A numerically stable communication-avoiding s-step GMRES algorithm

Krylov subspace methods are extensively used in scientific computing to solve large-scale linear systems. However, the performance of these iterative Krylov solvers on modern supercomputers is limited by expensive communication costs. The $s$-step strategy generates a series of $s$ Krylov vectors at a time to avoid communication. Asymptotically, the $s$-step approach can reduce communication latency by a factor of $s$. Unfortunately, due to finite-precision implementation, the step size has to be kept small for stability. In this work, we tackle the numerical instabilities encountered in the $s$-step GMRES algorithm. By choosing an appropriate polynomial basis and block orthogonalization schemes, we construct a communication avoiding $s$-step GMRES algorithm that automatically selects the optimal step size to ensure numerical stability. To further maximize communication savings, we introduce scaled Newton polynomials that can increase the step size $s$ to a few hundreds for many problems. An initial step size estimator is also developed to efficiently choose the optimal step size for stability. The guaranteed stability of the proposed algorithm is demonstrated using numerical experiments. In the process, we also evaluate how the choice of polynomial and preconditioning affects the stability limit of the algorithm. Finally, we show parallel scalability on more than 14,000 cores in a distributed-memory setting. Perfectly linear scaling has been observed in both strong and weak scaling studies with negligible communication costs.