Deflated GMRES for Systems with Multiple Shifts and Multiple Right-Hand Sides

We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems arise in a number of applications, including lattice quantum chromodynamics where the matrices are complex and non-Hermitian. Some Krylov iterative methods such as GMRES and BiCGStab have been used to solve multiply shifted systems for about the cost of solving just one system. Restarted GMRES can be improved by deflating eigenvalues for matrices that have a few small eigenvalues. We show that a particular deflated method, GMRES-DR, can be applied to multiply shifted systems. In quantum chromodynamics, it is common to have multiple right-hand sides with multiple shifts for each right-hand side. We develop a method that efficiently solves the multiple right-hand sides by using a deflated version of GMRES and yet keeps costs for all of the multiply shifted systems close to those for one shift. An example is given showing this can be extremely effective with a quantum chromodynamics matrix.Comment: 19 pages, 9 figure

A study on block flexible iterative solvers with applications to Earth imaging problem in geophysics

Les travaux de ce doctorat concernent le développement de méthodes itératives pour la résolution de systèmes linéaires creux de grande taille comportant de nombreux seconds membres. L’application visée est la résolution d’un problème inverse en géophysique visant à reconstruire la vitesse de propagation des ondes dans le sous-sol terrestre. Lorsque de nombreuses sources émettrices sont utilisées, ce problème inverse nécessite la résolution de systèmes linéaires complexes non symétriques non hermitiens comportant des milliers de seconds membres. Dans le cas tridimensionnel ces systèmes linéaires sont reconnus comme difficiles à résoudre plus particulièrement lorsque des fréquences élevées sont considérées. Le principal objectif de cette thèse est donc d’étendre les développements existants concernant les méthodes de Krylov par bloc. Nous étudions plus particulièrement les techniques de déflation dans le cas multiples seconds membres et recyclage de sous-espace dans le cas simple second membre. Des gains substantiels sont obtenus en terme de temps de calcul par rapport aux méthodes existantes sur des applications réalistes dans un environnement parallèle distribué. ABSTRACT : This PhD thesis concerns the development of flexible Krylov subspace iterative solvers for the solution of large sparse linear systems of equations with multiple right-hand sides. Our target application is the solution of the acoustic full waveform inversion problem in geophysics associated with the phenomena of wave propagation through an heterogeneous model simulating the subsurface of Earth. When multiple wave sources are being used, this problem gives raise to large sparse complex non-Hermitian and nonsymmetric linear systems with thousands of right-hand sides. Specially in the three-dimensional case and at high frequencies, this problem is known to be difficult. The purpose of this thesis is to develop a flexible block Krylov iterative method which extends and improves techniques already available in the current literature to the multiple right-hand sides scenario. We exploit the relations between each right-hand side to accelerate the convergence of the overall iterative method. We study both block deflation and single right-hand side subspace recycling techniques obtaining substantial gains in terms of computational time when compared to other strategies published in the literature, on realistic applications performed in a parallel environment

Deflated Iterative Methods for Linear Equations with Multiple Right-Hand Sides

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the linear equations are solved. Subsequent systems are solved by combining restarted GMRES with a projection over the previously determined eigenvectors. This approach offers an alternative to block methods, and it can also be combined with a block method. It is useful when there are a limited number of small eigenvalues that slow the convergence. An example is given showing significant improvement for a problem from quantum chromodynamics. The second and subsequent right-hand sides are solved much quicker than without the deflation. This new approach is relatively simple to implement and is very efficient compared to other deflation methods.Comment: 13 pages, 5 figure