X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/103f48c15495d519e9a9f39a9ba06430c7ad1016..1082caa290770800e8a7f6815ed153931cd93460:/paper.tex diff --git a/paper.tex b/paper.tex index 312270c..185bbf3 100644 --- a/paper.tex +++ b/paper.tex @@ -553,44 +553,25 @@ Iterative Krylov methods; sparse linear systems; error minimization; PETSC; %à %%%********************************************************* %%%********************************************************* \section{A Krylov two-stage algorithm} +We propose a two-stage algorithm to solve large sparse linear systems of the form $Ax=b$ based on iterative Krylov sub-space methods. -\begin{algorithm}[!t] +\begin{algorithm}[!h] \caption{A Krylov two-stage algorithm} \begin{algorithmic}[1] -\Input $A_\ell$ (sparse sub-matrix), $B_\ell$ (right-hand side sub-vector) -\Output $X_\ell$ (solution sub-vector)\vspace{0.2cm} -\State Load $A_\ell$, $B_\ell$ -\State Set the initial guess $x^0$ -\State Set the minimizer $\tilde{x}^0=x^0$ -\For {$k=1,2,3,\ldots$ until the global convergence} -\State Restart with $x^0=\tilde{x}^{k-1}$: -\For {$j=1,2,\ldots,s$} -\State \label{line7}Inner iteration solver: \Call{InnerSolver}{$x^0$, $j$} -\State Construct basis $S$: add column vector $X_\ell^j$ to the matrix $S_\ell^k$ -\State Exchange local values of $X_\ell^j$ with the neighboring clusters -\State Compute dense matrix $R$: $R_\ell^{k,j}=\sum^L_{i=1}A_{\ell i}X_i^j$ -\EndFor -\State \label{line12}Minimization $\|b-R\alpha\|_2$: \Call{UpdateMinimizer}{$S_\ell$, $R$, $b$, $k$} -\State Local solution of linear system $Ax=b$: $X_\ell^k=\tilde{X}_\ell^k$ -\State Exchange the local minimizer $\tilde{X}_\ell^k$ with the neighboring clusters -\EndFor - -\Statex - -\Function {InnerSolver}{$x^0$, $j$} -\State Compute local right-hand side $Y_\ell = B_\ell - \sum^L_{\substack{m=1\\m\neq \ell}}A_{\ell m}X_m^0$ -\State Solving local splitting $A_{\ell \ell}X_\ell^j=Y_\ell$ using parallel GMRES method, such that $X_\ell^0$ is the initial guess -\State \Return $X_\ell^j$ -\EndFunction - -\Statex - -\Function {UpdateMinimizer}{$S_\ell$, $R$, $b$, $k$} -\State Solving normal equations $(R^k)^TR^k\alpha^k=(R^k)^Tb$ in parallel by $L$ clusters using parallel CGNR method -\State Compute local minimizer $\tilde{X}_\ell^k=S_\ell^k\alpha^k$ -\State \Return $\tilde{X}_\ell^k$ -\EndFunction + \Input $A$ (sparse matrix), $b$ (right-hand side) + \Output $x$ (solution vector)\vspace{0.2cm} + \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 $S$ + \If {$k$ mod $s=0$ {\bf and} not convergence} + \State Compute dense matrix $R=AS$ + \State Solve least-squares problem $\|b-R\alpha\|_2$ + \State Compute minimizer $x^k=S\alpha$ + \State Reinitialize Krylov basis $S$ + \EndIf + \EndFor \end{algorithmic} \label{algo:01} \end{algorithm}