From 7cbf551d8d0a15c170c8afb74b5b67f42e3b2065 Mon Sep 17 00:00:00 2001
From: lilia <lilia@amazigh.bordeaux.inria.fr>
Date: Fri, 11 Apr 2014 14:15:43 +0200
Subject: [PATCH 1/1] 1111

---
 clustering.eps | 324 +++++++++++++++++++++++++++++++++++++++++++++++++
 clustering.fig |  92 ++++++++++++++
 clustering.pdf | Bin 0 -> 8356 bytes
 hpcc.tex       |  52 +++++---
 4 files changed, 450 insertions(+), 18 deletions(-)
 create mode 100644 clustering.eps
 create mode 100644 clustering.fig
 create mode 100644 clustering.pdf

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diff --git a/hpcc.tex b/hpcc.tex
index 5e4bea6..ad829c0 100644
--- a/hpcc.tex
+++ b/hpcc.tex
@@ -32,6 +32,8 @@
 \algnewcommand\algorithmicoutput{\textbf{Output:}}
 \algnewcommand\Output{\item[\algorithmicoutput]}
 
+\newcommand{\MI}{\mathit{MaxIter}}
+
 
 \begin{document}
 
@@ -145,7 +147,7 @@ Décrire SimGrid (Arnaud)
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 \section{Simulation of the multisplitting method}
 %Décrire le problème (algo) traité ainsi que le processus d'adaptation à SimGrid.
-Let $Ax=b$ be a large sparse system of $n$ linear equations in $\mathbb{R}$, where $A$ is a sparse square and nonsingular matrix, $x$ is the solution vector and $y$ is the right-hand side vector. We use a multisplitting method based on the block Jacobi partitioning to solve this linear system on a large scale platform composed of $L$ clusters of processors. In this case, we apply a row-by-row splitting without overlapping  
+Let $Ax=b$ be a large sparse system of $n$ linear equations in $\mathbb{R}$, where $A$ is a sparse square and nonsingular matrix, $x$ is the solution vector and $b$ is the right-hand side vector. We use a multisplitting method based on the block Jacobi partitioning to solve this linear system on a large scale platform composed of $L$ clusters of processors. In this case, we apply a row-by-row splitting without overlapping  
 \[
 \left(\begin{array}{ccc}
 A_{11} & \cdots & A_{1L} \\
@@ -160,47 +162,61 @@ X_L
 \end{array} \right)
 =
 \left(\begin{array}{c}
-Y_1 \\
+B_1 \\
 \vdots\\
-Y_L
+B_L
 \end{array} \right)\] 
-in such a way that successive rows of matrix $A$ and both vectors $x$ and $b$ are assigned to one cluster, where for all $l,i\in\{1,\ldots,L\}$ $A_{li}$ is a rectangular block of $A$ of size $n_l\times n_i$, $X_l$ and $Y_l$ are sub-vectors of $x$ and $y$, respectively, each of size $n_l$ and $\sum_{l} n_l=\sum_{i} n_i=n$.
+in such a way that successive rows of matrix $A$ and both vectors $x$ and $b$ are assigned to one cluster, where for all $l,m\in\{1,\ldots,L\}$ $A_{lm}$ is a rectangular block of $A$ of size $n_l\times n_m$, $X_l$ and $B_l$ are sub-vectors of $x$ and $b$, respectively, each of size $n_l$ and $\sum_{l} n_l=\sum_{m} n_m=n$.
 
-The multisplitting method proceeds by iteration to solve in parallel the linear system by $L$ clusters of processors, in such a way each sub-system
+The multisplitting method proceeds by iteration to solve in parallel the linear system on $L$ clusters of processors, 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_{i=1,i\neq l}^{L}A_{li}X_i,
+Y_l = B_l - \displaystyle\sum_{\substack{m=1\\ m\neq l}}^{L}A_{lm}X_m
 \end{array}
 \right.
 \label{eq:4.1}
 \end{equation}
-is solved independently by a cluster and communication are required to update the right-hand side sub-vectors $Y_l$, such that the sub-vectors $X_i$ represent the data dependencies between the clusters. As each sub-system (\ref{eq:4.1}) is solved in parallel by a cluster of processors, our multisplitting method uses an iterative method as an inner solver which is easier to parallelize and more scalable than a direct method. In this work, we use the parallel GMRES method~\cite{ref1} which is one of the most used iterative method by many researchers. 
+is solved independently by a cluster and communication are required to update the right-hand side sub-vector $Y_l$, such that the sub-vectors $X_m$ represent the data dependencies between the clusters. As each sub-system (\ref{eq:4.1}) is solved in parallel by a cluster of processors, our multisplitting method uses an iterative method as an inner solver which is easier to parallelize and more scalable than a direct method. In this work, we use the parallel algorithm of GMRES method~\cite{ref1} which is one of the most used iterative method by many researchers. 
 
