稀疏线性方程组求解中的预处理技术综述

稀疏线性方程组的高效求解是数值计算方向的研究热点之一,其中包括预处理技术的研究。本文从技术分类的角度,总结了稀疏线性方程组求解中的预处理技术。首先,介绍了填充元缩减策略,旨在减少求解过程中存储量的同时,仍能保持矩阵的稀疏结构;其次,介绍了不同结构系数矩阵的多种匹配技术,旨在获得矩阵的对角优势性;最后,介绍了具有天然并行性的因子分解近似逆预条件子构造方法和不完全分解预条件中的并行求解技术等。     

三维对流扩散方程的稀疏存储及预条件迭代

基于四阶紧致格式对三维对流扩散方程进行离散,并给出所得到的离散线性方程组的块三角稀疏矩阵形式。以带双阈值的不完全因子化LU分解[(ILUT(τ,s))]作为预条件子,分别用FGMRES、BICGSTAB和TFQMR作为迭代加速器,对离散线性方程组进行求解验证了格式精度并比较了不同迭代法的CPU时间和迭代步。此外,通过比较传统迭代法和预条件迭代法的计算效率,表明预条件迭代法不仅能够保证格式的四阶精度,还能极大地提高收敛效率。     

区域分解型并行预条件的一种粗网格校正算法

区域分解是并行计算的基本手段之一,在稀疏线性方程组迭代求解时,对不完全分解等串行计算时很有效的预条件,经常采用区域分解的思想进行并行化。但区域分解的本质是利用局部解来近似全局解,从而必然存在较大误差,为此,提出一种粗网格校正算法,通过非重叠子区域浓缩,每个非重叠子区域浓缩为一个超结点,形成一个含全局信息且阶数等于子区域个数的小线性方程组,之后用其对原并行预条件进行校正。对块Jacobi型、经典加性Schwarz、以及因子组合型并行不完全分解预条件的实验表明,粗网格校正能有效改善收敛性并提高求解效率。     

Aztec在混凝土细观数值模拟中的应用研究

细观数值模拟是混凝土性能研究的一种重要手段,但稀疏线性方程组求解在总体模拟时间中所占比重很大。由于属于三维问题,且规模很大,所以采用预条件Krylov子空间迭代是必由之路。Aztec是国际上专门设计用于求解稀疏线性方程组的软件包之一,由于目前混凝土细观数值模拟中的稀疏线性方程组对称正定,所以利用Aztec中提供的CG迭代法进行求解,并对多种能保持对称性的预条件选项进行了实验比较。结果表明,在基于区域分解的并行不完全Cholesky分解、无重叠对称化GS迭代、最小二乘等预条件技术中,第一种的效率最高,且在重叠度为0,填充层次为0时,效果最好;实验结果还表明,在本应用问题中,用RCM排序一般导致求解时间更长,从而没有必要采用。     

一般稀疏线性方程组的因子组合型并行预条件研究

基于因子组合给出一般稀疏线性方程组的一种新并行预条件。在该方案中,应用基于邻接图的重叠区域分解,形成一串相互重叠的子区域。对每个子区域,可以采用任何不完全LU分解。之后,利用全局三角因子与全局下三角因子的乘积作为全局的并行预条件,其中全局三角因子利用限制加性Schwarz思想对每个局部上三角因子的逆进行组合得到。分析表明,提出的预条件优于经典加性Schwarz和限制加性Schwarz,且能保持对称正定性。对混凝土细观数值模拟中线性方程组的实验再次表明,新方案优于经典加性Schwarz。     

稀疏近似逆并行预条件子

1．引言考虑求解线性方程组AX一b,X,bE＊”,山其中A二（a;小＿是大型稀疏非对称矩阵．通常使用迭代法求解式（1）,如GMRESBICGSTAB,CGSTFQMRCGSZ等Kryl0V子空间迭代法．直接使用迭代法的收敛速度有时特别慢,或根本不收敛,需使用预条件以加速迭代法的收敛速度．通常使用左或右预条件子M使式（1）变成易于求解的形式＊M9一6,X二M队或＊AX二＊6．由然后用迭代法求解式（2）,M的选择要使得AM（或M则近似等于单位矩阵．构造预条件子的方法有很多,如不完全分解方法、SSOR方法、多项式方法等,不完全分解方法和SSOR…     

