X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/GMRES2stage.git/blobdiff_plain/fd0a7d17543c653d442bccd0c7ee035764e83650..8aeef74d04b37c2601749676e053a538ba3785cd:/paper.tex diff --git a/paper.tex b/paper.tex index e23ccc2..f1becbd 100644 --- a/paper.tex +++ b/paper.tex @@ -241,7 +241,7 @@ % quality. -%\usepackage{eqparbox} +\usepackage{eqparbox} % Also of notable interest is Scott Pakin's eqparbox package for creating % (automatically sized) equal width boxes - aka "natural width parboxes". % Available at: @@ -348,12 +348,14 @@ \hyphenation{op-tical net-works semi-conduc-tor} - +\usepackage[utf8]{inputenc} +\usepackage[T1]{fontenc} \usepackage{algorithm} \usepackage{algpseudocode} \usepackage{amsmath} \usepackage{amssymb} \usepackage{multirow} +\usepackage{graphicx} \algnewcommand\algorithmicinput{\textbf{Input:}} \algnewcommand\Input{\item[\algorithmicinput]} @@ -361,17 +363,14 @@ \algnewcommand\algorithmicoutput{\textbf{Output:}} \algnewcommand\Output{\item[\algorithmicoutput]} - +\newtheorem{proposition}{Proposition} \begin{document} % % paper title % can use linebreaks \\ within to get better formatting as desired -\title{TSARM: A Two-Stage Algorithm with least-square Residual Minimization to solve large sparse linear systems} -%où -%\title{A two-stage algorithm with error minimization to solve large sparse linear systems} -%où -%\title{???} +\title{TSIRM: A Two-Stage Iteration with least-squares Residual Minimization algorithm to solve large sparse linear systems} + @@ -381,7 +380,7 @@ % use a multiple column layout for up to two different % affiliations -\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja \IEEEauthorrefmark{2} and Christophe Guyeux\IEEEauthorrefmark{1}} +\author{\IEEEauthorblockN{Rapha\"el Couturier\IEEEauthorrefmark{1}, Lilia Ziane Khodja \IEEEauthorrefmark{2}, and Christophe Guyeux\IEEEauthorrefmark{1}} \IEEEauthorblockA{\IEEEauthorrefmark{1} Femto-ST Institute, University of Franche Comte, France\\ Email: \{raphael.couturier,christophe.guyeux\}@univ-fcomte.fr} \IEEEauthorblockA{\IEEEauthorrefmark{2} INRIA Bordeaux Sud-Ouest, France\\ @@ -426,20 +425,21 @@ Email: lilia.ziane@inria.fr} \begin{abstract} -In this paper we propose a two stage iterative method which increases the -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 -experiments using up to 16,394 cores show that compared to GMRES our algorithm -can be around 7 times faster. +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 least-squares minimization step is applied on the matrix composed by the saved +residuals, in order to 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 runs around 5 or 7 times faster than +GMRES. \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} @@ -547,46 +547,47 @@ Iterative Krylov methods; sparse linear systems; error minimization; PETSc; %à % You must have at least 2 lines in the paragraph with the drop letter % (should never be an issue) -Iterative methods became more attractive than direct ones to solve very large -sparse linear systems. Iterative methods are more effecient in a parallel -context, with thousands of cores, and require less memory and arithmetic -operations than direct methods. A number of iterative methods are proposed and -adapted by many researchers and the increased need for solving very large sparse -linear systems triggered the development of efficient iterative techniques -suitable for the parallel processing. - -Most of the successful iterative methods currently available are based on Krylov -subspaces which consist in forming a basis of a sequence of successive matrix -powers times an initial vector for example the residual. These methods are based -on orthogonality of vectors of the Krylov subspace basis to solve linear -systems. The most well-known iterative Krylov subspace methods are Conjugate -Gradient method and GMRES method (generalized minimal residual). +Iterative methods have recently become more attractive than direct ones to solve very large +sparse linear systems. They are more efficient in a parallel +context, supporting thousands of cores, and they require less memory and arithmetic +operations than direct methods. This is why new iterative methods are frequently +proposed or adapted by researchers, and the increasing need to solve very large sparse +linear systems has triggered the development of such efficient iterative techniques +suitable for parallel processing. + +Most of the successful iterative methods currently available are based on so-called ``Krylov +subspaces''. They consist in forming a basis of successive matrix +powers multiplied by an initial vector, which can be for instance the residual. These methods use vectors orthogonality of the Krylov subspace basis in order to solve linear +systems. The most known iterative Krylov subspace methods are conjugate +gradient and GMRES ones (Generalized Minimal RESidual). + However, iterative methods suffer from scalability problems on parallel -computing platforms with many processors due to their need for reduction -operations and collective communications to perform matrix-vector +computing platforms with many processors, due to their need of reduction +operations, and to collective communications to achive matrix-vector multiplications. The communications on large clusters with thousands of cores -and large sizes of messages can significantly affect the performances of -iterative methods. In practice, Krylov subspace iteration methods are often used -with preconditioners in order to increase their convergence and accelerate their +and large sizes of messages can significantly affect the performances of these +iterative methods. As a consequence, Krylov subspace iteration methods are often used +with preconditioners in practice, to increase their convergence and accelerate their performances. However, most of the good preconditioners are not scalable on large clusters. -In this paper we propose a two-stage algorithm based on two nested iterations -called inner-outer iterations. This algorithm consists in solving the sparse -linear system iteratively with a small number of inner iterations and restarts +In this research work, a two-stage algorithm based on two nested iterations +called inner-outer iterations is proposed. This algorithm consists in solving the sparse +linear system iteratively with a small number of inner iterations, and restarting the outer step with a new solution minimizing some error functions over some previous residuals. This algorithm is iterative and easy to parallelize on large -clusters and the minimization technique improves its convergence and +clusters. Furthermore, the minimization technique improves its convergence and 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. +The present article is organized as follows. Related works are presented in +Section~\ref{sec:02}. Section~\ref{sec:03} details the two-stage algorithm using +a least-squares residual minimization, while Section~\ref{sec:04} provides +convergence results regarding this method. Section~\ref{sec:05} shows some +experimental results obtained on large clusters using routines of PETSc +toolkit. This research work ends by a conclusion section, in which the proposal +is summarized while intended perspectives are provided. + %%%********************************************************* %%%********************************************************* @@ -604,96 +605,185 @@ perspectives. %%%********************************************************* %%%********************************************************* -\section{A Krylov two-stage algorithm} +\section{Two-stage iteration with least-squares 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 -nonsingular matrix, $x\in\mathbb{R}^n$ is the solution vector and -$b\in\mathbb{R}^n$ is the right-hand side. The algorithm is implemented as an -inner-outer iteration solver based on iterative Krylov methods. The main key -points of our solver are given in Algorithm~\ref{algo:01}. - -In order to accelerate the convergence, the outer iteration is implemented as an -iterative Krylov method which minimizes some error functions over a Krylov -subspace~\cite{saad96}. At each iteration, the sparse linear system $Ax=b$ is -solved iteratively with an iterative method, for example GMRES -method~\cite{saad86} or some of its variants, and the Krylov subspace that we -used is spanned by a basis $S$ composed of successive solutions issued from the -inner iteration -\begin{equation} - S = \{x^1, x^2, \ldots, x^s\} \text{,~} s\leq n. -\end{equation} -The advantage of such a Krylov subspace is that we neither need an orthogonal -basis nor any synchronization between processors to generate this basis. The -algorithm is periodically restarted every $s$ iterations with a new initial -guess $x=S\alpha$ which minimizes the residual norm $\|b-Ax\|_2$ over the Krylov -subspace spanned by vectors of $S$, where $\alpha$ is a solution of the normal -equations -\begin{equation} - R^TR\alpha = R^Tb, -\end{equation} -which is associated with the least-squares problem +nonsingular matrix, $x\in\mathbb{R}^n$ is the solution vector, and +$b\in\mathbb{R}^n$ is the right-hand side. As explained previously, +the algorithm is implemented as an +inner-outer iteration solver based on iterative Krylov methods. The main +key-points of the proposed solver are given in Algorithm~\ref{algo:01}. +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 +best known approximation previously obtained. +GMRES method~\cite{Saad86}, or any of its variants, can be used for instance as an +inner solver. The current approximation of the Krylov method is then stored inside a matrix +$S$ 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 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} -such that $R=AS$ is a dense rectangular matrix in $\mathbb{R}^{n\times s}$, -$s\ll n$, and $R^T$ denotes the transpose of matrix $R$. We use an iterative -method to solve the least-squares problem~(\ref{eq:01}) such as CGLS -~\cite{hestenes52} or LSQR~\cite{paige82} which are more appropriate than a -direct method in the parallel context. +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-squares 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. + + \begin{algorithm}[t] -\caption{A Krylov two-stage algorithm} +\caption{TSIRM} \begin{algorithmic}[1] \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} \label{algo:conv} - \State Solve iteratively $Ax^k=b$ \label{algo:solve} - \State $S_{k~mod~s}=x^k$ - \If {$k$ mod $s=0$ {\bf and} not convergence} - \State Compute dense matrix $R=AS$ - \State Solve least-squares problem $\underset{\alpha\in\mathbb{R}^{s}}{min}\|b-R\alpha\|_2$ - \State Compute minimizer $x^k=S\alpha$ + \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 $S_{k \mod s}=x_k$ \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 $\alpha=Least\_Squares(R,b,max\_iter_{ls})$ \label{algo:} + \State $x_k=S\alpha$ \Comment{compute new solution} \EndIf \EndFor \end{algorithmic} \label{algo:01} \end{algorithm} -Operation $S_{k~ mod~ s}=x^k$ consists in copying the residual $x_k$ 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. +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 $S$. 