1 Krylov subspace methods

This chapter describes the iterative methods contained in this library. The following notation is used, $Ax = b$ represents the linear system which will be solved, with $A$ being an n$\times$n sparse matrix and $x_0$ representing the initial vector. $K$ represents an appropriate preconditioner.

1.1 The Preconditioned Conjugate Gradient Method

The Conjugate Gradient (CG) method is an iterative Krylov subspace algorithm for solving symmetric matrices.

• Algorithm description

1. $\mathbf{{Compute\ }}\mathbf{r}^{\mathbf{0}}\mathbf{= b - A}\mathbf{x}^{\mathbf{0}}\mathbf{{\ for\ some\ initial\ guess\ }}\mathbf{x}^{\mathbf{- 1}}\mathbf{=}\mathbf{x}^{\mathbf{0}}\mathbf{\ }$
2. $\mathbf{p}^{\mathbf{- 1}}\mathbf{= 0}$
3. $\mathbf{\alpha}_{\mathbf{- 1}}\mathbf{= 0\ }\mathbf{\ }$
4. $\mathbf{\beta}_{\mathbf{- 1}}\mathbf{= 0}$
5. $\mathbf{{solve\ s\ from\ }}\mathbf{K}\mathbf{s = \ }\mathbf{r}^{\mathbf{0}}$
6. $\mathbf{\rho}_{\mathbf{0}}\mathbf{=}\left\langle \mathbf{s,}\mathbf{r}^{\mathbf{0}} \right\rangle$
7. $\mathbf{for\ i = 0,1,2,3}\mathbf{\ldots}$
8. 　　$\mathbf{p}^{\mathbf{i}}\mathbf{= s +}\mathbf{\beta}_{\mathbf{i - 1}}\mathbf{p}^{\mathbf{i - 1}}$
9. 　　$\mathbf{q}^{\mathbf{i}}\mathbf{= A}\mathbf{p}^{\mathbf{i}}$
10. 　　$\mathbf{\gamma =}\left\langle \mathbf{p}^{\mathbf{i}}\mathbf{,}\mathbf{q}^{\mathbf{i}} \right\rangle$
11. 　　$\mathbf{x}^{\mathbf{i}}\mathbf{=}\mathbf{x}^{\mathbf{i - 1}}\mathbf{+}\mathbf{\alpha}_{\mathbf{i - 1}}\mathbf{p}^{\mathbf{i - 1}}$
12. 　　$\mathbf{\alpha}_{\mathbf{i}}\mathbf{=}\mathbf{\rho}_{\mathbf{i}}\mathbf{\ /\ \gamma}$
13. 　　$\mathbf{r}^{\mathbf{i + 1}}\mathbf{=}\mathbf{r}^{\mathbf{i}}\mathbf{-}\mathbf{\alpha}_{\mathbf{i}}\mathbf{q}^{\mathbf{i}}$
14. 　　$\mathbf{{solve\ s\ from\ }}\mathbf{K}\mathbf{s = \ }\mathbf{r}^{\mathbf{i + 1}}$
15. 　　$\mathbf{\rho}_{\mathbf{i + 1}}\mathbf{=}\left\langle \mathbf{s,}\mathbf{r}^{\mathbf{i + 1}} \right\rangle$
16. 　　$\mathbf{{if\ }}\left\| \mathbf{r}^{\mathbf{i + 1}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ the}}\mathbf{n}$
17. 　　　　$\mathbf{x}^{\mathbf{i}}\mathbf{=}\mathbf{x}^{\mathbf{i - 1}}\mathbf{+}\mathbf{\alpha}_{\mathbf{i - 1}}\mathbf{p}^{\mathbf{i - 1}}$
18. 　　　　$\mathbf{{qui}}\mathbf{t}$
19. 　　$\mathbf{{endi}}\mathbf{f}$
20. 　　$\mathbf{\beta}_{\mathbf{i}}\mathbf{=}\mathbf{\rho}_{\mathbf{i + 1}}\mathbf{\ /\ }\mathbf{\rho}_{\mathbf{i}}$
21. $\mathbf{{\ en}}\mathbf{d}$

1.2 The Preconditioned Biconjugate Gradient Stabilized Method

The Biconjugate Gradient Stabilized (Bi-CGSTAB) method is an iterative Krylov subspace algorithm for solving nonsymmetric matrices.

• Algorithm description

1. $\mathbf{{Compute\ }}\mathbf{r}_{\mathbf{0}}\mathbf{= b - A}\mathbf{x}_{\mathbf{0}}\mathbf{{\ for\ some\ initial\ guess\ }}\mathbf{x}_{\mathbf{- 1}}\mathbf{=}\mathbf{x}_{\mathbf{0}}$
2. $\mathbf{p}_{\mathbf{0}}\mathbf{=}\mathbf{r}_{\mathbf{0}}$
3. $\mathbf{c}_{\mathbf{1}}\mathbf{=}\left\langle \mathbf{r}_{\mathbf{0}}\mathbf{,}\mathbf{r}_{\mathbf{0}} \right\rangle$
4. $\mathbf{for\ i = 0,1,2,3}\mathbf{\ldots}$
5. 　　$\mathbf{{solve\ }}\widehat{\mathbf{p}}\mathbf{{\ from\ K}}\widehat{\mathbf{p}}\mathbf{= \ }\mathbf{p}_{\mathbf{i}}$
6. 　　$\mathbf{q = A}\widehat{\mathbf{p}}$
7. 　　$\mathbf{c}_{\mathbf{2}}\mathbf{=}\left\langle \mathbf{r}_{\mathbf{0}}\mathbf{,q} \right\rangle$
8. 　　$\mathbf{\alpha =}\mathbf{c}_{\mathbf{1}}\mathbf{\ /\ }\mathbf{c}_{\mathbf{2}}$
9. 　　$\mathbf{e =}\mathbf{r}_{\mathbf{i}}\mathbf{- \alpha q}$
10. 　　$\mathbf{{solve\ }}\widehat{\mathbf{e}}\mathbf{{\ from\ K}}\widehat{\mathbf{e}}\mathbf{= e}$
11. 　　$\mathbf{v = A}\widehat{\mathbf{e}}$
12. 　　$\mathbf{c}_{\mathbf{3}}\mathbf{=}\left\langle \mathbf{e,v} \right\rangle\mathbf{\ /\ }\left\langle \mathbf{v,v} \right\rangle$
13. 　　$\mathbf{x}_{\mathbf{i + 1}}\mathbf{=}\mathbf{x}_{\mathbf{i}}\mathbf{+ \alpha}\widehat{\mathbf{p}}\mathbf{+}\mathbf{c}_{\mathbf{3}}\widehat{\mathbf{e}}$
14. 　　$\mathbf{r}_{\mathbf{i + 1}}\mathbf{= e -}\mathbf{c}_{\mathbf{3}}\mathbf{v}$
15. 　　$\mathbf{c}_{\mathbf{1}}\mathbf{=}\left\langle \mathbf{r}_{\mathbf{0}}\mathbf{,}\mathbf{r}_{\mathbf{i + 1}} \right\rangle$
16. 　　$\mathbf{{if\ }}\left\| \mathbf{r}_{\mathbf{i + 1}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ }}\mathbf{{the}}\mathbf{n}$
17. 　　　　$\mathbf{{quit}}$
18. 　　$\mathbf{{endif}}$
19. 　　$\mathbf{\beta =}\mathbf{c}_{\mathbf{1}}\mathbf{\ /\ }\left( \mathbf{c}_{\mathbf{2}}\mathbf{c}_{\mathbf{3}} \right)$
20. 　　$\mathbf{p}_{\mathbf{i + 1}}\mathbf{=}\mathbf{r}_{\mathbf{i + 1}}\mathbf{+ \beta}\left( \mathbf{p}_{\mathbf{i}}\mathbf{-}\mathbf{c}_{\mathbf{3}}\mathbf{q} \right)$
21. $\mathbf{{end}}$

