X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/bda6e7ef79c89806bf219192f386105c428e1134..99819ede8e00abfefaff7e709c42952c94e96f4c:/paper.tex diff --git a/paper.tex b/paper.tex index acb46bb..deff6f3 100644 --- a/paper.tex +++ b/paper.tex @@ -431,15 +431,15 @@ convergence of Krylov iterative methods, typically those of GMRES variants. The principle of our approach is to build an external iteration over the Krylov method and to save the current residual frequently (for example, for each restart of GMRES). Then after a given number of outer iterations, a minimization -step is applied on the matrix composed of the save residuals in order to compute -a better solution and make a new iteration if necessary. We prove that our -method has the same convergence property than the inner method used. Some +step is applied on the matrix composed of the saved residuals in order to +compute a better solution and make a new iteration if necessary. We prove that +our method has the same convergence property than the inner method used. Some experiments using up to 16,394 cores show that compared to GMRES our algorithm can be around 7 times faster. \end{abstract} \begin{IEEEkeywords} -Iterative Krylov methods; sparse linear systems; error minimization; PETSc; %à voir... +Iterative Krylov methods; sparse linear systems; residual minimization; PETSc; %à voir... \end{IEEEkeywords} @@ -583,10 +583,10 @@ performances. The present paper is organized as follows. In Section~\ref{sec:02} some related works are presented. Section~\ref{sec:03} presents our two-stage algorithm using a least-square residual minimization. Section~\ref{sec:04} describes some -convergence results on this method. Section~\ref{sec:05} shows some -experimental results obtained on large clusters of our algorithm using routines -of PETSc toolkit. Finally Section~\ref{sec:06} concludes and gives some -perspectives. +convergence results on this method. In Section~\ref{sec:05}, parallization +details of TSARM are given. Section~\ref{sec:06} shows some experimental +results obtained on large clusters of our algorithm using routines of PETSc +toolkit. Finally Section~\ref{sec:06} concludes and gives some perspectives. %%%********************************************************* %%%********************************************************* @@ -604,7 +604,7 @@ perspectives. %%%********************************************************* %%%********************************************************* -\section{A Krylov two-stage algorithm} +\section{Two-stage algorithm with least-square residuals minimization} \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 @@ -644,12 +644,12 @@ appropriate than a direct method in a parallel context. \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 (error$<\epsilon$)} \label{algo:conv} - \State $x^k=Solve(A,b,x^{k-1},m)$ \label{algo:solve} + \For {$k=1,2,3,\ldots$ until convergence (error$<\epsilon_{kryl}$)} \label{algo:conv} + \State $x^k=Solve(A,b,x^{k-1},max\_iter_{kryl})$ \label{algo:solve} \State retrieve error \State $S_{k~mod~s}=x^k$ \label{algo:store} - \If {$k$ mod $s=0$ {\bf and} error$>\epsilon$} - \State $R=AS$ \Comment{compute dense matrix} + \If {$k$ mod $s=0$ {\bf and} error$>\epsilon_{kryl}$} + \State $R=AS$ \Comment{compute dense matrix} \label{algo:matrix_mul} \State Solve least-squares problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$ \label{algo:} \State $x^k=S\alpha$ \Comment{compute new solution} \EndIf @@ -660,19 +660,24 @@ appropriate than a direct method in a parallel context. 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 $m$ iterations. In practice, we suggest to choose $m$ +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 practise, this threshold must be -much smaller than the convergence threshold of the TSARM algorithm -(i.e. $\epsilon$). 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 minimization, the matrix $S$ is reused with the new values of the residuals. % à continuer Line - -To summarize, the important parameters of are: +threshold must be specified for the solver. In practice, this threshold must be +much smaller than the convergence threshold of the TSARM algorithm (i.e. +$\epsilon$). 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 +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 +method. + +To summarize, the important parameters of TSARM are: \begin{itemize} -\item $\epsilon$ the threshold to stop the method -\item $m$ the number of iterations for the krylov method +\item $\epsilon_{kryl}$ the threshold to stop the method of the krylov method +\item $max\_iter_{kryl}$ the maximum number of iterations for the krylov method \item $s$ the number of outer iterations before applying the minimization step +\item $max\_iter_{ls}$ the maximum number of iterations for the iterative least-square method +\item $\epsilon_{ls}$ the threshold to stop the least-square method \end{itemize} %%%********************************************************* @@ -681,11 +686,58 @@ To summarize, the important parameters of are: \section{Convergence results} \label{sec:04} + + %%%********************************************************* %%%********************************************************* -\section{Experiments