Distributed block independent set algorithms and parallel multilevel ILU preconditioners

We present a class of parallel preconditioning strategies utilizing multilevel block incomplete LU (ILU) factorization techniques to solve large sparse linear systems. The preconditioners are constructed by exploiting the concept of block independent sets (BISs). Two algorithms for constructing BISs of a sparse matrix in a distributed environment are proposed. We compare a few implementations of the parallel multilevel ILU preconditioners with different BIS construction strategies and different Schur complement preconditioning strategies. We also use some diagonal thresholding and perturbation strategies for the BIS construction and for the last level Schur complement ILU factorization. Numerical experiments indicate that our domain-based parallel multilevel block ILU preconditioners are robust and efficient.     

Parallel Performance of Block ILU Preconditioners for a Block-tridiagonal Matrix

The parallelizable block ILU (incomplete LU) factorization preconditioners for a block-tridiagonal matrix have been recently proposed by the author. In this paper, we describe a parallelization of Krylov subspace methods with the block ILU factorization preconditioners on distributed-memory computers such as the Cray T3E, and then parallel performance results of a preconditioned Krylov subspace method are provided to evaluate the effectiveness and efficiency of the block ILU preconditioners on the Cray T3E.     

On relaxed nested factorization and combination preconditioning

The efficient solution of block tridiagonal linear systems arising from the discretization of convection–diffusion problem is considered in this paper. Starting with the classical nested factorization, we propose a relaxed nested factorization preconditioner. Then, several combination preconditioners are developed based on relaxed nested factorization and a tangential filtering preconditioner. Influence of the relaxation parameter is numerically studied, the results indicate that the optimal relaxation parameter should be close to but less than 1. The number of iteration counts exhibit an extremely sensitive behaviour. This phenomena resembles the behaviour of relaxed ILU preconditioner. For symmetric positive-definite coefficient matrix, we also show that the proposed combination preconditioner is convergent. Finally, numerous test cases are carried out with both additive and multiplicative combinations to verify the robustness of the proposed preconditioners.     

Low-density incomplete <Emphasis Type="Italic">LDL</Emphasis><Superscript><Emphasis Type="Italic">T</Emphasis></Superscript> factorizations

A particular class of incomplete factorizations is proposed as preconditioners for the linear system Ax = b where A is a symmetric, large and sparse matrix. The ILDL ^T< (p) factorization (p = 1,2,3, …) determines the density of the lower triangular matrix L selecting the p largest off-diagonal entries of each column during the Gaussian elimination process. This selection may be computationally expensive, but the effectiveness of the preconditioner allows us to choose very low-density factors to reduce both work time and storage requirements. This incomplete factorization can be performed reliably on H-matrices. When A is a positive definite matrix, but not an H-matrix, one can perform an incomplete factorization if positive off-diagonal entries are removed or reduced and diagonally compensated. Numerical results for a variety of problems and comparisons with other incomplete factorizations are presented. Received: August 2002 / Accepted: December 2002 RID="*" ID="*"This work was supported by the Spanish grant BFM 2001-2641.     

Incomplete factorization methods for three-dimensional non-symmetric problems

Various incomplete factorization methods (ILU) are described for the solution of non-symmetric linear systems arising from systems of partial differential equations in three dimensions. Pivot stabilization techniques are investigated for problems which are strongly non-diagonally dominant. Test results are presented for model problems and matrices generated from a simulation of enhanced oil recovery by steam injection.     

Efficient unsteady high Reynolds number flow computations on unstructured grids

Despite the advances in computer power and numerical algorithms over the last decades, solutions to unsteady flow problems remain computing time intensive. Especially for high Reynolds number flows, nonlinear multigrid, which is commonly used to solve the nonlinear systems of equations, converges slowly. The stiffness induced by the high-aspect ratio cells and turbulence is not tackled well by this solution method.In this paper, it is investigated if a Jacobian-free Newton-Krylov (jfnk) solution method can speed up unsteady flow computations at high Reynolds numbers. Preconditioning of the linear systems that arise after Newton linearization is commonly performed with matrix-free preconditioners or approximate factorizations based on crude approximations of the Jacobian. Approximate factorizations based on a Jacobian that matches the target residual operator are unpopular because these preconditioners consume a large amount of memory and can suffer from robustness issues. However, these preconditioners remain appealing because they closely resemble A^-1.In this paper, it is shown that a jfnk solution method with an approximate factorization preconditioner based on a Jacobian that approximately matches the target residual operator enables a speed up of a factor 2.5-12 over nonlinear multigrid for two-dimensional high Reynolds number flows. The solution method performs equally well as nonlinear multigrid for three-dimensional laminar problems. A modest memory consumption is achieved with partly lumping the Jacobian before constructing the approximate factorization preconditioner, whereas robustness is ensured with enhanced diagonal dominance.     