1.3 The Preconditioned Generalized Minimum Residual Method

The Generalized Minimum Residual (GMRES(m)) method is an iterative Krylov subspace algorithm for solving nonsymmetric matrices. GMRES(m) is restarted periodically after $m$ iterations if it did not converge within $m$ iterations, the solution obtained until $m$ iterations will be used as an input for the new restart cycle. PARCEL provides variants of GMRES with the Classical Gram-Schmidt (sometimes referred to as standard Gram-Schmidt) and Modified Gram-Schmidt (MGS) orthogonalization methods.

• Algorithm description

$\mathbf{H}_{\mathbf{n}}$ is an upper triangular matrix with $\mathbf{h}_{\mathbf{j,k}}$ representing its elements, $\mathbf{\ }\mathbf{e}_{\mathbf{i}}$ represents a vector consisting of the first i elements of the vector $\mathbf{e}$.

1. $\mathbf{for\ j = 0,1,2,3}\mathbf{\ldots}$
2. 　　$\mathbf{r = b - A}\mathbf{x}_{\mathbf{0}}$
3. 　　$\mathbf{v}_{\mathbf{1}}\mathbf{= - r\ /\ }\left\| \mathbf{r} \right\|$
4. 　　$\mathbf{e =}\left( \mathbf{-}\left\| \mathbf{r} \right\|\mathbf{,0,\ldots,0} \right)^{\mathbf{T}}$
5. 　　$\mathbf{n = m}$
6. 　　$\mathbf{for\ i = 1,2,3}\mathbf{\ldots}\mathbf{m}$
7. 　 　　　$\mathbf{{solve\ }}{\widehat{\mathbf{v}}}_{\mathbf{i}}\mathbf{{\ from\ K}}{\widehat{\mathbf{v}}}_{\mathbf{i}}\mathbf{=}\mathbf{v}_{\mathbf{i}}$
8. 　　 　　$\mathbf{\omega = A}{\widehat{\mathbf{v}}}_{\mathbf{i}}$
9. 　　　 　$\mathbf{for\ k = 1,2,3}\mathbf{\ldots}\mathbf{i}$
10. 　　　　　　$\mathbf{h}_{\mathbf{k,i}}\mathbf{=}\left\langle \mathbf{\omega,}\mathbf{v}_{\mathbf{k}} \right\rangle$
11. 　　　　　　$\mathbf{\omega = \omega -}\mathbf{h}_{\mathbf{k,i}}\mathbf{v}_{\mathbf{k}}$
12. 　　　　$\mathbf{{end}}$
13. 　　　　$\mathbf{h}_{\mathbf{i + 1,i}}\mathbf{=}\left\| \mathbf{\omega} \right\|$
14. 　　　　$\mathbf{v}_{\mathbf{i + 1}}\mathbf{= \omega/}\left\| \mathbf{\omega} \right\|$
15. 　　　　$\mathbf{for\ k = 1,2,3}\mathbf{\ldots}\mathbf{i - 1}$
16. 　　　　　　$\begin{pmatrix} \mathbf{h}_{\mathbf{k,i}} \\ \mathbf{h}_{\mathbf{k + 1,i}} \\ \end{pmatrix}\mathbf{=}\begin{pmatrix} \mathbf{c}_{\mathbf{i}} & \mathbf{- s}_{\mathbf{i}} \\ \mathbf{s}_{\mathbf{i}} & \mathbf{c}_{\mathbf{i}} \\ \end{pmatrix}\begin{pmatrix} \mathbf{h}_{\mathbf{k,i}} \\ \mathbf{h}_{\mathbf{k + 1,i}} \\ \end{pmatrix}$
17. 　　　　$\mathbf{{end}}$
18. 　　　　$\mathbf{c}_{\mathbf{i}}\mathbf{=}\frac{\mathbf{1}}{\sqrt{\mathbf{1 +}\left( \frac{\mathbf{h}_{\mathbf{i + 1,i}}}{\mathbf{h}_{\mathbf{i,i}}} \right)^{\mathbf{2}}}}$
19. 　　　　$\mathbf{s}_{\mathbf{i}}\mathbf{= -}\frac{\mathbf{h}_{\mathbf{i + 1,i}}}{\mathbf{h}_{\mathbf{i,i}}}\frac{\mathbf{1}}{\sqrt{\mathbf{1 +}\left( \frac{\mathbf{h}_{\mathbf{i + 1,i}}}{\mathbf{h}_{\mathbf{i,i}}} \right)^{\mathbf{2}}}}$
20. 　　　　$\begin{pmatrix} \mathbf{e}_{\mathbf{i}} \\ \mathbf{e}_{\mathbf{i + 1}} \\ \end{pmatrix}\mathbf{=}\begin{pmatrix} \mathbf{c}_{\mathbf{i}} & \mathbf{- s}_{\mathbf{i}} \\ \mathbf{s}_{\mathbf{i}} & \mathbf{c}_{\mathbf{i}} \\ \end{pmatrix}\begin{pmatrix} \mathbf{e}_{\mathbf{i}} \\ \mathbf{e}_{\mathbf{i + 1}} \\ \end{pmatrix}$
21. 　　　　$\mathbf{h}_{\mathbf{i,i}}\mathbf{=}\mathbf{c}_{\mathbf{i}}\mathbf{h}_{\mathbf{i,i}}\mathbf{- \ }\mathbf{s}_{\mathbf{i}}\mathbf{h}_{\mathbf{i + 1,i}}$
22. 　　　　$\mathbf{h}_{\mathbf{i + 1,i}}\mathbf{= 0}$
23. 　　　　$\mathbf{{if\ }}\left\| \mathbf{e}_{\mathbf{i + 1}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ }}\mathbf{{then}}$
24. 　　　　　　$\mathbf{n = i}$
25. 　　　　　　$\mathbf{{exit}}$
26. 　　　　$\mathbf{{endif}}$
27. 　　$\mathbf{{end}}$
28. 　　$\mathbf{y}_{\mathbf{n}}\mathbf{=}\mathbf{H}_{\mathbf{n}}^{\mathbf{- 1}}\mathbf{e}_{\mathbf{n}}$
29. 　　$\mathbf{{solve\ }}\widehat{\mathbf{x}}\mathbf{{\ from\ K}}\widehat{\mathbf{x}}\mathbf{=}\sum_{\mathbf{k = 1}}^{\mathbf{n}}{\mathbf{y}_{\mathbf{k}}\mathbf{v}_{\mathbf{k}}}$
30. 　　$\mathbf{x}_{\mathbf{n}}\mathbf{=}\mathbf{x}_{\mathbf{0}}\mathbf{+}\widehat{\mathbf{x}}$
31. 　　$\mathbf{x}_{\mathbf{0}}\mathbf{=}\mathbf{x}_{\mathbf{n}}$
32. $\mathbf{{end}}$

