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\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.
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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]
\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*}
Table~\ref{tab:03} shows the execution times and the number of iterations of
example ex15 of PETSc on the Juqueen architecture. Different numbers of cores
-are studied ranging from 2,048 up-to 16,383. Two preconditioners have been
-tested: {\it mg} and {\it sor}. For those experiments, the number of components (or unknowns of the
+are studied ranging from 2,048 up-to 16,383 with the two preconditioners {\it mg} and {\it sor}. For those experiments, the number of components (or unknowns of the
problems) per core is fixed to 25,000, also called weak scaling. This
number can seem relatively small. In fact, for some applications that need a lot
of memory, the number of components per processor requires sometimes to be
\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 \\
\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*}
-In Table~\ref{tab:04}, some experiments with example ex54 on the Curie architecture are reported.
-
+In Table~\ref{tab:04}, some experiments with example ex54 on the Curie
+architecture are reported. For this application, we fixed $\alpha=0.6$. As it
+can be seen in that Table, the size of the problem has a strong influence on the
+number of iterations to reach the convergence. That is why we have preferred to
+change the threshold. If we set it to $1e-3$ as with the previous application,
+only one iteration is necessray to reach the convergence. So Table~\ref{tab:04}
+shows the results of differents executions with differents number of cores and
+differents thresholds. As with the previous example, we can observe that TSIRM
+is faster than FGMRES. The ratio greatly depends on the number of iterations for
+FMGRES to reach the threshold. The greater the number of iterations to reach the
+convergence is, the better the ratio between our algorithm and FMGRES is. This
+experiment is also a weak scaling with approximately $25,000$ components per
+core. It can also be observed that the difference between CGLS and LSQR is not
+significant. Both can be good but it seems not possible to know in advance which
+one will be the best.
+
+Table~\ref{tab:05} show a strong scaling experiment with the exemple ex54 on the
+Curie architecture. So in this case, the number of unknownws is fixed to
+$204,919,225$ and the number of cores ranges from $512$ to $8192$ with the power
+of two. The threshold is fixed to $5e-5$ and only the $mg$ preconditioner has
+been tested. Here again we can see that TSIRM is faster that FGMRES. Efficiecy
+of each algorithms is reported. It can be noticed that FGMRES is more efficient
+than TSIRM except with $8,192$ cores and that its efficiency is greater that one
+whereas the efficiency of TSIRM is lower than one. Nevertheless, the ratio of
+TSIRM with any version of the least-squares method is always faster. With
+$8,192$ cores when the number of iterations is far more important for FGMRES, we
+can see that it is only slightly more important for TSIRM.
+
+In Figure~\ref{fig:02} we report the number of iterations per second for
+experiments reported in Table~\ref{tab:05}. This Figure highlights that the
+number of iterations per seconds is more of less the same for FGMRES and TSIRM
+with a little advantage for FGMRES. It can be explained by the fact that, as we
+have previously explained, that the iterations of the least-sqaure steps are not
+taken into account with TSIRM.
\begin{table*}[htbp]
\begin{center}
\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{fig:02}
\end{figure}
+
+Concerning the experiments some other remarks are interesting.
+\begin{itemize}
+\item We can tested other examples of PETSc (ex29, ex45, ex49). For all these
+ examples, we also obtained similar gain between GMRES and TSIRM but those
+ examples are not scalable with many cores. In general, we had some problems
+ with more than $4,096$ cores.
+\item We have tested many iterative solvers available in PETSc. In fast, it is
+ possible to use most of them with TSIRM. From our point of view, the condition
+ to use a solver inside TSIRM is that the solver must have a restart
+ feature. More precisely, the solver must support to be stoped and restarted
+ without decrease its converge. That is why with GMRES we stop it when it is
+ naturraly restarted (i.e. with $m$ the restart parameter). The Conjugate
+ Gradient (CG) and all its variants do not have ``restarted'' version in PETSc,
+ so they are not efficient. They will converge with TSIRM but not quickly
+ because if we compare a normal CG with a CG for which we stop it each 16
+ iterations for example, the normal CG will be for more efficient. Some
+ restarted CG or CG variant versions exist and may be interested to study in
+ future works.
+\end{itemize}
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5 or 7 times faster than GMRES.
-For future work, the authors' intention is to investigate
-other kinds of matrices, problems, and inner solvers. The
-influence of all parameters must be tested too, while
-other methods to minimize the residuals must be regarded.
-The number of outer iterations to minimize should become
-adaptative to improve the overall performances of the proposal.
-Finally, this solver will be implemented inside PETSc.
+For future work, the authors' intention is to investigate other kinds of
+matrices, problems, and inner solvers. The influence of all parameters must be
+tested too, while other methods to minimize the residuals must be regarded. The
+number of outer iterations to minimize should become adaptative to improve the
+overall performances of the proposal. Finally, this solver will be implemented
+inside PETSc. This would be very interesting because it would allow us to test
+all the non-linear examples and compare our algorithm with the other algorithm
+implemented in PETSc.
% conference papers do not normally have an appendix