Modified incomplete orthogonal factorization methods using Givens rotations

We present a class of new preconditioners based on the incomplete Givens orthogonalization (IGO) methods for solving large sparse systems of linear equations. In the new methods, instead of dropping entries and accepting fill-ins according to the magnitudes of values and the sparsity patterns, we adopt a diagonal compensation strategy, in which the dropped entries are re-used by adding to the main diagonal entries of the same rows of the incomplete upper-triangular factors, possibly after suitable relaxation treatments, so that certain constraints on the preconditioning matrices are further satisfied. This strategy can make the computed preconditioning matrices possess certain desired properties, e.g., having the same weighted row sums as the target matrices. Theoretical analysis shows that these modified incomplete Givens orthogonalization (MIGO) methods can preserve certain useful properties of the original matrix, and numerical results are used to verify the stability, the accuracy, and the efficiency of the MIGO methods employed to precondition the Krylov subspace iteration methods such as GMRES. Both theoretical and numerical studies show that the MIGO methods may have the potential to present high-quality preconditioners for large sparse nonsymmetric matrices.     

An optimized computer implementation of incomplete Cholesky factorization

Preconditioning techniques based on incomplete Cholesky factorization are very efficient in increasing the convergence rates of basic iterative methods. Complicated addressings and high demands for auxiliary storage, or increased factorization time, have reduced their appeal as general purpose preconditioners. In this study an elegant computational implementation is presented which succeeds in reducing both computing storage and factorization time. The proposed implementation is applied to two incomplete factorization schemes. The first is based on the rejection of certain terms according to their magnitude, while the second is based on a rejection criterion relative to the position of the zero terms of the coefficient matrix. Numerical results demonstrate the superiority of the proposed preconditioners over other types of preconditioning matrices, particularly for ill-conditioned problems. They also show their efficiency for large-scale problems in terms of computer storage and CPU time, over a direct solution method using the skyline storage scheme.     

On some new approximate factorization methods for block tridiagonal matrices suitable for vector and parallel processors

In this paper, to obtain an efficient parallel algorithm to solve sparse block-tridiagonal linear systems, stair matrices are used to construct some parallel polynomial approximate inverse preconditioners. These preconditioners are suitable when the desired goal is to maximize parallelism. Moreover, some theoretical results concerning these preconditioners are presented and how to construct preconditioners effectively for any nonsingular block tridiagonal H-matrices is also described. In addition, the validity of these preconditioners is illustrated with some numerical experiments arising from the second order elliptic partial differential equations and oil reservoir simulations.     

MultiGrid Preconditioners for Mixed Finite Element Methods of the Vector Laplacian

Due to the indefiniteness and poor spectral properties, the discretized linear algebraic system of the vector Laplacian by mixed finite element methods is hard to solve. A block diagonal preconditioner has been developed and shown to be an effective preconditioner by Arnold et al. (Acta Numer 15:1–155, 2006). The purpose of this paper is to propose alternative and effective block diagonal and approximate block factorization preconditioners for solving these saddle point systems. A variable V-cycle multigrid method with the standard point-wise Gauss–Seidel smoother is proved to be a good preconditioner for the discrete vector Laplacian operator. The major benefit of our approach is that the point-wise Gauss–Seidel smoother is more algebraic and can be easily implemented as a black-box smoother. This multigrid solver will be further used to build preconditioners for the saddle point systems of the vector Laplacian. Furthermore it is shown that Maxwell’s equations with the divergent free constraint can be decoupled into one vector Laplacian and one scalar Laplacian equation.     

Accuracy of preconditioned CG-type methods for least squares problems

The conjugate gradient method with IMGS, an incomplete modified version of Gram-Schmidt orthogonalization to obtain an incomplete orthogonal factorization preconditioner, applied to the normal equations (PCGLS) is often used as the basic iterative method to solve the linear least squares problems. In this paper, a detailed analysis is given for understanding the effect of rounding errors on IMGS and determining the accuracy of computed solutions of PCGLS with IMGS for linear least squares problems in finite precision. It is shown that for a consistent system, the difference between the true residuals and the updated approximate residual vectors generated depends on the machine precision ε, on the maximum growth in norm of the iterates over their initial values, the norm of the true solution, and the condition number of R which is affected by the drop set in incomplete Gram-Schmidt factorization. Similar results are obtained for the difference between the true and computed solution for inconsistent systems. Numerical tests are carried out to confirm the theoretical conclusions.     

An efficient method for constructing an ILU preconditioner for solving large sparse nonsymmetric linear systems by the GMRES method

The main idea of this paper is in determination of the pattern of nonzero elements of the LU factors of a given matrix A. The idea is based on taking the powers of the Boolean matrix derived from A. This powers of a Boolean matrix strategy (PBS) is an efficient, effective, and inexpensive approach. Construction of an ILU preconditioner using PBS is described and used in solving large nonsymmetric sparse linear systems. Effectiveness of the proposed ILU preconditioner in solving large nonsymmetric sparse linear systems by the GMRES method is also shown. Numerical experiments are performed which show that it is possible to considerably reduce the number of GMRES iterations when the ILU preconditioner constructed here is used. In numerical examples, the influence of k, the dimension of the Krylov subspace, on the performance of the GMRES method using an ILU preconditioner is tested. For all the tests carried out, the best value for k is found to be 10.     

Hierarchical matrix arithmetic with accumulated updates

Hierarchical matrices can be used to construct efficient preconditioners for partial differential and integral equations by taking advantage of low-rank structures in triangular factorizations and inverses of the corresponding stiffness matrices. The setup phase of these preconditioners relies heavily on low-rank updates that are responsible for a large part of the algorithm’s total run-time, particularly for matrices resulting from three-dimensional problems. This article presents a new algorithm that significantly reduces the number of low-rank updates and can shorten the setup time by 50% or more.

     

An adaptive updating protocol for reducing moving object database workload

In the last decade, spatio-temporal database research focuses on the design of effective and efficient indexing structures in support of location-based queries such as predictive range queries and nearest neighbor queries. While a variety of indexing techniques have been proposed to accelerate the processing of updates and queries, not much attention has been paid to the updating protocol, which is another important factor affecting the system performance. In this paper, we propose a generic and adaptive updating protocol for moving object databases with less number of updates between objects and the database server, thereby reducing the overall workload of the system. In contrast to the approach adopted by most conventional moving object database systems where the exact locations and velocities last disclosed are used to predict their motions, we propose the concept of Spatio-temporal safe region to approximate possible future locations. Spatio-temporal safe regions provide larger space of tolerance for moving objects, freeing them from location and velocity updates as long as the errors remain predictable in the database. To answer predictive queries accurately, the server is allowed to probe the latest status of objects when their safe regions are inadequate in returning the exact query results. Spatio-temporal safe regions are calculated and optimized by the database server with two contradictory objectives: reducing update workload while guaranteeing query accuracy and efficiency. To achieve this, we propose a cost model that estimates the composition of active and passive updates based on historical motion records and query distribution. More system performance improvements can be obtained by cutting more updates from the clients, when the users of system are comfortable with incomplete but accuracy bounded query results. We have conducted extensive experiments to evaluate our proposal on a variety of popular indexing structures. The results confirm the viability, robustness, accuracy and efficiency of our proposed protocol.     

New preconditioners for systems of linear equations with Toeplitz structure

In this paper, we consider applying the preconditioned conjugate gradient (PCG) method to solve system of linear equations $T x = \mathbf b $ where $T$ is a block Toeplitz matrix with Toeplitz blocks (BTTB). We first consider Level-2 circulant preconditioners based on generalized Jackson kernels. Then, BTTB preconditioners based on a splitting of BTTB matrices are proposed. We show that the BTTB preconditioners based on splitting are special cases of embedding-based BTTB preconditioners, which are also good BTTB preconditioners. As an application, we apply the proposed preconditioners to solve BTTB least squares problems. Our preconditioners work for BTTB systems with nonnegative generating functions. The implementations of the construction of the preconditioners and the relevant matrix-vector multiplications are also presented. Finally, Numerical examples, including image restoration problems, are presented to demonstrate the efficiency of our proposed preconditioners.     

A class of approximate inverse preconditioners for solving linear systems

Some preconditioners for accelerating the classical iterative methods are given in Zhang et al. [Y. Zhang and T.Z. Huang, A class of optimal preconditioners and their applications, Proceedings of the Seventh International Conference on Matrix Theory and Its Applications in China, 2006. Y. Zhang, T.Z. Huang, and X.P. Liu, Modified iterative methods for nonnegative matrices and M-matrices linear systems, Comput. Math. Appl. 50 (2005), pp. 1587–1602. Y. Zhang, T.Z. Huang, X.P. Liu, A class of preconditioners based on the (I+S(α))-type preconditioning matrices for solving linear systems, Appl. Math. Comp. 189 (2007), pp. 1737–1748]. Another kind of preconditioners approximating the inverse of a symmetric positive definite matrix was given in Simons and Yao [G. Simons, Y. Yao, Approximating the inverse of a symmetric positive definite matrix, Linear Algebra Appl. 281 (1998), pp. 97–103]. Zhang et al. ’s preconditioners and Simons and Yao's are generalized in this paper. These preconditioners are all of low construction cost, which all could be taken as approximate inverse of M-matrices. Numerical experiments of these preconditioners applied with Krylov subspace methods show the effectiveness and performance, which also show that the preconditioners proposed in this paper are better approximate inverse for M-matrices than Simons’.     

