User Tools

Site Tools


appendices:a19

This is an old revision of the document!


Appendix 19: GMRES Solver method

The Generalized Minimal RESidual (GMRES) method is an iterative method for the numerical solution of a system of linear equations developed by Y. Saad and Martin H. Schultz in 1986. The subroutine in Lagamine comes from the open source SPARKIT library.

Introduction to GMRES method

The equation system is: \[[K]\underline{x}=\underline{F}\]

Where $[K]$ is the stiffness matrix, $\underline{x}$ is the displacement and $\underline{F}$ is the out of balanced forces.
One defines the residual, $\underline{r}^i$: \[\underline{r}^i =\underline{F}-[K]\underline{x}^i\] where $\underline{x}^k$ is an approximation of the solution at the iteration $k$.
At each iteration $i$, a Krylov subspace, $D_i$, is constructed by the Arnoldi’s method therefore $D_i$ is an orthogonal subspan. \[D_i = span(\underline{p}_1, [K]\underline{p}_1,\ldots,[K]^{i-1}\underline{p}_1) \text{ with } \underline{p}_1=\frac{\underline{r}^0}{\|\underline{r}^0\|_2}\] At each iteration, one searches $\underline{x}^i$ as: \[\underline{x}^i=\underline{x}^0+[V]^i\underline{y}^i\] Where $[V]^k$ is an array which contains the Krylov subspace vector and $\underline{y}^k$ is a $k$ vector which the residual norm: \[\underline{y}^i=\min{J(y)}=\min{\|\underline{F}-[K]\underline{x}^i\|}=min{\|\underline{F}-[K](\underline{x}^0+[V]^i\underline{y})\|}\] The method is considered converged if the residual norm is sufficiently diminished by the following criterion: \[\|\underline{r}^i\|<\varepsilon \|\underline{r}^0\|\] where $\varepsilon$ is a tolerance coefficient.
In case where the residual is inferior to a threshold, GMRES consider that the convergence is reached: \[\|\underline{r}^i\|<restol\] The GMRES method requires parameters:

  • im: maximum dimension of the Krylov subspace
  • maxit: maximum of iteration
  • $\varepsilon$: tolerance coefficient
  • restol: residual threshold
appendices/a19.1561648476.txt.gz · Last modified: 2020/08/25 15:33 (external edit)