 \begin{algorithm}
-\caption{A multisplitting solver with inner iteration GMRES method}
+\caption{A multisplitting solver with GMRES method}
 \begin{algorithmic}[1]
-\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 shared vector $\hat{x}=x^0$
-\For {$k=1,2,3,\ldots$ until the global convergence}
-\State $x^0=\hat{x}$
-\State Inner iteration solver: \Call{InnerSolver}{$x^0$, $k$}
-\State Exchange the local solution ${X}_l^k$ with the neighboring clusters and copy the shared vector elements in $\hat{x}$
+\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 solution vector $x^0$
+\For {$k=0,1,2,\ldots$ until the global convergence}
+\State Restart outer iteration with $x^0=x^k$
+\State Inner iteration: \Call{InnerSolver}{$x^0$, $k+1$}
+\State Send shared elements of $X_l^{k+1}$ to neighboring clusters
+\State Receive shared elements in $\{X_m^{k+1}\}_{m\neq l}$
 \EndFor
 
 \Statex
 
 \Function {InnerSolver}{$x^0$, $k$}
-\State Compute the local right-hand side: $Y_l = B_l - \sum^L_{i=1,i\neq l}A_{li}X_i^0$
-\State Solving the local splitting $A_{ll}X_l^k=Y_l$ using the parallel GMRES method, such that $X_l^0$ is the local initial guess
+\State Compute local right-hand side $Y_l$: \[Y_l = B_l - \sum\nolimits^L_{\substack{m=1 \\m\neq l}}A_{lm}X_m^0\]
+\State Solving sub-system $A_{ll}X_l^k=Y_l$ with the parallel GMRES method
 \State \Return $X_l^k$
 \EndFunction
 \end{algorithmic}
 \label{algo:01}
 \end{algorithm}
+
+Algorithm~\ref{algo:01} shows the main key points of the multisplitting method to solve a large sparse linear system. This algorithm is based on an outer-inner iteration method such that the parallel GMRES method is used to solve the inner iteration. It is executed in parallel by each cluster of processors. For all $l,m\in\{1,\ldots,L\}$, the matrices and vectors with the subscript $l$ represent the local data for cluster $l$, while $\{A_{lm}\}_{m\neq l}$ are off-diagonal matrices of sparse matrix $A$ and $\{X_m\}_{m\neq l}$ contain vector elements of solution $x$ shared with neighboring clusters. At every outer iteration $k$, asynchronous communications are performed between processors of the local cluster and those of distant clusters (lines $6$ and $7$ in Algorithm~\ref{algo:01}). The shared vector elements of the solution $x$ are exchanged by message passing using MPI non-blocking communication routines. 
+
+\begin{figure}
+\centering
+  \includegraphics[width=60mm,keepaspectratio]{clustering}
+\caption{Example of three clusters of processors interconnected by a virtual unidirectional ring network.}
+\label{fig:4.1}
+\end{figure}
+
+The global convergence of the asynchronous multisplitting solver is detected when the clusters of processors have all converged locally. We implemented the global convergence detection process as follows. On each cluster a master processor is designated (for example the processor with rank $1$) and masters of all clusters are interconnected by a virtual unidirectional ring network (see Figure~\ref{fig:4.1}). During the resolution, a Boolean token circulates around the virtual ring from a master processor to another until the global convergence is achieved. So starting from the cluster with rank $1$, each master processor $i$ sets the token to {\it True} if the local convergence is achieved or to {\it False} otherwise, and sends it to master processor $i+1$. Finally, the global convergence is detected when the master of cluster $1$ receive from the master of cluster $L$ a token set to {\it True}. In this case, the master of cluster $1$ sends a stop message to masters of other clusters. In this work, the local convergence on each cluster $l$ is detected when the following condition is satisfied
+\[(k\leq \MI) \mbox{~or~} \|X_l^k - X_l^{k+1}\|_{\infty}\leq\epsilon\]
+where $\MI$ is the maximum number of outer iterations and $\epsilon$ is the tolerance threshold of the error computed between two successive local solution $X_l^k$ and $X_l^{k+1}$. 
 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
 
 
-- 
2.39.5