Résumé
This article provides a theoretical and experimental comparison between conjugate gradients and multigrid, two iterative schemes for solving linear systems, in the context of applying diffusion-based correlation models in data assimilation. In this context, a large number of such systems has to be (approximately) solved if the implicit mode is chosen for integrating the involved diffusion equation over pseudo-time, thereby making their efficient handling crucial for practical performance. It is shown that the multigrid approach has a significant advantage, especially for larger correlation lengths and/or large problem sizes.
| langue | Anglais |
|---|---|
| Pages | 1481-1487 |
| Nombre de pages | 7 |
| journal | Quarterly Journal of the Royal Meteorological Society |
| Volume | 139 |
| Numéro | 675 |
| Les DOIs | |
| état | Publié - 2013 |
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Conjugate gradients versus multigrid solvers for diffusion-based correlation models in data assimilation. / Gratton, S.; Toint, P. L.; Tshimanga, J.
Dans: Quarterly Journal of the Royal Meteorological Society, Vol 139, Numéro 675, 2013, p. 1481-1487.Résultats de recherche: Contribution à un journal/une revue › Article
TY - JOUR
T1 - Conjugate gradients versus multigrid solvers for diffusion-based correlation models in data assimilation
AU - Gratton,S.
AU - Toint,P. L.
AU - Tshimanga,J.
PY - 2013
Y1 - 2013
N2 - This article provides a theoretical and experimental comparison between conjugate gradients and multigrid, two iterative schemes for solving linear systems, in the context of applying diffusion-based correlation models in data assimilation. In this context, a large number of such systems has to be (approximately) solved if the implicit mode is chosen for integrating the involved diffusion equation over pseudo-time, thereby making their efficient handling crucial for practical performance. It is shown that the multigrid approach has a significant advantage, especially for larger correlation lengths and/or large problem sizes.
AB - This article provides a theoretical and experimental comparison between conjugate gradients and multigrid, two iterative schemes for solving linear systems, in the context of applying diffusion-based correlation models in data assimilation. In this context, a large number of such systems has to be (approximately) solved if the implicit mode is chosen for integrating the involved diffusion equation over pseudo-time, thereby making their efficient handling crucial for practical performance. It is shown that the multigrid approach has a significant advantage, especially for larger correlation lengths and/or large problem sizes.
KW - 4D-Var
KW - Covariance design
KW - Iterative method
KW - Linear system
UR - http://www.scopus.com/inward/record.url?scp=84884208867&partnerID=8YFLogxK
U2 - 10.1002/qj.2050
DO - 10.1002/qj.2050
M3 - Article
VL - 139
SP - 1481
EP - 1487
JO - Quarterly Journal of the Royal Meteorological Society
T2 - Quarterly Journal of the Royal Meteorological Society
JF - Quarterly Journal of the Royal Meteorological Society
SN - 0035-9009
IS - 675
ER -