The Uzawa-PPS iteration methods for nonsingular and singular non-Hermitian saddle point problems

In this paper, based on the positive-definite and positive-semidefinite splitting (PPS) iteration scheme, we establish a class of Uzawa-PPS iteration methods for solving nonsingular and singular non-Hermitian saddle point problems with the (1,1) part of the coefficient matrix being non-Hermitian positive definite. Theoretical analyses show that the convergence and semi-convergence properties of the proposed methods can be guaranteed under suitable conditions. Furthermore, we consider acceleration of the Uzawa-PPS methods by Krylov subspace (like GMRES) methods and discuss the spectral properties of the corresponding preconditioned matrix. Numerical experiments are given to confirm the theoretical results which show that the feasibility and effectiveness of the proposed methods and preconditioners.     

Optimized Schwarz method without overlap for the gravitational potential equation on cluster of graphics processing unit

Many engineering and scientific problems need to solve boundary value problems for partial differential equations or systems of them. For most cases, to obtain the solution with desired precision and in acceptable time, the only practical way is to harness the power of parallel processing. In this paper, we present some effective applications of parallel processing based on hybrid CPU/GPU domain decomposition method. Within the family of domain decomposition methods, the so-called optimized Schwarz methods have proven to have good convergence behaviour compared to classical Schwarz methods. The price for this feature is the need to transfer more physical information between subdomain interfaces. For solving large systems of linear algebraic equations resulting from the finite element discretization of the subproblem for each subdomain, Krylov method is often a good choice. Since the overall efficiency of such methods depends on effective calculation of sparse matrix–vector product, approaches that use graphics processing unit (GPU) instead of central processing unit (CPU) for such task look very promising. In this paper, we discuss effective implementation of algebraic operations for iterative Krylov methods on GPU. In order to ensure good performance for the non-overlapping Schwarz method, we propose to use optimized conditions obtained by a stochastic technique based on the covariance matrix adaptation evolution strategy. The performance, robustness, and accuracy of the proposed approach are demonstrated for the solution of the gravitational potential equation for the data acquired from the geological survey of Chicxulub crater.     

GMRES implementations and residual smoothing techniques for solving ill-posed linear systems

There are verities of useful Krylov subspace methods to solve nonsymmetric linear system of equations. GMRES is one of the best Krylov solvers with several different variants to solve large sparse linear systems. Any GMRES implementation has some advantages. As the solution of ill-posed problems are important. In this paper, some GMRES variants are discussed and applied to solve these kinds of problems. Residual smoothing techniques are efficient ways to accelerate the convergence speed of some iterative methods like CG variants. At the end of this paper, some residual smoothing techniques are applied for different GMRES methods to test the influence of these techniques on GMRES implementations.     

Preconditioned Krylov subspace methods for solving radiative transfer problems with scattering and reflection

Two Krylov subspace methods, the GMRES and the BiCGSTAB, are analyzed for solving the linear systems arising from the mixed finite element discretization of the discrete ordinates radiative transfer equation. To increase their convergence rate and stability, the Jacobi and block Jacobi methods are used as preconditioners for both Krylov subspace methods. Numerical experiments, designed to test the effectiveness of the (preconditioned) GMRES and the BiCGSTAB, are performed on various radiative transfer problems: (i) transparent, (ii) absorption dominant, (iii) scattering dominant, and (iv) with specular reflection. It is observed that the BiCGSTAB is superior to the GMRES, with lower iteration counts, solving times, and memory consumption. In particular, the BiCGSTAB preconditioned by the block Jacobi method performed best amongst the set of other solvers. To better understand the discrete systems for radiative problems (i) to (iv), an eigenvalue spectrum analysis has also been performed. It revealed that the linear system conditioning deteriorates for scattering media problems in comparison to absorbing or transparent media problems. This conditioning further deteriorates when reflection is involved.     