1.4 The Preconditioned Communication Avoiding Generalized Minimum Residual Method

The Communication Avoiding Generalized Minimum Residual (CA-GMRES(s,t)) method is an iterative Krylov subspace algorithm for solving nonsymmetric matrices. The calculation which is done in $s$ iterations in the GMRES(m) method is equivalent to one iteration of the CA-GMRES method. CA-GMRES(s,t) is restarted periodically after $t$ iterations if it did not converge within $t$ iterations, the solution obtained until $m$ iterations will be used as an input for the new restart cycle. CA-GMRES(s,t) is equivalent to GMRES(m) if $s$ and $t$ are chosen so that $m = t \times s$. The convergence property of CA-GMRES(s,t) is the same as GMRES(m) in exact arithmetic. In addition, the number of global collective communication calls is reduced by communication avoiding QR factorization. As CA-GMRES(s,t) produces $s$ basis vectors at once, when $s$ is too large, the linear independency of the basic vectors may become worse because of round off errors, leading to worse convergence property than GMRES(m). In order to improve the orthogonality of the basic vectors, the PARCEL implementation of CA-GMRES(s,t) provides an option to use the Newton basis in addition to the monomial basis.

• Algorithm description

$\mathbf{e}$ represents a unit vector, ${\widetilde{\mathbf{\rho}}}_{\mathbf{k}}\mathbf{=}\mathbf{R}_{\mathbf{k}}$ represents the $s$-th row and $s$-th column element of the matrix $\mathbf{R}_{\mathbf{k}}$, and $\mathbf{E}$ represents the eigenvalues obtained from the Hessenberg matrix, which is generated by the iteration process.

