new

[GMRES2stage.git] / paper.tex

diff --git a/paper.tex b/paper.tex
index cf61a9e82699bb021af32039e9ea1c78de8d2eea..e93737c8fa89c10db7125f76e1777a1264e938d2 100644 (file)
--- a/paper.tex
+++ b/paper.tex
@@ -601,13 +601,19 @@ is summarized while intended perspectives are provided.
 %%%*********************************************************
 \section{Related works}
 \label{sec:02} 
 %%%*********************************************************
 \section{Related works}
 \label{sec:02} 

-%GMRES method is one of the most widely used iterative solvers chosen to deal with the sparsity and the large order of linear systems. It was initially developed by Saad \& al.~\cite{Saad86} to deal with non-symmetric and non-Hermitian problems, and indefinite symmetric problems too. The convergence of the restarted GMRES with preconditioning is faster and more stable than those of some other iterative solvers. 
+Krylov subspace iteration methods have increasingly become useful and successful techniques for solving linear and nonlinear systems and eigenvalue problems, especially since the increase development of the preconditioners~\cite{Saad2003,Meijerink77}. One reason of the popularity of these methods is their generality, simplicity and efficiency to solve systems of equations arising from very large and complex problems. %A Krylov method is based on a projection process onto a Krylov subspace spanned by vectors and it forms a sequence of approximations by minimizing the residual over the subspace formed~\cite{}.

 
 

-%The next two chapters explore a few methods which are considered currently to be among the most important iterative techniques available for solving large linear systems. These techniques are based on projection processes, both orthogonal and oblique, onto Krylov subspaces, which are subspaces spanned by vectors of the form p(A)v where p is a polynomial. In short, these techniques approximate A −1 b by p(A)b, where p is a “good” polynomial. This chapter covers methods derived from, or related to, the Arnoldi orthogonalization. The next chapter covers methods based on Lanczos biorthogonalization.
+GMRES is one of the most widely used Krylov iterative method for solving sparse and large linear systems. It is developed by Saad and al.~\cite{Saad86} as a generalized method to deal with unsymmetric and non-Hermitian problems, and indefinite symmetric problems too. In its original version called full GMRES, it minimizes the residual over the current Krylov subspace until convergence in at most $n$ iterations, where $n$ is the size of the sparse matrix. It should be noted that full GMRES is too expensive in the case of large matrices since the required orthogonalization process per iteration grows quadratically with the number of iterations. For that reason, in practice GMRES is restarted after each $m\ll n$ iterations to avoid the storage of a large orthonormal basis. However, the convergence behavior of the restarted GMRES, called GMRES($m$), in many cases depends quite critically on the value of $m$~\cite{Huang89}. Therefore in most cases, a preconditioning technique is applied to the restarted GMRES method in order to improve its convergence.

 
 

-%Krylov subspace techniques have inceasingly been viewed as general purpose iterative methods, especially since the popularization of the preconditioning techniqes.
+In order to enhance the robustness of Krylov iterative solvers, some techniques have been proposed allowing the use of different preconditioners, if necessary, within the iteration instead of restarting. Those techniques may lead to considerable savings in CPU time and memory requirements. Van der Vorst in~\cite{Vorst94} has proposed variants of the GMRES algorithm in which a different preconditioner is applied in each iteration, so-called GMRESR family of nested methods. In fact, the GMRES method is effectively preconditioned with other iterative schemes (or GMRES itself), where the iterations of the GMRES method are called outer iterations while the iterations of the preconditioning process referred to as inner iterations. Saad in~\cite{Saad:1993} has proposed FGMRES which is another variant of the GMRES algorithm using a variable preconditioner. In FGMRES the search directions are preconditioned whereas in GMRESR the residuals are preconditioned. However in practice the good preconditioners are those based on direct methods, as ILU preconditioners, which are not easy to parallelize and suffer from the scalability problems on large clusters of thousands of cores.  
+
+Recently, communication-avoiding methods have been developed to reduce the communication overheads in Krylov subspace iterative solvers. On modern computer architectures, communications between processors are much slower than floating-point arithmetic operations on a given processor. Communication-avoiding techniques reduce either communications between processors or data movements between levels of the memory hierarchy, by reformulating the communication-bound kernels (more frequently SpMV kernels) and the orthogonalization operations within the Krylov iterative solver. Different works have studied the communication-avoiding techniques for the GMRES method, so-called CA-GMRES, on multicore processors and multi-GPU machines~\cite{Mohiyuddin2009,Hoemmen2010,Yamazaki2014}. 
+
+Compared  to all these  works and  to all  the other  works on  Krylov iterative
+method, the originality of our work is to build a second iteration over a Krylov
+iterative method and to minimize the residuals with a least-squares method after
+a given number of outer iterations.

