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Krylov subspace acceleration

 

The basic Schwarz domain decomposition iteration converges slowly and is not always convergent for the Navier-Stokes equations. Therefore, we use Krylov subspace acceleration, which is frequently used to accelerate domain decomposition methods, see for example [5] and many of the papers on iterative substructuring methods in [24,14,15,25,33]. The acceleration procedure used with accurate solution of subdomain problems is GMRES applied to the interface equations (19) and is described in detail in [11,10]. This section describes the procedure used with inaccurate subdomain solution.

The GCR [23] method for solving Ax = f can be easily adapted to cope with variable preconditioners. Because of its simplicity and for completeness, we describe the GCR method here. GCR is based on maintaining two subspaces, a subspace for storing the search directions and a subspace with . In every operation of GCR the property is preserved. For simplicity we take the initial guess , in which case GCR minimizes the residual over . Clearly, if the form an orthonormal basis, we can obtain the solution by projecting onto the space . So we must find such that for , therefore,

 

Since we have

 

and by substituting (29) into (28) we get so that

Since , we have

so that . This gives and with we get . The GCR algorithm proceeds by choosing a new search direction (preferably such that approximates the residual ) and computes the vector . A modified Gram-Schmidt procedure is used to make orthogonal to (). The same linear combinations of vectors are applied to the space of search directions to ensure that still holds for all i. Figure 4 shows the resulting GCR algorithm.

  
Figure 4: The GCR algorithm with general search directions without restart and with a relative stopping criterion [46]

For the special case of the search direction , we obtain the classical GCR algorithm, which is equivalent to GMRES [41]. For this choice of search direction, the space is called the Krylov space. The difference between GCR and GMRES is that, with the benefit of allowing more general search directions, GCR requires twice the storage of GMRES and times the number of floating point operations for orthogonalization. However, GCR can be combined with truncation strategies, for instance the Jackson & Robinson [31] strategy, whereas GMRES can only be restarted. Because of this, truncated GCR may converge faster than GMRES, see for example Section 6.2. Furthermore, restarted GCR can be optimized [49], which makes GCR just as efficient as GMRES. Both optimized restarted GCR and truncated GCR will be considered in our numerical experiments.

Recent developments have led to a more flexible GMRES algorithm which allows more general search directions, so called FGMRES [40]. The FGMRES method is used in [6] to investigate the Neumann-Dirichlet method with inexact subdomain solution. The emphasis in [6] is on restrictions on subdomain solution accuracy to retain the h-independent convergence of the Neumann-Dirichlet algorithm rather than on reduction of computing time. Optimized restarted GCR is just as efficient as FGMRES, both in memory requirements and work.

In the present paper, we use , which corresponds to a single iteration of (21) with initial guess . The case of multiple iterations of (21) to determine is not considered in this paper. If the subdomain problems are solved (inaccurately) using GMRES, this method reduces to GMRESR [46] for the single domain case. In case is the (relaxed) incomplete LU factorization of , we obtain a blocked version of the subdomain RILU() [27] postconditioner (with parameter ), here called RIBLU() (Relaxed Incomplete Block LU). The parameter may be varied to improve convergence. The RIBLU() preconditioner is investigated for parallel implementation in for example [21,32,18,19]. The present paper also investigates the multiplicative version of the RIBLU() postconditioner. The GMRES acceleration procedure may be applied with RIBLU(), which is equivalent to GCR acceleration in this case.

The stopping criterion for accurate solution of subdomain problems differs from that for inaccurate solution. With accurate solution, the stopping criterion is based on the preconditioned residual of only the interface unknowns. On the other hand, with inaccurate solution, it is based on the unpreconditioned residual r = f - A u of all unknowns. Therefore, a comparison between the two methods is difficult. Nevertheless, we assume that the final solution obtained with both methods is equally accurate if the relative stopping criterion is used. This assumption was confirmed in [9]. With inaccurate subdomain solution, the results for different subdomain solution accuracies can be compared since the stopping criterion does not depend on the way subdomain problems are solved.



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Next: The model problem Up: Domain decomposition for the Previous: Theoretical motivation



ISNaS ontwikkeling
Thu Jun 1 11:07:52 METDST 1995