基于解空间分解的GMRES算法及其在图像处理中的应用

提出一种基于解空间分解的加速GMRES算法来求解不适定问题,该算法将解空间分解为Krylov子空间和一个辅助子空间,其中一部分解用一种加速GMRES法迭代得到,另一部分解用直接求解的方法得到。数值实验和分析表明这种算法是行之有效的,在达到相同的估计精度的条件下,迭代速度大大提高,求解时间只有普通GMRES算法的五分之一,甚至更少;而且在迭代次数相同的情况下,解的精度更高,如解的均方误差平均是普通GMRES算法的五分之三。最后将该方法应用到光学图像复原,实验结果表明该方法能够明显改善光学图像的质量。     

Hybrid Multigrid/Schwarz Algorithms for the Spectral Element Method

We study the performance of the multigrid method applied to spectral element (SE) discretizations of the Poisson and Helmholtz equations. Smoothers based on finite element (FE) discretizations, overlapping Schwarz methods, and point-Jacobi are considered in conjunction with conjugate gradient and GMRES acceleration techniques. It is found that Schwarz methods based on restrictions of the originating SE matrices converge faster than FE-based methods and that weighting the Schwarz matrices by the inverse of the diagonal counting matrix is essential to effective Schwarz smoothing. Several of the methods considered achieve convergence rates comparable to those attained by classic multigrid on regular grids.     

Solution of the Dirac equation in lattice QCD using a domain decomposition method

Efficient algorithms for the solution of partial differential equations on parallel computers are often based on domain decomposition methods. Schwarz preconditioners combined with standard Krylov space solvers are widely used in this context, and such a combination is shown here to perform very well in the case of the Wilson-Dirac equation in lattice QCD. In particular, with respect to even-odd preconditioned solvers, the communication overhead is significantly reduced, which allows the computational work to be distributed over a large number of processors with only small parallelization losses.     

A real‐time algorithm for nonlinear receding horizon control using multiple shooting and continuation/Krylov method

In this paper, we propose a real‐time algorithm for nonlinear receding horizon control using multiple shooting and the continuation/GMRES method. Multiple shooting is expected to improve numerical accuracy in calculations for solving boundary value problems. The continuation method is combined with a Krylov subspace method, GMRES, to update unknown quantities by solving a linear equation. At the same time, we apply condensing, which reduces the size of the linear equation, to speed up numerical calculations. A numerical example shows that both numerical accuracy and computational speed improve using the proposed algorithm by combining multiple shooting with condensing. Copyright © 2008 John Wiley & Sons, Ltd.     

Krylov子空间方法解线性方程组的并行性能分析及应用

许多并行计算问题,在结合并行机的特有体系结构时,要对算法的并行性能及其可扩展性进行分析。它决定了该算法解决有关问题是否有效,并进一步判断所用的并行计算系统是否符合求解问题的要求。文章通过对Ｋｒｙｌｏｖ子空间中两种有效算法－ＰＣＧ算法和ＧＭＲＥＳ（ｍ）算法在一类并行系统中形成的并行算法的性能进行了分析,给出了其求解问题规模与处理机数与加速比的关系结果表明。ＧＭＲＥＳ（ｍ）算法比ＰＣＧ算法更适合于并行。     

Some preconditioners for elliptic PDE-constrained optimization problems

For the structured systems of linear equations arising from the Galerkin finite element discretizations of elliptic PDE-constrained optimization problems, some preconditioners are proposed to accelerate the convergence rate of Krylov subspace methods such as GMRES for both cases of the Tikhonov parameter $\beta$ not very small (equal or greater than 1e?6) and sufficiently small (less than 1e?6), respectively. We derive the explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices. Numerical results show that the corresponding preconditioned GMRES methods perform and match well with the theoretical results.     