1. $\mathbf{B}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{= \lbrack}\mathbf{e}_{\mathbf{2}}\mathbf{,}\mathbf{e}_{\mathbf{3}}\mathbf{,\ldots,}\mathbf{e}_{\mathbf{s + 1}}\mathbf{\rbrack}$
2. $\mathbf{for\ j = 0,1,2,3\ldots}$
3. 　　$\mathbf{r = b - A}\mathbf{x}_{\mathbf{0}}$
4. 　　$\mathbf{v}_{\mathbf{1}}\mathbf{= r\ /\ }\left\| \mathbf{r} \right\|$
5. 　　$\mathbf{\zeta =}\left( \left\| \mathbf{r} \right\|\mathbf{,0,\ldots,0} \right)^{\mathbf{T}}$
6. 　　$\mathbf{for\ k = 0,1\ldots,t - 1}$
7. 　　　　$\mathbf{Fix\ basis\ conversion\ matrix\ \lbrack}\mathbf{B}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{,E\rbrack}$
8. 　　　　$\mathbf{Comupute\ \ basic\ vector\ \ \lbrack\ s,}{\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{,}\mathbf{B}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{\ \rbrack}$
9. 　　　　$\mathbf{if(k.eq.0)}$
10. 　　　　　　$\mathbf{{QR\ decomposition\ }}\mathbf{V}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{=}\mathbf{Q}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{R}_{\mathbf{0}}^{\mathbf{\sim}}$
11. 　　　　　　$\mathfrak{Q}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{=}\mathbf{Q}_{\mathbf{0}}^{\mathbf{\sim}}$
12. 　　　　　　$\mathfrak{H}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{=}\mathbf{R}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{B}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{R}_{\mathbf{0}}^{\mathbf{- 1}}$
13. 　　　　　　$\mathcal{H}_{\mathbf{0}}\mathbf{=}\mathfrak{H}_{\mathbf{0}}^{\mathbf{\sim}}$
14. 　　　　　　$\mathbf{for\ o = 1,2\ldots,s}$
15. 　　　　　　$\mathbf{Givens\ rotation\ \lbrack o,}\mathcal{H}_{\mathbf{0}}\mathbf{,\zeta\rbrack}$
16. 　　　　　　$\mathbf{{if\ }}\left\| \mathbf{\zeta}_{\mathbf{o + 1}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ then}}$
17. 　　　　　　　　$\mathbf{update\ \ solution\ \ vector\lbrack s,k,o,}{\acute{\mathbf{V}}}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{,}{\acute{\mathbf{Q}}}_{\mathbf{0}}^{\mathbf{\sim}}\mathbf{,}\mathbf{R}_{\mathbf{0}}\mathbf{,}\mathcal{H}_{\mathbf{0}}\mathbf{,\zeta,}\mathbf{x}_{\mathbf{0}}\mathbf{\ \rbrack}$
18. 　　　　　　　　$\mathbf{{quit}}$
19. 　　　　　　$\mathbf{{endif}}$
20. 　　　　$\mathbf{{else}}$
21. 　　　　　　${\acute{\mathfrak{R}}}_{\mathbf{k - 1,k}}^{\mathbf{\sim}}\mathbf{=}\left( \mathfrak{Q}_{\mathbf{k - 1}}^{\mathbf{\sim}} \right)^{\mathbf{H}}{\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}$
22. 　　　　　　${\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{=}{\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{-}\mathfrak{Q}_{\mathbf{k - 1}}^{\mathbf{\sim}}{\acute{\mathfrak{R}}}_{\mathbf{k - 1,k}}^{\mathbf{\sim}}$
23. 　　　　　　$\mathbf{{QR\ decomposition\ }}{\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{=}{\acute{\mathbf{Q}}}_{\mathbf{k}}^{\mathbf{\sim}}{\acute{\mathbf{R}}}_{\mathbf{k}}^{\mathbf{\sim}}$
24. 　　　　　　$\mathbf{R}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{=}\begin{pmatrix} \mathbf{R}_{\mathbf{k}} & \mathbf{z}_{\mathbf{k}} \\ \mathbf{0}_{\mathbf{1,k}} & \mathbf{\rho} \\ \end{pmatrix}$
25. 　　　　　　$\mathfrak{H}_{\mathbf{k - 1,k}}^{\mathbf{\sim}}\mathbf{= -}\mathfrak{H}_{\mathbf{k - 1}}\mathfrak{R}_{\mathbf{k - 1,k}}\mathbf{R}_{\mathbf{k}}^{\mathbf{- 1}}\mathbf{+}\mathfrak{R}_{\mathbf{k - 1,k}}^{\mathbf{\sim}}\mathbf{B}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{R}_{\mathbf{k}}^{\mathbf{- 1}}$
26. 　　　　　　$\mathbf{H}_{\mathbf{k}}\mathbf{=}\mathbf{R}_{\mathbf{k}}\mathbf{B}_{\mathbf{k}}\mathbf{R}_{\mathbf{k}}^{\mathbf{- 1}}\mathbf{+}{\widetilde{\mathbf{\rho}}}_{\mathbf{k}}^{\mathbf{- 1}}\mathbf{b}_{\mathbf{k}}\mathbf{z}_{\mathbf{k}}\mathbf{e}_{\mathbf{s}}^{\mathbf{T}}\mathbf{-}\mathbf{h}_{\mathbf{k - 1}}\mathbf{e}_{\mathbf{1}}\mathbf{e}_{\mathbf{s(k - 1)}}^{\mathbf{T}}\mathfrak{R}_{\mathbf{k - 1,k}}\mathbf{R}_{\mathbf{k}}^{\mathbf{- 1}}$
27. 　　　　　　$\mathbf{h}_{\mathbf{k}}\mathbf{=}{\widetilde{\mathbf{\rho}}}_{\mathbf{k}}^{\mathbf{- 1}}\mathbf{\rho}_{\mathbf{k}}\mathbf{b}_{\mathbf{k}}$
28. 　　　　　　$\mathfrak{H}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{=}\begin{pmatrix} \mathfrak{H}_{\mathbf{k - 1}} & \mathfrak{H}_{\mathbf{k - 1,k}}^{\mathbf{\sim}} \\ \begin{matrix} \mathbf{h}_{\mathbf{k - 1}}\mathbf{e}_{\mathbf{1}}\mathbf{e}_{\mathbf{s(k - 1)}}^{\mathbf{T}} \\ \mathbf{0}_{\mathbf{1,s(k - 1)}} \\ \end{matrix} & \begin{matrix} \mathbf{H}_{\mathbf{k}} \\ \mathbf{h}_{\mathbf{k}}\mathbf{e}_{\mathbf{s}}^{\mathbf{T}} \\ \end{matrix} \\ \end{pmatrix}$
29. 　　　　　　$\mathcal{H}_{\mathbf{k}}\mathbf{=}\begin{pmatrix} \mathfrak{H}_{\mathbf{k - 1,k}}^{\mathbf{\sim}} \\ \mathbf{H}_{\mathbf{k}} \\ \mathbf{h}_{\mathbf{k}}\mathbf{e}_{\mathbf{s}}^{\mathbf{T}} \\ \end{pmatrix}$
30. 　　　　　　$\mathbf{for\ o = 1 + sk,\ldots,s(k + 1)}$
31. 　　　　　　　　$\mathbf{Givens\ rotation\ \lbrack o,}\mathcal{H}_{\mathbf{k}}\mathbf{,\zeta\rbrack}$
32. 　　　　　　　　$\mathbf{{if\ }}\left\| \mathbf{\zeta}_{\mathbf{o + 1}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ then}}$
33. 　　　　　　　　　　$\mathbf{update\ \ solution\ \ vector\lbrack s,k,o,}{\acute{\mathbf{V}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{,}\mathfrak{Q}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{,}{\acute{\mathbf{R}}}_{\mathbf{k}}^{\mathbf{\sim}}\mathbf{,}\mathcal{H}_{\mathbf{k}}\mathbf{,\zeta,}\mathbf{x}_{\mathbf{0}}\mathbf{\ \rbrack}$
34. 　　　　　　　　　　$\mathbf{{quit}}$
35. 　　　　　　　　$\mathbf{{endif}}$
36. 　　　　　　$\mathbf{{end}}$
37. 　　　　$\mathbf{{endif}}$
38. 　　$\mathbf{{end}}$
39. 　　$\mathbf{update\ \ solution\ \ vector\lbrack s,t - 1,st,}{\acute{\mathbf{V}}}_{\mathbf{t - 1}}^{\mathbf{\sim}}\mathbf{,}\mathfrak{Q}_{\mathbf{t - 1}}^{\mathbf{\sim}}\mathbf{,}{\acute{\mathbf{R}}}_{\mathbf{t - 1}}^{\mathbf{\sim}}\mathbf{,}\mathcal{H}_{\mathbf{t - 1}}\mathbf{,\zeta,}\mathbf{x}_{\mathbf{0}}\mathbf{\ \rbrack}$
40. $\mathbf{{end}}$

