Low-Rank Correction Methods for Algebraic Domain Decomposition Preconditioners
Author(s) -
Ruipeng Li,
Yousef Saad
Publication year - 2017
Publication title -
siam journal on matrix analysis and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.268
H-Index - 101
eISSN - 1095-7162
pISSN - 0895-4798
DOI - 10.1137/16m110486x
Subject(s) - preconditioner , krylov subspace , mathematics , domain decomposition methods , linear system , lanczos resampling , sparse matrix , rank (graph theory) , low rank approximation , matrix (chemical analysis) , matrix decomposition , sparse approximation , multigrid method , qr decomposition , lu decomposition , algorithm , eigenvalues and eigenvectors , hankel matrix , combinatorics , mathematical analysis , finite element method , partial differential equation , physics , thermodynamics , materials science , quantum mechanics , gaussian , composite material
This paper presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits the domain decomposition method and low-rank corrections. The domain decomposition approach decouples the matrix and once inverted, a low-rank approximation is applied by exploiting the Sherman-Morrison-Woodbury formula, which yields two variants of the preconditioning methods. The low-rank expansion is computed by the Lanczos procedure with reorthogonalizations. Numerical experiments indicate that, when combined with Krylov subspace accelerators, this preconditioner can be efficient and robust for solving symmetric sparse linear systems. Comparisons with other distributed-memory preconditioning methods are presented.
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom