\usepackage{amsfonts,amssymb}
\usepackage{amsmath}
\usepackage{graphicx}
+\usepackage{algorithm}
+\usepackage{algpseudocode}
+\usepackage{multirow}
+
+\algnewcommand\algorithmicinput{\textbf{Input:}}
+\algnewcommand\Input{\item[\algorithmicinput]}
+
+\algnewcommand\algorithmicoutput{\textbf{Output:}}
+\algnewcommand\Output{\item[\algorithmicoutput]}
+
+\newcommand{\Time}[1]{\mathit{Time}_\mathit{#1}}
+\newcommand{\Prec}{\mathit{prec}}
+\newcommand{\Ratio}{\mathit{Ratio}}
+
+\usepackage{xspace}
+\usepackage[textsize=footnotesize]{todonotes}
+\newcommand{\LZK}[2][inline]{%
+\todo[color=green!40,#1]{\sffamily\textbf{LZK:} #2}\xspace}
\title{A scalable multisplitting algorithm for solving large sparse linear systems}
+\date{}
%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%
-
\begin{abstract}
-In this paper we revist the krylov multisplitting algorithm presented in
+In this paper we revisit the krylov multisplitting algorithm presented in
\cite{huang1993krylov} which uses a scalar method to minimize the krylov
-iterations computed by a multisplitting algorithm. Our new algorithm is simply a
-parallel multisplitting algorithm with few blocks of large size and a parallel
-krylov minimization is used to improve the convergence. Some large scale
-experiments with a 3D Poisson problem are presented. They show the obtained
-improvements compared to a classical GMRES both in terms of number of iterations
-and execution times.
+iterations computed by a multisplitting algorithm. Our new algorithm is based on
+a parallel multisplitting algorithm with few blocks of large size using a
+parallel GMRES method inside each block and on a parallel krylov minimization in
+order to improve the convergence. Some large scale experiments with a 3D Poisson
+problem are presented. They show the obtained improvements compared to a
+classical GMRES both in terms of number of iterations and execution times.
\end{abstract}
-
%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%
-
\section{Introduction}
-
Iterative methods are used to solve large sparse linear systems of equations of
the form $Ax=b$ because they are easier to parallelize than direct ones. Many
-iterative methods have been proposed and adpated by many researchers. When
-solving large linear systems with many cores, iterative methods often suffer
-from scalability problems. This is due to their need for collective
-communications to perform matrix-vector products and reduction operations.
+iterative methods have been proposed and adapted by many researchers. For
+example, the GMRES method and the Conjugate Gradient method are very well known
+and used by many researchers~\cite{S96}. Both the method are based on the
+Krylov subspace which consists in forming a basis of the sequence of successive
+matrix powers times the initial residual.
+
+When solving large linear systems with many cores, iterative methods often
+suffer from scalability problems. This is due to their need for collective
+communications to perform matrix-vector products and reduction operations.
+Preconditionners can be used in order to increase the convergence of iterative
+solvers. However, most of the good preconditionners are not sclalable when
+thousands of cores are used.
-%%%%% Lilia
-% doit-on définir le principe et les préliminaires du multisplitting dans l'intro ou dans l'autre section?
-% valides-tu le titre de la 2eme section? celle que je voudrai rédiger.
+Traditional iterative solvers have global synchronizations that penalize the
+scalability. Two possible solutions consists either in using asynchronous
+iterative methods~\cite{ref18} or to use multisplitting algorithms. In this
+paper, we will reconsider the use of a multisplitting method. In opposition to
+traditionnal multisplitting method that suffer from slow convergence, as
+proposed in~\cite{huang1993krylov}, the use of a minimization process can
+drastically improve the convergence.
+\LZK[]{Suite\dots}
%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%
+\section{Related works}
+A general framework for studying parallel multisplitting has been presented in~\cite{o1985multi}
+by O'Leary and White. Convergence conditions are given for the
+most general case. Many authors improved multisplitting algorithms by proposing
+for example an asynchronous version~\cite{bru1995parallel} and convergence
+conditions~\cite{bai1999block,bahi2000asynchronous} in this case or other
+two-stage algorithms~\cite{frommer1992h,bru1995parallel}.
+
+In~\cite{huang1993krylov}, the authors proposed a parallel multisplitting
+algorithm in which all the tasks except one are devoted to solve a sub-block of
+the splitting and to send their local solution to the first task which is in
+charge to combine the vectors at each iteration. These vectors form a Krylov
+basis for which the first task minimizes the error function over the basis to
+increase the convergence, then the other tasks receive the updated solution until
+convergence of the global system.
