X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/42bad55fb961978dd2a38a0236bc43cc8b5ab7cf..61de3472de119515c917449ea4aea0a3240c8cb0:/paper.tex diff --git a/paper.tex b/paper.tex index 15a45f0..4cd16c3 100644 --- a/paper.tex +++ b/paper.tex @@ -370,10 +370,7 @@ % paper title % can use linebreaks \\ within to get better formatting as desired \title{TSIRM: A Two-Stage Iteration with least-square Residual Minimization algorithm to solve large sparse linear systems} -%où -%\title{A two-stage algorithm with error minimization to solve large sparse linear systems} -%où -%\title{???} + @@ -428,16 +425,16 @@ Email: lilia.ziane@inria.fr} \begin{abstract} -In this article, a two-stage iterative method is proposed to improve the -convergence of Krylov based iterative ones, typically those of GMRES variants. The +In this article, a two-stage iterative algorithm is proposed to improve the +convergence of Krylov based iterative methods, typically those of GMRES variants. The principle of the proposed approach is to build an external iteration over the Krylov method, and to frequently store its current residual (at each GMRES restart for instance). After a given number of outer iterations, a minimization step is applied on the matrix composed by the saved residuals, in order to -compute a better solution while making new iterations if required. It is proven that +compute a better solution and to make new iterations if required. It is proven that the proposal has the same convergence properties than the inner embedded method itself. Experiments using up to 16,394 cores also show that the proposed algorithm -run around 7 times faster than GMRES. +runs around 5 or 7 times faster than GMRES. \end{abstract} \begin{IEEEkeywords} @@ -607,7 +604,7 @@ is summarized while intended perspectives are provided. %%%********************************************************* %%%********************************************************* -\section{Two-stage algorithm with least-square residuals minimization} +\section{Two-stage iteration with least-square residuals minimization algorithm} \label{sec:03} A two-stage algorithm is proposed to solve large sparse linear systems of the form $Ax=b$, where $A\in\mathbb{R}^{n\times n}$ is a sparse and square @@ -629,8 +626,8 @@ inner solver. The current approximation of the Krylov method is then stored insi $S$ composed by the successive solutions that are computed during inner iterations. At each $s$ iterations, the minimization step is applied in order to -compute a new solution $x$. For that, the previous residuals are computed with -$(b-AS)$. The minimization of the residuals is obtained by +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} @@ -639,7 +636,7 @@ with $R=AS$. Then the new solution $x$ is computed with $x=S\alpha$. In practice, $R$ is a dense rectangular matrix belonging in $\mathbb{R}^{n\times s}$, -with $s\ll n$. In order to minimize~(\eqref{eq:01}), a least-square method such as +with $s\ll n$. In order to minimize~\eqref{eq:01}, a least-square method such as CGLS ~\cite{Hestenes52} or LSQR~\cite{Paige82} is used. Remark that these methods are more appropriate than a single direct method in a parallel context. @@ -657,7 +654,7 @@ appropriate than a single direct method in a parallel context. \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} - \State Solve least-square problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$ \label{algo:} + \State $\alpha=Solve\_Least\_Squares(R,b,max\_iter_{ls})$ \label{algo:} \State $x^k=S\alpha$ \Comment{compute new solution} \EndIf \EndFor @@ -675,7 +672,7 @@ $\epsilon_{tsirm}$). Line~\ref{algo:store}, $S_{k~ mod~ s}=x^k$ consists in cop solution $x_k$ into the column $k~ mod~ s$ of the matrix $S$. 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 iteration and the threshold to stop the +required for that: the maximum number of iterations and the threshold to stop the method. Let us summarize the most important parameters of TSIRM: @@ -698,7 +695,7 @@ colums in practice. As explained previously, at least two methods seem to be interesting to solve the least-square minimization, CGLS and LSQR. In the following we remind the CGLS algorithm. The LSQR method follows more or -less the same principle but it take more place, so we briefly explain the parallelization of CGLS which is similar to LSQR. +less the same principle but it takes more place, so we briefly explain the parallelization of CGLS which is similar to LSQR. \begin{algorithm}[t] \caption{CGLS} @@ -725,7 +722,7 @@ less the same principle but it take more place, so we briefly explain the parall In each iteration of CGLS, there is two matrix-vector multiplications and some -classical operations: dots, norm, multiplication and addition on vectors. All +classical operations: dot product, norm, multiplication and addition on vectors. All these operations are easy to implement in PETSc or similar environment. @@ -757,18 +754,18 @@ In order to see the influence of our algorithm with only one processor, we first show a comparison with the standard version of GMRES and our algorithm. In Table~\ref{tab:01}, we show the matrices we have used and some of them characteristics. For