Mathematics – Numerical Analysis
Scientific paper
2010-04-25
Mathematics
Numerical Analysis
13 pages and 1 figure
Scientific paper
An open problem that arises when using modern iterative linear solvers, such as the preconditioned conjugate gradient (PCG) method or Generalized Minimum RESidual method (GMRES) is how to choose the residual tolerance in the linear solver to be consistent with the tolerance on the solution error. This problem is especially acute for integrated groundwater models which are implicitly coupled to another model, such as surface water models, and resolve both multiple scales of flow and temporal interaction terms, giving rise to linear systems with variable scaling. This article uses the theory of 'forward error bound estimation' to show how rescaling the linear system affects the correspondence between the residual error in the preconditioned linear system and the solution error. Using examples of linear systems from models developed using the USGS GSFLOW package and the California State Department of Water Resources' Integrated Water Flow Model (IWFM), we observe that this error bound guides the choice of a practical measure for controlling the error in rescaled linear systems. It is found that forward error can be controlled in preconditioned GMRES by rescaling the linear system and normalizing the stopping tolerance. We implemented a preconditioned GMRES algorithm and benchmarked it against the Successive-Over-Relaxation (SOR) method. Improved error control reduces redundant iterations in the GMRES algorithm and results in overall simulation speedups as large as 7.7x. This research is expected to broadly impact groundwater modelers through the demonstration of a practical approach for setting the residual tolerance in line with the solution error tolerance.
Bai Zhaojun
Brush Charles
Chung Francis
Dixon Matthew
Dogrul Emin
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