Massively parallel preconditioners for symmetric positive definite linear systems (Q1370332): Difference between revisions
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Latest revision as of 04:06, 5 March 2024
scientific article
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English | Massively parallel preconditioners for symmetric positive definite linear systems |
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Massively parallel preconditioners for symmetric positive definite linear systems (English)
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26 October 1997
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The inverse of an \(n\times n\) bidiagonal matrix \(I-E\) with diagonal \(I\) can be expressed as a product of \(\log n\) matrices of the form \(I+ E^p\) with \(p\) powers of 2. This remains true for more general ``irregular diagonal'' matrices \(E\) like general subdiagonals. The paper proposes a preconditioning technique where the preconditioner is a product of matrices \(I- E_k\) with \(E_k\) ``irregular'' diagonal matrices corresponding to some a priori chosen pattern. The computation of the preconditioner may be viewed as a sequence of incomplete factorizations of the form \(A\leftarrow (I- E_k)A(I- E_k)^T\). A similar version with \(A\) replaced by \(A^{-1}\) is also investigated. In a data parallel environment, solving systems with the preconditioner amounts to multiplications with the powers of the \(E_k\) which can be done efficiently. An analysis of the proposed preconditioners is not given, but numerical experiments on a connection machine CM5 with 32 processors for 2D discrete elliptic problems on a uniform mesh show the advantage of the proposed method over diagonal and polynomial preconditioners.
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data parallel methods
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symmetric matrices
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parallel computation
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preconditioning
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incomplete factorizations
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numerical experiments
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elliptic problems
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