• Fix basis conversion matrix $\mathbf{\lbrack s,B,E\rbrack}$

1. $\mathbf{{if\ compute\ Newton\ Basis}}$
2. 　　$\mathbf{i = 0}$
3. 　　$\mathbf{{while}}\left( \mathbf{i \leq s - 1} \right)$
4. 　　　　$\mathbf{{if}}\left( \mathbf{i.eq.s - 1} \right)\mathbf{{then}}$
5. 　　　　　　$\mathbf{B}_{\mathbf{i,i}}\mathbf{= Re\lbrack}\mathbf{E}_{\mathbf{i}}\mathbf{\rbrack}$
6. 　　　　$\mathbf{{else}}$
7. 　　　　　　$\mathbf{{if}}\left( \mathbf{{Im}}\left\lbrack \mathbf{E}_{\mathbf{i}} \right\rbrack\mathbf{.eq.0} \right)\mathbf{{then}}$
8. 　　　　　　　　$\mathbf{B}_{\mathbf{i,i}}\mathbf{= Re\lbrack}\mathbf{E}_{\mathbf{i}}\mathbf{\rbrack}$
9. 　　　　　　$\mathbf{{else}}$
10. 　　　　　　　　$\mathbf{B}_{\mathbf{i,i}}\mathbf{= Re\lbrack}\mathbf{E}_{\mathbf{i}}\mathbf{\rbrack}$
11. 　　　　　　　　$\mathbf{B}_{\mathbf{i + 1,i + 1}}\mathbf{= Re\lbrack}\mathbf{E}_{\mathbf{i}}\mathbf{\rbrack}$
12. 　　　　　　　　$\mathbf{B}_{\mathbf{i,i + 1}}\mathbf{= -}\left( \mathbf{Im\lbrack}\mathbf{E}_{\mathbf{i}}\mathbf{\rbrack} \right)^{\mathbf{2}}$
13. 　　　　　　　　$\mathbf{i = i + 1}$
14. 　　　　　　$\mathbf{{endif}}$
15. 　　　　$\mathbf{{endif}}$
16. 　　　　$\mathbf{i = i + 1}$
17. 　　$\mathbf{{end\ \ }}$
18. $\mathbf{{end\ \ }}$

• Comupute basis vector $\mathbf{\lbrack\ s,v\ ,B\rbrack}$

The elements of the matrix $\mathbf{B}$ are represented as $\mathbf{b}_{\mathbf{k,i}}$

1. $\mathbf{for\ k = 1,2,3\ldots s}$
2. 　　$\mathbf{{solve\ }}{\widehat{\mathbf{v}}}_{\mathbf{k - 1}}\mathbf{{\ from\ K}}{\widehat{\mathbf{v}}}_{\mathbf{k - 1}}\mathbf{=}\mathbf{v}_{\mathbf{k - 1}}$
3. 　　$\mathbf{if(k.ne.1)then}$
4. 　　　　$\mathbf{\alpha =}\mathbf{b}_{\mathbf{k - 1,k - 1}}$
5. 　　　　$\mathbf{\beta =}\mathbf{b}_{\mathbf{k - 2,k - 1}}$
6. 　　　　$\mathbf{v}_{\mathbf{k}}\mathbf{= A}{\widehat{\mathbf{v}}}_{\mathbf{k - 1}}\mathbf{- \alpha}\mathbf{v}_{\mathbf{k - 1}}\mathbf{+ \beta}\mathbf{v}_{\mathbf{k - 2}}$
7. 　　$\mathbf{{else}}$
8. 　　　　$\mathbf{\alpha =}\mathbf{b}_{\mathbf{k - 1,k - 1}}$
9. 　　　　$\mathbf{v}_{\mathbf{k}}\mathbf{= A}{\widehat{\mathbf{v}}}_{\mathbf{k - 1}}\mathbf{- \alpha}\mathbf{v}_{\mathbf{k - 1}}$
10. 　　$\mathbf{{endif}}$
11. $\mathbf{{en}}\mathbf{d}$

• Givens rotation $\mathbf{\lbrack i,}\mathcal{H,}\mathbf{\zeta\rbrack}$

　The elements of the matrix $\mathcal{H}$ are represented as $\mathcal{h}_{\mathbf{k,i}}$.

1. $\mathbf{for\ k = 1,2,3\ldots i - 1}$
2. 　　$\begin{pmatrix} \mathcal{h}_{\mathbf{k,i}} \\ \mathcal{h}_{\mathbf{k + 1,i}} \\ \end{pmatrix}\mathbf{=}\begin{pmatrix} \mathbf{c}_{\mathbf{i}} & \mathbf{- s}_{\mathbf{i}} \\ \mathbf{s}_{\mathbf{i}} & \mathbf{c}_{\mathbf{i}} \\ \end{pmatrix}\begin{pmatrix} \mathcal{h}_{\mathbf{k,i}} \\ \mathcal{h}_{\mathbf{k + 1,i}} \\ \end{pmatrix}$
3. $\mathbf{\text{end}}$
4. $\mathbf{c}_{\mathbf{i}}\mathbf{=}\frac{\mathbf{1}}{\sqrt{\mathbf{1 +}\left( \frac{\mathcal{h}_{\mathbf{i + 1,i}}}{\mathcal{h}_{\mathbf{i,i}}} \right)^{\mathbf{2}}}}$
5. $\mathbf{s}_{\mathbf{i}}\mathbf{= -}\frac{\mathcal{h}_{\mathbf{i + 1,i}}}{\mathcal{h}_{\mathbf{i,i}}}\frac{\mathbf{1}}{\sqrt{\mathbf{1 +}\left( \frac{\mathcal{h}_{\mathbf{i + 1,i}}}{\mathcal{h}_{\mathbf{i,i}}} \right)^{\mathbf{2}}}}$
6. $\begin{pmatrix} \mathbf{\zeta}_{\mathbf{i}} \\ \mathbf{\zeta}_{\mathbf{i + 1}} \\ \end{pmatrix}\mathbf{=}\begin{pmatrix} \mathbf{c}_{\mathbf{i}} & \mathbf{- s}_{\mathbf{i}} \\ \mathbf{s}_{\mathbf{i}} & \mathbf{c}_{\mathbf{i}} \\ \end{pmatrix}\begin{pmatrix} \mathbf{\zeta}_{\mathbf{i}} \\ \mathbf{\zeta}_{\mathbf{i + 1}} \\ \end{pmatrix}$
7. $\mathcal{h}_{\mathbf{i,i}}\mathbf{=}\mathbf{c}_{\mathbf{i}}\mathcal{h}_{\mathbf{i,i}}\mathbf{- \ }\mathbf{s}_{\mathbf{i}}\mathcal{h}_{\mathbf{i + 1,i}}$
8. $\mathcal{h}_{\mathbf{i + 1,i}}\mathbf{= 0}$

• Update solution vector $\mathbf{\lbrack s,k,n,V,Q,R,}\mathcal{H,}\mathbf{\zeta,}\mathbf{x}_{\mathbf{0}}\mathbf{\ \rbrack}$

1. $\mathbf{y =}\mathcal{H}^{\mathbf{- 1}}\mathbf{\zeta}$
2. $\mathbf{{solve\ }}\widehat{\mathbf{x}}\mathbf{{\ from\ K}}\widehat{\mathbf{x}}\mathbf{=}\sum_{\mathbf{k = 0}}^{\mathbf{s}\mathbf{m}\mathbf{- 1}}\mathbf{Q}_{\mathbf{k}}\mathbf{y}_{\mathbf{k}}\mathbf{+}\sum_{\mathbf{l =}\mathbf{{sm}}}^{\mathbf{n - 1}}\mathbf{V}_{\mathbf{l}\mathbf{- sm}}\sum_{\mathbf{k =}\mathbf{{sm}}}^{\mathbf{n - 1}}{\mathbf{R}_{\mathbf{l - sm}\mathbf{,}\mathbf{k}\mathbf{- sm}}^{\mathbf{- 1}}\mathbf{y}_{\mathbf{k}}}$
3. $\mathbf{x}_{\mathbf{0}}\mathbf{=}\mathbf{x}_{\mathbf{0}}\mathbf{+}\widehat{\mathbf{x}}$