The effects on communication of data representation of nested preconditionings for massively parallel architectures

The effect which the representation of the data (matrices and vectors) has on the communication patterns of preconditionings for exploitation of massively parallel architectures is discussed. Preconditioned iterative methods are used to solve the sparse linear systems generated by discretizations of partial differential equations in many areas of science and engineering. The preconditionings considered are based on nested incomplete factorization with approximate tridiagonal inverses using a two color line ordering of the discretization grid. These preconditionings can be described in terms of vector-vector to vector operations of dimension equal to half the total number of grid points.     

Efficient solution of nonlinear elliptic problems using hierarchical matrices with Broyden updates

Summary The numerical solution of nonlinear problems is usually connected with Newton’s method. Due to its computational cost, variants (so-called inexact and quasi–Newton methods) have been developed in which the arising inverse of the Jacobian is replaced by an approximation. In this article we present a new approach which is based on Broyden updates. This method does not require to store the update history since the updates are explicitly added to the matrix. In addition to updating the inverse we introduce a method which constructs updates of the LU decomposition. To this end, we present an algorithm for the efficient multiplication of hierarchical and semi-separable matrices. Since an approximate LU decomposition of finite element stiffness matrices can be efficiently computed in the set of hierarchical matrices, the complexity of the proposed method scales almost linearly. Numerical examples demonstrate the effectiveness of this new approach. This work was supported by the DFG priority program SPP 1146 “Modellierung inkrementeller Umformverfahren”.     

Efficient Location Updates for Continuous Queries over Moving Objects

The significant overhead related to frequent location updates from moving objects often results in poor performance. As most of the location updates do not affect the query results, the network bandwidth and the battery life of moving objects are wasted. Existing solutions propose lazy updates, but such techniques generally avoid only a small fraction of all unnecessary location updates because of their basic approach (e.g., safe regions, time or distance thresholds). Furthermore, most prior work focuses on a simplified scenario where queries are either static or rarely change their positions. In this study, two novel efficient location update strategies are proposed in a trajectory movement model and an arbitrary movement model, respectively. The first strategy for a trajectory movement environment is the Adaptive Safe Region (ASR) technique that retrieves an adjustable safe region which is continuously reconciled with the surrounding dynamic queries. The communication overhead is reduced in a highly dynamic environment where both queries and data objects change their positions frequently. In addition, we design a framework that supports multiple query types (e.g., range and c-kNN queries). In this framework, our query re-evaluation algorithms take advantage of ASRs and issue location probes only to the affected data objects, without flooding the system with many unnecessary location update requests. The second proposed strategy for an arbitrary movement environment is the Partition-based Lazy Update (PLU, for short) algorithm that elevates this idea further by adopting Location Information Tables (LITs) which (a) allow each moving object to estimate possible query movements and issue a location update only when it may affect any query results and (b) enable smart server probing that results in fewer messages. We first define the data structure of an LIT which is essentially packed with a set of surrounding query locations across the terrain and discuss the mobile-side and server-side processes in correspondence to the utilization of LITs. Simulation results confirm that both the ASR and PLU concepts improve scalability and efficiency over existing methods.     

Sparse direct factorizations through unassembled hyper-matrices

We present a novel strategy for sparse direct factorizations that is geared towards the matrices that arise from hp-adaptive Finite Element Methods. In that context, a sequence of linear systems derived by successive local refinement of the problem domain needs to be solved. Thus, there is an opportunity for a factorization strategy that proceeds by updating (and possibly downdating) the factorization. Our scheme consists of storing the matrix as unassembled element matrices, hierarchically ordered to mirror the refinement history of the domain. The factorization of such an ‘unassembled hyper-matrix’ proceeds in terms of element matrices, only assembling nodes when they need to be eliminated. The main benefits are efficiency from the fact that only updates to the factorization are made, high scalar efficiency since the factorization process uses dense matrices throughout, and a workflow that integrates naturally with the application.