On the implementation of the GMRES(m) method to elliptic equations in meteorology

In this paper we consider the relatively new preconditioned generalized minimal residual method, restarted every m iterations (GMRES(m) ), for the solution of three-dimensional elliptic equations. Large, sparse, non-symmetric matrices are involved. The particular equation of interest is the quasi -geostrophic “omega” equation, often used in meteorology to compute vertical motion. The GMRES(m) method is tested with different preconditioners for the solution of two- and three-dimensional elliptic equations. The method requires no relaxation parameters and has no restrictions on the size of the 3D grid. GMRES can be used for more types of matrices than other methods such as SOR. Numerical results show that Jacobi preconditioned GMRES(m) performs best for 3D and high resolution problems among five different preconditioners tested, while ILIJ factorization of the partial or whole matrix A, as a preconditioner, is good for 2D and low resolution problems. The SOR preconditioners for the GMRES(m) method, with optimal relaxation parameters, are not as efficient, and the best choice for the relaxation parameter in SOR preconditioning is not the same as the best choice for the simple SOR method. An algorithm for using the preconditioned GMRES(m) method is presented.

[1]  R. Lindzen,et al.  A Reliable Method for the Numerical Integration of a Large Class of Ordinary and Partial Differential Equations , 1969 .

[2]  L. J. Hayes,et al.  Iterative Methods for Large Linear Systems , 1989 .

[3]  Wayne H. Schubert,et al.  Multigrid methods for elliptic problems: a review , 1986 .

[4]  Y. Saad,et al.  Practical Use of Some Krylov Subspace Methods for Solving Indefinite and Nonsymmetric Linear Systems , 1984 .

[5]  W. Hager Applied Numerical Linear Algebra , 1987 .

[6]  R. Grimes,et al.  On vectorizing incomplete factorization and SSOR preconditioners , 1988 .

[7]  Louis A. Hageman,et al.  Iterative Solution of Large Linear Systems. , 1971 .

[8]  John C. Adams,et al.  MUDPACK: Multigrid portable FORTRAN software for the efficient solution of linear elliptic partial d , 1989 .

[9]  Gene H. Golub,et al.  Matrix computations , 1983 .

[10]  H. V. D. Vorst,et al.  Iterative solution methods for certain sparse linear systems with a non-symmetric matrix arising from PDE-problems☆ , 1981 .

[11]  David M. Young,et al.  A historical overview of iterative methods , 1989 .

[12]  Gene H. Golub,et al.  Some History of the Conjugate Gradient and Lanczos Algorithms: 1948-1976 , 1989, SIAM Rev..

[13]  Wayne R. Cowell,et al.  Sources and development of mathematical software , 1984 .

[14]  A. Navarra An application of the Arnoldi's method to a geophysical fluid dynamics problem , 1987 .

[15]  J. Meijerink,et al.  An iterative solution method for linear systems of which the coefficient matrix is a symmetric -matrix , 1977 .

[16]  Kenneth E. Torrance,et al.  Natural convection in thermally stratified enclosures with localized heating from below , 1979, Journal of Fluid Mechanics.

[17]  Y. Saad,et al.  Krylov Subspace Methods on Supercomputers , 1989 .

[18]  Roland A. Sweet,et al.  Algorithm 541: Efficient Fortran Subprograms for the Solution of Separable Elliptic Partial Differential Equations [D3] , 1979, TOMS.

[19]  J. C. Diaz Mathematics for Large Scale Computing , 1989 .

[20]  S. Succi,et al.  Iterative algorithms for the solution of nonsymmetric systems in the modelling of weak plasma turbulence , 1989 .

[21]  Owe Axelsson,et al.  A survey of preconditioned iterative methods for linear systems of algebraic equations , 1985 .

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

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

[24]  J. Reid Large Sparse Sets of Linear Equations , 1973 .

[25]  M. Hestenes,et al.  Methods of conjugate gradients for solving linear systems , 1952 .