当前位置:
X-MOL 学术
›
Numer. Linear Algebra Appl.
›
论文详情
Our official English website, www.x-mol.net, welcomes your
feedback! (Note: you will need to create a separate account there.)
Low synchronization Gram–Schmidt and generalized minimal residual algorithms
Numerical Linear Algebra with Applications ( IF 1.8 ) Pub Date : 2020-10-22 , DOI: 10.1002/nla.2343 Katarzyna Świrydowicz 1 , Julien Langou 2 , Shreyas Ananthan 1 , Ulrike Yang 3 , Stephen Thomas 1
Numerical Linear Algebra with Applications ( IF 1.8 ) Pub Date : 2020-10-22 , DOI: 10.1002/nla.2343 Katarzyna Świrydowicz 1 , Julien Langou 2 , Shreyas Ananthan 1 , Ulrike Yang 3 , Stephen Thomas 1
Affiliation
The Gram–Schmidt process uses orthogonal projection to construct the A = QR factorization of a matrix. When Q has linearly independent columns, the operator P = I − Q(QTQ)−1QT defines an orthogonal projection onto Q⊥. In finite precision, Q loses orthogonality as the factorization progresses. A family of approximate projections is derived with the form P = I − QTQT, with correction matrix T. When T = (QTQ)−1, and T is triangular, it is postulated that the best achievable orthogonality is . We present new variants of modified (MGS) and classical Gram–Schmidt algorithms that require one global reduction step. An interesting form of the projector leads to a compact WY representation for MGS. In particular, the inverse compact WY MGS algorithm is equivalent to a lower triangular solve. Our main contribution is to introduce a backward normalization lag into the compact WY representation, resulting in a stable Generalized Minimal Residual Method (GMRES) algorithm that requires only one global reduce per iteration. Further improvements in performance are achieved by accelerating GMRES on GPUs.
中文翻译:
低同步Gram–Schmidt和广义最小残差算法
Gram–Schmidt过程使用正交投影来构造矩阵的A = QR分解。当Q具有线性独立的列中,操作者P = 我 - Q(Q Ť Q)-1 Q Ť限定正交投影Q ⊥。以有限的精度,随着分解的进行,Q失去正交性。近似突起的家庭是衍生自具有形式P = 我 - QTQ Ť,用校正矩阵Ť。什么时候T =(Q T Q)-1,并且T为三角形,假设最佳可实现正交性为。我们提出了改进的(MGS)和经典的Gram–Schmidt算法的新变体,它们需要一个全局归约步骤。投影机的一种有趣形式导致了MGS的紧凑WY表示。特别地,逆紧凑WY MGS算法等效于下三角解。我们的主要贡献是在压缩WY表示中引入了反向标准化滞后,稳定的通用最小残差方法(GMRES)算法,每次迭代仅需要全局减少一次。通过加速GPU上的GMRES,可以进一步提高性能。
更新日期:2020-10-22
中文翻译:
低同步Gram–Schmidt和广义最小残差算法
Gram–Schmidt过程使用正交投影来构造矩阵的A = QR分解。当Q具有线性独立的列中,操作者P = 我 - Q(Q Ť Q)-1 Q Ť限定正交投影Q ⊥。以有限的精度,随着分解的进行,Q失去正交性。近似突起的家庭是衍生自具有形式P = 我 - QTQ Ť,用校正矩阵Ť。什么时候T =(Q T Q)-1,并且T为三角形,假设最佳可实现正交性为。我们提出了改进的(MGS)和经典的Gram–Schmidt算法的新变体,它们需要一个全局归约步骤。投影机的一种有趣形式导致了MGS的紧凑WY表示。特别地,逆紧凑WY MGS算法等效于下三角解。我们的主要贡献是在压缩WY表示中引入了反向标准化滞后,稳定的通用最小残差方法(GMRES)算法,每次迭代仅需要全局减少一次。通过加速GPU上的GMRES,可以进一步提高性能。