• Title/Summary/Keyword: preconditioners

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A VARIANT OF BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of applied mathematics & informatics
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    • v.8 no.3
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    • pp.705-720
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    • 2001
  • We propose a variant of parallel block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factoriztion preconditioners for the corresponding somparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG using other types of block incomplete factorization preconditioners. Lastly, parallel computations of the block incomplete factorization preconditioners are carried out on the Cray C90.

BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.551-568
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    • 2000
  • We propose new parallelizable block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factorization preconditioners for the corresponding comparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG method using a standard incomplete factorization preconditioner to see the effectiveness of the block incomplete factorization preconditioners.

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PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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MODIFLED INCOMPLETE CHOLESKY FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun, Jae-Heon;Han, Yu-Du
    • Bulletin of the Korean Mathematical Society
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    • v.39 no.3
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    • pp.495-509
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    • 2002
  • We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.

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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    • v.33 no.1_2
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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.

Interior Point Methods for Network Problems (An Efficient Conjugate Gradient Method for Interior Point Methods) (네트워크 문제에서 내부점 방법의 활용 (내부점 선형계획법에서 효율적인 공액경사법))

  • 설동렬
    • Journal of the military operations research society of Korea
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    • v.24 no.1
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    • pp.146-156
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    • 1998
  • Cholesky factorization is known to be inefficient to problems with dense column and network problems in interior point methods. We use the conjugate gradient method and preconditioners to improve the convergence rate of the conjugate gradient method. Several preconditioners were applied to LPABO 5.1 and the results were compared with those of CPLEX 3.0. The conjugate gradient method shows to be more efficient than Cholesky factorization to problems with dense columns and network problems. The incomplete Cholesky factorization preconditioner shows to be the most efficient among the preconditioners.

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Study on the preconditioning method of a finite element combined formulation for fluid-structure interaction (유체-구조물 상호작용을 위한 유한요소 결합공식화의 예조건화에 대한 연구)

  • Choi, Hyoung-G.
    • 한국전산유체공학회:학술대회논문집
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    • 2008.03b
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    • pp.597-600
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    • 2008
  • Preconditioners for a two-dimensional combined finite element formulation have been devised and tested for fluid-structure interaction (FSI) problems. The FSI code simulating the interaction of a elastic body with an unsteady flow is based on P2P1 finite element combined formulation. It has been shown that two preconditioners among them perform well with respect to computational memory and convergence for a bench-mark problem. Based on the verification of the preconditioners for the two-dimensional combined formulation, four preconditioners are proposed for the problem of an elastic body interacting with a flow.

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DATA MINING AND PREDICTION OF SAI TYPE MATRIX PRECONDITIONER

  • Kim, Sang-Bae;Xu, Shuting;Zhang, Jun
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.351-361
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    • 2010
  • The solution of large sparse linear systems is one of the most important problems in large scale scientific computing. Among the many methods developed, the preconditioned Krylov subspace methods are considered the preferred methods. Selecting a suitable preconditioner with appropriate parameters for a specific sparse linear system presents a challenging task for many application scientists and engineers who have little knowledge of preconditioned iterative methods. The prediction of ILU type preconditioners was considered in [27] where support vector machine(SVM), as a data mining technique, is used to classify large sparse linear systems and predict best preconditioners. In this paper, we apply the data mining approach to the sparse approximate inverse(SAI) type preconditioners to find some parameters with which the preconditioned Krylov subspace method on the linear systems shows best performance.

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

  • Lee, Chang-Ock;Park, Eun-Hee
    • Journal of the Korean Mathematical Society
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    • v.57 no.5
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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.

PERFORMANCE COMPARISON OF PRECONDITIONED ITERATIVE METHODS WITH DIRECT PRECONDITIONERS

  • Yun, Jae Heon;Lim, Hyo Jin;Kim, Kyoum Sun
    • Journal of applied mathematics & informatics
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    • v.32 no.3_4
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    • pp.389-403
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    • 2014
  • In this paper, we first provide comparison results of preconditioned AOR methods with direct preconditioners $I+{\beta}L$, $I+{\beta}U$ and $I+{\beta}(L+U)$ for solving a linear system whose coefficient matrix is a large sparse irreducible L-matrix, where ${\beta}$ > 0. Next we propose how to find a near optimal parameter ${\beta}$ for which Krylov subspace method with these direct preconditioners performs nearly best. Lastly numerical experiments are provided to compare the performance of preconditioned iterative methods and to illustrate the theoretical results.