Preconditioning for Sparse Linear Systems at the Dawn of the 21st Century: History, Current Developments, and Future Perspectives

Iterative methods are currently the solvers of choice for large sparse linear systems of equations. However, it is well known that the key factor for accelerating, or even allowing for, convergence is the preconditioner. The research on preconditioning techniques has characterized the last two decades. Nowadays, there are a number of different options to be considered when choosing the most appropriate preconditioner for the specific problem at hand. The present work provides an overview of the most popular algorithms available today, emphasizing the respective merits and limitations. The overview is restricted to algebraic preconditioners, that is, general-purpose algorithms requiring the knowledge of the system matrix only, independently of the specific problem it arises from. Along with the traditional distinction between incomplete factorizations and approximate inverses, the most recent developments are considered, including the scalable multigrid and parallel approaches which represent the current frontier of research. A separate section devoted to saddle-point problems, which arise in many different applications, closes the paper

Development of scalable linear solvers for engineering applications

The numerical simulation of modern engineering problems can easily incorporate millions or even billions of unknowns. In several applications, particularly those with diffusive character, sparse linear systems with symmetric positive definite (SPD) matrices need to be solved, and multilevel methods represent common choices for the role of iterative solvers or preconditioners. The weak scalability showed by those techniques is one of the main reasons for their popularity, since it allows the solution of linear systems with growing size without requiring a substantial increase in the computational time and number of iterations. On the other hand, single-level preconditioners such as the adaptive Factorized Sparse Approximate Inverse (aFSAI) might be attractive for reaching strong scalability due to their simpler setup. In this thesis, we propose four multilevel preconditioners based on aFSAI targeting the efficient solution of ill-conditioned SPD systems through parallel computing. The first two novel methods, namely Block Tridiagonal FSAI (BTFSAI) and Domain Decomposition FSAI (DDFSAI), rely on graph reordering techniques and approximate block factorizations carried out by aFSAI. Then, we introduce an extension of the previous techniques called the Multilevel Factorization with Low-Rank corrections (MFLR) that ensures positive definiteness of the Schur complements as well as improves their approximation with the aid of tall-and-skinny correction matrices. Lastly, we present the adaptive Smoothing and Prolongation Algebraic MultiGrid (aSPAMG) preconditioner belonging to the adaptive AMG family that introduces the use of aFSAI as a flexible smoother; three strategies for uncovering the near-null space of the system matrix and two new approaches to dynamically compute the prolongation operator. We assess the performance of the proposed preconditioners through the solution of a set of model problems along with real-world engineering test cases. Moreover, we perform comparisons to other approaches such as aFSAI, ILU (ILUPACK), and BoomerAMG (HYPRE), showing that our new methods prove comparable, if not superior, in many test cases

Trilinos 4.0 tutorial.

The Trilinos Project is an effort to facilitate the design, development, integration and ongoing support of mathematical software libraries. The goal of the Trilinos Project is to develop parallel solver algorithms and libraries within an object-oriented software framework for the solution of large-scale, complex multiphysics engineering and scientific applications. The emphasis is on developing robust, scalable algorithms in a software framework, using abstract interfaces for flexible interoperability of components while providing a full-featured set of concrete classes that implement all the abstract interfaces. This document introduces the use of Trilinos, version 4.0. The presented material includes, among others, the definition of distributed matrices and vectors with Epetra, the iterative solution of linear systems with AztecOO, incomplete factorizations with IF-PACK, multilevel and domain decomposition preconditioners with ML, direct solution of linear system with Amesos, and iterative solution of nonlinear systems with NOX. The tutorial is a self-contained introduction, intended to help computational scientists effectively apply the appropriate Trilinos package to their applications. Basic examples are presented that are fit to be imitated. This document is a companion to the Trilinos User's Guide [20] and Trilinos Development Guides [21,22]. Please note that the documentation included in each of the Trilinos' packages is of fundamental importance

Preconditioners for iterative solutions of large-scale linear systems arising from Biot's consolidation equations

Ph.DDOCTOR OF PHILOSOPH