二维三温能量方程组的预条件迭代软件包研制——离散所得稀疏线性方程组的求解

首先针对二维三温能量方程组,系统分析了求解所得到的稀疏线性方程组时,采用多种传统预条件技术时将遇到的问题,并提出了相应的适应性改进。其次,在集成这些预条件,以及新提出的MRILUT预条件的基础上,基于Fortran语言研制了一个性能高、可读性强、可扩展性好的预条件Krylov子空间迭代法软件包PreIT2D3T。最后,对2个实际惯性约束聚变问题的全程数值模拟进行了实验,实验结果表明MRILUT优于ILUT,同时PreIT2D3T的性能也优于SPARSKIT软件包。     

二维三温能量方程组的预条件迭代软件包研制 ——离散所得稀疏线性方程组的求解

首先针对二维三温能量方程组,系统分析了求解所得到的稀疏线性方程组时,采用多种传统预条件技术时将遇到的问题,并提出了相应的适应性改进。其次,在集成这些预条件,以及新提出的MRILUT预条件的基础上,基于Fortran语言研制了一个性能高、可读性强、可扩展性好的预条件Krylov子空间迭代法软件包PreIT2D3T。最后,对2个实际惯性约束聚变问题的全程数值模拟进行了实验,实验结果表明MRILUT优于ILUT,同时PreIT2D3T的性能也优于SPARSKIT软件包。     

GPU加速不完全Cholesky分解预条件共轭梯度法

不完全 Cholesky 分解预条件共轭梯度（incomplete Cholesky factorization preconditioned conjugate gradient ,ICCG）法是求解大规模稀疏对称正定线性方程组的有效方法。然而ICCG法要求在每次迭代中求解2个稀疏三角方程组,稀疏三角方程组求解固有的串行性成为了ICCG法在GPU上并行求解的瓶颈。针对稀疏三角方程组求解,给出了一种利用GPU 加速的有效方法。为了增加稀疏三角方程组求解在GPU上的多线程并行性,提出了对不完全Cholesky分解产生的稀疏三角矩阵进行分层调度（level scheduling ）的方法。为了进一步提高稀疏三角方程组求解的并行性能,提出了在分层调度前通过近似最小度（approximate minimum degree ,AMD）算法对系数矩阵进行重排序、在分层调度后对稀疏三角矩阵进行层排序的方法,降低了分层调度过程中产生的层数,优化了稀疏三角方程组求解的GPU内存访问模式。数值实验表明,与利用NVIDIA CUSPARSE实现的ICCG法相比,采用上述方法性能可以获得平均1倍以上的提升。     

非静力模式GRAPES的预条件技术研究

GRAPES是中国气象科学研究院研制的一个非静力格点模式,该模式以大气运动的全可压运动方程为基础,采用半隐半Lagrange方案。在模式积分中,每个时间步需要求解关于气压梯度力的三维离散Helmholtz方程,该方程组的求解在整个数值模拟时间中占70%左右,为加速求解过程,采用高效预条件技术是必然选择。将提出的多行双门槛不完全分解预条件与国内外常用的多种其他预条件技术进行了比较,同时,考查了针对不完全分解预条件的加性Schwarz与基于因子组合的两种并行化预条件技术,结果发现,多行双门槛不完全分解预条件优于包括ILUT在内的其他不完全分解预条件,且加性Schwarz略优于基于因子组合的并行预条件技术。     

New updates of incomplete LU factorizations and applications to large nonlinear systems

In this paper, we address the problem of preconditioning sequences of large sparse indefinite systems of linear equations and present two new strategies to construct approximate updates of factorized preconditioners. Both updates are based on the availability of an incomplete factorization for one matrix of the sequence and differ in the approximation of the so-called ideal update. For a general treatment, an incomplete LU (ILU) factorization is considered, but the proposed approaches apply to incomplete factorizations of symmetric matrices as well. The first strategy is an approximate diagonal update of the ILU factorization; the second strategy relies on banded approximations of the factors in the ideal update. The efficiency and reliability of the proposed preconditioners are shown in the solution of nonlinear systems of equations by preconditioned Newton–Krylov methods. Nearly matrix-free implementations of the updating strategy are provided, and numerical experiments are carried out on application problems.     

