scholarly journals Parallel GMRES with a multiplicative Schwarz preconditioner

2011 ◽  
Vol Volume 14 - 2011 - Special... ◽  
Author(s):  
Désiré Nuentsa Wakam ◽  
Guy-Antoine Atenekeng-Kahou
Keyword(s):  
Linear Systems ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Data Parallelism ◽  
Subspace Method ◽  
Pipeline Parallelism ◽  
Hybrid Solver ◽  
International Audience ◽  
Nous Utilisons ◽  
Schwarz Preconditioner

International audience This paper presents a robust hybrid solver for linear systems that combines a Krylov subspace method as accelerator with a Schwarz-based preconditioner. This preconditioner uses an explicit formulation associated to one iteration of the multiplicative Schwarz method. The Newtonbasis GMRES, which aim at expressing a good data parallelism between subdomains is used as accelerator. In the first part of this paper, we present the pipeline parallelism that is obtained when the multiplicative Schwarz preconditioner is used to build the Krylov basis for the GMRES method. This is referred as the first level of parallelism. In the second part, we introduce a second level of parallelism inside the subdomains. For Schwarz-based preconditioners, the number of subdomains are keeped small to provide a robust solver. Therefore, the linear systems associated to subdomains are solved efficiently with this approach. Numerical experiments are performed on several problems to demonstrate the benefits of using these two levels of parallelism in the solver, mainly in terms of numerical robustness and global efficiency. Cet article présente un solveur hybride robuste pour des systèmes linéaires. Ce solveur parallèle construit un préconditionneur de type Schwarz pour accélerer une méthode basée sur les sous-espaces de Krylov. Le préconditionneur est défini à partir d’une formulation explicite correspondant à une itération de Schwarz multiplicatif. Dans le but de réduire les communications et les dépendences entre les sous-domaines, nous utilisons la version de GMRES qui dissocie la construction de la base de Krylov et son orthogonalisation. Nous présentons dans un premier temps le parallélisme qui est obtenu lorsque ce préconditionneur Schwarz multiplicatif est utilisé dans la construction de la base de Krylov. C’est le premier niveau de parallélisme. Dans la deuxième partie de ce travail, nous introduisons un deuxième niveau de parallélisme à l’intérieur de chaque sous-domaine. Pour des décompositions de domaines avec recouvrement, le nombre de sous-domaines doit rester faible pour fournir un solveur robuste. De ce fait, les systèmes linéaires associés aux sous-domaines sont résolus de manière efficace avec ce deuxième niveau de parallélisme. Plusieurs tests numériques sont présentés à la fin du document pour valider l’efficacité de cette approche.

scholarly journals A Polynomial Preconditioned Global CMRH Method for Linear Systems with Multiple Right-Hand Sides

2013 ◽  
Vol 2013 ◽  
pp. 1-7 ◽  
Author(s):  
Ke Zhang ◽  
Chuanqing Gu
Keyword(s):  
Theoretical Result ◽  
Linear Systems ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Polynomial Degree ◽  
Right Hand

The restarted global CMRH method (Gl-CMRH(m)) (Heyouni, 2001) is an attractive method for linear systems with multiple right-hand sides. However, Gl-CMRH(m) may converge slowly or even stagnate due to a limited Krylov subspace. To ameliorate this drawback, a polynomial preconditioned variant of Gl-CMRH(m) is presented. We give a theoretical result for the square case that assures that the number of restarts can be reduced with increasing values of the polynomial degree. Numerical experiments from real applications are used to validate the effectiveness of the proposed method.

scholarly journals Generalized Preconditioned MHSS Method for a Class of Complex Symmetric Linear Systems

2014 ◽  
Vol 2014 ◽  
pp. 1-9
Author(s):  
Cui-Xia Li ◽  
Yan-Jun Liang ◽  
Shi-Liang Wu
Keyword(s):  
Theoretical Analysis ◽  
Linear Systems ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Krylov Subspace Methods ◽  
Point Of View ◽  
Subspace Methods ◽  
Practical Point ◽  
Complex Symmetric Linear Systems ◽  
Complex Symmetric

Based on the modified Hermitian and skew-Hermitian splitting (MHSS) and preconditioned MHSS (PMHSS) methods, a generalized preconditioned MHSS (GPMHSS) method for a class of complex symmetric linear systems is presented. Theoretical analysis gives an upper bound for the spectral radius of the iteration matrix. From a practical point of view, we have analyzed and implemented inexact GPMHSS (IGPMHSS) iteration, which employs Krylov subspace methods as its inner processes. Numerical experiments are reported to confirm the efficiency of the proposed methods.

