X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/Krylov_multi.git/blobdiff_plain/ed256d49ed3a06f1ca791baf04262e8775091cd0..1b340b04ffddcee33acad4949f55a44d2eadf683:/krylov_multi.tex diff --git a/krylov_multi.tex b/krylov_multi.tex index 40380d0..0ea51d8 100644 --- a/krylov_multi.tex +++ b/krylov_multi.tex @@ -38,9 +38,14 @@ classical GMRES both in terms of number of iterations and execution times. 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 adapted 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 +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 @@ -84,12 +89,13 @@ 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. A multisplitting -method using an iterative method for solving the $L$ linear -sub-systems is called an inner-outer iterative method or a two-stage -method. The results $v_l^k$ obtained from the different -splittings~(\ref{eq04}) are combined to compute the solution $x^k$ of -the linear system by using the diagonal weighting matrices +$v_l^k$ is the solution of the local sub-system. Thus, the +calculations of $v_l^k$ may be performed in parallel by a set of +processors. A multisplitting method using an iterative method for +solving the $L$ linear sub-systems is called an inner-outer iterative +method or a two-stage method. The results $v_l^k$ obtained from the +different splittings~(\ref{eq04}) are combined to compute the solution +$x^k$ 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} @@ -155,7 +161,7 @@ b & = & [B_{1}, \ldots, B_{L}] \right. \label{sec03:eq01} \end{equation} -where for all $l\in\{1,\ldots,L\}$ $A_l$ is a rectangular block of size $n_l\times n$ +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 $n_l$, such that $\sum_ln_l=n$. In this case, we use a row-by-row splitting without overlapping in such a way that successive rows of the sparse matrix $A$ and both vectors $x$ and $b$ are assigned to one cluster. @@ -181,10 +187,33 @@ Y_l = B_l - \displaystyle\sum_{i=1,i\neq l}^{L}A_{li}X_i, \end{equation} 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 case, the parallel GMRES method is used -as an inner iteration method for solving the linear sub-systems~(\ref{sec03:eq03}). - - +dependencies between the clusters. In this work, we use the GMRES method as an inner +iteration method for solving the sub-systems~(\ref{sec03:eq03}). It is a well-known +iterative method which gives good performances for solving sparse linear systems in +parallel on a cluster of processors. + +It should be noted that the convergence of the inner iterative solver for the different +linear sub-systems~(\ref{sec03:eq03}) does not necessarily involve the convergence of the +multisplitting method. It strongly depends on the properties of the 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 paper, 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 implement 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 space of the method that we used is spanned by a basis composed of the solutions issued from +solving the $L$ splittings~(\ref{sec03:eq03}) +\begin{equation} +\{x^1,x^2,\ldots,x^s\},~s\ll n, +\label{sec03:eq04} +\end{equation} +where for $k\in\{1,\ldots,s\}$, $x^k=[X_1^k,\ldots,X_L^k]$ is a solution of the global linear +system. +%The advantage such a method is that the Krylov subspace does not need to be spanned by an orthogonal basis. +The advantage of such a method is that the Krylov subspace need neither to be spanned by an orthogonal +basis nor synchronizations between the different clusters to generate this basis.