Block s-step Krylov iterative methods

نویسندگان

  • Anthony T. Chronopoulos
  • Andrey B. Kucherov
چکیده

Block (including s-step) iterative methods for (non)symmetric linear systems have been studied and implemented in the past. In this article we present a (combined) block s-step Krylov iterative method for nonsymmetric linear systems. We then consider the problem of applying any block iterative method to solve a linear system with one right-hand side using many linearly independent initial residual vectors. We present a new algorithm which combines the many solutions obtained (by any block iterative method) into a single solution to the linear system. This approach of using block methods in order to increase the parallelism of Krylov methods is very useful in parallel systems. We implemented the new method on a parallel computer and we ran tests to validate the accuracy and the performance of the proposed methods. It is expected that the block s-step methods performance will scale well on other parallel systems because of their efficient use of memory hierarchies and their reduction of the number of global communication operations over the standard methods. Copyright q 2009 John Wiley & Sons, Ltd.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Parallel Krylov-Type Method for Nonsymmetric Linear Systems

Parallel Krylov (S-step and block) iterative methods for linear systems have been studied and implemented in the past. In this article we present a parallel Krylov method based on block s-step method for nonsymmetric linear systems. We derive two new averaging algorithm to combine several approximations to the solution of a single linear system using the block method with multiple initial guess...

متن کامل

The Adaptive s-step Conjugate Gradient Method

On modern large-scale parallel computers, the performance of Krylov subspace iterative methods is limited by global synchronization. This has inspired the development of s-step (or communication-avoiding) Krylov subspace method variants, in which iterations are computed in blocks of s. This reformulation can reduce the number of global synchronizations per iteration by a factor of O(s), and has...

متن کامل

S-Step and Communication-Avoiding Iterative Methods

In this paper we make an overview of s-step Conjugate Gradient and develop a novel formulation for s-step BiConjugate Gradient Stabilized iterative method. Also, we show how to add preconditioning to both of these s-step schemes. We explain their relationship to the standard, block and communication-avoiding counterparts. Finally, we explore their advantages, such as the availability of matrix-...

متن کامل

Block Krylov Space Methods for Linear Systems with Multiple Right-hand Sides: an Introduction

In a number of applications in scientific computing and engineering one has to solve huge sparse linear systems of equations with several right-hand sides that are given at once. Block Krylov space solvers are iterative methods that are especially designed for such problems and have fundamental advantages over the corresponding methods for systems with a single right-hand side: much larger sear...

متن کامل

Iterative across-time solution of linear differential equations: Krylov subspace versus waveform relaxation

The aim of this paper is two-fold. First, we propose an efficient implementation of the continuous time waveform relaxation (WR) method based on block Krylov subspaces. Second, we compare this new WR–Krylov implementation against Krylov subspace methods combined with the shift and invert (SAI) technique. Some analysis and numerical experiments are presented. Since the WR–Krylov and SAI–Krylov m...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Numerical Lin. Alg. with Applic.

دوره 17  شماره 

صفحات  -

تاریخ انتشار 2010