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Article Dans Une Revue SIAM Journal on Matrix Analysis and Applications Année : 2016

Enlarged Krylov Subspace Conjugate Gradient Methods for Reducing Communication

Résumé

In this paper we introduce a new approach for reducing communication in Krylov subspace methods that consists of enlarging the Krylov subspace by a maximum of $t$ vectors per iteration, based on a domain decomposition of the graph of $A$. The obtained enlarged Krylov subspace $\mathscr{K}_{k,t}(A,r_0)$ is a superset of the Krylov subspace $\mathcal{K}_k(A,r_0)$, $\mathcal{K}_k(A,r_0) \subset \mathscr{K}_{k,t}(A,r_0)$. Thus, we search for the solution of the system $Ax=b$ in $\mathscr{K}_{k,t}(A,r_0)$ instead of $\mathcal{K}_k(A,r_0)$. Moreover, we show in this paper that the enlarged Krylov projection subspace methods lead to faster convergence in terms of iterations and parallelizable algorithms with less communication, with respect to Krylov methods.

Dates et versions

hal-01357899 , version 1 (30-08-2016)

Identifiants

Citer

Laura Grigori, Sophie Moufawad, Frédéric Nataf. Enlarged Krylov Subspace Conjugate Gradient Methods for Reducing Communication. SIAM Journal on Matrix Analysis and Applications, 2016, 37 (2), pp.744-773. ⟨10.1137/140989492⟩. ⟨hal-01357899⟩
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