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Flexibly Enlarged Conjugate Gradient Methods

Sophie M. Moufawad

TL;DR

The Enlarged CG methods and their s-step versions converge in less iterations than the classical CG, but at the expense of requiring more memory storage than CG.

Abstract

Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a maximum of t vectors per iteration based on the domain decomposition of the graph of A. As for the s-step versions, s iterations of the enlarged Conjugate Gradient methods are merged in one iteration. The Enlarged CG methods and their s-step versions converge in less iterations than the classical CG, but at the expense of requiring more memory storage than CG. Thus, in this paper we explore different options for reducing the memory requirements of these enlarged CG methods without affecting much their convergence.

Flexibly Enlarged Conjugate Gradient Methods

TL;DR

The Enlarged CG methods and their s-step versions converge in less iterations than the classical CG, but at the expense of requiring more memory storage than CG.

Abstract

Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a maximum of t vectors per iteration based on the domain decomposition of the graph of A. As for the s-step versions, s iterations of the enlarged Conjugate Gradient methods are merged in one iteration. The Enlarged CG methods and their s-step versions converge in less iterations than the classical CG, but at the expense of requiring more memory storage than CG. Thus, in this paper we explore different options for reducing the memory requirements of these enlarged CG methods without affecting much their convergence.
Paper Structure (16 sections, 3 theorems, 27 equations, 6 figures, 13 tables, 5 algorithms)

This paper contains 16 sections, 3 theorems, 27 equations, 6 figures, 13 tables, 5 algorithms.

Key Result

Theorem 4.1

\newlabelthrm:kry1 Let $1 \leq k_F < k$. Then, the Krylov subspace where $r_{k_F}\in \mathcal{K}_{k_F+1}(A,r_0)$.

Figures (6)

  • Figure 4.1: Norm of residual vector for Ani3D matrix using SRE-CG2 for $32$ partitions over all the 156 iterations needed to convergence, zoomed view from iteration 45, and zoomed view from iteration 120.
  • Figure 5.1: Convergence of SRE-CG2(trunc) for different $trunc$ and $t$ values for matrices Sky3D (left), Sky2D (right), and Ani3D (bottom)
  • Figure 5.2: Convergence of preconditioned flexibly enlarged methods with switchTol = $10^{-5}$ for matrix Nh2D
  • Figure 5.3: Convergence of preconditioned flexibly enlarged methods with switchTol = $10^{-5}$ for matrix Sky3D
  • Figure 5.4: Convergence of preconditioned flexibly enlarged methods with switchTol = $10^{-5}$ for matrix Ani3D
  • ...and 1 more figures

Theorems & Definitions (6)

  • Theorem 4.1
  • proof
  • Theorem 4.2
  • proof
  • Corollary 4.3
  • proof