Recursively preconditioned hierarchical interpolative factorization for elliptic partial differential equations
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Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Preconditioners for iterative methods (65F08) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22) Second-order elliptic equations (35J15)
Abstract: The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly ill-conditioned problems. Here, we propose a simple modification that can significantly improve the accuracy at no additional asymptotic cost: applying a block Jacobi preconditioner before each level of skeletonization. This dramatically limits the impact of the underlying system conditioning and enables the construction of robust and highly efficient preconditioners even at quite modest compression tolerances. Numerical examples demonstrate the performance of the new approach.
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