\algnewcommand\algorithmicoutput{\textbf{Output:}}
\algnewcommand\Output{\item[\algorithmicoutput]}
-\newcommand{\MI}{\mathit{MaxIter}}
+\newcommand{\TOLG}{\mathit{tol_{gmres}}}
+\newcommand{\MIG}{\mathit{maxit_{gmres}}}
+\newcommand{\TOLM}{\mathit{tol_{multi}}}
+\newcommand{\MIM}{\mathit{maxit_{multi}}}
+\newcommand{\TOLC}{\mathit{tol_{cgls}}}
+\newcommand{\MIC}{\mathit{maxit_{cgls}}}
\usepackage{array}
\usepackage{color, colortbl}
%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%
-\section{Two-stage splitting methods}
+\section{Two-stage multisplitting methods}
\label{sec:04}
-\subsection{Multisplitting methods for sparse linear systems}
+\subsection{Synchronous and asynchronous two-stage methods for sparse linear systems}
\label{sec:04.01}
-Let us consider the following sparse linear system of $n$ equations in $\mathbb{R}$
+In this paper we focus on two-stage multisplitting methods in their both versions synchronous and asynchronous~\cite{Frommer92,Szyld92,Bru95}. These iterative methods are based on multisplitting methods~\cite{O'leary85,White86,Alefeld97} and use two nested iterations: the outer iteration and the inner iteration. Let us consider the following sparse linear system of $n$ equations in $\mathbb{R}$
\begin{equation}
Ax=b,
\label{eq:01}
\end{equation}
-where $A$ is a sparse square and nonsingular matrix, $b$ is the right-hand side and $x$ is the solution of the system. The multisplitting methods solve the linear system~(\ref{eq:01}) iteratively as follows
+where $A$ is a sparse square and nonsingular matrix, $b$ is the right-hand side and $x$ is the solution of the system. Our work in this paper is restricted to the block Jacobi splitting method. This approach of multisplitting consists in partitioning the matrix $A$ into $L$ horizontal band matrices of order $\frac{n}{L}\times n$ without overlapping (i.e. sub-vectors $\{x_\ell\}_{1\leq\ell\leq L}$ are disjoint). The two-stage multisplitting methods solve the linear system~(\ref{eq:01}) iteratively as follows
\begin{equation}
-x^{k+1}=\displaystyle\sum^L_{\ell=1} E_\ell M^{-1}_\ell (N_\ell x^k + b),~k=1,2,3,\ldots
+x_\ell^{k+1} = A_{\ell\ell}^{-1}(b_\ell - \displaystyle\sum^{L}_{\substack{m=1\\m\neq\ell}}{A_{\ell m}x^k_m}),\mbox{~for~}\ell=1,\ldots,L\mbox{~and~}k=1,2,3,\ldots
\label{eq:02}
\end{equation}
-where a collection of $L$ triplets $(M_\ell, N_\ell, E_\ell)$ defines the multisplitting of matrix $A$, such that: the different splittings are defined as $A=M_\ell-N_\ell$ where $M_\ell$ are nonsingular matrices, and $\sum_\ell{E_\ell=I}$ are diagonal nonnegative weighting matrices and $I$ is the identity matrix. The iterations of the multisplitting methods can naturally be computed in parallel such that each processor or a group of processors is responsible for solving one splitting as a linear sub-system
+where $x_\ell$ are sub-vectors of the solution $x$, $b_\ell$ are the sub-vectors of the right-hand side $b$, and $A_{\ell\ell}$ and $A_{\ell m}$ are diagonal and off-diagonal blocks of matrix $A$ respectively. The iterations of these methods can naturally be computed in parallel such that each processor or cluster of processors is responsible for solving one splitting as a linear sub-system
\begin{equation}
-M_\ell y_\ell^{k+1} = R_\ell^k,\mbox{~such that~} R_\ell^k = N_\ell x^k_\ell + b,
+A_{\ell\ell} x_\ell = c_\ell,\mbox{~for~}\ell=1,\ldots,L,
\label{eq:03}
\end{equation}
-then the weighting matrices $E_\ell$ are used to compute the solution of the global system~(\ref{eq:01})
+where right-hand sides $c_\ell=b_\ell-\sum_{m\neq\ell}A_{\ell m}x_m$ are computed using the shared vectors $x_m$. In this paper, we use the well-known iterative method GMRES ({\it Generalized Minimal RESidual})~\cite{saad86} as an inner iteration to approximate the solutions of the different splittings arising from the block Jacobi multisplitting of matrix $A$. The algorithm in Figure~\ref{alg:01} shows the main key points of our block Jacobi two-stage method executed by a cluster of processors. In line~\ref{solve}, the linear sub-system~(\ref{eq:03}) is solved in parallel using GMRES method where $\MIG$ and $\TOLG$ are the maximum number of inner iterations and the tolerance threshold for GMRES respectively. The convergence of the two-stage multisplitting methods, based on synchronous or asynchronous iterations, is studied by many authors for example~\cite{Bru95,bahi07}.
