Final Report - Summer Visit 2010

[摘要] During my visit to LLNL during the summer of 2010, I worked on algebraic multilevel solvers for large sparse systems of linear equations arising from discretizations of partial differential equations. The particular solver of interest is based on ILU decomposition. The setup phase for this AMG solve is just the single ILU decomposition, and its corresponding error matrix. Because the ILU uses a minimum degree or similar sparse matrix ordering, most of the fill-in, and hence most of the error, is concentrated in the lower right corner of the factored matrix. All of the major multigrid components - the smoother, the coarse level correction matrices, and the fine-to-coarse and coarse-to-fine rectangular transfer matrices, are defined in terms of various blocks of the ILU factorization. Although such a strategy is not likely to be optimal in terms of convergence properties, it has a relatively low setup cost, and therefore is useful in situations where setup costs for more traditional AMG approaches cannot be amortized over the solution of many linear systems using the same matrix. Such a situation arises in adaptive methods, where often just one linear system is solved at each step of an adaptive feedback loop, or in solving nonlinear equations by approximate Newton methods, where the approximate Jacobian might change substantially from iteration to iteration. In general terms, coarse levels are defined in terms of successively smaller lower right blocks of the matrix, typically decreasing geometrically in order. The most difficult issue was the coarse grid correction matrix. The preconditioner/smoother for a given level is just the corresponding lower right blocks of the ILU factorization. The coarse level matrix itself is just the Schur complement; this matrix is not known exactly using just the ILU decomposition in the setup phase. Thus we approximate this matrix using various combinations of the preconditioning matrix and the error matrix. During my visit, several approximations of this type were implemented and tested. While some improved the convergence rate of the overall method, these gains had to be balanced against the additional costs involved in creating and applying these matrices. By this more stringent criterion, none of the improved approximations could be characterized as an unqualified success.

[发布日期] 2011-09-12

[学科分类] 数学（综合）

[关键词] APPROXIMATIONS;CONVERGENCE;FACTORIZATION;FEEDBACK;LAWRENCE LIVERMORE NATIONAL LABORATORY;MATRICES;NEWTON METHOD;PARTIAL DIFFERENTIAL EQUATIONS