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A block varaint of the GMRES method for unsymmetric linear systems
Authors:Guanye Li
Institution:1. Cray Research, Inc, 655F Lone Oak Drive, 55121, Eagan, MN, USA
Abstract:Iterative methods that take advantage of efficient block operations and block communications are popular research topics in parallel computation. These methods are especially important on Massively Parallel Processors (MPP). This paper presents a block variant of the GMRES method for solving general unsymmetric linear systems. It is shown that the new algorithm with block sizes, denoted by BVGMRES (s.m), is theoretically equivalent to the GMRES (s·m) method. The numerical results show that this algorithm can be more efficient than the standard GMRES method on a cache besed single CPU computer with optimized BLAS kernels. Furthermore, the gain in efficiency is more significant on MPPs due to both efficient block operations and efficient block data communications. Our numerical results also show that in comparison to the standard GMRES method, the more PEs that are used on an MPP, the more efficient the BVGMRES(s,m) algorithm is.
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