+
+\begin{figure}[t]
+%\begin{algorithm}[t]
+%\caption{Block Jacobi two-stage multisplitting method}
+\begin{algorithmic}[1]
+ \Input $A_\ell$ (sparse matrix), $b_\ell$ (right-hand side)
+ \Output $x_\ell$ (solution vector)\vspace{0.2cm}
+ \State Set the initial guess $x^0$
+ \For {$k=1,2,3,\ldots$ until convergence}
+ \State $c_\ell=b_\ell-\sum_{m\neq\ell}A_{\ell m}x_m^{k-1}$
+ \State $x^k_\ell=Solve_{gmres}(A_{\ell\ell},c_\ell,x^{k-1}_\ell,\MIG,\TOLG)$\label{solve}
+ \State Send $x_\ell^k$ to neighboring clusters\label{send}
+ \State Receive $\{x_m^k\}_{m\neq\ell}$ from neighboring clusters\label{recv}
+ \EndFor
+\end{algorithmic}
+\caption{Block Jacobi two-stage multisplitting method}
+\label{alg:01}
+%\end{algorithm}
+\end{figure}
+
+In this paper, we propose two algorithms of two-stage multisplitting methods. The first algorithm is based on asynchronous model which allows the communications to be overlapped by computations and reduces the idle times resulting from the synchronizations. So in the asynchronous mode, our two-stage algorithm uses asynchronous outer iterations and asynchronous communications between clusters. The communications (i.e. lines~\ref{send} and~\ref{recv} in Figure~\ref{alg:01}) are performed by message passing using MPI non-blocking communication routines. The convergence of the asynchronous iterations is detected when all clusters have locally converged
\begin{equation}
-x^{k+1}=\displaystyle\sum^L_{\ell=1} E_\ell y^{k+1}_\ell.
+k\geq\MIM\mbox{~or~}\|x_\ell^{k+1}-x_\ell^k\|_{\infty }\leq\TOLM,
\label{eq:04}
-\end{equation}
-The convergence of the multisplitting methods, based on synchronous or asynchronous iterations, is studied by many authors. It is dependent on the condition
+\end{equation}
+where $\MIM$ is the maximum number of outer iterations and $\TOLM$ is the tolerance threshold for the two-stage algorithm.
+
+The second two-stage algorithm is based on synchronous outer iterations. We propose to use the Krylov iteration based on residual minimization to improve the slow convergence of the multisplitting methods. In this case, a $n\times s$ matrix $S$ is set using solutions issued from the inner iteration
\begin{equation}
-\rho(\displaystyle\sum_{\ell=1}^L E_\ell M^{-1}_\ell N_\ell) < 1,
+S=[x^1,x^2,\ldots,x^s],~s\ll n.
\label{eq:05}
-\end{equation}
-where $\rho$ is the spectral radius of the square matrix. The different linear splittings~(\ref{eq:03}) arising from the multisplitting of matrix $A$can be solved exactly with a direct method or approximated with an iterative method. When the inner method used to solve the linear sub-systems is iterative, the multisplitting method is called {\it inner-outer iterative method} or {\it two-stage multisplitting method}.
+\end{equation}
+At each $s$ outer iterations, the algorithm computes a new approximation $\tilde{x}=S\alpha$ which minimizes the residual
+\begin{equation}
+\min_{\alpha\in\mathbb{R}^s}{\|b-AS\alpha\|_2}.
+\label{eq:06}
+\end{equation}
+The algorithm in Figure~\ref{alg:02} includes the procedure of the residual minimization and the outer iteration is restarted with a new approximation $\tilde{x}$ at every $s$ iterations. The least-squares problem~(\ref{eq:06}) is solved in parallel by all clusters using CGLS method~\cite{Hestenes52} such that $\MIC$ is the maximum number of iterations and $\TOLC$ is the tolerance threshold for this method (line~\ref{cgls} in Figure~\ref{alg:02}).
