\ref{tab:04}, some experiments with example ex54 on the Curie architecture are reported.
974 \begin{tabular}{|r|r|r|r|r|r|r|r|r|r|r|}
977 nb. cores & \multicolumn{2}{c|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM LSQR} & best gain & \multicolumn{3}{c|}{efficiency} \\
978 \cline{2-7} \cline{9-11}
979 & Time & \# Iter. & Time & \# Iter. & Time & \# Iter. & & FGMRES & TS CGLS & TS LSQR\\\hline \hline
980 512 & 3,969.69 & 33,120 & 709.57 & 5,790 & 622.76 & 5,070 & 6.37 & 1 & 1 & 1 \\
981 1024 & 1,530.06 & 25,860 & 290.95 & 4,830 & 307.71 & 5,070 & 5.25 & 1.30 & 1.21 & 1.01 \\
982 2048 & 919.62 & 31,470 & 237.52 & 8,040 & 194.22 & 6,510 & 4.73 & 1.08 & .75 & .80\\
983 4096 & 405.60 & 28,380 & 111.67 & 7,590 & 91.72 & 6,510 & 4.42 & 1.22 & .79 & .84 \\
984 8192 & 785.04 & 109,590 & 76.07 & 10,470 & 69.42 & 9,030 & 11.30 & .32 & .58 & .56 \\
989 \caption{Comparison of FGMRES and TSIRM with FGMRES for ex54 of Petsc (both with the MG preconditioner) with 204,919,225 components on Curie with different number of cores (restart=30, s=12, threshold 5e-5), time is expressed in seconds.}
996 \includegraphics[width=0.45\textwidth]{nb_iter_sec_ex54_curie}
997 \caption{Number of iterations per second with ex54 and the same parameters than in Table~\ref{tab:05} (strong scaling)}
1001 %%%*********************************************************
1002 %%%*********************************************************
1006 %%%*********************************************************
1007 %%%*********************************************************
1008 \section{Conclusion}
1010 %The conclusion goes here. this is more of the conclusion
1011 %%%*********************************************************
1012 %%%*********************************************************
1016 - study other kinds of matrices, problems, inner solvers\\
1017 - test the influence of all parameters\\
1018 - adaptative number of outer iterations to minimize\\
1019 - other methods to minimize the residuals?\\
1020 - implement our solver inside PETSc
1023 % conference papers do not normally have an appendix
1027 % use section* for acknowledgement
1028 %%%*********************************************************
1029 %%%*********************************************************
1030 \section*{Acknowledgment}
1031 This paper is partially funded by the Labex ACTION program (contract
1032 ANR-11-LABX-01-01). We acknowledge PRACE for awarding us access to resources
1033 Curie and Juqueen respectively based in France and Germany.
1037 % trigger a \newpage just before the given reference
1038 % number - used to balance the columns on the last page
1039 % adjust value as needed - may need to be readjusted if
1040 % the document is modified later
1041 %\IEEEtriggeratref{8}
1042 % The "triggered" command can be changed if desired:
1043 %\IEEEtriggercmd{\enlargethispage{-5in}}
1045 % references section
1047 % can use a bibliography generated by BibTeX as a .bbl file
1048 % BibTeX documentation can be easily obtained at:
1049 % http://www.ctan.org/tex-archive/biblio/bibtex/contrib/doc/
1050 % The IEEEtran BibTeX style support page is at:
1051 % http://www.michaelshell.org/tex/ieeetran/bibtex/
1052 \bibliographystyle{IEEEtran}
1053 % argument is your BibTeX string definitions and bibliography database(s)
1054 \bibliography{biblio}
1056 % <OR> manually copy in the resultant .bbl file
1057 % set second argument of \begin to the number of references
1058 % (used to reserve space for the reference number labels box)
1059 %% \begin{thebibliography}{1}
1061 %% \bibitem{saad86} Y.~Saad and M.~H.~Schultz, \emph{GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems}, SIAM Journal on Scientific and Statistical Computing, 7(3):856--869, 1986.
1063 %% \bibitem{saad96} Y.~Saad, \emph{Iterative Methods for Sparse Linear Systems}, PWS Publishing, New York, 1996.
1065 %% \bibitem{hestenes52} M.~R.~Hestenes and E.~Stiefel, \emph{Methods of conjugate gradients for solving linear system}, Journal of Research of National Bureau of Standards, B49:409--436, 1952.
1067 %% \bibitem{paige82} C.~C.~Paige and A.~M.~Saunders, \emph{LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares}, ACM Trans. Math. Softw. 8(1):43--71, 1982.
1068 %% \end{thebibliography}