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[GMRES2stage.git] / paper.tex

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+++ b/paper.tex
@@ -374,6 +374,9 @@
 %\title{???}
 
 
 %\title{???}
 
 

+
+
+

 % author names and affiliations
 % use a multiple column layout for up to two different
 % affiliations
 % author names and affiliations
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@@ -543,12 +546,14 @@ Iterative Krylov methods; sparse linear systems; error minimization; PETSc; %à
 % no \IEEEPARstart
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-Iterative  methods are become  more attractive  than direct  ones to  solve very
-large sparse linear  systems. They are more effective in  a parallel context and
-require less memory  and arithmetic operations than direct  methods. A number of
-iterative methods are proposed and adapted by many researchers and the increased
-need for solving  very large sparse linear systems  triggered the development of
-efficient iterative techniques suitable for the parallel processing.
+
+Iterative methods  became more attractive than  direct ones to  solve very large
+sparse  linear systems.  Iterative  methods  are more  effecient  in a  parallel
+context,  with  thousands  of  cores,  and  require  less  memory  and  arithmetic
+operations than direct  methods. A number of iterative  methods are proposed and
+adapted by many researchers and the increased need for solving very large sparse
+linear  systems  triggered the  development  of  efficient iterative  techniques
+suitable for the parallel processing.

 
 Most of the successful iterative methods currently available are based on Krylov
 subspaces which  consist in forming a  basis of a sequence  of successive matrix
 
 Most of the successful iterative methods currently available are based on Krylov
 subspaces which  consist in forming a  basis of a sequence  of successive matrix


@@ -570,15 +575,18 @@ large clusters.
 In this  paper we propose a  two-stage algorithm based on  two nested iterations
 called inner-outer  iterations.  This algorithm  consists in solving  the sparse
 linear system iteratively  with a small number of  inner iterations and restarts
 In this  paper we propose a  two-stage algorithm based on  two nested iterations
 called inner-outer  iterations.  This algorithm  consists in solving  the sparse
 linear system iteratively  with a small number of  inner iterations and restarts

-the outer step with a new solution minimizing some error functions over a Krylov
-subspace. This algorithm is iterative  and easy to parallelize on large clusters
-and the minimization technique improves its convergence and performances.
+the outer  step with a  new solution minimizing  some error functions  over some
+previous residuals. This algorithm is iterative and easy to parallelize on large
+clusters   and  the   minimization  technique   improves  its   convergence  and
+performances.

 
 The present paper is organized  as follows. In Section~\ref{sec:02} some related
 
 The present paper is organized  as follows. In Section~\ref{sec:02} some related

-works are presented. Section~\ref{sec:03} presents our two-stage algorithm based
-on   Krylov  subspace   iteration  methods.   Section~\ref{sec:04}   shows  some
+works are presented. Section~\ref{sec:03} presents our two-stage algorithm using
+a  least-square  residual  minimization.   Section~\ref{sec:04}  describes  some
+convergence   results   on  this   method.    Section~\ref{sec:05}  shows   some

 experimental results obtained on large  clusters of our algorithm using routines
 experimental results obtained on large  clusters of our algorithm using routines

-of PETSc toolkit.
+of  PETSc  toolkit.  Finally   Section~\ref{sec:06}  concludes  and  gives  some
+perspectives.

 %%%*********************************************************
 %%%*********************************************************
 
 %%%*********************************************************
 %%%*********************************************************
 


@@ -605,68 +613,68 @@ $b\in\mathbb{R}^n$ is  the right-hand side.  The algorithm is implemented  as an
 inner-outer iteration  solver based  on iterative Krylov  methods. The  main key
 points of our solver are given in Algorithm~\ref{algo:01}.
 
 inner-outer iteration  solver based  on iterative Krylov  methods. The  main key
 points of our solver are given in Algorithm~\ref{algo:01}.
 

