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

Multilevel Variable-Block Schur-Complement-Based Preconditioning for the Implicit Solution of the Reynolds- Averaged Navier-Stokes Equations Using Unstructured Grids

Implicit methods based on the Newton’s rootfinding algorithm are receiving an increasing attention for the solution of complex Computational Fluid Dynamics (CFD) applications due to their potential to converge in a very small number of iterations. This approach requires fast convergence acceleration techniques in order to compete with other conventional solvers, such as those based on artificial dissipation or upwind schemes, in terms of CPU time. In this chapter, we describe a multilevel variable-block Schur-complement-based preconditioning for the implicit solution of the Reynolds-averaged Navier-Stokes equations using unstructured grids on distributed-memory parallel computers. The proposed solver detects automatically exact or approximate dense structures in the linear system arising from the discretization, and exploits this information to enhance the robustness and improve the scalability of the block factorization. A complete study of the numerical and parallel performance of the solver is presented for the analysis of turbulent Navier-Stokes equations on a suite of three-dimensional test cases

A hybrid recursive multilevel incomplete factorization preconditioner for solving general linear systems

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine factorization techniques of both implicit and explicit type, recursive combinatorial algorithms, multilevel mechanisms and overlapping strategies to maximize sparsity in the inverse factors and consequently reduce the factorization costs. Numerical experiments demonstrate the good potential of the proposed solver to precondition effectively general linear systems, also against other state-of-the-art iterative solvers of both implicit and explicit form