Evaluating the Impact of SDC on the GMRES Iterative Solver

Increasing parallelism and transistor density, along with increasingly tighter energy and peak power constraints, may force exposure of occasionally incorrect computation or storage to application codes. Silent data corruption (SDC) will likely be infrequent, yet one SDC suffices to make numerical algorithms like iterative linear solvers cease progress towards the correct answer. Thus, we focus on resilience of the iterative linear solver GMRES to a single transient SDC. We derive inexpensive checks to detect the effects of an SDC in GMRES that work for a more general SDC model than presuming a bit flip. Our experiments show that when GMRES is used as the inner solver of an inner-outer iteration, it can "run through" SDC of almost any magnitude in the computationally intensive orthogonalization phase. That is, it gets the right answer using faulty data without any required roll back. Those SDCs which it cannot run through, get caught by our detection scheme

On Updating Preconditioners for the Iterative Solution of Linear Systems

El tema principal de esta tesis es el desarrollo de técnicas de actualización de precondicionadores para resolver sistemas lineales de gran tamaño y dispersos Ax=b mediante el uso de métodos iterativos de Krylov. Se consideran dos tipos interesantes de problemas. En el primero se estudia la solución iterativa de sistemas lineales no singulares y antisimétricos, donde la matriz de coeficientes A tiene parte antisimétrica de rango bajo o puede aproximarse bien con una matriz antisimétrica de rango bajo. Sistemas como este surgen de la discretización de PDEs con ciertas condiciones de frontera de Neumann, la discretización de ecuaciones integrales y métodos de puntos interiores, por ejemplo, el problema de Bratu y la ecuación integral de Love. El segundo tipo de sistemas lineales considerados son problemas de mínimos cuadrados (LS) que se resuelven considerando la solución del sistema equivalente de ecuaciones normales. Concretamente, consideramos la solución de problemas LS modificados y de rango incompleto. Por problema LS modificado se entiende que el conjunto de ecuaciones lineales se actualiza con alguna información nueva, se agrega una nueva variable o, por el contrario, se elimina alguna información o variable del conjunto. En los problemas LS de rango deficiente, la matriz de coeficientes no tiene rango completo, lo que dificulta el cálculo de una factorización incompleta de las ecuaciones normales. Los problemas LS surgen en muchas aplicaciones a gran escala de la ciencia y la ingeniería como, por ejemplo, redes neuronales, programación lineal, sismología de exploración o procesamiento de imágenes. Los precondicionadores directos para métodos iterativos usados habitualmente son las factorizaciones incompletas LU, o de Cholesky cuando la matriz es simétrica definida positiva. La principal contribución de esta tesis es el desarrollo de técnicas de actualización de precondicionadores. Básicamente, el método consiste en el cálculo de una descomposición incompleta para un sistema lineal aumentado equivalente, que se utiliza como precondicionador para el problema original. El estudio teórico y los resultados numéricos presentados en esta tesis muestran el rendimiento de la técnica de precondicionamiento propuesta y su competitividad en comparación con otros métodos disponibles en la literatura para calcular precondicionadores para los problemas estudiados.The main topic of this thesis is updating preconditioners for solving large sparse linear systems Ax=b by using Krylov iterative methods. Two interesting types of problems are considered. In the first one is studied the iterative solution of non-singular, non-symmetric linear systems where the coefficient matrix A has a skew-symmetric part of low-rank or can be well approximated with a skew-symmetric low-rank matrix. Systems like this arise from the discretization of PDEs with certain Neumann boundary conditions, the discretization of integral equations as well as path following methods, for example, the Bratu problem and the Love's integral equation. The second type of linear systems considered are least squares (LS) problems that are solved by considering the solution of the equivalent normal equations system. More precisely, we consider the solution of modified and rank deficient LS problems. By modified LS problem, it is understood that the set of linear relations is updated with some new information, a new variable is added or, contrarily, some information or variable is removed from the set. Rank deficient LS problems are characterized by a coefficient matrix that has not full rank, which makes difficult the computation of an incomplete factorization of the normal equations. LS problems arise in many large-scale applications of the science and engineering as for instance neural networks, linear programming, exploration seismology or image processing. Usually, incomplete LU or incomplete Cholesky factorization are used as preconditioners for iterative methods. The main contribution of this thesis is the development of a technique for updating preconditioners by bordering. It consists in the computation of an approximate decomposition for an equivalent augmented linear system, that is used as preconditioner for the original problem. The theoretical study and the results of the numerical experiments presented in this thesis show the performance of the preconditioner technique proposed and its competitiveness compared with other methods available in the literature for computing preconditioners for the problems studied.El tema principal d'esta tesi és actualitzar precondicionadors per a resoldre sistemes lineals grans i buits Ax=b per mitjà de l'ús de mètodes iteratius de Krylov. Es consideren dos tipus interessants de problemes. En el primer s'estudia la solució iterativa de sistemes lineals no singulars i antisimètrics, on la matriu de coeficients A té una part antisimètrica de baix rang, o bé pot aproximar-se amb una matriu antisimètrica de baix rang. Sistemes com este sorgixen de la discretització de PDEs amb certes condicions de frontera de Neumann, la discretització d'equacions integrals i mètodes de punts interiors, per exemple, el problema de Bratu i l'equació integral de Love. El segon tipus de sistemes lineals considerats, són problemes de mínims quadrats (LS) que es resolen considerant la solució del sistema equivalent d'equacions normals. Concretament, considerem la solució de problemes de LS modificats i de rang incomplet. Per problema LS modificat, s'entén que el conjunt d'equacions lineals s'actualitza amb alguna informació nova, s'agrega una nova variable o, al contrari, s'elimina alguna informació o variable del conjunt. En els problemes LS de rang deficient, la matriu de coeficients no té rang complet, la qual cosa dificultata el calcul d'una factorització incompleta de les equacions normals. Els problemes LS sorgixen en moltes aplicacions a gran escala de la ciència i l'enginyeria com, per exemple, xarxes neuronals, programació lineal, sismologia d'exploració o processament d'imatges. Els precondicionadors directes per a mètodes iteratius utilitzats més a sovint són les factoritzacions incompletes tipus ILU, o la factorització incompleta de Cholesky quan la matriu és simètrica definida positiva. La principal contribució d'esta tesi és el desenvolupament de tècniques d'actualització de precondicionadors. Bàsicament, el mètode consistix en el càlcul d'una descomposició incompleta per a un sistema lineal augmentat equivalent, que s'utilitza com a precondicionador pel problema original. L'estudi teòric i els resultats numèrics presentats en esta tesi mostren el rendiment de la tècnica de precondicionament proposta i la seua competitivitat en comparació amb altres mètodes disponibles en la literatura per a calcular precondicionadors per als problemes considerats.Guerrero Flores, DJ. (2018). On Updating Preconditioners for the Iterative Solution of Linear Systems [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/10492

