PIM 2.2 The Parallel Iterative Methods package for Systems of Linear Equations User's Guide (Fortran

We describe PIM (Parallel Iterative Methods), a collection of Fortran 77 routines to solve systems of linear equations on parallel computers using iterative methods. A number of iterative methods for symmetric and nonsymmetric systems are available, including Conjugate-Gradients (CG), Bi-Conjugate-Gradients (Bi-CG), ConjugateGradients squared (CGS), the stabilised version of Bi-Conjugate-Gradients (Bi-CGSTAB), the restarted stabilised version of Bi-Conjugate-Gradients (RBi-CGSTAB), generalised minimal residual (GMRES), generalised conjugate residual (GCR), normal equation solvers (CGNR and CGNE), quasi-minimal residual (QMR), transpose-free quasi-minimal residual (TFQMR) and Chebyshev acceleration. The PIM routines can be used with user-supplied preconditioners, and left-, rightor symmetric-preconditioning are supported. Several stopping criteria can be chosen by the user. In this user's guide we present a brief overview of the iterative methods and algorithms available. The use of PIM is introduced via examples. We also present some results obtained with PIM concerning the selection of stopping criteria and parallel scalability. A reference manual can be found at the end of this report with speci c details of the routines and parameters.

[1]  Henk A. van der Vorst,et al.  Bi-CGSTAB: A Fast and Smoothly Converging Variant of Bi-CG for the Solution of Nonsymmetric Linear Systems , 1992, SIAM J. Sci. Comput..

[2]  Jack J. Dongarra,et al.  An extended set of FORTRAN basic linear algebra subprograms , 1988, TOMS.

[3]  Stanley C. Eisenstat A Note on the Generalized Conjugate Gradient Method , 1983 .

[4]  Y. Saad,et al.  Conjugate gradient-like algorithms for solving nonsymmetric linear systems , 1985 .

[5]  Y. Saad,et al.  A hybrid Chebyshev Krylov subspace algorithm for solving nonsymmetric systems of linear equations , 1986 .

[6]  R. Fletcher Conjugate gradient methods for indefinite systems , 1976 .

[7]  Lyapunov Equations KRYLOV SUBSPACE METHODS FOR SOLVING LARGE , 1994 .

[8]  E. F. DAzevedo,et al.  Reducing communication costs in the conjugate gradient algorithm on distributed memory multiprocessors , 1992 .

[9]  E. J. Craig The N‐Step Iteration Procedures , 1955 .

[10]  T. Manteuffel,et al.  A taxonomy for conjugate gradient methods , 1990 .

[11]  Thomas A. Manteuffel,et al.  A Comparison of Adaptive Chebyshev and Least Squares Polynomial Preconditioning for Hermitian Positive Definite Linear Systems , 1992, SIAM J. Sci. Comput..

[12]  Y. Saad,et al.  GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems , 1986 .

[13]  P. Sonneveld CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems , 1989 .

[14]  Message Passing Interface Forum MPI: A message - passing interface standard , 1994 .

[15]  Ed Anderson,et al.  LAPACK Users' Guide , 1995 .

[16]  Rudnei Dias da Cunha,et al.  A study of iterative methods for the solution of systems of linear equations on transputer networks , 1992 .

[17]  Iain S. Duff,et al.  Users' guide for the Harwell-Boeing sparse matrix collection (Release 1) , 1992 .

[18]  Tim Hopkins,et al.  Parallel Preconditioned Conjugate-Gradients Methods on Transputer Networks , 1993 .

[19]  Iain S. Duff,et al.  A Proposal for user level sparse BLAS: Sparker working note no. 1 , 1992 .

[20]  S. Ashby Minimax polynomial preconditioning for Hermitian linear systems , 1991 .

[21]  Lloyd N. Trefethen,et al.  How Fast are Nonsymmetric Matrix Iterations? , 1992, SIAM J. Matrix Anal. Appl..

[22]  Roland W. Freund,et al.  A Transpose-Free Quasi-Minimal Residual Algorithm for Non-Hermitian Linear Systems , 1993, SIAM J. Sci. Comput..

[23]  William Gropp,et al.  Simplified Linear Equation Solvers users manual , 1993 .

[24]  Gene H. Golub,et al.  Recent advances in Lanczos-based iterative methods for nonsymmetric linear systems , 1992 .

[25]  Jack Dongarra,et al.  Pvm 3 user's guide and reference manual , 1993 .

[26]  Richard Barrett,et al.  Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods , 1994, Other Titles in Applied Mathematics.

[27]  H. Martin Bücker,et al.  A Parallel Version of the Unsymmetric Lanczos Algorithm and its Application to QMR , 1996 .

[28]  G. Golub,et al.  Iterative solution of linear systems , 1991, Acta Numerica.

[29]  Michael Allen Heroux,et al.  A proposal for a sparse blas toolkit , 1992 .

[30]  DIAS DA CUNHA A PARALLEL IMPLEMENTATION OF THE RESTARTED GMRES ITERATIVE METHOD FOR NONSYMMETRIC SYSTEMS OF LINEAR EQUATIONS , 1993 .