1.5 The Preconditioned Chebyshev basis Conjugate Gradient Method

The Chebyshev basis Conjugate Gradient (CBCG) method is an iterative Krylov subspace algorithm for solving symmetric matrices. The CBCG method calculates $k$ iterations of the CG method in one iteration. By this approach, the CBCG method reduces the global collective communication calls. In order to use the Chebyshev basis the largest and smallest eigenvalues are needed. PARCEL provides two methods to obtain these eigenvalues, the so called power method and the communication avoiding Arnoldi method.

• Algorithm

1. $\mathbf{{Compute\ }}\mathbf{r}_{\mathbf{0}}\mathbf{= b - A}\mathbf{x}_{\mathbf{0}}\mathbf{{\ for\ some\ initial\ gue}}\mathbf{{ss\ }}\mathbf{x}_{\mathbf{- 1}}\mathbf{=}\mathbf{x}_{\mathbf{0}}$
2. $\mathbf{Compute\ Chebyshev\ basis\ \lbrack}\mathbf{S}_{\mathbf{0}}\mathbf{,}{\mathbf{A}\mathbf{S}}_{\mathbf{0}}\mathbf{,}\mathbf{r}_{\mathbf{0}}\mathbf{,}\mathbf{\lambda}_{\mathbf{\max}}\mathbf{,}\mathbf{\lambda}_{\mathbf{\min}}\mathbf{\rbrack}$
3. $\mathbf{Q}_{\mathbf{0}}\mathbf{=}\mathbf{S}_{\mathbf{0}}$
4. $\mathbf{for\ i = 0,1,2,3\ldots}$
5. $\mathbf{{Compute\ }}\mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{A}\mathbf{Q}_{\mathbf{i}}\mathbf{\ ,\ }\mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{r}_{\mathbf{{ik}}}$
6. 　　$\mathbf{\alpha}_{\mathbf{i}}\mathbf{= \ }\left( \mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{A}\mathbf{Q}_{\mathbf{i}} \right)^{\mathbf{- 1}}\left( \mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{r}_{\mathbf{{ik}}} \right)$
7. 　　$\mathbf{x}_{\left( \mathbf{i + 1} \right)\mathbf{k}}\mathbf{=}\mathbf{x}_{\mathbf{{ik}}}\mathbf{+}\mathbf{Q}_{\mathbf{i}}\mathbf{\alpha}_{\mathbf{i}}$
8. 　　$\mathbf{r}_{\left( \mathbf{i + 1} \right)\mathbf{k}}\mathbf{=}\mathbf{r}_{\mathbf{{ik}}}\mathbf{- A}\mathbf{Q}_{\mathbf{i}}\mathbf{\alpha}_{\mathbf{i}}$
9. 　　$\mathbf{{if\ }}\left\| \mathbf{r}_{\left( \mathbf{i + 1} \right)\mathbf{k}} \right\|\mathbf{\ /\ }\left\| \mathbf{b} \right\|\mathbf{{\ small\ enough\ }}\mathbf{{then}}$
10. 　　$\mathbf{Compute\ Chebyshev\ basis\ \lbrack}\mathbf{S}_{\mathbf{i + 1}}\mathbf{,}{\mathbf{A}\mathbf{S}}_{\mathbf{i + 1}}\mathbf{,}\mathbf{r}_{\left( \mathbf{i + 1} \right)\mathbf{k}}\mathbf{,}\mathbf{\lambda}_{\mathbf{\max}}\mathbf{,}\mathbf{\lambda}_{\mathbf{\min}}\mathbf{\rbrack}$
11. 　　$\mathbf{{Compute\ }}\mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{A}\mathbf{S}_{\mathbf{i + 1}}$
12. 　　$\mathbf{B}_{\mathbf{i}}\mathbf{=}\left( \mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{A}\mathbf{Q}_{\mathbf{i}} \right)^{\mathbf{- 1}}\left( \mathbf{Q}_{\mathbf{i}}^{\mathbf{T}}\mathbf{A}\mathbf{S}_{\mathbf{i + 1}} \right)\mathbf{\ }$
13. 　　$\mathbf{Q}_{\mathbf{i + 1}}\mathbf{=}\mathbf{S}_{\mathbf{i + 1}}\mathbf{-}\mathbf{Q}_{\mathbf{i}}\mathbf{B}_{\mathbf{i}}$
14. 　　$\mathbf{A}\mathbf{Q}_{\mathbf{i + 1}}\mathbf{=}\mathbf{{AS}}_{\mathbf{i + 1}}\mathbf{-}\mathbf{{AQ}}_{\mathbf{i}}\mathbf{B}_{\mathbf{i}}$
15. $\mathbf{{end}}$

• Compute Chebyshev basis $\mathbf{\lbrack S,AS,r,}\mathbf{\lambda}_{\mathbf{\max}}\mathbf{,}\mathbf{\lambda}_{\mathbf{\min}}\mathbf{\rbrack}$

$\mathbf{\lambda}_{\mathbf{\max}}$, $\mathbf{\lambda}_{\mathbf{\min}}$represent the largest and smallest eigenvalues of $\mathbf{AK}^{-1}$.

