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On improving linear solver performance: a block variant of GMRES

Description: The increasing gap between processor performance and memory access time warrants the re-examination of data movement in iterative linear solver algorithms. For this reason, we explore and establish the feasibility of modifying a standard iterative linear solver algorithm in a manner that reduces the movement of data through memory. In particular, we present an alternative to the restarted GMRES algorithm for solving a single right-hand side linear system Ax = b based on solving the block linear system AX = B. Algorithm performance, i.e. time to solution, is improved by using the matrix A in operations on groups of vectors. Experimental results demonstrate the importance of implementation choices on data movement as well as the effectiveness of the new method on a variety of problems from different application areas.
Date: May 10, 2004
Creator: Baker, A H; Dennis, J M & Jessup, E R
Partner: UNT Libraries Government Documents Department