-In order to accelerate the convergence, the outer iteration is implemented as an
-iterative  Krylov method  which minimizes  some  error functions  over a  Krylov
-subspace~\cite{saad96}. At  each iteration, the  sparse linear system  $Ax=b$ is
-solved   iteratively    with   an   iterative   method,    for   example   GMRES
-method~\cite{saad86} or  some of its variants,  and the Krylov  subspace that we
-used is spanned by a basis  $S$ composed of successive solutions issued from the
-inner iteration
-\begin{equation}
-  S = \{x^1, x^2, \ldots, x^s\} \text{,~} s\leq n.
-\end{equation} 
-The advantage  of such a Krylov subspace  is that we neither  need an orthogonal
-basis nor  any synchronization  between processors to  generate this  basis. The
-algorithm  is periodically  restarted every  $s$ iterations  with a  new initial
-guess $x=S\alpha$ which minimizes the residual norm $\|b-Ax\|_2$ over the Krylov
-subspace spanned by  vectors of $S$, where $\alpha$ is a  solution of the normal
-equations
-\begin{equation}
-  R^TR\alpha = R^Tb,
-\end{equation}
-which is associated with the least-squares problem
+In order to accelerate the convergence, the outer iteration periodically applies
+a least-square minimization  on the residuals computed by  the inner solver. The
+inner solver is a Krylov based solver which does not required to be changed.
+
+At each outer iteration, the sparse linear system $Ax=b$ is solved, only for $m$
+iterations, using an iterative method restarting with the previous solution. For
+example, the GMRES method~\cite{Saad86} or some of its variants can be used as a
+inner solver. The current solution of the Krylov method is saved inside a matrix
+$S$ composed of successive solutions computed by the inner iteration.
+
+Periodically, every $s$ iterations, the minimization step is applied in order to
+compute a new  solution $x$. For that, the previous  residuals are computed with
+$(b-AS)$. The minimization of the residuals is obtained by 

 \begin{equation}
    \underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2
 \label{eq:01}
 \end{equation}
 \begin{equation}
    \underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2
 \label{eq:01}
 \end{equation}

-such  that $R=AS$  is a  dense rectangular  matrix in  $\mathbb{R}^{n\times s}$,
-$s\ll n$,  and $R^T$ denotes  the transpose of  matrix $R$. We use  an iterative
-method   to  solve   the  least-squares   problem~(\ref{eq:01})  such   as  CGLS
-~\cite{hestenes52}  or LSQR~\cite{paige82}  which  are more  appropriate than  a
-direct method in the parallel context.
+with $R=AS$. Then the new solution $x$ is computed with $x=S\alpha$.
+
+
+In  practice, $R$  is a  dense rectangular  matrix in  $\mathbb{R}^{n\times s}$,
+$s\ll n$.   In order  to minimize~(\ref{eq:01}), a  least-square method  such as
+CGLS ~\cite{Hestenes52}  or LSQR~\cite{Paige82} is used. Those  methods are more
+appropriate than a direct method in a parallel context.

 
 \begin{algorithm}[t]
 
 \begin{algorithm}[t]

-\caption{A Krylov two-stage algorithm}
+\caption{TSARM}

 \begin{algorithmic}[1]
   \Input $A$ (sparse matrix), $b$ (right-hand side)
   \Output $x$ (solution vector)\vspace{0.2cm}
   \State Set the initial guess $x^0$
   \For {$k=1,2,3,\ldots$ until convergence} \label{algo:conv}
 \begin{algorithmic}[1]
   \Input $A$ (sparse matrix), $b$ (right-hand side)
   \Output $x$ (solution vector)\vspace{0.2cm}
   \State Set the initial guess $x^0$
   \For {$k=1,2,3,\ldots$ until convergence} \label{algo:conv}

-    \State Solve iteratively $Ax^k=b$  \label{algo:solve}
-    \State $S_{k~mod~s}=x^k$ 
+    \State  $x^k=Solve(A,b,x^{k-1},m)$   \label{algo:solve}
+    \State $S_{k~mod~s}=x^k$ \label{algo:store}

