From: ziane Date: Fri, 24 Apr 2015 16:06:10 +0000 (+0200) Subject: Krylov two-stage multisplitting method X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/rce2015.git/commitdiff_plain/69229851837f7ff5cbb8eafa0e76dcde99743930?hp=6deb73bfa86b688308eab61ad2f2cb006fd63d0f Krylov two-stage multisplitting method --- diff --git a/biblio.bib b/biblio.bib index 2057bd5..91c20f2 100644 --- a/biblio.bib +++ b/biblio.bib @@ -96,5 +96,15 @@ author={Alefeld, Götz and Lenhardt, Ingrid and Mayer, Günter}, pages={267--292} } +@article{Hestenes52, + author = {Hestenes, M. R. and Stiefel, E.}, + journal = {Journal of research of the National Bureau of Standards}, + pages = {409--436}, + timestamp = {2008-10-07T16:03:39.000+0200}, + title = {Methods of conjugate gradients for solving linear systems}, + volume = {49}, + year = {1952} +} + diff --git a/paper.tex b/paper.tex index df664fb..c35380f 100644 --- a/paper.tex +++ b/paper.tex @@ -56,6 +56,8 @@ \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} @@ -125,37 +127,74 @@ where $x_\ell$ are sub-vectors of the solution $x$, $b_\ell$ are the sub-vectors A_{\ell\ell} x_\ell = c_\ell,\mbox{~for~}\ell=1,\ldots,L, \label{eq:03} \end{equation} -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 $A$. Algorithm~\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 of GMRES respectively. +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{algorithm}[t] -\caption{Block Jacobi two-stage multisplitting method} +\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 $x^k_\ell=Solve(A_{\ell\ell},c_\ell,x^{k-1}_\ell,\MIG,\TOLG)$\label{solve} + \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} - -The convergence of the two-stage multisplitting methods, based on synchronous or asynchronous iterations, is studied by many authors for example~\cite{Szyld92,Bru95,Bai99,bahi07}. The multisplitting methods are convergent: -\begin{itemize} -\item if $A^{-1}>0$ and the splittings of matrix $A$ are weak regular when the iterations are synchronous, or -\item if $A$ is M-matrix and its splittings are regular when the iterations are asynchronous. -\end{itemize} +%\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 Algorithm~\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 +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} k\geq\MIM\mbox{~or~}\|x_\ell^{k+1}-x_\ell^k\|_{\infty }\leq\TOLM, \label{eq:04} \end{equation} -where $\MIM$ is the maximum number of outer iterations and $\TOLM$ is the tolerance threshold of the two-stage algorithm. +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} +S=[x^1,x^2,\ldots,x^s],~s\ll n. +\label{eq:05} +\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} + + +