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} +\item $\epsilon_{tsirm}$: the threshold to stop the TSIRM 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-squares method; +\item $\epsilon_{ls}$: the threshold used to stop the least-squares method. +\end{itemize} + + +The parallelisation of TSIRM relies on the parallelization of all its +parts. More precisely, except the least-squares 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-squares minimization, CGLS and LSQR. + +In the following we remind the CGLS algorithm. The LSQR method follows more or +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} +\begin{algorithmic}[1] + \Input $A$ (matrix), $b$ (right-hand side) + \Output $x$ (solution vector)\vspace{0.2cm} + \State Let $x_0$ be an initial approximation + \State $r_0=b-Ax_0$ + \State $p_1=A^Tr_0$ + \State $s_0=p_1$ + \State $\gamma=||s_0||^2_2$ + \For {$k=1,2,3,\ldots$ until convergence ($\gamma<\epsilon_{ls}$)} \label{algo2:conv} + \State $q_k=Ap_k$ + \State $\alpha_k=\gamma/||q_k||^2_2$ + \State $x_k=x_{k-1}+\alpha_kp_k$ + \State $r_k=r_{k-1}-\alpha_kq_k$ + \State $s_k=A^Tr_k$ + \State $\gamma_{old}=\gamma$ + \State $\gamma=||s_k||^2_2$ + \State $\beta_k=\gamma/\gamma_{old}$ + \State $p_{k+1}=s_k+\beta_kp_k$ + \EndFor +\end{algorithmic} +\label{algo:02} +\end{algorithm} + + +In each iteration of CGLS, there is two matrix-vector multiplications and some +classical operations: dot product, norm, multiplication and addition on vectors. All +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}. +\begin{proposition} +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: +\begin{equation} +||r_m|| \leqslant \left(1-\dfrac{\alpha}{\beta}\right)^{\frac{m}{2}} ||r_0|| , +\end{equation} +where $\alpha = \lambda_min(M)^2$ and $\beta = \lambda_max(A^T A)$, which proves +the convergence of GMRES($m$) for all $m$ under that assumption regarding $A$. +\end{proposition} + +<<<<<<< HEAD + +======= +We can now claim that, +\begin{proposition} +If $A$ is a positive real matrix and GMRES($m$) is used as solver, then the TSIRM algorithm is convergent. +\end{proposition} + +\begin{proof} +Let $r_k = b-Ax_k$, where $x_k$ is the approximation of the solution after the +$k$-th iterate of TSIRM. +We will prove that $r_k \rightarrow 0$ when $k \rightarrow +\infty$. + +Each step of the TSIRM algorithm +\end{proof} +>>>>>>> 84e15020344b77e5497c4a516cc20b472b2914cd %%%********************************************************* %%%********************************************************* -\section{Experiments using petsc} +\section{Experiments using PETSc} \label{sec:05} 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 +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*} +\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 @@ -701,16 +791,14 @@ 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 (line \ref{algo:solve} in -Algorithm~\ref{algo:01}). $s$ is set to 8. CGLS is chosen to minimize the -least-squares problem. Two conditions are used to stop CGLS, either the -precision is under $1e-40$ or the number of iterations is greater to $20$. The -external precision is set to $1e-10$ (line \ref{algo:conv} in -Algorithm~\ref{algo:01}). Those experiments have been performed on a Intel(R) +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) Core(TM) i7-3630QM CPU @ 2.40GHz with the version 3.5.1 of PETSc. @@ -718,21 +806,20 @@ In Table~\ref{tab:02}, some experiments comparing the solving of the linear 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 the 2 stage algorithm, the same solver -and the same preconditionner is used. This Table shows that the 2 stage -algorithm 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 iterations to perform the -minimization. +different preconditioner is used. With TSIRM, the same solver and the same +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 +iterations to perform the minimization. -\begin{table} +\begin{table}[htbp] \begin{center} \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|}{TSIRM CGLS} \\ \cline{3-6} & precond & Time & \# Iter. & Time & \# Iter. \\\hline \hline @@ -753,14 +840,35 @@ torso3 & fgmres / sor & 37.70 & 565 & 34.97 & 510 \\ -Larger experiments .... -\begin{table*} +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 equal to 4 and 4 extra-diagonals + representing the neighbors in each directions are equal to -1. This example is + used in many physical phenomena, for example, heat and fluid flow, wave + propagation, etc. +\item ex54 is another example based on 2D problem discretized with quadrilateral + 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. + +In the following larger experiments are described on two large scale architectures: Curie and Juqeen... {\bf description...