using petsc} +\section{Parallelization} \label{sec:05} +The parallelisation of TSARM relies on the parallelization of all its +parts. More precisely, except the least-square 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 +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. + +\begin{algorithm}[t] +\caption{CGLS} +\begin{algorithmic}[1] + \Input $A$ (matrix), $b$ (right-hand side) + \Output $x$ (solution vector)\vspace{0.2cm} + \State $r=b-Ax$ + \State $p=A'r$ + \State $s=p$ + \State $g=||s||^2_2$ + \For {$k=1,2,3,\ldots$ until convergence (g$<\epsilon_{ls}$)} \label{algo2:conv} + \State $q=Ap$ + \State $\alpha=g/||q||^2_2$ + \State $x=x+alpha*p$ + \State $r=r-alpha*q$ + \State $s=A'*r$ + \State $g_{old}=g$ + \State $g=||s||^2_2$ + \State $\beta=g/g_{old}$ + \EndFor +\end{algorithmic} +\label{algo:02} +\end{algorithm} + + +In each iteration of CGLS, there is two matrix-vector multiplications and some +classical operations: dots, norm, multiplication and addition on vectors. All +these operations are easy to implement in PETSc or similar environment. + +%%%********************************************************* +%%%********************************************************* +\section{Experiments using petsc} +\label{sec:06} + 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 @@ -741,7 +793,7 @@ minimization. \begin{tabular}{|c|c|r|r|r|r|} \hline - \multirow{2}{*}{Matrix name} & Solver / & \multicolumn{2}{c|}{gmres variant} & \multicolumn{2}{c|}{2 stage CGLS} \\ + \multirow{2}{*}{Matrix name} & Solver / & \multicolumn{2}{c|}{GMRES} & \multicolumn{2}{c|}{TSARM CGLS} \\ \cline{3-6} & precond & Time & \# Iter. & Time & \# Iter. \\\hline \hline @@ -762,14 +814,16 @@ torso3 & fgmres / sor & 37.70 & 565 & 34.97 & 510 \\ -Larger experiments .... +Larger experiments ....\\ + +Describe the problems ex15 and ex54 \begin{table*} \begin{center} \begin{tabular}{|r|r|r|r|r|r|r|r|r|} \hline - nb. cores & precond & \multicolumn{2}{c|}{gmres variant} & \multicolumn{2}{c|}{2 stage CGLS} & \multicolumn{2}{c|}{2 stage LSQR} & best gain \\ + nb. cores & precond & \multicolumn{2}{c|}{GMRES} & \multicolumn{2}{c|}{TSARM CGLS} & \multicolumn{2}{c|}{TSARM LSQR} & best gain \\ \cline{3-8} & & Time & \# Iter. & Time & \# Iter. & Time & \# Iter. & \\\hline \hline 2,048 & mg & 403.49 & 18,210 & 73.89 & 3,060 & 77.84 & 3,270 & 5.46 \\ @@ -794,7 +848,7 @@ Larger experiments .... \begin{tabular}{|r|r|r|r|r|r|r|r|r|} \hline - nb. cores & threshold & \multicolumn{2}{c|}{gmres variant} & \multicolumn{2}{c|}{2 stage CGLS} & \multicolumn{2}{c|}{2 stage LSQR} & best gain \\ + nb. cores & threshold & \multicolumn{2}{c|}{GMRES} & \multicolumn{2}{c|}{TSARM CGLS} & \multicolumn{2}{c|}{TSARM 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 \\ @@ -802,7 +856,7 @@ Larger experiments .... 4,096 & 7e-5 & 160.59 & 22,530 & 35.15 & 5,130 & 29.21 & 4,350 & 5.49 \\ 4,096 & 6e-5 & 249.27 & 35,520 & 52.13 & 7,950 & 39.24 & 5,790 & 6.35 \\ 8,192 & 6e-5 & 149.54 & 17,280 & 28.68 & 3,810 & 29.05 & 3,990 & 5.21 \\ - 8,192 & 5e-5 & 792.11 & 109,590 & 76.83 & 10,470 & 65.20 & 9,030 & 12.14 \\ + 8,192 & 5e-5 & 785.04 & 109,590 & 76.07 & 10,470 & 69.42 & 9,030 & 11.30 \\ 16,384 & 4e-5 & 718.61 & 86,400 & 98.98 & 10,830 & 131.86 & 14,790 & 7.26 \\ \hline @@ -811,6 +865,33 @@ Larger experiments .... \label{tab:04} \end{center} \end{table*} + + + + + +\begin{table*} +\begin{center} +\begin{tabular}{|r|r|r|r|r|r|r|r|r|r|r|} +\hline + + nb. cores & \multicolumn{2}{c|}{GMRES} & \multicolumn{2}{c|}{TSARM CGLS} & \multicolumn{2}{c|}{TSARM LSQR} & best gain & \multicolumn{3}{c|}{efficiency} \\ +\cline{2-7} \cline{9-11} + & Time & \# Iter. & Time & \# Iter. & Time & \# Iter. & & GMRES & TS CGLS & TS LSQR\\\hline \hline + 512 & 3,969.69 & 33,120 & 709.57 & 5,790 & 622.76 & 5,070 & 6.37 & 1 & 1 & 1 \\ + 1024 & 1,530.06 & 25,860 & 290.95 & 4,830 & 307.71 & 5,070 & 5.25 & 1.30 & 1.21 & 1.01 \\ + 2048 & 919.62 & 31,470 & 237.52 & 8,040 & 194.22 & 6,510 & 4.73 & 1.08 & .75 & .80\\ + 4096 & 405.60 & 28,380 & 111.67 & 7,590 & 91.72 & 6,510 & 4.42 & 1.22 & .79 & .84 \\ + 8192 & 785.04 & 109,590 & 76.07 & 10,470 & 69.42 & 9,030 & 11.30 & .32 & .58 & .56 \\ + +\hline + +\end{tabular} +\caption{Comparison of FGMRES and 2 stage FGMRES algorithms 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, threshol 5e-5), time is expressed in seconds.} +\label{tab:05} +\end{center} +\end{table*} + %%%********************************************************* %%%********************************************************* @@ -819,7 +900,7 @@ Larger experiments .... %%%********************************************************* %%%********************************************************* \section{Conclusion} -\label{sec:06} +\label{sec:07} %The conclusion goes here. this is more of the conclusion %%%********************************************************* %%%********************************************************* @@ -827,6 +908,7 @@ Larger experiments .... future plan : \\ - study other kinds of matrices, problems, inner solvers\\ +- test the influence of all the parameters\\ - adaptative number of outer iterations to minimize\\ - other methods to minimize the residuals?\\ - implement our solver inside PETSc