A Block Variant of the GMRES Method on Massively Parallel Processors

    
                         Guangye Li
                      Cray Research, Inc.
                      655E Lone Oak Drive
                      Eagan, MN 55121
                      e-mail: gli@cray.com

Abstract: This paper presents a block variant of the GMRES method 
for solving general unsymmetric linear systems. This algorithm 
generates a transformed Hessenberg matrix by solely using block 
matrix operations and block data communications. It is shown that 
this algorithm with block size s, denoted by BVGMRES(s,m), is 
theoretically equivalent to the GMRES(s*m) method. The numerical 
results show that this algorithm can be more efficient than the 
standard GMRES method on a cache based single CPU computer with 
optimized BLAS kernels. Furthermore, the gain in efficiency is 
more significant on MPPs due to both efficient block operations 
and efficient block data communications. Our numerical results also 
show that in comparison to the standard GMRES method, the more PEs 
that are used on an MPP, the more efficient the BVGMRES(s,m) algorithm is.