VARYING THE S IN YOUR S-STEP GMRES

Krylov subspace methods are commonly used iterative methods for solving large sparse linear systems. However, they suffer from communication bottlenecks on parallel computers. Therefore, s-step methods have been developed, where the Krylov subspace is built block by block so that s matrix-vector mul...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Electronic transactions on numerical analysis 2017-01, Vol.47, p.206-230
Hauptverfasser: Imbe, Erhel, Jocelyne
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Krylov subspace methods are commonly used iterative methods for solving large sparse linear systems. However, they suffer from communication bottlenecks on parallel computers. Therefore, s-step methods have been developed, where the Krylov subspace is built block by block so that s matrix-vector multiplications can be done before orthonormalizing the block. Then Communication-Avoiding algorithms can be used for both kernels. This paper introduces a new variation on the s-step GMRES method in order to reduce the number of iterations necessary to ensure convergence with a small overhead in the number of communications. Namely, we develop an s-step GMRES algorithm, where the block size is variable and increases gradually. Our numerical experiments show a good agreement with our analysis of condition numbers and demonstrate the efficiency of our variable s-step approach. Key words. Communication-Avoiding, s-step Krylov subspace method, GMRES algorithm, variable s-step AMS subject classifications. 65F10, 65N22
ISSN:1068-9613
1097-4067