• Title/Summary/Keyword: preconditioners

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A reordering scheme for the vectorizable preconditioner for the large sparse linear systems on the CRAY-2 (CRAY-2에서의 대형희귀행렬 연립방정식의 해법을 위한 벡터준비행렬의 재배열 방법)

  • Ma, Sang-Baek
    • The Transactions of the Korea Information Processing Society
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    • v.2 no.6
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    • pp.960-968
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    • 1995
  • In this paper we present a reordering scheme that could lead to efficient vectorization of the preconditioners for the large sparse linear systems arising from partial differential equations on the CRAY-2, This reordering scheme is a line version of the conventional red/black ordering. This reordering scheme, coupled with a variant of ILU(Incomplete LU) preconditioning, can overcome the poor rate of convergence of the conventional red/black reordering, if relatively large number of fill-ins were used. We substantiate our claim by conducting various experiments on the CRAY-2 machine. Also, the computation of the Frobenius norm of the error matrices agree with our claim.

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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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    • v.5 no.1
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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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COMPARISONS OF PARALLEL PRECONDITIONERS FOR THE COMPUTATION OF SMALLEST GENERALIZED EIGENVALUE

  • Ma, Sang-Back;Jang, Ho-Jong;Cho, Jae-Young
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.305-316
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    • 2003
  • Recently, an iterative algorithm for finding the interior eigenvalues of a definite matrix by CG-type method has been proposed. This method compares to the inverse power method. The given matrices A, and B are assumed to be large and sparse, and SPD( Symmetric Positive Definite) The CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for smallest eigenvalue. Also, it is very amenable to parallel computations, like the CG method for the linear systems. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. But for parallel computations we need to find an efficient parallel preconditioner. Our candidates we ILU(0) in the wave-front order, ILU(0) in the multi-coloring order, Point-SSOR(Symmetric Successive Overrelaxation), and Multi-Color Block SSOR preconditioner. Wavefront order is a simple way to increase parallelism in the natural order, and Multi-coloring realizes a parallelism of order(N), where N is the order of the matrix. Another choice is the Multi-Color Block SSOR(Symmetric Successive OverRelaxation) preconditioning. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test problem was drawn from the discretizations of partial differential equations by finite difference methods. The results show that for small number of processors Multi-Color ILU(0) has the best performance, while for large number of processors Multi-Color Block SSOR performs the best.