An open problem that arises when using modern iterative linear solvers, such as the preconditioned conjugate gradient method or Generalized Minimum RESidual (GMRES) method, 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 explain the correspondence between the residual error in the preconditioned linear system and the solution error. Using examples of linear systems from models developed by the US Geological Survey and the California State Department of Water Resources, we observe that this error bound guides the choice of a practical measure for controlling the error in linear systems. We implemented a preconditioned GMRES algorithm and benchmarked it against the Successive Over-Relaxation (SOR) method, the most widely known iterative solver for nonsymmetric coefficient matrices. With forward error control, GMRES can easily replace the SOR method in legacy groundwater modeling packages, resulting in the overall simulation speedups as large as 7.74×. This research is expected to broadly impact groundwater modelers through the demonstration of a practical and general approach for setting the residual tolerance in line with the solution error tolerance and presentation of GMRES performance benchmarking results.
Dixon, M. F., Bai, Z., Brush, C. F., Chung, F. I., Dogrul, E. C., & Kadir, T. N. (2011). Error control of iterative linear solvers for integrated groundwater models. Groundwater, 49(6), 859-865. http://dx.doi.org/10.1111/j.1745-6584.2010.00786.x