PARA'04 State-of-the-Art
in Scientific Computing
June 20-23, 2004 (Home page)

Updated: 24 April 2004

Elements of a memory-efficient sparse linear solver

Elizabeth R. Jessup
University of Colorado
USA

Abstract:

The development of a memory-efficient sparse linear solver requires careful attention to both algorithm design and implementation. We present an alternative to the standard restarted GMRES algorithm for solving a single right-hand side linear system $Ax=b$ based on solving the block linear system $AX=B$. Additional starting vectors and right-hand sides are chosen to accelerate convergence. Algorithm performance, i.e. time to solution, is improved by using the matrix $A$ in operations on groups of vectors, or ``multivectors,'' thereby reducing the movement of $A$ through memory. The efficient implementation of our method depends on a fast matrix-multivector multiply routine. We demonstrate the impact of implementation choices on data movement and, as a result, algorithm performance.

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2004-04-24