+
+In~\cite{couturier2008gremlins}, the authors proposed practical implementations
+of multisplitting algorithms that take benefit from multisplitting algorithms\LZK[]{répétition ???} to
+solve large scale linear systems. Inner solvers could be based on scalar direct
+method with the LU method or scalar iterative one with GMRES.\LZK[]{lu et gmres par exemple}
+
+In~\cite{prace-multi}, the authors have proposed a parallel multisplitting
+algorithm in which large blocks are solved using a GMRES solver. The authors have
+performed large scale experiments up-to 32,768 cores and they conclude that
+asynchronous multisplitting algorithm could be more efficient than traditional
+solvers on exascale architecture with hundreds of thousands of cores.
+
+\LZK[]{Peut-être autres related works\ldots}\\
+
+The key idea of a multisplitting method to solve a large system of linear equations $Ax=b$ is defined as follows. The first step consists in partitioning the matrix $A$ in $L$ several ways
+\begin{equation}
+A = M_l - N_l,
+\label{eq01}
+\end{equation}
+where for all $l\in\{1,\ldots,L\}$ $M_l$ are non-singular matrices. Then the linear system is solved by iteration based on the obtained splittings as follows
+\begin{equation}
+x^{k+1}=\displaystyle\sum^L_{l=1} E_l M^{-1}_l (N_l x^k + b),~k=1,2,3,\ldots
+\label{eq02}
+\end{equation}
+where $E_l$ are non-negative and diagonal weighting matrices and their sum is an identity matrix $I$. The convergence of such a method is dependent on the condition
+\begin{equation}
+\rho(\displaystyle\sum^L_{l=1}E_l M^{-1}_l N_l)<1.
+\label{eq03}
+\end{equation}
+where $\rho$ is the spectral radius of the square matrix.
+
+The advantage of the multisplitting method is that at each iteration $k$ there are $L$ different linear sub-systems
+\begin{equation}
+v_l^k=M^{-1}_l N_l x_l^{k-1} + M^{-1}_l b,~l\in\{1,\ldots,L\},
+\label{eq04}
+\end{equation}
+to be solved independently by a direct or an iterative method, where $v_l^k$ is the solution of the local sub-system. Thus the computations of $\{v_l\}_{1\leq l\leq L}$ may be performed in parallel by a set of processors. A multisplitting method using an iterative method as an inner solver is called an inner-outer iterative method or a two-stage method. The results $v_l$ obtained from the different splittings~(\ref{eq04}) are combined to compute solution $x$ of the linear system by using the diagonal weighting matrices
+\begin{equation}
+x^k = \displaystyle\sum^L_{l=1} E_l v_l^k,
+\label{eq05}
+\end{equation}
+In the case where the diagonal weighting matrices $E_l$ have only zero and one factors (i.e. $v_l$ are disjoint vectors), the multisplitting method is non-overlapping and corresponds to the block Jacobi method.
+
+%%%%%%%%%%%%%%%%%%%%%%%%
+%%%%%%%%%%%%%%%%%%%%%%%%
\section{A two-stage method with a minimization}
+Let $Ax=b$ be a given large and sparse linear system of $n$ equations to solve in parallel on $L$ clusters of processors, physically adjacent or geographically distant, where $A\in\mathbb{R}^{n\times n}$ is a square and non-singular matrix, $x\in\mathbb{R}^{n}$ is the solution vector and $b\in\mathbb{R}^{n}$ is the right-hand side vector. The multisplitting of this linear system is defined as follows
+\begin{equation}
+\left\{
+\begin{array}{lll}
+A & = & [A_{1}, \ldots, A_{L}]\\
+x & = & [X_{1}, \ldots, X_{L}]\\
+b & = & [B_{1}, \ldots, B_{L}]
+\end{array}
+\right.
+\label{sec03:eq01}
+\end{equation}
+where for $l\in\{1,\ldots,L\}$, $A_l$ is a rectangular block of size $n_l\times n$ and $X_l$ and $B_l$ are sub-vectors of size $n_l$ each, such that $\sum_ln_l=n$. In this work, we use a row-by-row splitting without overlapping in such a way that successive rows of sparse matrix $A$ and both vectors $x$ and $b$ are assigned to one cluster. So, the multisplitting format of the linear system is defined as follows
+\begin{equation}
+\forall l\in\{1,\ldots,L\} \mbox{,~} \displaystyle\sum_{m=1}^{l-1}A_{lm}X_m + A_{ll}X_l + \displaystyle\sum_{m=l+1}^{L}A_{lm}X_m = B_l,
+\label{sec03:eq02}
+\end{equation}
+where $A_{lm}$ is a sub-block of size $n_l\times n_m$ of the rectangular matrix $A_l$, $X_m\neq X_l$ is a sub-vector of size $n_m$ of the solution vector $x$ and $\sum_{m\neq l}n_m+n_l=n$, for all $m\in\{1,\ldots,L\}$.
