LOW-RANK CORRECTION METHODS FOR ALGEBRAIC DOMAIN DECOMPOSITION PRECONDITIONERS

被引:22
|
作者
Li, Ruipeng [1 ]
Saad, Yousef [2 ]
机构
[1] Lawrence Livermore Natl Lab, Ctr Appl Sci Comp, Livermore, CA 94551 USA
[2] Univ Minnesota, Dept Comp Sci & Engn, Minneapolis, MN 55455 USA
基金
美国国家科学基金会;
关键词
Sherman-Morrison-Woodbury formula; low-rank approximation; distributed sparse linear systems; parallel preconditioner; incomplete LU factorization; Krylov subspace method; domain decomposition; SPARSE LINEAR-SYSTEMS; RECURSIVE MULTILEVEL SOLVER; DEGREE ORDERING ALGORITHM; H-MATRICES; SYMMETRIC-MATRICES; INTEGRAL-OPERATORS; LANCZOS-ALGORITHM; APPROXIMATION; FACTORIZATION; CONVECTION;
D O I
10.1137/16M110486X
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 domain decomposition (DD) and low-rank corrections. The DD 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 pARMS, a DD-based parallel incomplete LU (ILU) preconditioning method, are presented for solving Poisson's equation and linear elasticity problems.
引用
收藏
页码:807 / 828
页数:22
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