Flexible Variants of Block Restarted GMRES Methods with Application to Geophysics

Abstract : In a wide number of applications in computational science and engineering the solution of large linear systems of equations with several right-hand sides given at once is required. Direct methods based on Gaussian elimination are known to be especially appealing in that setting. Nevertheless, when the dimension of the problem is very large, preconditioned block Krylov space solvers are often considered as the method of choice. The purpose of this paper is thus to present iterative methods based on block restarted GMRES that allow variable preconditioning for the solution of linear systems with multiple right-hand sides. The use of flexible methods is especially of interest when approximate possibly iterative solvers are considered in the preconditioning phase. First we introduce a new variant of block flexible restarted GMRES that includes a strategy for detecting when a linear combination of the systems has approximately converged. This explicit block size reduction is often called deflation. We analyze the main properties of this flexible method based on deflation and notably prove that the Frobenius norm of the block residual is always nonincreasing. We also present a flexible variant based on both deflation and truncation to especially be used in case of limited memory. Finally we illustrate the numerical behavior of these flexible block methods for large industrial simulations arising in geophysics, where indefinite linear systems of size up to 1 billion unknowns with multiple right-hand sides have been successfully solved in a parallel distributed memory environment.
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Submitted on : Thursday, June 16, 2016 - 4:18:28 PM
Last modification on : Friday, July 26, 2019 - 1:50:07 PM

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Henri Calandra, Serge Gratton, Julien Langou, Xavier Pinel, Xavier Vasseur. Flexible Variants of Block Restarted GMRES Methods with Application to Geophysics. SIAM Journal on Scientific Computing, Society for Industrial and Applied Mathematics, 2012, 3 (2), pp.A714-A736. ⟨10.1137/10082364X⟩. ⟨hal-01332926⟩

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