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arXiv 2107.09006math.NAcs.NA
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稀疏正规方程的鲁棒代数区域分解预条件子

A Robust Algebraic Domain Decomposition Preconditioner for Sparse Normal Equations

Hussam Al Daas, Pierre Jolivet, Jennifer Scott

摘要:

求解大型稀疏线性最小二乘问题所对应的正规方程是一个重要且具有挑战性的问题。对于非常大的问题,需要迭代求解器,并且通常需要预条件子来实现良好的收敛。近年来,已经提出了许多预处理器。这些主要是串行和报告的结果表明,没有一个常用的预条件的正规方程矩阵是能够解决所有的稀疏最小二乘问题。因此,我们的兴趣是在设计新的预条件的正规方程,是有效的,强大的,可以并行实施。我们提出的预条件可以有效地构造和代数没有任何知识的问题,没有任何假设的最小二乘矩阵,除了它是稀疏的。我们利用对称正定正规方程矩阵的结构,并利用代数局部对称半正定分裂的概念引入最小二乘问题的两层Schwarz预条件子.预处理的正规方程的条件数被证明是理论上有界的分裂中的子域的数量无关。可以使用用户可以指定的单个参数$τ$来调整该上界。我们将讨论如何使用仅150行Fortran、C或Python代码在PETSc库之上实现新的预处理器。从实际应用中出现的问题是用来比较所提出的新的预处理器与其他预处理器的性能。

英文摘要:

Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to achieve good convergence. In recent years, a number of preconditioners have been proposed. These are largely serial and reported results demonstrate that none of the commonly used preconditioners for the normal equations matrix is capable of solving all sparse least-squares problems. Our interest is thus in designing new preconditioners for the normal equations that are efficient, robust, and can be implemented in parallel. Our proposed preconditioners can be constructed efficiently and algebraically without any knowledge of the problem and without any assumption on the least-squares matrix except that it is sparse. We exploit the structure of the symmetric positive definite normal equations matrix and use the concept of algebraic local symmetric positive semi-definite splittings to introduce two-level Schwarz preconditioners for least-squares problems. The condition number of the preconditioned normal equations is shown to be theoretically bounded independently of the number of subdomains in the splitting. This upper bound can be adjusted using a single parameter $τ$ that the user can specify. We discuss how the new preconditioners can be implemented on top of the PETSc library using only 150 lines of Fortran, C, or Python code. Problems arising from practical applications are used to compare the performance of the proposed new preconditioner with that of other preconditioners.

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