1. $\mathbf{\eta = 2\ /\ (}\mathbf{\lambda}_{\mathbf{\max}}\mathbf{-}\mathbf{\lambda}_{\mathbf{\min}}\mathbf{)}$
2. $\mathbf{\zeta =}\left( \mathbf{\lambda}_{\mathbf{\max}}\mathbf{+}\mathbf{\lambda}_{\mathbf{\min}} \right)\mathbf{\ /\ (}\mathbf{\lambda}_{\mathbf{\max}}\mathbf{-}\mathbf{\lambda}_{\mathbf{\min}}\mathbf{)}$
3. $\mathbf{s}_{\mathbf{0}}\mathbf{=}\mathbf{r}_{\mathbf{0}}\mathbf{\ }$
4. $\mathbf{{solve\ }}{\widetilde{\mathbf{s}}}_{\mathbf{0}}\mathbf{{\ from\ K}}{\widetilde{\mathbf{s}}}_{\mathbf{0}}\mathbf{= \ }\mathbf{s}_{\mathbf{0}}$
5. $\mathbf{s}_{\mathbf{1}}\mathbf{= \eta A}{\widetilde{\mathbf{s}}}_{\mathbf{0}}\mathbf{- \zeta}\mathbf{s}_{\mathbf{0}}$
6. $\mathbf{{solve\ }}{\widetilde{\mathbf{s}}}_{\mathbf{1}}\mathbf{{\ from\ K}}{\widetilde{\mathbf{s}}}_{\mathbf{1}}\mathbf{= \ }\mathbf{s}_{\mathbf{1}}$
7. $\mathbf{for\ j = 2,3,\ldots,k}$
8. 　　$\mathbf{s}_{\mathbf{j}}\mathbf{= 2\eta A}{\widetilde{\mathbf{s}}}_{\mathbf{j}}\mathbf{- 2\zeta}\mathbf{s}_{\mathbf{j - 1}}\mathbf{-}\mathbf{s}_{\mathbf{j - 2}}$
9. 　　$\mathbf{{solve\ }}{\widetilde{\mathbf{s}}}_{\mathbf{j}}\mathbf{{\ from\ K}}{\widetilde{\mathbf{s}}}_{\mathbf{j}}\mathbf{= \ }\mathbf{s}_{\mathbf{j}}$
10. $\mathbf{{end}}$
11. $\mathbf{S = (}{\widetilde{\mathbf{s}}}_{\mathbf{0}}\mathbf{,}{\widetilde{\mathbf{s}}}_{\mathbf{1}}\mathbf{,\ldots,}{\widetilde{\mathbf{s}}}_{\mathbf{k - 1}}\mathbf{)}$
12. $\mathbf{AS = (A}{\widetilde{\mathbf{s}}}_{\mathbf{0}}\mathbf{,}{\mathbf{A}\widetilde{\mathbf{s}}}_{\mathbf{1}}\mathbf{,\ldots,}{\mathbf{A}\widetilde{\mathbf{s}}}_{\mathbf{k - 1}}\mathbf{)}$

2 Preconditioning

In iterative algorithms, the application of a preconditioner of the form $K \approx A$ can help to reduce the number of iterations until convergence. The notation [${{solve\ }}\widehat{{p}}{{\ from\ K}}\widehat{{p}}{= \ }{p}$] means [$approximately solve {A}\widehat{p}{= \ }{p}$ with respect to the vector $\widehat{p}$]. Although the more accurate approximation leads to the less number of iterations until convergence, the cost of preconditioner is normally increased. In non-parallel computing, one of the most common preconditioners is the incomplete LU factorization (ILU). However, in parallel computing, parallel preconditioners are needed. PARCEL provides the following parallel preconditioners: Point Jacobi, Block Jacobi and Additive Schwarz.

2.1 Point Jacobi Preconditioner

The point Jacobi preconditioner is one of the most simplest preconditioners. $K$ only consists of the diagonal elements of the matrix $A$. Compared to other preconditioners the efficiency of the point Jacobi preconditioner is very low. However, it can be easily applied in parallel and it does not require any additional communication between processors.

2.2 Zero Fill-in Incomplete LU Factorization Preconditioners (ILU(0))

LU factorization decompose a square matrix $A$ into a lower triangular matrix $L$ and an upper triangular matrix $U$. For a typical sparse matrix, the LU factors can be much less sparse than the original matrix, which is called as fill-in. This increases the memory and computational requirements. In order to avoid this issue, PARCEL provides the zero fill-in incomplete LU factorization (ILU(0)).

2.3 Diagonal Incomplete LU Factorization Preconditioners (D-ILU)

The diagonal incomplete LU factorization (D-ILU) computes a diagonal matrix $D$, a lower triangular matrix $L$ and an upper triangular matrix $U$ for the input matrix $A$. $$A = L_{A} + D_{A} + U_{A}$$ The preconditioner $K$ is constructed with $L_{A}$, $U_{A}$ and $D$ ($D \neq D_{A}$) with: $$K = \left( D + L_{A} \right)D^{- 1}\left( D + U_{A} \right)$$ Two different conditions exist in order to construct the diagonal matrix $D$:

• Condition 1: The diagonal elements of $K$ equal those of $A$: $$A_{{ii}} = K_{{ii}}\ \ (i = 1,\ldots,n)$$

• Condition 2: The row sum of $K$ equals the row sum of $A$: $$\sum_{j}^{}A_{{ij}} = \sum_{j}^{}K_{{ij}}\ \ (i = 1,\ldots,n)$$

Given the conditions above $D$ can be computed as follows:

• If condition 1 should be fullfilled the following computation is used: $$D_{{ii}} = A_{{ii}} - \sum_{j < i}^{}{A_{{ij}}D_{jj}^{-1}A_{{ji}}}\ \ (i = 1,\ldots,n)$$

• If condition 2 should be fullfilled the following computation is used: $$D_{{ii}} = A_{{ii}} - \sum_{j < i}^{}{\sum_{k > j}^{}{A_{{ij}}D_{{jj}}^{-1}A_{jk}}}\ \ (i = 1,\ldots,n)$$

2.4 Block Jacobi Preconditioner

The Block Jacobi Preconditioner constructs $K$ out of the diagonal blocks of the matrix $A$. For each block, the incomplete ILU factorization is computed. When the preconditioner is applied, each block can be processed independently, resulting in a high level of parallelism. In addition, no communication is needed when each block is defined within a sub-matrix on each processor.

2.5 Additive Schwarz Preconditioner

The Additive Schwarz Preconditioner constructs $K$ out of the overlapping diagonal blocks of $A$. For each block the incomplete LU factorization is computed. Compared to the Block Jacobi Preconditioner, the Additive Schwarz Preconditioner may require additional communication. PARCEL provides four different overlapping methods, BASIC, RESTRICT, INTERPOLATE and NONE.

BASIC

Solve $Ks=r$ with an extended $r$ including an overlapping region with the neighboring process, $s$ in the overlapping region is determined by summing up the results between the neighboring region.

RESTRICT

　 Solve $Ks=r$ with an extended $r$ including an overlapping region with the neighboring process, $s$ in the overlapping region is determined without taking account of the result in the neighboring region.

INTERPOLATE

Solve $Ks=r$ with an extended $r$ without an overlapping region with the neighboring process, $s$ in the overlapping region is determined by summing up the results between the neighboring regions.　

NONE

Solve $Ks=r$ with an extended $r$ without an overlapping region with the neighboring process, $s$ in the overlapping region is determined without taking account of the result in the neighboring regions.　

3 Sparse Matrix Data Formats

In order to save memory in sparse matrix computation, only the non-zero elements and their locations are stored. PARCEL supports different sparse matrix formats.

