• 제목/요약/키워드: Diagonal preconditioner

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대형비대칭 이산행렬의 CRAY-T3E에서의 해법을 위한 확장가능한 병렬준비행렬 (A Scalable Parallel Preconditioner on the CRAY-T3E for Large Nonsymmetric Spares Linear Systems)

  • 마상백
    • 정보처리학회논문지A
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    • 제8A권3호
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    • pp.227-234
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    • 2001
  • In this paper we propose a block-type parallel preconditioner for solving large sparse nonsymmetric linear systems, which we expect to be scalable. It is Multi-Color Block SOR preconditioner, combined with direct sparse matrix solver. For the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with Multi-Color ordering. Since most of the time is spent on the diagonal inversion, which is done on each processor, we expect it to be a good scalable preconditioner. We compared it with four other preconditioners, which are ILU(0)-wavefront ordering, ILU(0)-Multi-Color ordering, SPAI(SParse Approximate Inverse), and SSOR preconditiner. Experiments were conducted for the Finite Difference discretizations of two problems with various meshsizes varying up to $1025{\times}1024$. CRAY-T3E with 128 nodes was used. MPI library was used for interprocess communications, The results show that Multi-Color Block SOR is scalabl and gives the best performances.

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ESOR METHOD WITH DIAGONAL PRECONDITIONERS FOR SPD LINEAR SYSTEMS

  • Oh, Seyoung;Yun, Jae Heon;Kim, Kyoum Sun
    • Journal of applied mathematics & informatics
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    • 제33권1_2호
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    • pp.111-118
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    • 2015
  • In this paper, we propose an extended SOR (ESOR) method with diagonal preconditioners for solving symmetric positive definite linear systems, and then we provide convergence results of the ESOR method. Lastly, we provide numerical experiments to evaluate the performance of the ESOR method with diagonal preconditioners.

루프-스타(Loop-Star) 기저 함수와 전제 조건(Preconditioner)을 이용한 모멘트법의 계산 효율 향상에 대한 연구 (A Study for Improving Computational Efficiency in Method of Moments with Loop-Star Basis Functions and Preconditioner)

  • 염재현;박현규;이현석;진희철;김효태;김경태
    • 한국전자파학회논문지
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    • 제23권2호
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    • pp.169-176
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    • 2012
  • 본 논문에서는 전계 적분 방정식 (Electric Field Integral Equation: EFIE)을 사용하는 모멘트 법의 저주파 오차(low frequency breakdown) 문제를 해결하기 위한 방법으로 루프-스타(loop-star) 기저 함수를 사용하였다. 또한, 모멘트 법의 해를 계산하기 위하여 conjugate gradient method(CGM)과 같은 반복법을 적용할 경우 반복 횟수를 줄이기 위한 기법으로 p-Type Multiplicative Schwarz preconditioner(pMUS)를 이용하였다. 헬름홀쯔 정리(Helmholtz theorem)에 기반한 루프-스타(loop-star) 기저 함수와 주파수 정규화 기법을 이용하여 전계 적분 방정식에서 Rao-Wilton-Glisson(RWG) 기저 함수를 사용하였을 때 발생하는 저주파 오차(low frequency instability) 문제를 해결할 수 있다. 하지만, RWG 기저 함수를 비발산(solenoidal) 성분과 비회전성(irroatational) 성분으로 분해함으로써 발생하는 행렬 방정식의 높은 조건 수(condition number)로 인하여 CGM과 같은 반복법을 사용할 경우 해를 계산하기 위하여 많은 반복 횟수가 요구된다. 본 논문에서는 이러한 문제점을 해결하기 위한 방안으로 pMUS 전제 조건 기법을 이용하여 CGM의 반복 횟수를 줄였다. 수치 해석 결과, pMUS와 같은 희소성(sparsity)을 가진 블럭 대각 전제 조건(Block Diagonal Precondtioner: BDP)과 비교하였을 때 pMUS는 BDP보다 빠르게 해를 계산할 수 있다.

