论文标题

混合精度基于GMRES的迭代精致和回收

Mixed Precision GMRES-based Iterative Refinement with Recycling

论文作者

Oktay, Eda, Carson, Erin

论文摘要

随着硬件中混合精度功能的出现,用于求解线性系统的迭代完善方案$ ax = b $最近在三个或更多精确的背景下重新审视并重新分析。这些新的分析表明,在某些条件编号的某些约束下,可以低精度计算矩阵的LU分解而不会影响最终精度。另一种有希望的技术是基于GMRE的迭代精炼,与标准方法相比,它使用低精度三角因子预处理的GMRES在每个细化步骤中求解了近似解决方案更新。这种更准确的解决方案方法扩展了可以通过给定精确组合来解决的问题范围。但是,在某些情况下,GMRE可能需要每个细化步骤的迭代过多,这比仅仅以更高的精度重新计算LU因素要昂贵。 Krylov子空间回收是一种众所周知的技术,可在具有相同或缓慢变化的系数矩阵的系统上重复使用Krylov子空间方法的连续调用。在这项工作中,我们将Krylov子空间回收利用的想法融合到了基于基于GMRES的混合精度迭代精制求解器中。洞察力是,在每个细化步骤中,我们在线性系统上称为具有相同系数矩阵$ a $的预处理GMRE,只有右侧更改。通过这种方式,通过从第一步获得的回收信息可以加速后续的完善步骤中解决。我们对各种随机密集的问题,toeplitz问题(prality矩阵)以及实际应用中的问题进行了广泛的数值实验,这些实验证实了回收方法的好处。

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show that under certain constraints on condition number, the LU factorization of the matrix can be computed in low precision without affecting the final accuracy. Another promising technique is GMRES-based iterative refinement, which, in contrast to the standard approach, use GMRES preconditioned by the low-precision triangular factors to solve for the approximate solution update in each refinement step. This more accurate solution method extends the range of problems which can be solved with a given combination of precisions. However, in certain settings, GMRES may require too many iterations per refinement step, making it potentially more expensive than simply recomputing the LU factors in a higher precision. Krylov subspace recycling is a well-known technique for reusing information across sequential invocations of a Krylov subspace method on systems with the same or a slowly changing coefficient matrix. In this work, we incorporate the idea of Krylov subspace recycling into a mixed precision GMRES-based iterative refinement solver. The insight is that in each refinement step, we call preconditioned GMRES on a linear system with the same coefficient matrix $A$, with only the right-hand side changing. In this way, the GMRES solves in subsequent refinement steps can be accelerated by recycling information obtained from the first step. We perform extensive numerical experiments on various random dense problems, Toeplitz problems (prolate matrices), and problems from real applications, which confirm the benefits of the recycling approach.

扫码加入交流群

加入微信交流群

微信交流群二维码

扫码加入学术交流群,获取更多资源