}\\ + + +{\bf Description of preconditioners}\\ + +\begin{table*}[htbp] \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|}{FGMRES} & \multicolumn{2}{c|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM 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 \\ @@ -774,18 +882,63 @@ Larger experiments .... \hline \end{tabular} -\caption{Comparison of FGMRES and 2 stage FGMRES algorithms for ex15 of Petsc with 25000 components per core on Juqueen (threshold 1e-3, restart=30, s=12), time is expressed in seconds.} +\caption{Comparison of FGMRES and TSIRM with FGMRES for example ex15 of PETSc with two preconditioners (mg and sor) with 25,000 components per core on Juqueen (threshold 1e-3, restart=30, s=12), time is expressed in seconds.} \label{tab:03} \end{center} \end{table*} +Table~\ref{tab:03} shows the execution times and the number of iterations of +example ex15 of PETSc on the Juqueen architecture. Different numbers of cores +are studied ranging from 2,048 up-to 16,383. Two preconditioners have been +tested: {\it mg} and {\it sor}. For those experiments, the number of components (or unknowns of the +problems) per processor is fixed to 25,000, also called weak scaling. This +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 Table~\ref{tab:03}, 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 always faster than +FGMRES. For this example, the multigrid preconditioner is faster than SOR. The +gain between TSIRM and FGMRES is more or less similar for the two +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 + \includegraphics[width=0.45\textwidth]{nb_iter_sec_ex15_juqueen} +\caption{Number of iterations per second with ex15 and the same parameters than in Table~\ref{tab:03} (weak scaling)} +\label{fig:01} +\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 decreases with TSIRM with +both preconditioners. This can be explained by the fact that when the number of +cores increases the time for the least-squares 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. + + + + + -\begin{table*} +\begin{table*}[htbp] \begin{center} \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|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM 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 \\ @@ -793,7 +946,7 @@ 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 @@ -802,6 +955,40 @@ Larger experiments .... \label{tab:04} \end{center} \end{table*} + + +In Table~\ref{tab:04}, some experiments with example ex54 on the Curie architecture are reported. + + +\begin{table*}[htbp] +\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|}{TSIRM CGLS} & \multicolumn{2}{c|}{TSIRM 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*} + +\begin{figure}[htbp] +\centering + \includegraphics[width=0.45\textwidth]{nb_iter_sec_ex54_curie} +\caption{Number of iterations per second with ex54 and the same parameters than in Table~\ref{tab:05} (strong scaling)} +\label{fig:02} +\end{figure} + %%%********************************************************* %%%********************************************************* @@ -818,6 +1005,7 @@ 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 @@ -852,23 +1040,23 @@ Curie and Juqueen respectively based in France and Germany. % http://www.ctan.org/tex-archive/biblio/bibtex/contrib/doc/ % The IEEEtran BibTeX style support page is at: % http://www.michaelshell.org/tex/ieeetran/bibtex/ -%\bibliographystyle{IEEEtran} +\bibliographystyle{IEEEtran} % argument is your BibTeX string definitions and bibliography database(s) -%\bibliography{IEEEabrv,../bib/paper} +\bibliography{biblio} % % manually copy in the resultant .bbl file % set second argument of \begin to the number of references % (used to reserve space for the reference number labels box) -\begin{thebibliography}{1} +%% \begin{thebibliography}{1} -\bibitem{saad86} Y.~Saad and M.~H.~Schultz, \emph{GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems}, SIAM Journal on Scientific and Statistical Computing, 7(3):856--869, 1986. +%% \bibitem{saad86} Y.~Saad and M.~H.~Schultz, \emph{GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems}, SIAM Journal on Scientific and Statistical Computing, 7(3):856--869, 1986. -\bibitem{saad96} Y.~Saad, \emph{Iterative Methods for Sparse Linear Systems}, PWS Publishing, New York, 1996. +%% \bibitem{saad96} Y.~Saad, \emph{Iterative Methods for Sparse Linear Systems}, PWS Publishing, New York, 1996. -\bibitem{hestenes52} M.~R.~Hestenes and E.~Stiefel, \emph{Methods of conjugate gradients for solving linear system}, Journal of Research of National Bureau of Standards, B49:409--436, 1952. +%% \bibitem{hestenes52} M.~R.~Hestenes and E.~Stiefel, \emph{Methods of conjugate gradients for solving linear system}, Journal of Research of National Bureau of Standards, B49:409--436, 1952. -\bibitem{paige82} C.~C.~Paige and A.~M.~Saunders, \emph{LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares}, ACM Trans. Math. Softw. 8(1):43--71, 1982. -\end{thebibliography} +%% \bibitem{paige82} C.~C.~Paige and A.~M.~Saunders, \emph{LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares}, ACM Trans. Math. Softw. 8(1):43--71, 1982. +%% \end{thebibliography}