Approximation of the scattering amplitude

The simultaneous solution of Ax=b and ATy=g is required in a number of situations. Darmofal and Lu have proposed a method based on the Quasi-Minimal residual algorithm (QMR). We will introduce a technique for the same purpose based on the LSQR method and show how its performance can be improved when using the Generalized LSQR method. We further show how preconditioners can be introduced to enhance the speed of convergence and discuss different preconditioners that can be used. The scattering amplitude gTx, a widely used quantity in signal processing for example, has a close connection to the above problem since x represents the solution of the forward problem and g is the right hand side of the adjoint system. We show how this quantity can be efficiently approximated using Gauss quadrature and introduce a Block-Lanczos process that approximates the scattering amplitude and which can also be used with preconditioners

Preconditioning of linear least squares by robust incomplete factorization for implicitly held normal equations

The efficient solution of the normal equations corresponding to a large sparse linear least squares problem can be extremely challenging. Robust incomplete factorization (RIF) preconditioners represent one approach that has the important feature of computing an incomplete LLT factorization of the normal equations matrix without having to form the normal matrix itself. The right-looking implementation of Benzi and T˚uma has been used in a number of studies but experience as shown that in some cases it can be computationally slow and its memory requirements are not known a priori. Here a new left-looking variant is presented that employs a symbolic preprocessing step to replace the potentially expensive searching through entries of the normal matrix. This involves a directed acyclic graph (DAG) that is computed as the computation proceeds. An inexpensive but effective pruning algorithm is proposed to limit the number of edges in the DAG. Problems arising from practical applications are used to compare the performance of the right-looking approach with a left-looking implementation that computes the normal matrix explicitly and our new implicit DAG-based left-looking variant

Some observations on weighted GMRES

We investigate the convergence of the weighted GMRES method for solving linear systems. Two different weighting variants are compared with unweighted GMRES for three model problems, giving a phenomenological explanation of cases where weighting improves convergence, and a case where weighting has no effect on the convergence. We also present new alternative implementations of the weighted Arnoldi algorithm which may be favorable in terms of computational complexity, and examine stability issues connected with these implementations. Two implementations of weighted GMRES are compared for a large number of examples. We find that weighted GMRES may outperform unweighted GMRES for some problems, but more often this method is not competitive with other Krylov subspace methods like GMRES with deflated restarting or BICGSTAB, in particular when a preconditioner is used

Closer to the solutions: iterative linear solvers

The solution of dense linear systems received much attention after the second world war, and by the end of the sixties, most of the problems associated with it had been solved. For a long time, Wilkinson's \The Algebraic Eigenvalue Problem" [107], other than the title suggests, became also the standard textbook for the solution of linear systems. When it became clear that partial dierential equations could be solved numerically, to a level of accuracy that was of interest for application areas (such as reservoir engineering, and reactor diusion modeling), there was a strong need for the fast solution of the discretized systems, and iterative methods became popular for these problems