Skip to content

FGMRES refinement for Primal Dual System#773

Open
pghysels wants to merge 21 commits intocoin-or:stable/3.14from
pghysels:GMRESPDFull
Open

FGMRES refinement for Primal Dual System#773
pghysels wants to merge 21 commits intocoin-or:stable/3.14from
pghysels:GMRESPDFull

Conversation

@pghysels
Copy link
Copy Markdown

This PR implements the flexible generalized minimal residual method for refinement of the solution of the primal-dual system.
The main changes/additions in this PR are:

  • The FGMRES solver, a preconditioned Krylov method. FGMRES should be more robust than the current iterative refinement. The flexible version is also more robust than the regular restarted version of GMRES, see for instance https://doi.org/10.1137/060661545.
  • An option to enable/disable this FGMRES refinement. In the PR FGMRES is enabled by default. If FGMRES is disabled, iterative refinement is used as before.
  • The ComputeResidualRatio method is modified to now compute the Infinity norm-wise relative backward error, which is used in the stopping criterion for FGMRES and iterative refinement.
  • New routine PDFullSpaceSolver::NrmInf to compute the Inf-norm of the primal-dual system, which is used to compute the relative backward error.
  • Added routines ComputeRowA1 and ComputeColA1 in IpMatrix to compute the 1-norm of the rows/columns in the matrix. This is implemented in the derived classes.
  • Modified PDFullSpaceSolver::ComputeResiduals to use the alpha and beta parameters so it can be used to compute a matrix vector product (or the residual).

Our tests show improvements in convergence when using FGMRES compared to iterative refinement, for select problems, with minimal runtime overhead.

@bknueven @k1nshuk

@CLAassistant
Copy link
Copy Markdown

CLAassistant commented Jun 21, 2024

CLA assistant check
All committers have signed the CLA.

@pghysels
Copy link
Copy Markdown
Author

I'm sorry, I didn't even run a make check. I will look into these failures as soon as possible.

@pghysels pghysels marked this pull request as draft June 21, 2024 15:12
@pghysels
Copy link
Copy Markdown
Author

I'm looking into the failed test with single precision

@pghysels pghysels marked this pull request as ready for review July 18, 2024 21:54
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

2 participants