A new class of parallel alternating-type iterative methods

This paper is concerned with parallel alternating-type iterative methods for solving large sparse linear systems of the form Au = b arising in the numerical solution of partial differential equations by finite difference methods. Examples of alternating-type methods include the alternating direction...

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Veröffentlicht in:Journal of computational and applied mathematics 1996-11, Vol.74 (1), p.331-344
Hauptverfasser: Young, David M., Kincaid, David R.
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description This paper is concerned with parallel alternating-type iterative methods for solving large sparse linear systems of the form Au = b arising in the numerical solution of partial differential equations by finite difference methods. Examples of alternating-type methods include the alternating direction implicit (ADI) method and the unsymmetric SOR (USSOR) method. Each iteration of an alternating-type method involves the use of two parameters, say ϱ and ϱ′. We consider parallel alternating-type methods where, given an initial vector u (0) , the positive integer m, and two sets of m parameters “ϱ i” and “ϱ′ j” , one carries out m 2 single iterations in parallel, each involving one pair ( ϱ i , ϱ′ j ) of the parameters. It is shown that in some cases a linear combination v ∗ of the vectors thus obtained is the same as the vector v ∗∗ which would be obtained by a sequential process involving m iterations based on the successive use of the parameter pairs ( ϱ 1, ϱ′ 1), ( ϱ 2, ϱ′ 2),…, ( ϱ m , ϱ′ m ). Thus, the parallel procedure offers the potential of reducing the wall-clock time by a factor of m as compared with the sequential procedure. Preliminary numerical results based on the use of a virtual parallel system of sequential computers confirm the expected reductions in the number of iterations.
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Examples of alternating-type methods include the alternating direction implicit (ADI) method and the unsymmetric SOR (USSOR) method. Each iteration of an alternating-type method involves the use of two parameters, say ϱ and ϱ′. We consider parallel alternating-type methods where, given an initial vector u (0) , the positive integer m, and two sets of m parameters “ϱ i” and “ϱ′ j” , one carries out m 2 single iterations in parallel, each involving one pair ( ϱ i , ϱ′ j ) of the parameters. It is shown that in some cases a linear combination v ∗ of the vectors thus obtained is the same as the vector v ∗∗ which would be obtained by a sequential process involving m iterations based on the successive use of the parameter pairs ( ϱ 1, ϱ′ 1), ( ϱ 2, ϱ′ 2),…, ( ϱ m , ϱ′ m ). Thus, the parallel procedure offers the potential of reducing the wall-clock time by a factor of m as compared with the sequential procedure. 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Examples of alternating-type methods include the alternating direction implicit (ADI) method and the unsymmetric SOR (USSOR) method. Each iteration of an alternating-type method involves the use of two parameters, say ϱ and ϱ′. We consider parallel alternating-type methods where, given an initial vector u (0) , the positive integer m, and two sets of m parameters “ϱ i” and “ϱ′ j” , one carries out m 2 single iterations in parallel, each involving one pair ( ϱ i , ϱ′ j ) of the parameters. It is shown that in some cases a linear combination v ∗ of the vectors thus obtained is the same as the vector v ∗∗ which would be obtained by a sequential process involving m iterations based on the successive use of the parameter pairs ( ϱ 1, ϱ′ 1), ( ϱ 2, ϱ′ 2),…, ( ϱ m , ϱ′ m ). Thus, the parallel procedure offers the potential of reducing the wall-clock time by a factor of m as compared with the sequential procedure. Preliminary numerical results based on the use of a virtual parallel system of sequential computers confirm the expected reductions in the number of iterations.</description><subject>Alternating direction</subject><subject>Alternating-type</subject><subject>Exact sciences and technology</subject><subject>Implicit method</subject><subject>Interactive methods</subject><subject>Mathematics</subject><subject>Methods of scientific computing (including symbolic computation, algebraic computation)</subject><subject>Numerical analysis</subject><subject>Numerical analysis. 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subjects Alternating direction
Alternating-type
Exact sciences and technology
Implicit method
Interactive methods
Mathematics
Methods of scientific computing (including symbolic computation, algebraic computation)
Numerical analysis
Numerical analysis. Scientific computation
Numerical linear algebra
Parallel computing
Sciences and techniques of general use
Unsymmetric successive overrelaxation method
title A new class of parallel alternating-type iterative methods
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