+
+Our multisplitting method proceeds by iteration for solving the linear system in such a way each sub-system
+\begin{equation}
+\left\{
+\begin{array}{l}
+A_{ll}X_l = Y_l \mbox{,~such that}\\
+Y_l = B_l - \displaystyle\sum_{\substack{m=1\\m\neq l}}^{L}A_{lm}X_m,
+\end{array}
+\right.
+\label{sec03:eq03}
+\end{equation}
+is solved independently by a {\it cluster of processors} and communication are required to update the right-hand side vectors $Y_l$, such that the vectors $X_m$ represent the data dependencies between the clusters. In this work, we use the parallel restarted GMRES method~\cite{ref34} as an inner iteration method to solve sub-systems~(\ref{sec03:eq03}). GMRES is one of the most used Krylov iterative methods to solve sparse linear systems in parallel on clusters of processors. %In practice, GMRES is used with a preconditioner to improve its convergence. In this work, we used a preconditioning matrix equivalent to the main diagonal of sparse sub-matrix $A_{ll}$. This preconditioner is straightforward to implement in parallel and gives good performances in many situations.
+
+It should be noted that the convergence of the inner iterative solver for the different sub-systems~(\ref{sec03:eq03}) does not necessarily involve the convergence of the multisplitting method. It strongly depends on the properties of the global sparse linear system to be solved and the computing environment~\cite{o1985multi,ref18}. Furthermore, the multisplitting
+of the linear system among several clusters of processors increases the spectral radius of the iteration matrix, thereby slowing the convergence. In this work, we based on the work presented in~\cite{huang1993krylov} to increase the convergence and improve the scalability of the multisplitting methods.
+
+In order to accelerate the convergence, we implemented the outer iteration of the multisplitting solver as a Krylov subspace method which minimizes some error function over a Krylov subspace~\cite{S96}. The Krylov subspace that we used is spanned by a basis composed of successive solutions issued from solving the $L$ splittings~(\ref{sec03:eq03})
+\begin{equation}
+S=\{x^1,x^2,\ldots,x^s\},~s\leq n,
+\label{sec03:eq04}
+\end{equation}
+where for $j\in\{1,\ldots,s\}$, $x^j=[X_1^j,\ldots,X_L^j]$ is a solution of the global linear system. The advantage of such a Krylov subspace is that we need neither an orthogonal basis nor synchronizations between clusters to generate this basis.
+
+The multisplitting method is periodically restarted every $s$ iterations with a new initial guess $\tilde{x}=S\alpha$ which minimizes the error function $\|b-Ax\|_2$ over the Krylov subspace spanned by vectors of $S$. So $\alpha$ is defined as the solution of the large overdetermined linear system
+\begin{equation}
+R\alpha=b,
+\label{sec03:eq05}
+\end{equation}
+where $R=AS$ is a dense rectangular matrix of size $n\times s$ and $s\ll n$. This leads us to solve a system of normal equations
+\begin{equation}
+R^TR\alpha=R^Tb,
+\label{sec03:eq06}
+\end{equation}
+which is associated with the least squares problem
+\begin{equation}
+\text{minimize}~\|b-R\alpha\|_2,
+\label{sec03:eq07}
+\end{equation}
+where $R^T$ denotes the transpose of the matrix $R$. Since $R$ (i.e. $AS$) and $b$ are split among $L$ clusters, the symmetric positive definite system~(\ref{sec03:eq06}) is solved in parallel. Thus an iterative method would be more appropriate than a direct one to solve this system. We use the parallel conjugate gradient method for the normal equations CGNR~\cite{S96,refCGNR}.
