首页 | 本学科首页   官方微博 | 高级检索  
     


SOLVING SPARSE LEAST SQUARES PROBLEMS WITH PRECONDITIONED CGLS METHOD ON PARALLEL DISTRIBUTED MEMORY COMPUTERS
Abstract:Abstract

In this paper we study the parallel aspects of PCGLS, a basic iterative method based on the conjugate gradient method with preconditioner applied to normal equations and Incomplete Modified Gram-Schmidt (IMGS) preconditioner, for solving sparse least squares problems on massively parallel distributed memory computers. The performance of these methods on this kind of architecture is usually limited because of the global communication required for the inner products. We will describe the parallelization of PCGLS and IMGS preconditioner by two ways of improvement. One is to accumulate the results of a number of inner products collectively and the other is to create situations where communication can be overlapped with computation. A theoretical model of computation and communication phases is presented which allows us to determine the optimal number of processors that minimizes the runtime. Several numerical experiments on the Parsytec GC/PowerPlus are presented.
Keywords:Sparse least squares problems  PCGLS algorithm  Modified Gram-Schmidt preconditioner  Global communication and Parallel distributed memory computers
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号