This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative solver, e.g., conjugate gradient. It is argued that our factor matrices have better quality, i.e., better accuracy-size tradeoffs, than preconditioners produced by existing incomplete factorization methods. Therefore the resulting preconditioned conjugate gradient (PCG) method requires less computation than traditional PCG methods to solve a set of linear equations with the same error tolerance, and the advantage increases for larger and denser sets of linear equations. These claims are verified by numerical tests, and we provide techniques that can potentially extend the theory to more general types of matrices.
These are lectures notes on support preconditioning, originally written in 2007. The notes cover large sparse linear systems of equations, krylov subspace solvers for symmetric diagonally dominant linear systems, sparse Cholesky, support theory, Laplacians, and augmented maximum-spanning tree preconditioning.
With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are based on using full LU factorizations to construct preconditioners for use within GMRES in each refinement step. In practical applications, inexact preconditioning techniques, such as incomplete LU or sparse approximate inverses, are often used for performance reasons. In this work, we investigate the use of sparse approximate inverse preconditioners based …
We propose an efficient solver for saddle point problems arising from finite element approximations of nonlocal multi-phase Allen--Cahn variational inequalities. The solver is seen to behave mesh independently and to have only a very mild dependence on the number of phase field variables. In addition we prove convergence, in three GMRES iterations, of the approximation of the two phase problem, regardless of mesh size or interfacial width. Numerical results are presented that illustrate the competitiveness of this approach.
A new conservative finite element solver for the three-dimensional steady magnetohydrodynamic (MHD) kinematics equations is presented.The solver utilizes magnetic vector potential and current density as solution variables, which are discretized by H(curl)-conforming edge-element and H(div)-conforming face element respectively. As a result, the divergence-free constraints of discrete current density and magnetic induction are both satisfied. Moreover the solutions also preserve the total magnetic helicity. The generated linear algebraic equation is a typical dual saddle-point problem that is il…
We consider the time-dependent Stokes-Darcy problem as a model case for the challenges involved in solving coupled systems. Keeping the model, its discretization, and the underlying numerics for the subproblems in the free-flow domain and the porous medium constant, we focus on different solver approaches for the coupled problem. We compare a partitioned coupling approach using the coupling library preCICE with a monolithic block-preconditioned one that is tailored to different formulations of the problem. Both approaches enable the reuse of already available iterative solvers and precondition…
SymMaP: Improving Computational Efficiency in Linear Solvers through Symbolic Preconditioning
University of Science and Technology of China（中国科学技术大学）；CAS Key Laboratory of Technology in GIPAS, University of Science and Technology of China（中国科学技术大学国家实验室（GIPAS技术））
Pauli-structured preconditioning for quantum linear system solvers
School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Beijing International Center for Mathematical Research, Peking University（北京大学北京国际数学研究中心）
Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual delineation approach. This involves a single groundwater flow solve and a pure advective transport solve with different right-hand sides. The new solver was compared with traditional preconditioned iterative methods and direct sparse solvers on several two- and three-dimensional benchmark problems spanning homogeneous and heterogeneous formations. For the groundwate…
We present a novel preconditioning technique for Krylov subspace algorithms to solve fluid-structure interaction (FSI) linearized systems arising from finite element discretizations. An outer Krylov subspace solver preconditioned with a geometric multigrid (GMG) algorithm is used, where for the multigrid level sub-solvers, a field-split (FS) preconditioner is proposed. The block structure of the FS preconditioner is derived using the physical variables as splitting strategy. To solve the subsystems originated by the FS preconditioning, an additive Schwarz (AS) block strategy is employed. The p…
In this paper, we consider the numerical solution of the poroelasticity problem with stochastic properties. We present a Two-stage Markov Chain Monte Carlo method for geomechanical subsidence. In this work, we study two techniques of preconditioning: (MS) multiscale method for model order reduction and (ML) machine learning technique. The purpose of preconditioning is the fast sampling, where a new proposal is first testes by a cheap multiscale solver or using fast prediction of the neural network and the full fine grid computations will be conducted only if the proposal passes the first step.…
We extend the operator preconditioning framework [R. Hiptmair, Comput. Math. with Appl. 52 (2006), pp.~699--706] to Petrov-Galerkin methods while accounting for parameter-dependent perturbations of both variational forms and their preconditioners, as occurs when performing numerical approximations. By considering different perturbation parameters for the original form and its preconditioner, our bi-parametric abstract setting leads to robust and controlled schemes. For Hilbert spaces, we derive exhaustive linear and super-linear convergence estimates for iterative solvers, such as $h$-independ…
