Incomplete WZ Factorization as an Alternative Method of Preconditioning for Solving Markov Chains

When solving large linear systems of equations arising from the discretization of elliptic boundary value problems, a combination of iterative methods and preconditioners based on incomplete LU factorizations is frequently used. Given a model problem with variable coefficients, we investigate a class of incomplete LU factorizations depending on a relaxation parameter. We show that the associated preconditioner and the factorization itself both are numerically stable. The theoretical results are complemented by numerical experiments.

A highly efficient and robust scheme is proposed for analyzing electromagnetic scattering from electrically large arbitrary shaped conductors in a half space. This scheme is based on the electric field integral equation (EFIE) with a half-space Green’s function. The precorrected fast Fourier transform (p-FFT) is first extended to a half space for general three-dimensional scattering problems. A novel enhanced dual threshold incomplete LU factorization (ILUT) is then constructed as an effective preconditioner to improve the convergence of the half-space EFIE. Inspired by the idea of the improved electric field integral operator (IEFIO), the geometrical-optics current/principle value term of the magnetic field integral equation is used as a physical perturbation to stabilize the traditional ILUT perconditioning matrix. The high accuracy of EFIE is maintained, yet good calculating efficiency comparable to the combined field integral equation (CFIE) can be achieved. Furthermore, this approach can be applied to arbitrary geometrical structures including open surfaces and requires no extra types of Sommerfeld integrals needed in the half-space CFIE. Numerical examples are presented to demonstrate the high performance of the proposed solver among several other approaches in typical half-space problems.

By complementarily fusing the robust stabilizability condition, the orthogonal-functions approach (OFA) and the hybrid Taguchi-genetic algorithm (HTGA), an integrative method is proposed in this paper to design the robust-stable and quadratic-optimal static output feedback controller such that i) the linear singular control system with structured parameter uncertainties is regular, impulse-free and asymptotically stable and ii) a quadratic finite-horizon integral performance index for the linear nominal singular control system can be minimized. Based on some essential properties of matrix measures, a new sufficient condition is presented for ensuring that the linear singular system with structured and quadratically-coupled structured parameter uncertainties is regular, impulse free and asymptotically stable. By using the OFA and the robust stabilizability condition, the dynamic-optimization problem for the robust-stable and quadratic-optimal static output feedback control design of the linear uncertain singular system is transformed into a static-constrained-optimization problem represented by the algebraic equations with constraint of robust stabilizability condition; thus greatly simplifying the robust-stable and quadratic-optimal static output feedback control design problem of the linear uncertain singular system. Then, for the static-constrained-optimization problem, the HTGA is employed to find the robust-stable and quadratic-optimal static output feedback controller of the linear uncertain singular control system. One design example of the robust-stable and quadratic-optimal static output feedback controller for a mass-spring-damper mechanical system with structured parameter uncertainties is given to demonstrate the applicability of the proposed integrative approach.

A parallel preconditioned conjugate gradient package for solving sparse linear systems on a Cray Y-MP

This paper presents the results of the Connection Machine implementation of a number of preconditioners for the preconditioned conjugate gradient method. The preconditioners implemented include those based on the incomplete LU factorization, the modified incomplete LU factorization, the symmetric successive overrelaxation, and others such as several polynomial preconditioners and the hierarchical basis preconditioner. Results based on numerical experiments show that both the degree of parallelism inherent in a preconditioner and its convergence rate improvement play important roles on the overall execution time performance on parallel computers. Factors that affect the performance of the preconditioners will also be discussed. We conclude that to search for the best preconditioner on a parallel machine, we have to consider the tradeoffs between fast convergence rate and high degree of parallelism as well as the architecture of the target parallel computer.

PurposeThe aim of this paper is to accelerate the convergence of iterative methods on ill‐conditioned linear systems of equations.Design/methodology/approachFirst a brief numerical analysis is given of left preconditioners on ill‐conditioned linear systems of equations. From this result, it is deduced that a double preconditioning approach may be better. Then, a double preconditioner based on an iterative diagonal scaling method and an incomplete factorization method is proposed. The efficiency of this approach is illustrated on two finite element models produced by computational electromagnetism.FindingsThe double preconditioning approach is efficient for 2D and 3D finite element problems. The bi‐conjugate gradient algorithm always converges when it is double preconditioned. This is not the case when a simple incomplete factorization method is applied. Furthermore, when the two preconditioning techniques lead to the convergence of the iterative solving method, the double preconditioner significantly reduces the number of iterations in comparison with the simple preconditioner. On the proposed 2D problem, the speed‐up is between 6 and 32. On the proposed 3D problem, the speed‐up is between 13 and 20. Finally, the approach seems to reduce the growth of the condition number when higher‐order finite elements are used.Research limitations/implicationsThe paper proposes a particular double preconditioning approach which can be applied to any invertible linear system of equations. A numerical evaluation on a singular linear system is also provided but no proof or analysis of stability is given for this case.Originality/valueThe paper presents a new preconditioning technique based on the combination of two very simple and elementary methods: a diagonal scaling method and an incomplete factorization process. Acceleration obtained from this approach is quite impressive.

