Using spectral low rank preconditioners for large electromagnetic calculations

SUMMARY For solving large dense complex linear systems that arise in electromagnetic calculations, we perform experiments using a general purpose spectral low rank update preconditioner in the context of the GMRES method preconditioned by an approximate inverse preconditioner. The goal of the spectral preconditioner is to improve the convergence properties by shifting by one the smallest eigenvalues of the original preconditioned system. Numerical experiments on parallel distributed memory computers are presented to illustrate the efficiency of this technique on large and challenging real-life industrial problems

Application of the Jacobi Davidson method for spectral low-rank preconditioning in computational electromagnetics problems

[EN] We consider the numerical solution of linear systems arising from computational electromagnetics applications. For large scale problems the solution is usually obtained iteratively with a Krylov subspace method. It is well known that for ill conditioned problems the convergence of these methods can be very slow or even it may be impossible to obtain a satisfactory solution. To improve the convergence a preconditioner can be used, but in some cases additional strategies are needed. In this work we study the application of spectral lowrank updates (SLRU) to a previously computed sparse approximate inverse preconditioner.The updates are based on the computation of a small subset of the eigenpairs closest to the origin. Thus, the performance of the SLRU technique depends on the method available to compute the eigenpairs of interest. The SLRU method was first used using the IRA s method implemented in ARPACK. In this work we investigate the use of a Jacobi Davidson method, in particular its JDQR variant. The results of the numerical experiments show that the application of the JDQR method to obtain the spectral low-rank updates can be quite competitive compared with the IRA s method.Mas Marí, J.; Cerdán Soriano, JM.; Malla Martínez, N.; Marín Mateos-Aparicio, J. (2015). Application of the Jacobi Davidson method for spectral low-rank preconditioning in computational electromagnetics problems. Journal of the Spanish Society of Applied Mathematics. 67:39-50. doi:10.1007/s40324-014-0025-6S395067Bergamaschi, L., Pini, G., Sartoretto, F.: Computational experience with sequential, and parallel, preconditioned Jacobi–Davidson for large sparse symmetric matrices. J. Comput. Phys. 188(1), 318–331 (2003)Carpentieri, B.: Sparse preconditioners for dense linear systems from electromagnetics applications. PhD thesis, Institut National Polytechnique de Toulouse, CERFACS (2002)Carpentieri, B., Duff, I.S., Giraud, L.: Sparse pattern selection strategies for robust Frobenius-norm minimization preconditioners in electromagnetism. Numer. Linear Algebr. Appl. 7(7–8), 667–685 (2000)Carpentieri, B., Duff, I.S., Giraud, L.: A class of spectral two-level preconditioners. SIAM J. Sci. Comput. 25(2), 749–765 (2003)Carpentieri, B., Duff, I.S., Giraud, L., Magolu monga Made, M.: Sparse symmetric preconditioners for dense linear systems in electromagnetism. Numer. Linear Algebr. Appl. 11(8–9), 753–771 (2004)Carpentieri, B., Duff, I.S., Giraud, L., Sylvand, G.: Combining fast multipole techniques and an approximate inverse preconditioner for large electromagnetism calculations. SIAM J. Sci. Comput. 27(3), 774–792 (2005)Darve, E.: The fast multipole method I: error analysis and asymptotic complexity. SIAM J. Numer. Anal. 38(1), 98–128 (2000)Fokkema, D.R., Sleijpen, G.L., Van der Vorst, H.A.: Jacobi–Davidson style QR and QZ algorithms for the reduction of matrix pencils. SIAM J. Sci. Comput. 20(1), 94–125 (1998)Greengard, L., Rokhlin, V.: A fast algorithm for particle simulations. J. Comput. Phys. 73(3), 325–348 (1987)Grote, M., Huckle, T.: Parallel preconditioning with sparse approximate inverses. SIAM J. Sci. Comput. 18(3), 838–853 (1997)Harrington, R.: Origin and development of the method of moments for field computation. IEEE Antenna Propag. Mag. (1990)Kunz, K.S., Luebbers, R.J.: The finite difference time domain method for electromagnetics. SIAM J. Sci. Comput. 18(3), 838–853 (1997)Maxwell, J.C.: A dynamical theory of the electromagnetic field. Roy. S. Trans. CLV, (1864). Reprinted in Tricker, R. A. R. The Contributions of Faraday and Maxwell to Electrial Science, Pergamon Press (1966)Marín, J., Malla M.: Some experiments preconditioning via spectral low rank updates for electromagnetism applications. In: Proceedings of the international conference on preconditioning techniques for large sparse matrix problems in scientific and industrial applications (Preconditioning 2007), Toulouse (2007)Meijerink, J.A., van der Vorst, H.A.: An iterative solution method for linear systems of which the coefficient matrix is a symmetric M-matrix. Math. Comput. 31, 148–162 (1977)Sorensen, D.C., Lehoucq, R.B., Yang, C.: ARPACK users’ guide: solution of large-scale eigenvalue problems with implicitly restarted Arnoldi methods. SIAM, Philadelphia (1998)Rao, S.M., Wilton, D.R., Glisson, A.W.: Electromagnetic scattering by surfaces of arbitrary shape. IEEE Trans. Antenna Propag. 30, 409–418 (1982)Saad, Y.: Iterative methods for sparse linear systems. PWS Publishing Company, Boston (1996)Silvester, P.P., Ferrari, R.L.: Finite elements for electrical engineers. Cambridge University Press, Cambridge (1990)Sleijpen, S.L., van der Vorst, H.A.: A Jacobi–Davidson iteration method for linear eigenvalue problems. SIAM J. Matrix Anal. Appl. 17, 401–425 (1996)van der Vorst, H.A.: Bi-CGSTAB: a fast and smoothly converging variant of Bi-CG for the solution of non-symmetric linear systems. SIAM J. Sci. Stat. Comput. 12(6), 631–644 (1992

Sparse symmetric preconditioners for dense linear systems in electromagnetism

We consider symmetric preconditioning strategies for the iterative solution of dense complex symmetric non-Hermitian systems arising in computational electromagnetics. In particular, we report on the numerical behaviour of the classical incomplete Cholesky factorization as well as some of its recent variants and consider also well-known factorized approximate inverses. We illustrate the difficulties that those techniques encounter on the linear systems under consideration and give some clues to explain their disappointing behaviour. We propose two symmetric preconditioned based on Frobenius-norm minimization that use a prescribed sparsity pattern. The numerical and computational efficiency of the proposed preconditioners are illustrated on a set of model problems arising both from academic and from industrial applications. Copyright © 2004 John Wiley & Sons, Ltd.SCOPUS: ar.jFLWINinfo:eu-repo/semantics/publishe

Sparse symmetric preconditioners for dense linear systems in electromagnetism

We consider symmetric preconditioning strategies for the iterative solution of dense complex symmetric non-Hermitian systems arising in computational electromagnetics. In particular we report on the numerical behaviour of the classical Incomplete Cholesky factorization as well as some of its recent variants and consider also well known factorized approximate inverses. We illustrate the difficulties that those techniques encounter on the linear systems under consideration and give some clues to explain their disappointing behaviour. We propose two symmetric preconditioners based on Frobenius-norm minimization that use a prescribed sparsity pattern. The numerical and computational efficiency of the proposed preconditioners are illustrated on a set of model problems arising both from academic and from industrial applications

Sparse symmetric preconditioners for dense linear systems in electromagnetism

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