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+Iterative methods are become more attractive than direct ones to solve large sparse linear systems. They are more effective in a parallel context and require less memory and arithmetic operations than direct methods.
+
+%les chercheurs ont développer différentes méthodes exemple de méthode iteratives stationnaires et non stationnaires (krylov)
+%problème de convergence et difficulté dans le passage à l'échelle
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\section{A Krylov two-stage algorithm}
We propose a two-stage algorithm to solve large sparse linear systems of the form $Ax=b$, where $A\in\mathbb{R}^{n\times n}$ is a sparse and square nonsingular matrix, $x\in\mathbb{R}^n$ is the solution vector and $b\in\mathbb{R}^n$ 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}.
-The outer iteration is implemented as an iterative Krylov method which minimizes some error function over a Krylov sub-space~\cite{saad96}. At every iteration, the sparse linear system $Ax=b$ is solved iteratively with an iterative method as GMRES method~\cite{saad86} and the Krylov sub-space that we used is spanned by a basis $S$ composed of successive solutions issued from the inner iteration
+In order to accelerate the convergence, the outer iteration is implemented as an iterative Krylov method which minimizes some error function over a Krylov sub-space~\cite{saad96}. At every iteration, the sparse linear system $Ax=b$ is solved iteratively with an iterative method as GMRES method~\cite{saad86} and the Krylov sub-space 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}
\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}) as CGLS~\cite{hestenes52} or LSQR~\cite{paige82} which is more appropriate that a direct method in the parallel context.
+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}) as CGLS~\cite{hestenes52} or LSQR~\cite{paige82} methods which is more appropriate than a direct method in the parallel context.
\begin{algorithm}[t]
\caption{A Krylov two-stage algorithm}
\State Set the initial guess $x^0$
\For {$k=1,2,3,\ldots$ until convergence}
\State Solve iteratively $Ax^k=b$
- \State Add vector $x^k$ to Krylov basis $S$
+ \State Add vector $x^k$ to Krylov sub-space basis $S$
\If {$k$ mod $s=0$ {\bf and} not convergence}
\State Compute dense matrix $R=AS$
\State Solve least-squares problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$
\State Compute minimizer $x^k=S\alpha$
- \State Reinitialize Krylov basis $S$
+ \State Reinitialize Krylov sub-space basis $S$
\EndIf
\EndFor
\end{algorithmic}
\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 and M.~H.~Schultz, \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.
