Vary the s in Your s-step GMRES - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Pré-Publication, Document De Travail Année : 2016

Vary the s in Your s-step GMRES

Résumé

Krylov methods are commonly used iterative methods for solving large sparse linear systems, however they suffer communication bottlenecks on parallel computers. Therefore, Communication-Avoiding methods have been developed where the Krylov subspace is built block by block, so that $s$ matrix-vector multiplications can be done before the orthonormalization operation. This paper introduces a new variation on s-step GMRES in order to improve its stability and to reduce the number of iterations necessary to ensure convergence, with a small overhead in communications. Some theoretical improvements are necessary to accomplish this, and are interesting in their own right. Namely, we develop a new block variant that allows us to express the stability difficulties in s-step GMRES more fully. Using this variant, we can create a simple adaptive s-step GMRES algorithm, where the block size is variable and increases gradually. Our numerical experiments show a good agreement with our stability analysis and demonstrate the efficiency of our original variable s-step approach.
Fichier principal
Vignette du fichier
FibGMRES-Imberti-Erhel-2016.pdf (1021.51 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01299652 , version 1 (11-04-2016)
hal-01299652 , version 2 (07-07-2016)
hal-01299652 , version 3 (07-12-2017)

Identifiants

  • HAL Id : hal-01299652 , version 1

Citer

David Imberti, Jocelyne Erhel. Vary the s in Your s-step GMRES. 2016. ⟨hal-01299652v1⟩
554 Consultations
716 Téléchargements

Partager

Gmail Facebook X LinkedIn More