+
+\begin{algorithm}[!t]
+\caption{A two-stage linear solver with inner iteration GMRES method}
+\begin{algorithmic}[1]
+\Input $A_l$ (sparse sub-matrix), $B_l$ (right-hand side sub-vector)
+\Output $X_l$ (solution sub-vector)\vspace{0.2cm}
+\State Load $A_l$, $B_l$
+\State Initialize 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 Inner iteration solver: \Call{InnerSolver}{$x^0$, $j$}
+\State Construct basis $S$: add column vector $X_l^j$ to the matrix $S_l^k$
+\State Exchange local values of $X_l^j$ with the neighboring clusters
+\State Compute dense matrix $R$: $R_l^{k,j}=\sum^L_{i=1}A_{li}X_i^j$
+\EndFor
+\State Minimization $\|b-R\alpha\|_2$: \Call{UpdateMinimizer}{$S_l$, $R$, $b$, $k$}
+\State Local solution of the linear system $Ax=b$: $X_l^k=\tilde{X}_l^k$
+\State Exchange the local minimizer $\tilde{X}_l^k$ with the neighboring clusters
+\EndFor
+
+\Statex
+
+\Function {InnerSolver}{$x^0$, $j$}
+\State Compute local right-hand side $Y_l = B_l - \sum^L_{\substack{m=1\\m\neq l}}A_{lm}X_m^0$
+\State Solving local splitting $A_{ll}X_l^j=Y_l$ using parallel GMRES method, such that $X_l^0$ is the initial guess
+\State \Return $X_l^j$
+\EndFunction
+
+\Statex
+
+\Function {UpdateMinimizer}{$S_l$, $R$, $b$, $k$}
+\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 $\tilde{X}_l^k=S_l^k\alpha^k$
+\State \Return $\tilde{X}_l^k$
+\EndFunction
+\end{algorithmic}
+\label{algo:01}
+\end{algorithm}
+
+The main key points of our multisplitting method to solve a large sparse linear system are given in Algorithm~\ref{algo:01}. This algorithm is based on a two-stage method with a minimization using restarted GMRES iterative method as an inner solver. It is executed in parallel by each cluster of processors. Matrices and vectors with the subscript $l$ represent the local data for cluster $l$, where $l\in\{1,\ldots,L\}$. The two-stage solver uses two different parallel iterative algorithms: GMRES method to solve each splitting~(\ref{sec03:eq03}) on a cluster of processors, and CGNR method executed in parallel by all clusters to minimize the function error~(\ref{sec03:eq07}) over the Krylov subspace spanned by $S$. The algorithm requires two global synchronizations between $L$ clusters. The first one is performed at line~$12$ in Algorithm~\ref{algo:01} to exchange local values of vector solution $x$ (i.e. the minimizer $\tilde{x}$) required to restart the multisplitting solver. The second one is needed to construct the matrix $R$ of the Krylov subspace. We chose to perform this latter synchronization $s$ times in every outer iteration $k$ (line~$7$ in Algorithm~\ref{algo:01}). This is a straightforward way to compute the sparse matrix-dense matrix multiplication $R=AS$. We implemented all synchronizations by using message passing collective communications of MPI library.
+
+%%%%%%%%%%%%%%%%%%%%%%%%
+%%%%%%%%%%%%%%%%%%%%%%%%
+
+\section{Experiments}
+In order to illustrate the interest of our algorithm. We have compared our
+algorithm with the GMRES method which is a very well used method in many
+situations. We have chosen to focus on only one problem which is very simple to
+implement: a 3 dimension Poisson problem.
+
+\begin{equation}
+\left\{
+ \begin{array}{ll}
+ \nabla u&=f \mbox{~in~} \omega\\
+ u &=0 \mbox{~on~} \Gamma=\partial \omega
+ \end{array}
+ \right.
+\end{equation}
+
+After discretization, with a finite difference scheme, a seven point stencil is
+used. It is well-known that the spectral radius of matrices representing such
+problems are very close to 1. Moreover, the larger the number of discretization
+points is, the closer to 1 the spectral radius is. Hence, to solve a matrix
+obtained for a 3D Poisson problem, the number of iterations is high. Using a
+preconditioner it is possible to reduce the number of iterations but
+preconditioners are not scalable when using many cores.
+
+Doing many experiments with many cores is not easy and requires to access to a
+supercomputer with several hours for developing a code and then improving
+it. In the following we presented some experiments we could achieved out on the
+Hector architecture, the previous UK's high-end computing resource, funded by
+the UK Research Councils, which has been stopped in the early 2014.
