并行算法在大规模线性方程组求解中的应用与分析-application and analysis of parallel algorithm in solving large-scale linear equations.docxVIP
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并行算法在大规模线性方程组求解中的应用与分析-application and analysis of parallel algorithm in solving large-scale linear equations
摘要在计算数学与计算机科学领域中,Ax=b 形式的线性方程组求解是问题的关键。为 解决这一问题,在单处理器系统下对于各种不同种类的线性方程组很多可靠高质量和高 效数值方法已经研究出来了。随着超大规模集成电路和和网络技术的最新进展,已经激 起了人们对通过多处理机系统来解决许多实际问题兴趣。许多计算密集型的应用(比如:有限元分析计算)最终都会化简成为求解大规模线性 方程组的问题。因此,在广泛的应用中,许多求解大规模线性方程组的并行算法扮演着 非常重要的作用。在这些并行算法被正式投入使用之前,首先必须解决其中与实现相关 的问题。本文主要针对求解线性方程组典型的并行算法的研究及其在 IBM x3500 上的实现 (比如:Gauss 消元法,Jordan 消元法,LU 分解,Cramer 法则,Jacobi 迭代法,SOR 超 松弛迭代法等)。对于线性方程组有许多分类方法,一种分类方法是简单的将其划分成 稠密线性方程组和稀疏线程方程组,稠密线性方程组一般采取直接法求解,而稀疏线性 方程组一般采取迭代法求解,特别是大规模稀疏线程方程组的求解在实际应用中尤其重 要。本文主要做以下几方面的工作:(1) 并行计算体系结构和基于消息传递的 MPI 编程介绍,以及 MPI 编程基础。(2) 研究线性方程组的直接解法。对 Gauss 和 Jordan 消元法的并行算法进行了综述,并 且分析这两个算法各自的计算时间代价和通信时间代价。最终这两个算法在基于 MPI 编程环境的多处理机上进行了实验及对比分析。(3) 研究线性方程组的迭代解法。对 Jacobi 迭代,Seidel 迭代和 SOR 超松弛迭代同样进 行了综述。并且在多处理机上实现了 Jacobi 迭代和 Seidel 并行算法。(4) 为了体现了大规模稀疏线性方程组求解的应用价值,研究了基于离散法求解二维Poisson 方程,给出了其求解过程的 MPI 实现,并且从多个方面对该 MPI 程序进行了 讨论与改进。关键词:并行算法,MPI(消息编程接口),Guass 消元法,Jacobi 迭代法,多核处理机ABSTRACTThe problem of solving a linear system of equations is recognized as an important issue in computational mathematics and computer science. A large number of comp utation- intensive applications reduce to the solutions of large-scale linear systems. Many efficient numerical methods have been developed for solving linear systems on uniprocessor systems, and the source codes of high quality are available for different classes of linear systems.With the advances of Very Large Scale Integration (VLSI) and networking technology,solving a linear system on a multiprocessor system has received considerable research interest. In particular, a variety of parallel algorithms have been developed for this purpose. Before these parallel algorithms can be put into practical use, some issues related to their implementation on parallel computers must be solved.This thesis addresses the issue of implementation on the IBM x3500 server of some classical parallel algorithms for solving linear systems (such as Gauss elimination, Jordan elimination, LU decomposition, etc). The linear systems
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