X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/eab5f4a9438f75792a4317e54757ff950cd04faf..96dcb243cd0224275446d6d85fab46ed72241a22:/paper.tex diff --git a/paper.tex b/paper.tex index d0fac64..9035059 100644 --- a/paper.tex +++ b/paper.tex @@ -790,7 +790,12 @@ Suppose now that the claim holds for all $m=1, 2, \hdots, k-1$, that is, $\foral We will show that the statement holds too for $r_k$. Two situations can occur: \begin{itemize} \item If $k \not\equiv 0 ~(\textrm{mod}\ m)$, then the TSIRM algorithm consists in executing GMRES once. In that case and by using the inductive hypothesis, we obtain either $||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_{k-1}||\leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||$ if $A$ is positive, or $\|r_k\| \leqslant \left( 1-\frac{\lambda_{\mathrm{min}}^2(1/2(A^T + A))}{ \lambda_{\mathrm{max}}(A^T A)} \right)^{m/2} \|r_{k-1}\|$ $\leqslant$ $\left( 1-\frac{\lambda_{\mathrm{min}}^2(1/2(A^T + A))}{ \lambda_{\mathrm{max}}(A^T A)} \right)^{km/2} \|r_{0}\|$ in the positive definite case. -\item Else, the TSIRM algorithm consists in two stages: a first GMRES($m$) execution leads to a temporary $x_k$ whose residue satisfies $||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_{k-1}||\leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||$, and a least squares resolution. +\item Else, the TSIRM algorithm consists in two stages: a first GMRES($m$) execution leads to a temporary $x_k$ whose residue satisfies: +\begin{itemize} +\item $||r_k|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_{k-1}||\leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||$ in the positive case, +\item $\|r_k\| \leqslant \left( 1-\frac{\lambda_{\mathrm{min}}^2(1/2(A^T + A))}{ \lambda_{\mathrm{max}}(A^T A)} \right)^{m/2} \|r_{k-1}\|$ $\leqslant$ $\left( 1-\frac{\lambda_{\mathrm{min}}^2(1/2(A^T + A))}{ \lambda_{\mathrm{max}}(A^T A)} \right)^{km/2} \|r_{0}\|$ in the positive definite one, +\end{itemize} +and a least squares resolution. Let $\operatorname{span}(S) = \left \{ {\sum_{i=1}^k \lambda_i v_i \Big| k \in \mathbb{N}, v_i \in S, \lambda _i \in \mathbb{R}} \right \}$ be the linear span of a set of real vectors $S$. So,\\ $\min_{\alpha \in \mathbb{R}^s} ||b-R\alpha ||_2 = \min_{\alpha \in \mathbb{R}^s} ||b-AS\alpha ||_2$ @@ -801,14 +806,16 @@ $\begin{array}{ll} & \leqslant \min_{\lambda \in \mathbb{R}} ||b-\lambda Ax_{k} ||_2\\ & \leqslant ||b-Ax_{k}||_2\\ & = ||r_k||_2\\ -& \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||, +& \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{km}{2}} ||r_0||, \textrm{ if $A$ is positive,}\\ +& \leqslant \left( 1-\frac{\lambda_{\mathrm{min}}^2(1/2(A^T + A))}{ \lambda_{\mathrm{max}}(A^T A)} \right)^{km/2} \|r_{0}\|, \textrm{ if $A$ is}\\ +& \textrm{positive definite,} \end{array}$ \end{itemize} which concludes the induction and the proof. \end{proof} -We can remark that, at each iterate, the residue of the TSIRM algorithm is lower -than the one of the GMRES method. +%We can remark that, at each iterate, the residue of the TSIRM algorithm is lower +%than the one of the GMRES method. %%%********************************************************* %%%********************************************************* @@ -816,13 +823,13 @@ than the one of the GMRES method. \label{sec:05} -In order to see the influence of our algorithm with only one processor, we first -show a comparison with GMRES or FGMRES and our algorithm. In Table~\ref{tab:01}, -we show the matrices we have used and some of them characteristics. Those -matrices are chosen from the Davis collection of the University of -Florida~\cite{Dav97}. They are matrices arising in real-world applications. For -all the matrices, the name, the field, the number of rows and the number of -nonzero elements are given. +In order to see the behavior of the proposal when considering only one processor, a first +comparison with GMRES or FGMRES and the new algorithm detailed previously has been experimented. +Matrices that have been used with their characteristics (names, fields, rows, and nonzero coefficients) are detailed in +Table~\ref{tab:01}. These latter, which are real-world applications matrices, +have been extracted + from the Davis collection, University of +Florida~\cite{Dav97}. \begin{table}[htbp] \begin{center} @@ -842,8 +849,9 @@ torso3 & 2D/3D problem & 259,156 & 4,429,042 \\ \label{tab:01} \end{center} \end{table} - -The following parameters have been chosen for our experiments. As by default +Chosen parameters are detailed below. +%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 (\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: @@ -923,8 +931,16 @@ by core. The Juqueen architecture is composed of IBM PowerPC A2 at 1.6 GHz with speed network. +In many situations, using preconditioners is essential in order to find the +solution of a linear system. There are many preconditioners available in PETSc. +For parallel applications all the preconditioners based on matrix factorization +are not available. In our experiments, we have tested different kinds of +preconditioners, however as it is not the subject of this paper, we will not +present results with many preconditioners. In practise, we have chosen to use a +multigrid (mg) and successive over-relaxation (sor). For more details on the +preconditioner in PETSc please consult~\cite{petsc-web-page}. + -{\bf Description of preconditioners}\\ \begin{table*}[htbp] \begin{center}