3.1 Compressed Row Storage (CRS) Format

　The CRS format compresses the row indices of the non-zero elements of the sparse matrix. Together with the compressed rows, the column index and the value for each non-zero element are stored in one dimensional arrays.

$$A = \left( \begin{array}{ccc} a & b & c & 0\\ 0 & d & 0 & 0\\ e & 0 & f & g\\ 0 & h & i & j \end{array} \right)$$

One process case

• In case a single process processes the whole matrix from above

Values of non-zero elements :: $crsA=\{a,b,c,d,e,f,g,h,i,j\}$

Compressed row indices :: $crsRow\_ptr=\{1,4,5,8,11\}$

Column indices of non-zero elements :: $crsCol=\{1,2,3,2,1,3,4,2,3,4\}$

Two process case

• Rank 0 process

Values of non-zero elements :: $crsA=\{a,b,c,d\}$

Compressed row indices :: $crsRow\_ptr=\{1,4,5\}$

Column indices of non-zero elements :: $crsCol=\{1,2,3,2\}$

• Rank 1 process

Values of non-zero elements :: $crsA=\{e,f,g,h,i,j\}$

Compressed row indices :: $crsRow\_ptr=\{1,4,7\}$

Column indices of non-zero elements :: $crsCol=\{1,3,4,2,3,4\}$

3.2 Diagonal Format

　The Diagonal Format stores the non-zero elements of a matrix as diagonals. This format provides high performance for band block diagonal matrices. In addition to the element values, an offset value for each diagonal of the matrix needs to be stored inside an one dimensional array. A negative offset indicates that the diagonal is below the main diagonal of the matrix, a positive offset indicates that the diagonal is above the main diagonal. The main diagonal has the offset zero.

$$A = \left( \begin{array}{ccc} a & b & c & 0\\ 0 & d & 0 & 0\\ e & 0 & f & g\\ 0 & h & i & j \end{array} \right)$$

Single process case

• In case the matrix above is processed by a single process

Elements :: $diaA=\{0,0,e,h,0,0,0,i,a,d,f,j,b,0,g,0,c,0,0,0\}$

Offsets :: $offset=\{-2,-1,0,1,2\}$

Number of diagonals :: $nnd=5$

Two process case

• Rank 0 process

Elements :: $diaA=\{a,d,b,0,c,0\}$

Offsets :: $offset=\{0,1,2\}$

Number of diagonals :: $nnd=3$

• Rank 1 process

Elements :: $diaA=\{e,h,0,i,f,j,g,0\}$

Offsets :: $offset=\{-2,-1,0,1\}$

Number of diagonals :: $nnd=4$

4 The structure of PARCEL

　This chapter explains how to compile and install the PARCEL library.

4.1 Directory Structure

　After extracting the PARCEL library, the directory structure should be the same as in Fig.6.

4.2 Compiling the PARCEL library

PARCEL requires a C compiler, a FORTRAN compiler, which supports preprocessor, MPI, LAPACK, and OpenMP. When compiling with $gfortran$, the option $-cpp$ has to be specified to to activate preprocessor. Compiler options can be changed inside the file arch/make_config. An example of a make_config file is shown in Fig.7. The make command should be executed from the top directory of the extracted file. In order to re-compile, $make\ clean$ followed by $make$ should be executed. If the $make$ command was successful, each $example$ directory should contain an executable file. 64-bit integer is only needed when working with over roughly 2 billion unknowns.

4.3 Usage of the PARCEL library

In order to call PARCEL library, programs need to be linked against the $*.a$ library files inside the $src$ directory.

5 PARCEL routines (direct interface)

　The PARCEL routines with direct call interfaces are shown below.

5.1 parcel_dcg

• Interface

call parcel_dcg( icomm, vecx,vecb, n,gn,nnz,istart, crsA,crsRow_ptr,crsCol, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret )

• Function

Solve a simultaneous linear equation system Ax = b by the conjugate gradient method (CG method). Non-zero elements are stored in the CRS format.

5.2 parcel_dcg_dia

• Interface

call parcel_dcg_dia( icomm, vecx,vecb, n,gn,istart, diaA,offset,nnd, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret )

• Function

Solve a simultaneous linear equation system Ax = b by the conjugate gradient method (CG method). Non-zero elements are stored in the Diagonal format.

5.3 parcel_ddcg

• Interface

call parcel_ddcg( icomm, vecx_hi,vecx_lo, vecb_hi,vecb_lo, n,gn,nnz,istart, crsA_hi,crsA_lo,crsRow_ptr,crsCol, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret, PRECISION_A, PRECISION_b, PRECISION_x, PRECISION_PRECONDITION )

• Function

Solve a simultaneous linear equation system Ax = b by the conjugate gradient method (CG method). Non-zero elements are stored in the CRS format.

5.4 parcel_ddcg_dia

• Interface

call parcel_ddcg_dia( icomm, vecx_hi,vecx_lo, vecb_hi,vecb_lo, n,gn,istart, diaA_hi,diaA_lo,offset,nnd, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret, PRECISION_A, PRECISION_b, PRECISION_x, PRECISION_PRECONDITION )

• Function

Solve a simultaneous linear equation system Ax = b by the conjugate gradient method (CG method). Non-zero elements are stored in the Diagonal format.

5.5 parcel_dbicgstab

• Interface

call parcel_dbicgstab( icomm, vecx,vecb, n,gn,nnz,istart, crsA,crsRow_ptr,crsCol, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret )

• Function

Solve a simultaneous linear equation system Ax = b by the stabilized biconjugate gradient method (Bi-CGSTAB method). Non-zero elements are stored​in the CRS format.

5.6 parcel_dbicgstab_dia

• Interface

call parcel_dbicgstab_dia( icomm, vecx,vecb, n,gn,istart, diaA,offset,nnd, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret )

• Function

Solve a simultaneous linear equation system Ax = b by the stabilized biconjugate gradient method (Bi-CGSTAB method). Non-zero elements are stored in the Diagonal format

5.7 parcel_ddbicgstab

• Interface

call parcel_ddbicgstab( icomm, vecx_hi,vecx_lo, vecb_hi,vecb_lo, n,gn,nnz,istart, crsA_hi,crsA_lo,crsRow_ptr,crsCol, ipreflag,ILU_method,addL,iflagAS, itrmax,rtolmax, reshistory, iovlflag,iret, PRECISION_A, PRECISION_b, PRECISION_x, PRECISION_PRECONDITION )

• Function

Solve a simultaneous linear equation system Ax = b by the stabilized biconjugate gradient method (Bi-CGSTAB method). Non-zero elements are stored in the CRS format.