Parallel and distributed computation: numerical methods
Parallel and distributed computation: numerical methods
An updating algorithm for subspace tracking
An updating algorithm for subspace tracking
SIAM Journal on Matrix Analysis and Applications
Preconditioning parallel multisplittings for solving systems of equations
Preconditioning parallel multisplittings for solving systems of equations
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We consider the practical implementation of Krylov subspace methods (conjugate gradients, GMRES, etc.) for parallel computers in the case where the preconditioning matrix is a multisplitting. The algorithm can be efficiently implemented by dividing the work into tasks that generate search directions and a single task that minimizes over the resulting subspace. Each task is assigned to a subset of processors. It is not necessary for the minimization task to send information to the direction generating tasks, and this leads to high utilization with a minimum of synchronization. We study the convergence properties of various forms of the algorithm.