+
+Table~\ref{tab1} shows the result of the experiments. The first column shows
+the size of the 3D Poisson problem. The size is chosen in order to have
+approximately 50,000 components per core. The second column represents the
+number of cores used. In parenthesis, there is the decomposition used for the
+Krylov multisplitting. The third column and the sixth column respectively show
+the execution time for the GMRES and the Kyrlov multisplitting codes. The fourth
+and the seventh column describes the number of iterations. For the
+multisplitting code, the total number of inner iterations is represented in
+parenthesis. For the GMRES code (alone and in the multisplitting version) the
+restart parameter is fixed to 16. The precision of the GMRES version is fixed to
+1e-6. For the multisplitting, there are two precisions, one for the external
+solver which is fixed to 1e-6 and another one for the inner solver (GMRES) which
+is fixed to 1e-10. It should be noted that a high precision is used but we also
+fixed a maximum number of iterations for each internal step. In practise, we
+limit the number of internal step to 10. So an internal iteration is finished
+when the precision is reached or when the maximum internal number of iterations
+is reached. The precision and the maximum number of iterations of CGNR method are fixed to 1e-25 and 20, respectively. The size of the Krylov subspace basis $S$ is fixed to 10 vectors.
+\LZK{J'ai ajouté les paramètres concernant la résolution du problème de moindres carrés. Confirmer leur valeurs.}
+
+
+
+\begin{table}[htbp]
+\begin{center}
+\begin{tabular}{|c|c||c|c|c||c|c|c||c|}
+\hline
+\multirow{2}{*}{Pb size}&\multirow{2}{*}{Nb. cores} & \multicolumn{3}{c||}{GMRES} & \multicolumn{3}{c||}{Krylov Multisplitting} & \multirow{2}{*}{Ratio}\\
+ \cline{3-8}
+ & & Time (s) & nb Iter. & $\Delta$ & Time (s)& nb Iter. & $\Delta$ & \\
+\hline
+$468^3$ & 2048 (2x1024) & 299.7 & 41,028 & 5.02e-8 & 48.4 & 691(6,146) & 8.24e-08 & 6.19 \\
+\hline
+$590^3$ & 4096 (2x2048) & 433.1 & 55,494 & 4.92e-7 & 74.1 & 1,101(8,211) & 6.62e-08 & 5.84 \\
+\hline
+$743^3$ & 8192 (2x4096) & 704.4 & 87,822 & 4.80e-07 & 151.2 & 3,061(14,914) & 5.87e-08 & 4.65 \\
+\hline
+$743^3$ & 8192 (4x2048) & 704.4 & 87,822 & 4.80e-07 & 110.3 & 1,531(12,721) & 1.47e-07& 6.39 \\
+\hline
+
+\end{tabular}
+\caption{Results}
+\label{tab1}
+\end{center}
+\end{table}
+
+
+From these experiments, it can be observed that the multisplitting version is
+always faster than the GMRES version. The acceleration gain of the
+multisplitting version is between 4 and 6. It can be noticed that the number of
+iterations is drastically reduced with the multisplitting version even it is not
+neglectable.
+
+\section{Conclusion and perspectives}
+We have implemented a Krylov multisplitting method to solve sparse linear systems on large-scale computing platforms. We have developed a synchronous two-stage method based on the block Jacobi multisplitting and uses GMRES iterative method as an inner iteration. Our contribution in this paper is twofold. First we have constituted a multi-cluster environment based on processors of the large-scale computing platform on which each linear sub-system issued from the splitting is solved in parallel by a cluster of processors. Second, we have implemented the outer iteration of the multisplitting method as a Krylov subspace method which minimizes some error function. This increases the convergence and improves the scalability of the multisplitting method.
+
+We have tested our multisplitting method for solving the sparse linear system issued from the discretization of the 3D Poisson problem. We have compared its performances to GMRES method on a supercomputer composed of 2048 to 8192 cores. The experimental results showed that the multisplitting method is about 4 to 6 times faster than the GMRES method for different sizes of the problem split into 2 or 4 blocks when using the multisplitting method. Indeed, the GMRES method has difficulties to scale with many cores while the Krylov multisplitting method allows to hide latency and reduce the inter-cluster communications.
+
+In future works, we plan to conduct experiments on larger number of cores and test the scalability of our Krylov multisplitting method. It would be interesting to validate its performances for solving other linear/nonlinear and symmetric/nonsymmetric problems. Moreover, we intend to develop multisplitting methods based on asynchronous iteration in which communications are overlapped by computations. These methods would be interesting for platforms composed of distant clusters interconnected by a high-latency network. In addition, we intend to investigate the convergence improvements by using preconditioning techniques and multisplitting methods with overlapping blocks.
+
+
+%Other applications (=> other matrices)\\
+%Larger experiments\\
+%Async\\
+%Overlapping\\
+%preconditioning
%%%%%%%%%%%%%%%%%%%%%%%%