all the matrices, the name, the field, the number of rows -and the number of nonzero elements is given. +and the number of nonzero elements are given. -\begin{table*}[htbp] +\begin{table}[htbp] \begin{center} \begin{tabular}{|c|c|r|r|r|} \hline Matrix name & Field &\# Rows & \# Nonzeros \\\hline \hline crashbasis & Optimization & 160,000 & 1,750,416 \\ -parabolic\_fem & Computational fluid dynamics & 525,825 & 2,100,225 \\ +parabolic\_fem & Comput. fluid dynamics & 525,825 & 2,100,225 \\ epb3 & Thermal problem & 84,617 & 463,625 \\ -atmosmodj & Computational fluid dynamics & 1,270,432 & 8,814,880 \\ -bfwa398 & Electromagnetics problem & 398 & 3,678 \\ +atmosmodj & Comput. fluid dynamics & 1,270,432 & 8,814,880 \\ +bfwa398 & Electromagnetics pb & 398 & 3,678 \\ torso3 & 2D/3D problem & 259,156 & 4,429,042 \\ \hline @@ -776,11 +773,11 @@ torso3 & 2D/3D problem & 259,156 & 4,429,042 \\ \caption{Main characteristics of the sparse matrices chosen from the Davis collection} \label{tab:01} \end{center} -\end{table*} +\end{table} The following parameters have been chosen for our experiments. As by default the restart of GMRES is performed every 30 iterations, we have chosen to stop -the GMRES every 30 iterations, $max\_iter_{kryl}=30$). $s$ is set to 8. CGLS is +the GMRES every 30 iterations (\emph{i.e.} $max\_iter_{kryl}=30$). $s$ is set to 8. CGLS is chosen to minimize the least-squares problem with the following parameters: $\epsilon_{ls}=1e-40$ and $max\_iter_{ls}=20$. The external precision is set to $\epsilon_{tsirm}=1e-10$. Those experiments have been performed on a Intel(R) @@ -792,7 +789,7 @@ 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 gmres or fgmres is used to solve the linear system. According to the matrices, different preconditioner is used. With TSIRM, the same solver and the same -preconditionner is used. This Table shows that TSIRM can drastically reduce the +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 @@ -826,12 +823,12 @@ torso3 & fgmres / sor & 37.70 & 565 & 34.97 & 510 \\ -In order to perform larger experiments, we have tested some example application +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} \item ex15 is an example which solves in parallel an operator using a finite - difference scheme. The diagonal is equals to 4 and 4 extra-diagonals + difference scheme. The diagonal is equal to 4 and 4 extra-diagonals representing the neighbors in each directions is equal to -1. This example is used in many physical phenomena, for example, heat and fluid flow, wave propagation... @@ -882,23 +879,20 @@ 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 small. + + In this Table, we can notice that TSIRM is always faster than FGMRES. The last column shows the ratio between FGMRES and the best version of TSIRM according to the minimization procedure: CGLS or LSQR. Even if we have computed the worst case between CGLS and LSQR, it is clear that TSIRM is alsways faster than FGMRES. For this example, the multigrid preconditionner is faster than SOR. The gain between TSIRM and FGMRES is more or less similar for the two -preconditioners. - -In Figure~\ref{fig:01}, the number of iterations per second corresponding to -Table~\ref{tab:01} is displayed. It should be noticed that for TSIRM, only the -iterations of the Krylov solver are taken into account. Iterations of CGLS or -LSQR are not recorded but they are time-consuming. It can be noticed that the -number of iterations per second of FMGRES is constant whereas it decrease with -TSIRM with both preconditioner. This can be explained by the fact that when the -number of core increases the time for the minimization step also increases but -it is also more efficient to reduce the number of iterations. - +preconditioners. Looking at the number of iterations to reach the convergence, +it is obvious that TSIRM allows the reduction of the number of iterations. It +should be noticed that for TSIRM, in those experiments, only the iterations of +the Krylov solver are taken into account. Iterations of CGLS or LSQR were not +recorded but they are time-consuming. In general each $max\_iter_{kryl}*s$ which +corresponds to 30*12, there are $max\_iter_{ls}$ which corresponds to 15. \begin{figure}[htbp] \centering @@ -908,6 +902,17 @@ it is also more efficient to reduce the number of iterations. \end{figure} +In Figure~\ref{fig:01}, the number of iterations per second corresponding to +Table~\ref{tab:01} is displayed. It can be noticed that the number of +iterations per second of FMGRES is constant whereas it decrease with TSIRM with +both preconditioner. This can be explained by the fact that when the number of +core increases the time for the minimization step also increases but, generally, +when the number of cores increases, the number of iterations to reach the +threshold also increases, and, in that case, TSIRM is more efficient to reduce +the number of iterations. So, the overall benefit of using TSIRM is interesting. + + + @@ -935,7 +940,7 @@ it is also more efficient to reduce the number of iterations. \end{table*} - +In Table~\ref{tab:04}, some experiments with example ex54 on the Curie architecture are reported. \begin{table*}[htbp]