 
 

-%Preconditioned Krylov-subspace iterations are a key ingredient in many modern linear solvers, including in solvers that employ support preconditioners. 

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


@@ -867,16 +873,15 @@ Core(TM) i7-3630QM CPU @ 2.40GHz with the version 3.5.1 of PETSc.
 
 
 In  Table~\ref{tab:02}, some  experiments comparing  the solving  of  the linear
 
 
 In  Table~\ref{tab:02}, some  experiments comparing  the solving  of  the linear

-systems obtained with the previous matrices  with a GMRES variant and with out 2
-stage algorithm are  given. In the second column, it can  be noticed that either
-GRMES or  FGMRES (Flexible  GMRES)~\cite{Saad:1993} is used  to solve  the linear
-system.   According to  the matrices,  different preconditioner  is  used.  With
-TSIRM, the same solver and the  same preconditionner are used.  This Table shows
-that  TSIRM  can  drastically reduce  the  number  of  iterations to  reach  the
-convergence when the  number of iterations for the normal GMRES  is more or less
-greater than  500. In fact  this also depends  on tow parameters: the  number of
-iterations  to  stop  GMRES  and   the  number  of  iterations  to  perform  the
-minimization.
+systems obtained with the previous matrices  with a GMRES variant and with TSIRM
+are given. In the  second column, it can be noticed that  either GRMES or FGMRES
+(Flexible GMRES)~\cite{Saad:1993} is used to solve the linear system.  According
+to the matrices, different preconditioner  is used.  With TSIRM, the same solver
+and  the  same  preconditionner are  used.   This  Table  shows that  TSIRM  can
+drastically reduce  the number of iterations  to reach the  convergence when the
+number of iterations for  the normal GMRES is more or less  greater than 500. In
+fact this also depends on tow parameters: the number of iterations to stop GMRES
+and the number of iterations to perform the minimization.

 
 
 \begin{table}[htbp]
 
 
 \begin{table}[htbp]


@@ -967,7 +972,7 @@ preconditioner in PETSc please consult~\cite{petsc-web-page}.
 \hline
 
 \end{tabular}
 \hline
 
 \end{tabular}

-\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.}
+\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 ($\epsilon_{tsirm}=1e-3$, $max\_iter_{kryl}=30$, $s=12$, $max\_iter_{ls}=15$, $\epsilon_{ls}=1e-40$),  time is expressed in seconds.}

 \label{tab:03}
 \end{center}
 \end{table*}
 \label{tab:03}
 \end{center}
 \end{table*}


@@ -1022,7 +1027,7 @@ the number of iterations. So, the overall benefit of using TSIRM is interesting.
 \begin{tabular}{|r|r|r|r|r|r|r|r|r|} 
 \hline
 
 \begin{tabular}{|r|r|r|r|r|r|r|r|r|} 
 \hline
 

-  nb. cores & threshold   & \multicolumn{2}{c|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} &  \multicolumn{2}{c|}{TSIRM LSQR} & best gain \\ 
+  nb. cores & $\epsilon_{tsirm}$  & \multicolumn{2}{c|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} &  \multicolumn{2}{c|}{TSIRM 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 \\
 \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 \\


@@ -1035,7 +1040,7 @@ the number of iterations. So, the overall benefit of using TSIRM is interesting.
 \hline
 
 \end{tabular}
 \hline
 
 \end{tabular}

-\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.}
+\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 ($max\_iter_{kryl}=30$, $s=12$, $max\_iter_{ls}=15$, $\epsilon_{ls}=1e-40$),  time is expressed in seconds.}

 \label{tab:04}
 \end{center}
 \end{table*}
 \label{tab:04}
 \end{center}
 \end{table*}


@@ -1093,7 +1098,7 @@ taken into account with TSIRM.
 \hline
 
 \end{tabular}
 \hline
 
 \end{tabular}

-\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.}
+\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 ($\epsilon_{tsirm}=5e-5$, $max\_iter_{kryl}=30$, $s=12$, $max\_iter_{ls}=15$, $\epsilon_{ls}=1e-40$),  time is expressed in seconds.}

 \label{tab:05}
 \end{center}
 \end{table*}
 \label{tab:05}
 \end{center}
 \end{table*}