+
+\begin{figure}[t]
+%\begin{algorithm}[t]
+%\caption{Krylov two-stage method using block Jacobi multisplitting}
+\begin{algorithmic}[1]
+ \Input $A_\ell$ (sparse matrix), $b_\ell$ (right-hand side)
+ \Output $x_\ell$ (solution vector)\vspace{0.2cm}
+ \State Set the initial guess $x^0$
+ \For {$k=1,2,3,\ldots$ until convergence}
+ \State $c_\ell=b_\ell-\sum_{m\neq\ell}A_{\ell m}x_m^{k-1}$
+ \State $x^k_\ell=Solve_{gmres}(A_{\ell\ell},c_\ell,x^{k-1}_\ell,\MIG,\TOLG)$
+ \State $S_{\ell,k\mod s}=x_\ell^k$
+ \If{$k\mod s = 0$}
+ \State $\alpha = Solve_{cgls}(AS,b,\MIC,\TOLC)$\label{cgls}
+ \State $\tilde{x_\ell}=S_\ell\alpha$
+ \State Send $\tilde{x_\ell}$ to neighboring clusters
+ \Else
+ \State Send $x_\ell^k$ to neighboring clusters
+ \EndIf
+ \State Receive $\{x_m^k\}_{m\neq\ell}$ from neighboring clusters
+ \EndFor
+\end{algorithmic}
+\caption{Krylov two-stage method using block Jacobi multisplitting}
+\label{alg:02}
+%\end{algorithm}
+\end{figure}
+
+
+
+
+
+
+
+
-In this paper we are focused on two-stage multisplitting methods where the well-known iterative method GMRES is used as an inner iteration.
\subsection{Simulation of two-stage methods using SimGrid framework}
\textbf{Step 2} : Collect the software materials needed for the
experimentation. In our case, we have three variants algorithms for the
-resolution of three 3D-Poisson problem: (1) using the classical GMRES
-\textit{(Generalized Minimal RESidual Method)} alias Algo-1 in this
+resolution of three 3D-Poisson problem: (1) using the classical GMRES alias Algo-1 in this
paper, (2) using the multisplitting method alias Algo-2 and (3) an
enhanced version of the multisplitting method as Algo-3. In addition,
SIMGRID simulator has been chosen to simulate the behaviors of the
\centering
\caption{Relative gain of the multisplitting algorithm compared with
the classical GMRES}
- \label{tab.cluster.2x50}
+ \label{"Table 7"}
\begin{mytable}{6}
\hline
- bw
- & 5 & 5 & 5 & 5 & 5 & 50 \\
+ bandwidth (Mbit/s)
+ & 5 & 5 & 5 & 5 & 5 \\
\hline
- lat
- & 0.02 & 0.02 & 0.02 & 0.02 & 0.02 & 0.02 \\
+ latency (ms)
+ & 20 & 20 & 20 & 20 & 20 \\
\hline
- power
- & 1 & 1 & 1 & 1.5 & 1.5 & 1.5 \\
+ power (GFlops)
+ & 1 & 1 & 1 & 1.5 & 1.5 \\
\hline
- size
- & 62 & 62 & 62 & 100 & 100 & 110 \\
+ size (N)
+ & 62 & 62 & 62 & 100 & 100 \\
\hline
- Prec/Eprec
- & \np{E-5} & \np{E-8} & \np{E-9} & \np{E-11} & \np{E-11} & \np{E-11} \\
+ Precision
+ & \np{E-5} & \np{E-8} & \np{E-9} & \np{E-11} & \np{E-11} \\
\hline
- speedup
- & 0.396 & 0.392 & 0.396 & 0.391 & 0.393 & 0.395 \\
+ Relative gain
+ & 2.52 & 2.55 & 2.52 & 2.57 & 2.54 \\
\hline
\end{mytable}
\begin{mytable}{6}
\hline
- bw
- & 50 & 50 & 50 & 50 & 10 & 10 \\
+ bandwidth (Mbit/s)
+ & 50 & 50 & 50 & 50 & 50 \\
\hline
- lat
- & 0.02 & 0.02 & 0.02 & 0.02 & 0.03 & 0.01 \\
+ latency (ms)
+ & 20 & 20 & 20 & 20 & 20 \\
\hline
- power
- & 1.5 & 1.5 & 1.5 & 1.5 & 1 & 1.5 \\
+ power (GFlops)
+ & 1.5 & 1.5 & 1 & 1.5 & 1.5 \\
\hline
- size
- & 120 & 130 & 140 & 150 & 171 & 171 \\
+ size (N)
+ & 110 & 120 & 130 & 140 & 150 \\
\hline
- Prec/Eprec
- & \np{E-11} & \np{E-11} & \np{E-11} & \np{E-11} & \np{E-5} & \np{E-5} \\
+ Precision
+ & \np{E-11} & \np{E-11} & \np{E-11} & \np{E-11} & \np{E-11}\\
\hline
- speedup
- & 0.398 & 0.388 & 0.393 & 0.394 & 0.63 & 0.778 \\
+ Relative gain
+ & 2.53 & 2.51 & 2.58 & 2.55 & 2.54 \\
\hline
\end{mytable}
\end{table}
The authors would like to thank\dots{}
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-\bibliographystyle{IEEEtran}
-\bibliography{hpccBib}
+\bibliographystyle{wileyj}
+\bibliography{biblio}
\end{document}
