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LOBPCG BLOPEX ,MATLAB : CG DACG(Deflation-Accelerated Conjugate Gradient ) ... – PowerPoint PPT presentation

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Title: yhzhao@sccas.cn


1
  • ????????
  • ???
  • ??????????????
  • ??????
  • yhzhao_at_sccas.cn

2
??
  • ?????????
  • ??????????????
  • ????????????
  • ?/???(single and multiple vector)???
  • Lanczos ?Arnoldi??
  • Jacobi-Davidson??
  • ???????????CG(Conjugate-Gradient)?
  • ?????????
  • ?????????

3
???????
  • ???????????????,(?????????????????????),?????
    ??????????
  • Ax?Mx
  • ????????????A?M??????????????
  • ???????????????????????????????,?????????????
    ?????????????????

4
  • ?????
  • ??????????????Maxwell????????????????
    ??????????
  • ??????????????????????????????,????????????????
    ???????
  • ??????
  • ??????????????????????????????
  • ?? ?????(????), ????????????

5
  • Nano/Material-Science

  • Accelerator Modeling

6
?????????? Lanczos?Arnoldi??
  • ?/???(single and multiple vector)???
  • ?(Power)???????????Rayleigh???(RQI)??
  • Lanczos?Arnoldi??
  • Lanczos?Arnoldi??????Krylov???????????
  • ??????????????Ritz??????????????????,???????
    ???-????
  • ?????????????????????????????Lanczos?Arnoldi??
  • ?????????????????????Lanczos?Arnoldi??
  • ??????????????Lanczos?Arnoldi????????????,???????
    ??????-??????,??????????,??? ???
  • ????????????????,???????????

7
??????????Jacobi-Davidson??
  • ??????Lanczos?Arnoldi???band Lanczos?
  • Jacobi-Davidson??
  • Jacobi-Davidson????????JOCC(Jacobi
    orthogonal Component Correction)?Davidson??????G.
    L.G.Sleijpen??1996????
  • ??Lanczos?Arnoldi????,??????????,????
    ????????????????????,????A?????????,??????????????
    ???????Davidson?Jacobi-Davidson?????Arnoldi??????
  • ?Lanczos?Arnoldi????,Jacobi-Davidson
    ???????????,????????????????,??????????????,??????
    ????????Rayleigh???????Jacobi-Davidson
    ???????????Krylov????? ?

8
??????????Jacobi-Davidson??
  • ????
  • ?????????Vu1,u2,,uk,????????
  • 1.??Bs?s ?????(?j, sj),????A?Ritz??ujVsj
  • 2.???????? ,??
  • 3.?????
  • ???v?
  • 4. ?v????????????,?????Ritz??
  • ????,?????????Jacobi-Davidson???

9
??????????Jacobi-Davidson??
  • ???????????
  • ??????????????????(?GMRES?BCGSTAB)?????????
    ????? ????????????
  • ????????,??????????? ??
  • ???????????
  • ????
  • ????????,? ??z

10
??????????Jacobi-Davidson??
  • ???
  • JD?????????????????,???????????????,?
    ???????
  • ???????????Dynamic thick ??????
  • ??
  • ????????????????,???????????????Ritz??u
    1,u2,,uk ,?????????
  • ??Q( u1,u2,,uk )

11
??????????Jacobi-Davidson??
  • ?Jacobi-Davidison??
  • JD????????k??????????????,??????????k?
    ??????????k?????????,????????Ritz????
  • JDCG??
  • Y.Notay2002??????????????,??JD???????
    ???(CG)?,??JDCG???
  • JDQR???JDQZ??
  • ???
  • JD????????????????????????????????????
    ?????,???????????????????????????????????????????-
    ???????????????
  • ???PRIMME
  • ????????????????

12
?????????????CG??
  • ???CG??
  • CG???Chebyshev?????,????????????????
    CG????,????LOBPCG?DACG???
  • LOBPCG(Locally Optimal Block ,Preconditioned
    Conjugate Gradient)
  • ???????????????????(A.VKayazev,2001)?
    ?????????????????,?????Lanczos?Davidson?????
    ????,????????
  • ?????????,??????????,??????????????
    ?,????????????????
  • LOBPCG?????????,???????????????????
    ??????,?????????Rayleigh-Ritz???
  • LOBPCG?? ???????BLOPEX
    ,MATLAB

13
?????????????CG??
  • DACG(Deflation-Accelerated Conjugate
    Gradient )
  • ???????????CG?????Rayleigh??CG???,???
    ??????????
  • ??????????,DACG??????ARPACK??????????
    ?????, DACG???????????Jacobi-Davidson???
  • ???????????Jacobi????????FSAI?AINV,?
    ????Jacobi-DACG,FSAI-DACG?AINA-DACG???
  • ?????????????????????????????
  • ??????PDACG

14
????????
  • ????????????????-???,???-??????????
    ??????????????????????????
  • ?????????
  • ???(?)????(RSCompress Row storage)
  • ????(?)????(BCRSBlock Compress Row storage)
  • ????????(CDSCompressed Diagonal Storage )
  • ????????(JDSJagged Diagonal Sstorage)

15
????????
  • ??????
  • val????????????????
  • col_ind??val??????
  • row_ptr??????????val????
  • Val10,-2,3,9,3,7,8,7,3,8,7,5,8,9,9,13,4,2,-
    1
  • Col_ind1,5,1,2,6,2,3,4,1,3,4,5,2,4,5,6,2,5,
    6
  • Row_ptr1,3,6,9,13,17,20

16
????????
  • ????????BCRS(Block compress row storage)
  • ??????????????????????
  • ?????????????????????
  • ?CRS??????,BCRS?????????????
    val11,12,0,22,31,32,41,42,33,0,43,44,55,56,0,66,
    0,0,67,0,77,78,87,88
  • AN1,5,9,13,17,21 AJ1,1,2,3,4,4
    AI1,2,4,6,7

17
????????
  • ??????(the compressed diagonal storageCDS
    )
  • ??????????????????,?????????????????
    ???????????????????
  • ????Val(6,-11)???????

18
????????
  • ?????

19
?????????
  • ??????
  • ????????????????????????,??????????????
    ?????????,??????????????????
  • ??????????????????????????
  • ???????????????,???????
  • ????
  • ???????????????????SPMD??,??MPI????????
    ???????MPI-????,????-????
  • ??????????OpenMP???????
    ?????????JAVA???????

20
?????????
  • ????
  • C,C?FORTRAN77/90
  • ??????????
  • ?????????,????????
  • ???
  • ????????,??????????????????????????????
    ????,??LAPACK,BLAS, PETSC,MATLAB??

21
  • ??!
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