From 663c29e4f7bb8e7d7d9d75ef19a6be1fed40f48a Mon Sep 17 00:00:00 2001 From: lilia Date: Tue, 21 Apr 2015 23:46:49 +0200 Subject: [PATCH 1/1] Sec 04: multisplitting mehods --- paper.tex | 25 ++++++++++++++++++++++--- 1 file changed, 22 insertions(+), 3 deletions(-) diff --git a/paper.tex b/paper.tex index 77dde18..3120437 100644 --- a/paper.tex +++ b/paper.tex @@ -84,6 +84,8 @@ Email: \email{{raphael.couturier,arnaud.giersch,david.laiymani,charles.ramamonjisoa}@univ-fcomte.fr} } +%% Lilia Ziane Khodja: Department of Aerospace \& Mechanical Engineering\\ Non Linear Computational Mechanics\\ University of Liege\\ Liege, Belgium. Email: l.zianekhodja@ulg.ac.be + \begin{abstract} ABSTRACT \end{abstract} @@ -105,17 +107,34 @@ ABSTRACT \label{sec:04} \subsection{Multisplitting methods for sparse linear systems} \label{sec:04.01} -Let us consider the following sparse linear system of $n$ equations in $\mathbb{R}$: +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. The 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 \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. +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 +\begin{equation} +M_\ell y_\ell^{k+1} = R_\ell^k,\mbox{~such that~} R_\ell^k = N_\ell x^k_\ell + b, +\label{eq:03} +\end{equation} +then the weighting matrices $E_\ell$ are used to compute the solution of the global system~(\ref{eq:01}) +\begin{equation} +x^{k+1}=\displaystyle\sum^L_{\ell=1} E_\ell y^{k+1}_\ell. +\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 +\begin{equation} +\rho(\displaystyle\sum_{\ell=1}^L E_\ell M^{-1}_\ell N_\ell) < 1, +\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}. + +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} -- 2.39.5