     \If {$k$ mod $s=0$ {\bf and} not convergence}
     \If {$k$ mod $s=0$ {\bf and} not convergence}

-      \State Compute dense matrix $R=AS$
+      \State $R=AS$ \Comment{compute dense matrix}

       \State Solve least-squares problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$
       \State Solve least-squares problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$

-      \State Compute minimizer $x^k=S\alpha$
+      \State $x^k=S\alpha$  \Comment{compute new solution}

     \EndIf
   \EndFor
 \end{algorithmic}
 \label{algo:01}
 \end{algorithm}
 
     \EndIf
   \EndFor
 \end{algorithmic}
 \label{algo:01}
 \end{algorithm}
 

-Operation $S_{k~  mod~ s}=x^k$ consists in  copying the residual  $x_k$ into the
-column $k~ mod~ s$ of the matrix  $S$. After the minimization, the matrix $S$ is
-reused with the new values of the residuals.
+Algorithm~\ref{algo:01}  summarizes  the principle  of  our  method.  The  outer
+iteration is  inside the for  loop. Line~\ref{algo:solve}, the Krylov  method is
+called for a  maximum of $m$ iterations.  In practice, we  suggest to choose $m$
+equals to  the restart number  of the GMRES like  method. 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 minimization, the matrix $S$ is reused with
+the new values of the residuals.

 
 %%%*********************************************************
 %%%*********************************************************
 
 
 %%%*********************************************************
 %%%*********************************************************
 

-
+\section{Convergence results}
+\label{sec:04}

 
 %%%*********************************************************
 %%%*********************************************************
 \section{Experiments using petsc}
 
 %%%*********************************************************
 %%%*********************************************************
 \section{Experiments using petsc}

-\label{sec:04}
+\label{sec:05}

 
 
 In order to see the influence of our algorithm with only one processor, we first
 
 
 In order to see the influence of our algorithm with only one processor, we first


@@ -675,7 +683,7 @@ table~\ref{tab:01},  we  show  the  matrices  we  have used  and  some  of  them
 characteristics. For all  the matrices, the name, the field,  the number of rows
 and the number of nonzero elements is given.
 
 characteristics. For all  the matrices, the name, the field,  the number of rows
 and the number of nonzero elements is given.
 

-\begin{table}
+\begin{table*}

 \begin{center}
 \begin{tabular}{|c|c|r|r|r|} 
 \hline
 \begin{center}
 \begin{tabular}{|c|c|r|r|r|} 
 \hline


@@ -692,7 +700,7 @@ torso3             & 2D/3D problem & 259,156 & 4,429,042 \\
 \caption{Main characteristics of the sparse matrices chosen from the Davis collection}
 \label{tab:01}
 \end{center}
 \caption{Main characteristics of the sparse matrices chosen from the Davis collection}
 \label{tab:01}
 \end{center}

-\end{table}
+\end{table*}

 
 The following  parameters have been chosen  for our experiments.   As by default
 the restart  of GMRES is performed every  30 iterations, we have  chosen to stop
 
 The following  parameters have been chosen  for our experiments.   As by default
 the restart  of GMRES is performed every  30 iterations, we have  chosen to stop


@@ -771,7 +779,28 @@ Larger experiments ....
 \end{table*}
 
 
 \end{table*}
 
 

+\begin{table*}
+\begin{center}
+\begin{tabular}{|r|r|r|r|r|r|r|r|r|} 
+\hline

 
 

