X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/0f544a712fbfaa8e36e2d89273b1ecf21085669c..d40f73fb29cd99acadda6620fc198fc09066584e:/paper.tex diff --git a/paper.tex b/paper.tex index 3a51e45..16beac7 100644 --- a/paper.tex +++ b/paper.tex @@ -618,23 +618,23 @@ It can be summarized as follows: the inner solver is a Krylov based one. In order to accelerate its convergence, the outer solver periodically applies a least-squares minimization on the residuals computed by the inner one. %Tsolver which does not required to be changed. -At each outer iteration, the sparse linear system $Ax=b$ is partially -solved using only $m$ -iterations of an iterative method, this latter being initialized with the -last obtained approximation. -GMRES method~\cite{Saad86}, or any of its variants, can potentially be used as -inner solver. The current approximation of the Krylov method is then stored inside a $n \times s$ matrix -$S$, which is composed by the $s$ last solutions that have been computed during -the inner iterations phase. - -At each $s$ iterations, the minimization step is applied in order to +At each outer iteration, the sparse linear system $Ax=b$ is partially solved +using only $m$ iterations of an iterative method, this latter being initialized +with the last obtained approximation. GMRES method~\cite{Saad86}, or any of its +variants, can potentially be used as inner solver. The current approximation of +the Krylov method is then stored inside a $n \times s$ matrix $S$, which is +composed by the $s$ last solutions that have been computed during the inner +iterations phase. In the remainder, the $i$-th column vector of $S$ will be +denoted by $S_i$. + +At each $s$ iterations, another kind of minimization step is applied in order to compute a new solution $x$. For that, the previous residuals of $Ax=b$ are computed by the inner iterations 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} -with $R=AS$. Then the new solution $x$ is computed with $x=S\alpha$. +with $R=AS$. The new solution $x$ is then computed with $x=S\alpha$. In practice, $R$ is a dense rectangular matrix belonging in $\mathbb{R}^{n\times s}$, @@ -651,8 +651,7 @@ appropriate than a single direct method in a parallel context. \Output $x$ (solution vector)\vspace{0.2cm} \State Set the initial guess $x_0$ \For {$k=1,2,3,\ldots$ until convergence (error$<\epsilon_{tsirm}$)} \label{algo:conv} - \State $x_k=Solve(A,b,x_{k-1},max\_iter_{kryl})$ \label{algo:solve} - \State retrieve error + \State $[x_k,error]=Solve(A,b,x_{k-1},max\_iter_{kryl})$ \label{algo:solve} \State $S_{k \mod s}=x_k$ \label{algo:store} \If {$k \mod s=0$ {\bf and} error$>\epsilon_{kryl}$} \State $R=AS$ \Comment{compute dense matrix} \label{algo:matrix_mul} @@ -664,18 +663,22 @@ appropriate than a single direct method in a parallel context. \label{algo:01} \end{algorithm} -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 $max\_iter_{kryl}$ iterations. In practice, we suggest to set this parameter -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 $S$, 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 -method. +Algorithm~\ref{algo:01} summarizes the principle of the proposed method. The +outer iteration is inside the \emph{for} loop. Line~\ref{algo:solve}, the Krylov +method is called for a maximum of $max\_iter_{kryl}$ iterations. In practice, +we suggest to set this parameter equal to the restart number in 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.}, $\epsilon_{tsirm}$). We also consider that +after the call of the $Solve$ function, we obtain the vector $x_k$ and the error +which is defined by $||Ax^k-b||_2$. + + Line~\ref{algo:store}, +$S_{k \mod s}=x^k$ consists in copying the solution $x_k$ into the column $k +\mod s$ of $S$. 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 method. Let us summarize the most important parameters of TSIRM: \begin{itemize} @@ -736,7 +739,7 @@ these operations are easy to implement in PETSc or similar environment. \section{Convergence results} \label{sec:04} -Let us recall the following result, see~\cite{Saad86}. +Let us recall the following result, see~\cite{Saad86} for further readings. \begin{proposition} \label{prop:saad} Suppose that $A$ is a positive real matrix with symmetric part $M$. Then the residual norm provided at the $m$-th step of GMRES satisfies: @@ -869,7 +872,7 @@ torso3 & fgmres / sor & 37.70 & 565 & 34.97 & 510 \\ -In order to perform larger experiments, we have tested some example applications +In order to perform larger experiments, we have tested some example applications of PETSc. Those applications are available in the ksp part which is suited for scalable linear equations solvers: \begin{itemize} @@ -882,11 +885,23 @@ scalable linear equations solvers: finite elements. For this example, the user can define the scaling of material coefficient in embedded circle called $\alpha$. \end{itemize} -For more technical details on these applications, interested readers are invited -to read the codes available in the PETSc sources. Those problems have been -chosen because they are scalable with many cores which is not the case of other problems that we have tested. +For more technical details on these applications, interested readers are invited +to read the codes available in the PETSc sources. Those problems have been +chosen because they are scalable with many cores which is not the case of other +problems that we have tested. + +In the following larger experiments are described on two large scale +architectures: Curie and Juqeen. Both these architectures are supercomputer +composed of 80,640 cores for Curie and 458,752 cores for Juqueen. Those machines +are respectively hosted by GENCI in France and Jülich Supercomputing Centre in +Germany. They belongs with other similar architectures of the PRACE initiative ( +Partnership for Advanced Computing in Europe) which aims at proposing high +performance supercomputing architecture to enhance research in Europe. The Curie +architecture is composed of Intel E5-2680 processors at 2.7 GHz with 2Gb memory +by core. The Juqueen architecture is composed of IBM PowerPC A2 at 1.6 GHz with +1Gb memory per core. Both those architecture are equiped with a dedicated high +speed network. -In the following larger experiments are described on two large scale architectures: Curie and Juqeen... {\bf description...}\\ {\bf Description of preconditioners}\\