X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/0c77825b587a6051bceb28a3a8762f660f3c6c52..a0cf63f4131f16e0075ab94bbf53937fb998cca0:/paper.tex diff --git a/paper.tex b/paper.tex index 3b19b2d..64a88a8 100644 --- a/paper.tex +++ b/paper.tex @@ -669,8 +669,8 @@ called for a maximum of $max\_iter_{kryl}$ iterations. In practice, we sugges 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 @@ -686,13 +686,13 @@ Let us summarize the most important parameters of TSIRM: \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 @@ -745,9 +745,7 @@ where $\alpha = \lambda_min(M)^2$ and $\beta = \lambda_max(A^T A)$, which proves the convergence of GMRES($m$) for all $m$ under that assumption regarding $A$. \end{proposition} -<<<<<<< HEAD -======= 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. @@ -758,9 +756,16 @@ Let $r_k = b-Ax_k$, where $x_k$ is the approximation of the solution after the $k$-th iterate of TSIRM. We will prove that $r_k \rightarrow 0$ when $k \rightarrow +\infty$. -Each step of the TSIRM algorithm +Each step of the TSIRM algorithm \\ +$\min_{\alpha \in \mathbb{R}^s} ||b-R\alpha ||_2 = \min_{\alpha \in \mathbb{R}^s} ||b-AS\alpha ||_2$ + +$\begin{array}{ll} +& = \min_{x \in Vect\left(x_0, x_1, \hdots, x_{k-1} \right)} ||b-AS\alpha ||_2\\ +& \leqslant \min_{x \in Vect\left( S_{k-1} \right)} ||b-Ax ||_2\\ +& \leqslant ||b-Ax_{k-1}|| +\end{array}$ \end{proof} ->>>>>>> 84e15020344b77e5497c4a516cc20b472b2914cd + %%%********************************************************* %%%********************************************************* @@ -1064,4 +1069,3 @@ Curie and Juqueen respectively based in France and Germany. % that's all folks \end{document} -