A parallel Aitken-additive Schwarz waveform relaxation suitable for the grid

The objective of this paper is to describe a grid-efficient parallel implementation of the Aitken–Schwarz waveform relaxation method for the heat equation problem. This new parallel domain decomposition algorithm, introduced by Garbey [M. Garbey, A direct solver for the heat equation with domain decomposition in space and time, in: Springer Ulrich Langer et al. (Ed.), Domain Decomposition in Science and Engineering XVII, vol. 60, 2007, pp. 501–508], generalizes the Aitken-like acceleration method of the additive Schwarz algorithm for elliptic problems. Although the standard Schwarz waveform relaxation algorithm has a linear rate of convergence and low numerical efficiency, it can be easily optimized with respect to cache memory access and it scales well on a parallel system as the number of subdomains increases. The Aitken-like acceleration method transforms the Schwarz algorithm into a direct solver for the parabolic problem when one knows a priori the eigenvectors of the trace transfer operator. A standard example is the linear three dimensional heat equation problem discretized with a seven point scheme on a regular Cartesian grid. The core idea of the method is to postprocess the sequence of interfaces generated by the additive Schwarz wave relaxation solver. The parallel implementation of the domain decomposition algorithm presented here is capable of achieving robustness and scalability in heterogeneous distributed computing environments and it is also naturally fault tolerant. All these features make such a numerical solver ideal for computational grid environments. This paper presents experimental results with a few loosely coupled parallel systems, remotely connected through the internet, located in Europe, Russia and the USA.     

一种GMRES与GMERR的混和算法

近年来Krylov子空间类算法得到了很大的发展，其中GMRES算法已成为求解大型稀疏非对称线性系统的一种成熟并且很有效的解法，但该算法有时会出现停滞，并且它是以残量来判断收敛，并不能很好地衡量近似解的精确程度，而GMERR算法是最近几年出现的另一种Krylov子空间类算法，它和GMRES算法相比是各有千秋，文章结合两种算法的优点，提出了一种组合算法，它对求解大型稀疏非对称线性系统相当有效。     

Block preconditioners for elliptic PDE-constrained optimization problems

For the structured systems of linear equations arising from the Galerkin finite-element discretizations of the distributed control problems, we construct block-counter-diagonal and block-counter-tridiagonal preconditioning matrices to precondition the Krylov subspace methods such as GMRES. We derive explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices. Numerical implementations show that these structured preconditioners may lead to satisfactory experimental results of the preconditioned GMRES methods when the regularization parameter is suitably small.     

三维热传导方程的Krylov子空间方法并行分析

热传导方程在地下水流动数值模拟、油藏数值模拟等工程计算中有着广泛应用,其并行实现是加速问题求解速度、提高问题求解规模的重要手段,因此热传导方程的并行求解具有重要意义。对Krylov子空间方法中的CG和GMRES算法进行并行分析,并对不同的预处理CG算法作了比较。在Linux集群系统上,以三维热传导模型为例进行了数值实验。实验结果表明,CG算法比GMRES算法更适合建立三维热传导模型的并行求解。此外,CG算法与BJACOBI预条件子的整合在求解该热传导模型时,其并行程序具有良好的加速比和效率。因此,采用BJACOBI预处理技术的CG算法是一种较好的求解三维热传导模型的并行方案。     

Monotone iterates for solving coupled systems of nonlinear parabolic equations

This paper deals with numerical solutions of coupled nonlinear parabolic equations. Using the method of upper and lower solutions, monotone sequences are constructed for difference schemes which approximate coupled systems of nonlinear parabolic equations. This monotone convergence leads to existence-uniqueness theorems. An analysis of convergence rates of the monotone iterative method is given. A monotone domain decomposition algorithm which combines the monotone approach and an iterative domain decomposition method based on the Schwarz alternating is proposed. A convergence analysis of the monotone domain decomposition algorithm is presented. An application to a gas–liquid interaction model is given.     

