% use a multiple column layout for up to two different
% affiliations
-\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja \IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}}
+\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja\IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}}
\IEEEauthorblockA{\IEEEauthorrefmark{1} Femto-ST Institute, University of Franche Comte, France\\
Email: \{raphael.couturier,christophe.guyeux\}@univ-fcomte.fr}
\IEEEauthorblockA{\IEEEauthorrefmark{2} INRIA Bordeaux Sud-Ouest, France\\
equals to the restart number of the GMRES-like method. Moreover, a tolerance
threshold must be specified for the solver. In practice, this threshold must be
much smaller than the convergence threshold of the TSIRM algorithm (\emph{i.e.}
-$\epsilon_{tsirm}$). Line~\ref{algo:store}, $S_{k~ mod~ s}=x^k$ consists in copying the
-solution $x_k$ into the column $k~ mod~ s$ of the matrix $S$. After the
+$\epsilon_{tsirm}$). Line~\ref{algo:store}, $S_{k \mod s}=x^k$ consists in copying the
+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
minimization, the matrix $S$ is reused with the new values of the residuals. To
solve the minimization problem, an iterative method is used. Two parameters are
required for that: the maximum number of iterations and the threshold to stop the
\end{itemize}
-The parallelisation of TSIRM relies on the parallelization of all its
+The parallelization of TSIRM relies on the parallelization of all its
parts. More precisely, except the least-squares step, all the other parts are
obvious to achieve out in parallel. In order to develop a parallel version of
our code, we have chosen to use PETSc~\cite{petsc-web-page}. For
line~\ref{algo:matrix_mul} the matrix-matrix multiplication is implemented and
efficient since the matrix $A$ is sparse and since the matrix $S$ contains few
-colums in practice. As explained previously, at least two methods seem to be
+columns in practice. As explained previously, at least two methods seem to be
interesting to solve the least-squares minimization, CGLS and LSQR.
In the following we remind the CGLS algorithm. The LSQR method follows more or
\label{sec:04}
Let us recall the following result, see~\cite{Saad86}.
\begin{proposition}
+\label{prop:saad}
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:
\begin{equation}
||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| ,
We can now claim that,
\begin{proposition}
-If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent.
+If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent. Furthermore, we still have
+\begin{equation}
+||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| ,
+\end{equation}
+where $\alpha$ and $\beta$ are defined as in Proposition~\ref{prop:saad}.
\end{proposition}
\begin{proof}
We will prove that $r_k \rightarrow 0$ when $k \rightarrow +\infty$.
Each step of the TSIRM algorithm \\
+
+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,\\
$\min_{\alpha \in \mathbb{R}^s} ||b-R\alpha ||_2 = \min_{\alpha \in \mathbb{R}^s} ||b-AS\alpha ||_2$
$\begin{array}{ll}
-& = \min_{x \in Vect\left(x_0, x_1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\
-& \leqslant \min_{x \in Vect\left( S_{k-1} \right)} ||b-Ax ||_2\\
-& \leqslant ||b-Ax_{k-1}||
+& = \min_{x \in span\left(S_{k-s}, S_{k-s+1}, \hdots, S_{k-1} \right)} ||b-AS\alpha ||_2\\
+& = \min_{x \in span\left(x_{k-s}, x_{k-s}+1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\
+& \leqslant \min_{x \in span\left( x_{k-1} \right)} ||b-Ax ||_2\\
+& \leqslant \min_{\lambda \in \mathbb{R}} ||b-\lambda Ax_{k-1} ||_2\\
+& \leqslant ||b-Ax_{k-1}||_2 .
\end{array}$
\end{proof}
+We can remark that, at each iterate, the residue of the TSIRM algorithm is lower
+than the one of the GMRES method.
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% that's all folks
\end{document}
-