+  nb. cores & threshold   & \multicolumn{2}{c|}{gmres variant} & \multicolumn{2}{c|}{2 stage CGLS} &  \multicolumn{2}{c|}{2 stage LSQR} & best gain \\ 
+\cline{3-8}
+             &                       & Time  & \# Iter.  & Time  & \# Iter. & Time  & \# Iter. & \\\hline \hline
+  2,048      & 8e-5                  & 108.88 & 16,560  & 23.06  &  3,630  & 22.79  & 3,630   & 4.77 \\
+  2,048      & 6e-5                  & 194.01 & 30,270  & 35.50  &  5,430  & 27.74  & 4,350   & 6.99 \\
+  4,096      & 7e-5                  & 160.59 & 22,530  & 35.15  &  5,130  & 29.21  & 4,350   & 5.49 \\
+  4,096      & 6e-5                  & 249.27 & 35,520  & 52.13  &  7,950  & 39.24  & 5,790   & 6.35 \\
+  8,192      & 6e-5                  & 149.54 & 17,280  & 28.68  &  3,810  & 29.05  & 3,990  & 5.21 \\
+  8,192      & 5e-5                  & 792.11 & 109,590 & 76.83  &  10,470  & 65.20  & 9,030  & 12.14 \\
+  16,384     & 4e-5                  & 718.61 & 86,400 & 98.98  &  10,830  & 131.86  & 14,790  & 7.26 \\
+\hline
+
+\end{tabular}
+\caption{Comparison of FGMRES  and 2 stage FGMRES algorithms for ex54 of Petsc (both with the MG preconditioner) with 25000 components per core on Curie (restart=30, s=12),  time is expressed in seconds.}
+\label{tab:04}
+\end{center}
+\end{table*}

 %%%*********************************************************
 %%%*********************************************************
 
 %%%*********************************************************
 %%%*********************************************************
 


@@ -780,7 +809,7 @@ Larger experiments ....
 %%%*********************************************************
 %%%*********************************************************
 \section{Conclusion}
 %%%*********************************************************
 %%%*********************************************************
 \section{Conclusion}

-\label{sec:05}
+\label{sec:06}

 %The conclusion goes here. this is more of the conclusion
 %%%*********************************************************
 %%%*********************************************************
 %The conclusion goes here. this is more of the conclusion
 %%%*********************************************************
 %%%*********************************************************


@@ -789,6 +818,7 @@ Larger experiments ....
 future plan : \\
 - study other kinds of matrices, problems, inner solvers\\
 - adaptative number of outer iterations to minimize\\
 future plan : \\
 - study other kinds of matrices, problems, inner solvers\\
 - adaptative number of outer iterations to minimize\\

+- other methods to minimize the residuals?\\

 - implement our solver inside PETSc
 
 
 - implement our solver inside PETSc
 
 


@@ -821,23 +851,23 @@ Curie and Juqueen respectively based in France and Germany.
 % http://www.ctan.org/tex-archive/biblio/bibtex/contrib/doc/
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 % http://www.michaelshell.org/tex/ieeetran/bibtex/
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 % The IEEEtran BibTeX style support page is at:
 % http://www.michaelshell.org/tex/ieeetran/bibtex/

-%\bibliographystyle{IEEEtran}
+\bibliographystyle{IEEEtran}

 % argument is your BibTeX string definitions and bibliography database(s)
 % argument is your BibTeX string definitions and bibliography database(s)

-%\bibliography{IEEEabrv,../bib/paper}
+\bibliography{biblio}

 %
 % <OR> manually copy in the resultant .bbl file
 % set second argument of \begin to the number of references
 % (used to reserve space for the reference number labels box)
 %
 % <OR> manually copy in the resultant .bbl file
 % set second argument of \begin to the number of references
 % (used to reserve space for the reference number labels box)

-\begin{thebibliography}{1}
+%% \begin{thebibliography}{1}

 
 

-\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.
+%% \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.

 
 

-\bibitem{saad96} Y.~Saad, \emph{Iterative Methods for Sparse Linear Systems}, PWS Publishing, New York, 1996.
+%% \bibitem{saad96} Y.~Saad, \emph{Iterative Methods for Sparse Linear Systems}, PWS Publishing, New York, 1996.

 
 

-\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.
+%% \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.

 
 

-\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.
-\end{thebibliography}
+%% \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.
+%% \end{thebibliography}