Recursively preconditioned hierarchical interpolative factorization for elliptic partial differential equations
From MaRDI portal
Second-order elliptic equations (35J15) Direct numerical methods for linear systems and matrix inversion (65F05) Preconditioners for iterative methods (65F08) Computational methods for sparse matrices (65F50) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
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.
Recommendations
- Hierarchical interpolative factorization for elliptic operators: differential equations
- Hierarchical interpolative factorization for elliptic operators: integral equations
- A recursive skeletonization factorization based on strong admissibility
- Hierarchical interpolative factorization preconditioner for parabolic equations
- Distributed-memory hierarchical interpolative factorization
Cited in
(12)- Hierarchical orthogonal factorization: sparse least squares problems
- Hierarchical interpolative factorization preconditioner for parabolic equations
- Hierarchical interpolative factorization for elliptic operators: integral equations
- Hierarchical interpolative factorization for elliptic operators: differential equations
- Efficient Construction of an HSS Preconditioner for Symmetric Positive Definite $\mathcal{H}^2$ Matrices
- Hierarchical orthogonal factorization: sparse square matrices
- An Algebraic Sparsified Nested Dissection Algorithm Using Low-Rank Approximations
- Sparse Hierarchical Preconditioners Using Piecewise Smooth Approximations of Eigenvectors
- Robust and Effective eSIF Preconditioning for General Dense SPD Matrices
- A recursive skeletonization factorization based on strong admissibility
- On the spectral equivalence of hierarchical matrix preconditioners for elliptic problems
- Second‐order accurate hierarchical approximate factorizations for solving sparse linear systems
This page was built for publication: Recursively preconditioned hierarchical interpolative factorization for elliptic partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1984702)