A Robust Preconditioner on the CRAY-T3E for Large Nonsymmetric Sparse Linear Systems

  • Ma, Sangback;Cho, Jaeyoung
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제5권1호
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    • pp.85-100
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    • 2001
  • In this paper we propose a block-type parallel preconditioner for solving large sparse nonsymmetric linear systems, which we expect to be scalable. It is Multi-Color Block SOR preconditioner, combined with direct sparse matrix solver. For the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with Multi-Color ordering. Since most of the time is spent on the diagonal inversion, which is done on each processor, we expect it to be a good scalable preconditioner. Finally, due to the blocking effect, it will be effective for ill-conditioned problems. We compared it with four other preconditioners, which are ILU(0)-wavefront ordering, ILU(0)-Multi-Color ordering, SPAI(SParse Approximate Inverse), and SSOR preconditioner. Experiments were conducted for the Finite Difference discretizations of two problems with various meshsizes varying up to 1024 x 1024, and for an ill-conditioned matrix from the shell problem from the Harwell-Boeing collection. CRAY-T3E with 128 nodes was used. MPI library was used for interprocess communications. The results show that Multi-Color Block SOR and ILU(0) with Multi-Color ordering give the best performances for the finite difference matrices and for the shell problem only the Multi-Color Block SOR converges.

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A MULTILEVEL BLOCK INCOMPLETE CHOLESKY PRECONDITIONER FOR SOLVING NORMAL EQUATIONS IN LINEAR LEAST SQUARES PROBLEMS

  • Jun, Zhang;Tong, Xiao
    • Journal of applied mathematics & informatics
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    • 제11권1_2호
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    • pp.59-80
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    • 2003
  • An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.

MULTI SPLITTING PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun Jae-Heon;Kim Eun-Heui;Oh Se-Young
    • Journal of applied mathematics & informatics
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    • 제22권1_2호
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    • pp.169-180
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    • 2006
  • We study convergence of multisplitting method associated with a block diagonal conformable multisplitting for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix. Next, we study the validity of m-step multisplitting polynomial preconditioners which will be used in the preconditioned conjugate gradient method.

PRECONDITIONERS FOR A COUPLED PROBLEM BY A PENALTY TERM ARISEN IN AN AUGMENTED LAGRANGIAN METHOD

  • Lee, Chang-Ock;Park, Eun-Hee
    • 대한수학회지
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    • 제57권5호
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    • pp.1267-1286
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    • 2020
  • We pay attention to a coupled problem by a penalty term which is induced from non-overlapping domain decomposition methods based on augmented Lagrangian methodology. The coupled problem is composed by two parts mainly; one is a problem associated with local problems in non-overlapping subdomains and the other is a coupled part over all subdomains due to the penalty term. For the speedup of iterative solvers for the coupled problem, we propose two different types of preconditioners: a block-diagonal preconditioner and an additive Schwarz preconditioner as overlapping domain decomposition methods. We analyze the coupled problem and the preconditioned problems in terms of their condition numbers. Finally we present numerical results which show the performance of the proposed methods.

PRECONDITIONED GAUSS-SEIDEL ITERATIVE METHOD FOR Z-MATRICES LINEAR SYSTEMS

  • Shen, Hailong;Shao, Xinhui;Huang, Zhenxing;Li, Chunji
    • 대한수학회보
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    • 제48권2호
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    • pp.303-314
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    • 2011
  • For Ax = b, it has recently been reported that the convergence of the preconditioned Gauss-Seidel iterative method which uses a matrix of the type P = I + S (${\alpha}$) to perform certain elementary row operations on is faster than the basic Gauss-Seidel method. In this paper, we discuss the adaptive Gauss-Seidel iterative method which uses P = I + S (${\alpha}$) + $\bar{K}({\beta})$ as a preconditioner. We present some comparison theorems, which show the rate of convergence of the new method is faster than the basic method and the method in [7] theoretically. Numerical examples show the effectiveness of our algorithm.