Application demands and grand challenges in numerical simulation require for both highly capable computing platforms and efficient numerical solution schemes. Power constraints and further miniaturization of modern and future hardware give way for multi- and manycore processors with increasing fine-grained parallelism and deeply nested hierarchical memory systems -- as already exemplified by recent graphics processing units. Accordingly, numerical schemes need to be adapted and re-engineered in order to deliver scalable solutions across diverse processor configurations. Portability of parallel software solutions across emerging hardware platforms is another challenge. This work investigates multi-coloring and re-ordering schemes for block Gauß-Seidel methods and, in particular, for incomplete LU factorizations with and without fill-ins. We consider two matrix re-ordering schemes that deliver flexible and efficient parallel preconditioners. The general idea is to generate block decompositions of the system matrix such that the diagonal blocks are diagonal itself. In such a way, parallelism can be exploited on the block-level in a scalable manner. Our goal is to provide widely applicable, out-of-the-box preconditioners that can be used in the context of finite element solvers. We propose a new method for anticipating the fill-in pattern of ILU($p$) schemes which we call the power($q$)-pattern method. This method is based on an incomplete factorization of the system matrix $A$ subject to a predetermined pattern given by the matrix power $|A|^(p+1)$ and its associated multi-coloring permutation $. We prove that the obtained sparsity pattern is a superset of our modified ILU($p$) factorization applied to pi A pi^(-1). As a result, this modified ILU($p$) applied to multi-colored system matrix has no fill-ins in its diagonal blocks. This leads to an inherently parallel execution of triangular ILU($p$) sweeps. In addition, we describe the integration of the preconditioners into the HiFlow$^3$ open-source finite element package that provides a portable software solution across diverse hardware platforms. On this basis, we conduct performance analysis across a variety of test problems on multi-core CPUs and GPUs that proves efficiency, scalability and flexibility of our approach. Our preconditioners achieve a solver acceleration by a factor of up to 1.5, 8 and 85 for three different test problems. The GPU versions of the preconditioned solver are by a factor of up to 4 faster than an OpenMP parallel version on eight cores.

This paper presents a new fine-grained parallel algorithm for computing an incomplete LU factorization. All nonzeros in the incomplete factors can be computed in parallel and asynchronously, using one or more sweeps that iteratively improve the accuracy of the factorization. Unlike existing parallel algorithms, the amount of parallelism is large irrespective of the ordering of the matrix, and matrix ordering can be used to enhance the accuracy of the factorization rather than to increase parallelism. Numerical tests show that very few sweeps are needed to construct a factorization that is an effective preconditioner.

The aim of this work is to build a numerical software library based on the \(\tau \)-method to solve differential problems using MATLAB. The \(\tau \)-method can be very effective in the solution of certain type of these problems, and therefore, the existence of a numerical library for its dissemination is of major importance. Furthermore, the method has been used for the solution of particular problems but has not yet been explored as a general technique. Focus will be on stability issues, namely those issued from the solution of algebraic linear systems required for the process. Additionally, preconditioners for the solution with the \(\tau \)-method will be tackled, with emphasizes on incomplete LU factorizations and (block) Jacobi preconditioners. We also propose an iterative approach, build upon an LU factorization over a moderate initial size, generating better approximations and providing a priori error estimate at each iteration. Numerical results enlightening the efficiency of the proposed methods will be presented.

This paper investigates parallel iterative solvers with preconditioning for the computation of magnetic and electric fields on a printed circuit board (PCB) containing a magnetic film. Special scaled symmetric quasi-minimal residual (QMR) methods and a bi-conjugate gradient stabilized (BICGSTAB) method, preconditioned by an incomplete LU factorization with threshold (ILUT), are presented. The results show that these solvers are well suited for PCB simulations on parallel computers, requiring both real and complex arithmetic.

Parallelization of the GESIMA mesoscale atmospheric model

In this study, a hybrid Chebyshev pseudo-spectral finite-difference time-domain (CPS-FDTD) algorithm is proposed for simulating 2D acoustic wave propagation in heterogeneous media, which is different from the other traditional numerical schemes such as finite element and finite difference. This proposed hybrid method integrates the efficiency of the FDTD approach in the time domain and the high accuracy of the CPS technique in the spatial domain. We present the calculation formulas of this novel approach and conduct simulation experiments to test it. The biconjugate gradient is solved by combining the large symmetric sparse systems stabilized algorithm with an incomplete LU factorization. Three numerical experiments are further presented to illustrate the accuracy, efficiency, and flexibility of the hybrid CPS-FDTD algorithm.

Incomplete LU factorization preconditioning techniques often have difficulty on indefinite sparse matrices. We present hybrid reordering strategies to deal with such matrices, which include new diagonal reorderings that are in conjunction with a symmetric nondecreasing degree algorithm. We first use the diagonal reorderings to efficiently search for entries of single element rows and columns and/or the maximum absolute value to be placed on the diagonal for computing a nonsymmetric permutation. To augment the effectiveness of the diagonal reorderings, a nondecreasing degree algorithm is applied to reduce the amount of fill-in during the ILU factorization. With the reordered matrices, we achieve a noticeable improvement in enhancing the stability of incomplete LU factorizations. Consequently, we reduce the convergence cost of the preconditioned Krylov subspace methods on solving the reordered indefinite matrices.

Parallel iterative algorithms based on the Newton method and on two of its variants, the Shamanskii method and the Chord method, for solving nonlinear systems are proposed. These algorithms are based on two‐stage multisplitting methods where incomplete LU factorizations are considered as a mean of constructing the inner splittings. Convergence properties of these parallel methods are studied for H‐matrices. Computational results of these methods on two parallel computing systems are discussed. The reported experiments show the effectiveness of these methods. Copyright © 2006 John Wiley & Sons, Ltd.

Practical considerations for adaptive implicit methods in reservoir simulation