On semi-convergence of Hermitian and skew-Hermitian splitting methods for singular linear systems

For the singular, non-Hermitian, and positive semidefinite systems of linear equations, we derive necessary and sufficient conditions for guaranteeing the semi-convergence of the Hermitian and skew-Hermitian splitting (HSS) iteration methods. We then investigate the semi-convergence factor and estimate its upper bound for the HSS iteration method. If the semi-convergence condition is satisfied, it is shown that the semi-convergence rate is the same as that of the HSS iteration method applied to a linear system with the coefficient matrix equal to the compression of the original matrix on the range space of its Hermitian part, that is, the matrix obtained from the original matrix by restricting the domain and projecting the range space to the range space of the Hermitian part. In particular, an upper bound is obtained in terms of the largest and the smallest nonzero eigenvalues of the Hermitian part of the coefficient matrix. In addition, applications of the HSS iteration method as a preconditioner for Krylov subspace methods such as GMRES are investigated in detail, and several examples are used to illustrate the theoretical results and examine the numerical effectiveness of the HSS iteration method served either as a preconditioner for GMRES or as a solver.     

排序对重叠区域分解型并行ILU的影响分析

对Krylov子空间迭代法,高效预条件的构造是核心问题之一,而重叠区域分解是一种很有效的并行化技术。通过模型偏微分方程离散求解以及混凝土细观数值模拟中的线性方程组求解,对商图,就自然排序、RCM排序、Sloan排序、GPS排序、谱排序和随机排序等多种重排算法进行了比较。对子区域内顶点的重排方案,进行了自然排序、RCM排序、谱排序、随机排序和一种新排序算法间的比较。结果表明,预条件效果对商图排序不敏感。局部排序对预条件质量具有明显影响,局部采用随机排序时效果一般较差,而带宽缩减算法对加性Schwarz影响很小,对块Jacobi并行化预条件影响较大,对因子组合型并行预条件采用自然排序和新排序时效果较好。     

Restarted Gmres Augmented With Eigenvectors For Shifted Linear Systems * Supported by the National Natural Science Foundation of China and the Science and Technology Developing Foundation of University in Shanghai of China

Shifted matrices, which differ by a multiple of the identity only, generate the same Krylov subspaces with respect to any fixed vector. Frommer and Glassner [5] develop a variant of the restarted GMRES method for such shifted systems at the expense of only one matrix-vector multiplication per iteration. However, restarting slows down the convergence, even stagnation. We present a variant of the restarted GMRES augmented with some eigenvectors for the shifted systems. The convergence can be much faster at little extra expense. Numerical experiments show its efficiency.     

A Fast Preconditioned Iterative Algorithm for the Electromagnetic Scattering from a Large Cavity

In this paper, a fast preconditioned Krylov subspace iterative algorithm is proposed for the electromagnetic scattering from a rectangular large open cavity embedded in an infinite ground plane. The scattering problem is described by the Helmholtz equation with a nonlocal artificial boundary condition on the aperture of the cavity and Dirichlet boundary conditions on the walls of the cavity. Compact fourth order finite difference schemes are employed to discretize the bounded domain problem. A much smaller interface discrete system is reduced by introducing the discrete Fourier transformation in the horizontal and a Gaussian elimination in the vertical direction, presented in Bao and Sun (SIAM J. Sci. Comput. 27:553, 2005). An effective preconditioner is developed for the Krylov subspace iterative solver to solve this interface system. Numerical results demonstrate the remarkable efficiency and accuracy of the proposed method.     

Optimized Schwarz methods without overlap for highly heterogeneous media

In this paper an original variant of the Schwarz domain decomposition method is introduced for heterogeneous media. This method uses new optimized interface conditions specially designed to take into account the heterogeneity between the sub-domains on each sides of the interfaces. Numerical experiments illustrate the dependency of the proposed method with respect to several parameters, and confirm the robustness and efficiency of this method based on such optimized interface conditions. Several mesh partitions taking into account multiple cross points are considered in these experiments.