A Set of Flexible-GMRES Routines for Real and Complex Arithmetics

In this report we describe our implementations of the FGMRES algorithm for both real and complex, single and double precision arithmetics suitable for serial, shared memory and distributed memory computers. For the sake of portability, simplicity, flexibility and efficiency the FGMRES solvers have been implemented in Fortran 77 using the reverse communication mechanism for the matrix-vector product, the preconditioning and the dot product computations. For distributed memory computation, several orthogonalization procedures have been implemented to reduce the cost of the dot product calculation, that is a well-known bottleneck of efficiency for the Krylov methods. Furthermore, either implicit or explicit calculation of the residual at restart are possible depending on the actual cost of the matrix-vector product. Finally the implemented stopping criterion is based on a normwise backward error.

[1]  James Hardy Wilkinson,et al.  Rounding errors in algebraic processes , 1964, IFIP Congress.

[2]  Françoise Chaitin-Chatelin,et al.  Lectures on finite precision computations , 1996, Software, environments, tools.

[3]  Luc Giraud,et al.  A Set of GMRES Routines for Real and Complex Arithmetics , 1997 .

[4]  Mei Han An,et al.  accuracy and stability of numerical algorithms , 1991 .

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

[6]  J. Navarro-Pedreño Numerical Methods for Least Squares Problems , 1996 .

[7]  Iain S. Duff,et al.  Stopping Criteria for Iterative Solvers , 1992, SIAM J. Matrix Anal. Appl..

[8]  Å. Björck Numerics of Gram-Schmidt orthogonalization , 1994 .

[9]  John N. Shadid,et al.  Official Aztec user''s guide: version 2.1 , 1999 .

[10]  G. Stewart,et al.  Reorthogonalization and stable algorithms for updating the Gram-Schmidt QR factorization , 1976 .

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

[12]  Heinz Rutishauser,et al.  Description of Algol 60 , 1967 .

[13]  Luc Giraud,et al.  On the Influence of the Orthogonalization Scheme on the Parallel Performance of GMRES , 1998, Euro-Par.

[14]  Cornelis Vuik,et al.  Parallel implementation of a multiblock method with approximate subdomain solution , 1999 .

[15]  Yousef Saad,et al.  A Flexible Inner-Outer Preconditioned GMRES Algorithm , 1993, SIAM J. Sci. Comput..

[16]  John N. Shadid,et al.  A Comparison of Preconditioned Nonsymmetric Krylov Methods on a Large-Scale MIMD Machine , 1994, SIAM J. Sci. Comput..