An Efficient Variant of the GMRES(m) Method Based on the Error Equations

2012 ◽  
Vol 2 (1) ◽  
pp. 19-32
Author(s):  
Akira Imakura ◽  
Tomohiro Sogabe ◽  
Shao-Liang Zhang
Keyword(s):  
Linear Systems ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Krylov Subspace Methods ◽  
Initial Guess ◽  
Subspace Methods ◽  
Nonsymmetric Linear Systems ◽  
Mathematical Background

AbstractThe GMRES(m) method proposed by Saad and Schultz is one of the most successful Krylov subspace methods for solving nonsymmetric linear systems. In this paper, we investigate how to update the initial guess to make it converge faster, and in particular propose an efficient variant of the method that exploits an unfixed update. The mathematical background of the unfixed update variant is based on the error equations, and its potential for efficient convergence is explored in some numerical experiments.

scholarly journals Preconditioning Large Indefinite Linear Systems

2011 ◽  
Vol 17 (1) ◽  
pp. 63
Author(s):  
Giovanni Fasano ◽  
Massimo Roma
Keyword(s):  
Numerical Analysis ◽  
Nonlinear Optimization ◽  
Linear Systems ◽  
Krylov Subspace ◽  
Krylov Subspace Method ◽  
The Other ◽  
Subspace Method ◽  
Numerical Experimentation ◽  
Indefinite Linear Systems

After briefly recalling some relevant approaches for preconditioning large symmetric linear systems, we describe a novel class of preconditioners. Our proposal is tailored for large indefinite linear systems, which arise very frequently in many different contexts of numerical analysis and nonlinear optimization. Our preconditioners are built as a byproduct of the Krylov subspace method used to solve the system. We describe theoretical properties of the proposed class of preconditioners, namely their capability of both shifting some eigenvalues of the system’s matrix to controlled values, and reducing the modulus of the other ones. The results of a numerical experimentation give evidence of the good performance of our proposal.  

scholarly journals A relaxed block splitting preconditioner for complex symmetric indefinite linear systems

2018 ◽  
Vol 16 (1) ◽  
pp. 561-573
Author(s):  
Yunying Huang ◽  
Guoliang Chen
Keyword(s):  
Linear Systems ◽  
Spectral Properties ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Minimal Polynomial ◽  
Coefficient Matrix ◽  
Subspace Iteration ◽  
Preconditioned Matrix ◽  
Complex Symmetric ◽  
Indefinite Linear Systems

AbstractIn this paper, we propose a relaxed block splitting preconditioner for a class of complex symmetric indefinite linear systems to accelerate the convergence rate of the Krylov subspace iteration method and the relaxed preconditioner is much closer to the original block two-by-two coefficient matrix. We study the spectral properties and the eigenvector distributions of the corresponding preconditioned matrix. In addition, the degree of the minimal polynomial of the preconditioned matrix is also derived. Finally, some numerical experiments are presented to illustrate the effectiveness of the relaxed splitting preconditioner.

scholarly journals Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces

2021 ◽  
Author(s):  
Yuka Hashimoto ◽  
Takashi Nodera
Keyword(s):  
Krylov Subspace ◽  
Time Series Data ◽  
Linear Equations ◽  
Transfer Operator ◽  
Krylov Subspace Methods ◽  
Krylov Subspace Method ◽  
Linear Operators ◽  
Series Data ◽  
Subspace Method ◽  
Subspace Methods

AbstractThe Krylov subspace method has been investigated and refined for approximating the behaviors of finite or infinite dimensional linear operators. It has been used for approximating eigenvalues, solutions of linear equations, and operator functions acting on vectors. Recently, for time-series data analysis, much attention is being paid to the Krylov subspace method as a viable method for estimating the multiplications of a vector by an unknown linear operator referred to as a transfer operator. In this paper, we investigate a convergence analysis for Krylov subspace methods for estimating operator-vector multiplications.

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