Efficient and robust iterative solvers for strong anisotropic elliptic equations are very challenging. In this paper a block preconditioning method is introduced to solve the linear algebraic systems of a class of micro-macro asymptotic-preserving (MMAP) scheme. MMAP method was developed by Degond {\it et al.} in 2012 where the discrete matrix has a $2\times2$ block structure. By the approximate Schur complement a series of block preconditioners are constructed. We first analyze a natural approximate Schur complement that is the coefficient matrix of the original non-AP discretization. However…
We propose domain decomposition preconditioners for the solution of an integral equation formulation of forward and inverse acoustic scattering problems with point scatterers. We study both forward and inverse problems and propose preconditioning techniques to accelerate the iterative solvers. For the forward scattering problem, we extend the domain decomposition based preconditioning techniques presented for partial differential equations in {\em "A restricted additive Schwarz preconditioner for general sparse linear systems", SIAM Journal on Scientific Computing, 21 (1999), pp. 792--797}, to…
We introduce a software package called HIFIR for preconditioning sparse, unsymmetric, ill-conditioned, and potentially singular systems. HIFIR computes a hybrid incomplete factorization, which combines multilevel incomplete LU factorization with a truncated, rank-revealing QR factorization on the final Schur complement. This novel hybridization is based on the new theory of approximate generalized inverse and $ε$-accuracy. It enables near-optimal preconditioners for consistent systems and enables flexible GMRES to solve inconsistent systems when coupled with iterative refinement. In this paper…
Robust Preconditioning for Space-Time Isogeometric Analysis of Parabolic Evolution Problems
Johannes Kepler University（约翰内斯·开普勒大学）；Institute of Computational Mathematics, Johannes Kepler University（约翰内斯·开普勒大学计算数学研究所）；Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences（奥地利科学院约翰·拉顿计算与应用数学研究所）
Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation is usually applied to resolve this issue. In this framework, preconditioning is typically challenging since the entries of the matrix are not explicitly available. In this short note, we propose a statistical approach to gradually create a preconditioner matrix by collecting the information obtained from matrix-vector product in the Arnoldi loop of an unpreco…
We introduce a new class of preconditioners to enable flexible GMRES to find a least-squares solution, and potentially the pseudoinverse solution, of large-scale sparse, asymmetric, singular, and potentially inconsistent systems. We develop the preconditioners based on a new observation that generalized inverses (i.e., $\boldsymbol{A}^{g}\in\{\boldsymbol{G}\mid\boldsymbol{A}\boldsymbol{G}\boldsymbol{A}=\boldsymbol{A}\}$) enable the preconditioned Krylov subspaces to converge in a single step. We then compute an approximate generalized inverse (AGI) efficiently using a hybrid incomplete factori…
Unless special conditions apply, the attempt to solve ill-conditioned systems of linear equations with standard numerical methods leads to uncontrollably high numerical error. Often, such systems arise from the discretization of operator equations with a large number of discrete variables. In this paper we show that the accuracy can be improved significantly if the equation is transformed before discretization, a process we call full operator preconditioning (FOP). It bears many similarities with traditional preconditioning for iterative methods but, crucially, transformations are applied at t…
In this work, we consider fracture propagation in nearly incompressible and (fully) incompressible materials using a phase-field formulation. We use a mixed form of the elasticity equation to overcome volume locking effects and develop a robust, nonlinear and linear solver scheme and preconditioner for the resulting system. The coupled variational inequality system, which is solved monolithically, consists of three unknowns: displacements, pressure, and phase-field. Nonlinearities due to coupling, constitutive laws, and crack irreversibility are solved using a combined Newton algorithm for the…
Nonlinear Preconditioning: How to use a Nonlinear Schwarz Method to Precondition Newton's Method
University of Strathclyde（斯特拉斯克莱德大学）；Université de Genève（日内瓦大学）；Université Nice Sophia Antipolis（尼斯索菲亚安蒂波利斯大学）；Inria（法国国家数字科学研究所）；Hong Kong Baptist University（香港浸会大学）
We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many previous polynomial preconditioners. Our current implementation of this polynomial using its roots is naturally more stable than previous methods of computing the same polynomial. We implement further stability control using added roots, and this allows for high degree polynomials. We discuss the effectiveness and challenges of root-adding and give an additional …
We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied in details and its induced preconditioner is examined for accelerating the convergence speed of generalized minimal residual (GMRES) method. More precisely, we analyze the eigenvalue distribution of the preconditioned matrix. Numerical experiments are reported to demonstrate the effectiveness of the proposed preconditioner.
