Solving linear equations with messenger-field and conjugate gradient techniques: An application to CMB data analysis

Jan Papez 1 Laura Grigori 1 Radek Stompor 2
1 ALPINES - Algorithms and parallel tools for integrated numerical simulations
Institut National des Sciences Mathématiques et de leurs Interactions, Inria de Paris, LJLL - Laboratoire Jacques-Louis Lions
Abstract : We discuss linear system solvers invoking a messenger-field and compare them with (preconditioned) conjugate gradients approaches. We show that the messenger-field techniques correspond to fixed point iterations of an appropriately preconditioned initial system of linear equations. We then argue that a conjugate gradient solver applied to the same preconditioned system, or equivalently a preconditioned conjugate gradient solver using the same preconditioner and applied to the original system, will in general ensure at least a comparable and typically better performance in terms of the number of iterations to convergence and time-to-solution. We illustrate our conclusions on two common examples drawn from the Cosmic Microwave Background data analysis: Wiener filtering and map-making. In addition, and contrary to the standard lore in the CMB field, we show that the performance of the preconditioned conjugate gradient solver can depend importantly on the starting vector. This observation seems of particular importance in the cases of map-making of high signal-to-noise sky maps and therefore should be of relevance for the next generation of CMB experiments.
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Jan Papez, Laura Grigori, Radek Stompor. Solving linear equations with messenger-field and conjugate gradient techniques: An application to CMB data analysis. Astronomy and Astrophysics - A&A, EDP Sciences, 2018, 620, pp.A59. ⟨10.1051/0004-6361/201832987⟩. ⟨hal-01731325⟩

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