Improving the stability and robustness of incomplete symmetric indefinite factorization preconditioners

Sparse symmetric indefinite linear systems of equations arise in numerous practical applications. In many situations, an iterative method is the method of choice but a preconditioner is normally required for it to be effective. In this paper, the focus is on a class of incomplete factorization algorithms that can be used to compute preconditioners for symmetric indefinite systems. A limited memory approach is employed that incorporates a number of new ideas with the goal of improving the stability, robustness and efficiency of the preconditioner. These include the monitoring of stability as the factorization proceeds and the incorporation of pivot modifications when potential instability is observed. Numerical experiments involving test problems arising from a range of real-world applications demonstrate the effectiveness of our approach

On using Cholesky-based factorizations and regularization for solving rank-deficient sparse linear least-squares problems

By examining the performance of modern parallel sparse direct solvers and exploiting our knowledge of the algorithms behind them, we perform numerical experiments to study how they can be used to efficiently solve rank-deficient sparse linear least-squares problems arising from practical applications. The Cholesky factorization of the normal equations breaks down when the least-squares problem is rank-deficient, while applying a symmetric indefinite solver to the augmented system can give an unacceptable level of fill in the factors. To try to resolve these difficulties, we consider a regularization procedure that modifies the diagonal of the unregularized matrix. This leads to matrices that are easier to factorize. We consider both the regularized normal equations and the regularized augmented system. We employ the computed factors of the regularized systems as preconditioners with an iterative solver to obtain the solution of the original (unregularized) problem. Furthermore, we look at using limited-memory incomplete Cholesky-based factorizations and how these can offer the potential to solve very large problems

Sparse stretching for solving sparse-dense linear least-squares problems

Large-scale linear least-squares problems arise in a wide range of practical applications. In some cases, the system matrix contains a small number of dense rows. These make the problem significantly harder to solve because their presence limits the direct applicability of sparse matrix techniques. In particular, the normal matrix is (close to) dense, so that forming it is impractical. One way to help overcome the dense row problem is to employ matrix stretching. Stretching is a sparse matrix technique that improves sparsity by making the least-squares problem larger. We show that standard stretching can still result in the normal matrix for the stretched problem having an unacceptably large amount of fill. This motivates us to propose a new sparse stretching strategy that performs the stretching so as to limit the fill in the normal matrix and its Cholesky factor. Numerical examples from real problems are used to illustrate the potential gains

Effective preconditioners for iterative solutions of large-scale surface-integral-equation problems

Ankara : The Department of Electrical and Electronics Engineering and the Institute of Engineering and Sciences of Bilkent University, 2010.Thesis (Ph.D.) -- Bilkent University, 2010.Includes bibliographical references leaves 171-187.A popular method to study electromagnetic scattering and radiation of threedimensional electromagnetics problems is to solve discretized surface integral equations, which give rise to dense linear systems. Iterative solution of such linear systems using Krylov subspace iterative methods and the multilevel fast multipole algorithm (MLFMA) has been a very attractive approach for large problems because of the reduced complexity of the solution. This scheme works well, however, only if the number of iterations required for convergence of the iterative solver is not too high. Unfortunately, this is not the case for many practical problems. In particular, discretizations of open-surface problems and complex real-life targets yield ill-conditioned linear systems. The iterative solutions of such problems are not tractable without preconditioners, which can be roughly defined as easily invertible approximations of the system matrices. In this dissertation, we present our efforts to design effective preconditioners for large-scale surface-integral-equation problems. We first address incomplete LU (ILU) preconditioning, which is the most commonly used and well-established preconditioning method. We show how to use these preconditioners in a blackbox form and safe manner. Despite their important advantages, ILU preconditioners are inherently sequential. Hence, for parallel solutions, a sparseapproximate-inverse (SAI) preconditioner has been developed. We propose a novel load-balancing scheme for SAI, which is crucial for parallel scalability. Then, we improve the performance of the SAI preconditioner by using it for the iterative solution of the near-field matrix system, which is used to precondition the dense linear system in an inner-outer solution scheme. The last preconditioner we develop for perfectly-electric-conductor (PEC) problems uses the same inner-outer solution scheme, but employs an approximate version of MLFMA for inner solutions. In this way, we succeed to solve many complex real-life problems including helicopters and metamaterial structures with moderate iteration counts and short solution times. Finally, we consider preconditioning of linear systems obtained from the discretization of dielectric problems. Unlike the PEC case, those linear systems are in a partitioned structure. We exploit the partitioned structure for preconditioning by employing Schur complement reduction. In this way, we develop effective preconditioners, which render the solution of difficult real-life problems solvable, such as dielectric photonic crystals.Malas, TahirPh.D