新预处理ILUCG法求解稀疏病态线性方程组

大型稀疏病态线性方程组的高效求解在科学计算和工程应用中起着十分重要的作用.对于一般非对称正定的非奇异线性代数方程组,首先介绍常用的不完全LU分解预处理矩阵构造技术;然后给出SSOR预处理分解及其改进分解,并基于ILUCG思想提出新预处理ILUCG法同时给出收敛性分析;最后进行数值模拟仿真试验,数值结果表明该算法是有效可行的,且较之一般的预处理ILUCG方法该法在求解稀疏病态方程组方面具有优越性.     

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.     

Preconditioned CG methods for sparse matrices on massively parallel machines

Conjugate gradient (CG) methods to solve sparse systems of linear equations play an important role in numerical methods for solving discretized partial differential equations. The large size and the condition of many technical or physical applications in this area result in the need for efficient parallelization and preconditioning techniques of the CG method, in particular on massively parallel machines. Here, the data distribution and the communication scheme for the sparse matrix operations of the preconditioned CG are based on the analysis of the indices of the non-zero elements. Polynomial preconditioning is shown to reduce global synchronizations considerably, and a fully local incomplete Cholesky preconditioner is presented. On a PARAGON XP/S 10 with 138 processors, the developed parallel methods outperform diagonally scaled CG markedly with respect to both scaling behavior and execution time for many matrices from real finite element applications.     

On some ways of approximating inverses of banded matrices in connection with deriving preconditioners based on incomplete block factorizations

A unified approach of deriving band approximate inverses of band symmetric positive definite matrices is considered. Such band approximations to the inverses of successive Schur complements are required throughout incomplete block factorizations of block-tridiagonal matrices. Such block-tridiagonal matrices arise, for example, in finite element solution of second order elliptic differential equations. A sharp decay rate estimate for inverses of blocktridiagonal symmetric positive definite matrices is given in addition. Numerical tests on a number of model elliptic boundary value problems are presented comparing thus derived preconditioning matrices.     

Parallel solutions of very large sparse Lyapunov equations bybalanced BBD decompositions

In this paper, a method for the parallel solution of large sparse matrix equations is presented. The method is based on the balanced bordered block diagonal (BBD) decomposition which is applied in conjunction with the successive over-relaxation (SOR) iterative method to solve large Lyapunov equations in the Kronecker sum representation. A variety of experimental results will be presented, including solutions of Lyapunov equations with matrices as large as 1993×1993     

Parallel iterative solvers for sparse linear systems in circuit simulation

For the solution of sparse linear systems from circuit simulation whose coefficient matrices include a few dense rows and columns, a parallel iterative algorithm with distributed Schur complement preconditioning is presented. The parallel efficiency of the solver is increased by transforming the equation system into a problem without dense rows and columns as well as by exploitation of parallel graph partitioning methods. The costs of local, incomplete LU decompositions are decreased by fill-in reducing reordering methods of the matrix and a threshold strategy for the factorization. The efficiency of the parallel solver is demonstrated with real circuit simulation problems on PC clusters.     

Compact systolic arrays for incomplete matrix factorisation methods

The preconditioning strategy of the incomplete factorisation methods for the numerical solution of sparse linear systems is developed for VLSI architectures to yield compact systolic factorisation arrays.     

Application of the incomplete Cholesky factorization preconditioned Krylov subspace method to the vector finite element method for 3-D electromagnetic scattering problems

The incomplete Cholesky (IC) factorization preconditioning technique is applied to the Krylov subspace methods for solving large systems of linear equations resulted from the use of edge-based finite element method (FEM). The construction of the preconditioner is based on the fact that the coefficient matrix is represented in an upper triangular compressed sparse row (CSR) form. An efficient implementation of the IC factorization is described in detail for complex symmetric matrices. With some ordering schemes our IC algorithm can greatly reduce the memory requirement as well as the iteration numbers. Numerical tests on harmonic analysis for plane wave scattering from a metallic plate and a metallic sphere coated by a lossy dielectric layer show the efficiency of this method.     

A method for preconditioning matrices arising from linear integral equations for elliptic boundary value problems

The discretization of linear integral equations for elliptic boundary value problems by the boundary element method yields linear systems of simultaneous equations with filled matrices. The structure of these matrices allows Fourier methods to be used to determine preconditioning matrices such that fast iterative solution of the linear system of algebraic equations is possible. The preconditioning method is applicable to Fredholm integral equations of the first kind with non-smooth convolutional principal part as well as to Fredholm integral equations of the second kind. Numerical examples are presented.