X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/Krylov_multi.git/blobdiff_plain/03b1aa97afc150a187a7ec819386a3b5768a2f9e..8dec794b01b4893a1ccc93250b6108a852feb2f7:/krylov_multi.tex?ds=sidebyside diff --git a/krylov_multi.tex b/krylov_multi.tex index 1010f07..61c1e28 100644 --- a/krylov_multi.tex +++ b/krylov_multi.tex @@ -6,8 +6,15 @@ \usepackage{algorithm} \usepackage{algpseudocode} +\algnewcommand\algorithmicinput{\textbf{Input:}} +\algnewcommand\Input{\item[\algorithmicinput]} + +\algnewcommand\algorithmicoutput{\textbf{Output:}} +\algnewcommand\Output{\item[\algorithmicoutput]} + \title{A scalable multisplitting algorithm for solving large sparse linear systems} +\date{} @@ -55,8 +62,13 @@ solvers. However, most of the good preconditionners are not sclalable when thousands of cores are used. -A completer... -On ne peut pas parler de tout...\\ +Traditionnal 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. @@ -195,9 +207,9 @@ is solved independently by a cluster of processors and communication are required to update the right-hand side vectors $Y_l$, such that the vectors $X_i$ represent the data dependencies between the clusters. In this work, we use the parallel GMRES method~\cite{ref34} -as an inner iteration method for solving the +as an inner iteration method to solve the sub-systems~(\ref{sec03:eq03}). It is a well-known iterative method -which gives good performances for solving sparse linear systems in +which gives good performances to solve sparse linear systems in parallel on a cluster of processors. It should be noted that the convergence of the inner iterative solver @@ -223,7 +235,10 @@ 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 the different clusters to generate this basis. +solution of the global linear system. The advantage of such a Krylov +subspace is that we need neither an orthogonal basis nor +synchronizations between the different clusters to generate this +basis. The multisplitting method is periodically restarted every $s$ iterations with a new initial guess $\tilde{x}=S\alpha$ which @@ -245,17 +260,19 @@ which is associated with the least squares problem \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 for solving this system. We use the parallel conjugate -gradient method for the normal equations CGNR~\cite{S96,refCGNR}. +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] -\State Load $A_l$, $B_l$, initial guess $x^0$ +\Input $A_l$ (local sparse matrix), $B_l$ (local right-hand side), $x^0$ (initial guess) +\Output $X_l$ (local solution vector)\vspace{0.2cm} +\State Load $A_l$, $B_l$, $x^0$ \State Initialize the minimizer $\tilde{x}^0=x^0$ \For {$k=1,2,3,\ldots$ until the global convergence} \State Restart with $x^0=\tilde{x}^{k-1}$: \textbf{for} $j=1,2,\ldots,s$ \textbf{do} @@ -288,16 +305,16 @@ gradient method for the normal equations CGNR~\cite{S96,refCGNR}. \label{algo:01} \end{algorithm} -The main key points of the multisplitting method for solving large -sparse linear systems are given in Algorithm~\ref{algo:01}. This +The main key points of the 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 the GMRES iterative method as an inner solver. It is executed in parallel by each cluster of processors. The matrices and vectors with the subscript $l$ represent the local data for the cluster $l$, where $l\in\{1,\ldots,L\}$. The two-stage solver uses two different parallel -iterative algorithms: the GMRES method for solving each splitting on a +iterative algorithms: the GMRES method to solve each splitting on a cluster of processors, and the CGNR method executed in parallel by all -clusters for minimizing the function error over the Krylov subspace +clusters to minimize the function error over the Krylov subspace spanned by $S$. The algorithm requires two global synchronizations between the $L$ clusters. The first one is performed at line~$12$ in Algorithm~\ref{algo:01} to exchange the local values of the vector