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Parallel forming of preconditioners based on the approximation of the Sherman-Morrison inversion formula
Author(s) -
А.К. Новиков,
C.П. Копысов,
Nikita Nedozhogin
Publication year - 2015
Publication title -
vyčislitelʹnye metody i programmirovanie
Language(s) - English
Resource type - Journals
eISSN - 1726-3522
pISSN - 0507-5386
DOI - 10.26089/nummet.v16r109
Subject(s) - biconjugate gradient stabilized method , conjugate gradient method , biconjugate gradient method , parallel computing , inversion (geology) , matrix (chemical analysis) , computer science , computational science , mathematics , conjugate residual method , algorithm , gradient descent , geology , artificial intelligence , materials science , paleontology , structural basin , artificial neural network , composite material
Исследуются возможности ускорения предобусловленных методов бисопряженных градиентов (BiCGStab, Bi-Conjugate Gradient Stabilized) с предобусловливателем на основе аппроксимации обращения матрицы по формуле Шермана-Моррисона. Рассмотрена новая форма параллельного алгоритма, использующая матрично-векторные произведения при формирования матриц предобусловливателя. Показана эффективность распараллеливания наиболее ресурсоемких операций этого предобусловливателя на графических процессорах. Acceleration of preconditioned bi-conjugate gradient stabilized (BiCGStab) methods with preconditioners based on the matrix approximation by the Sherman-Morrison inversion formula is studied. A new form of the parallel algorithm using matrix-vector products to generate preconditioning matrices is proposed. A parallelization efficiency of the most resource-intensiveoperations of such preconditioners on multi-core central and graphics processing units (CPUs and GPUs) is shown.

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