Browsing by Subject "Preconditioning"

Now showing 1 - 8 of 8

Open Access
Accelerating the multilevel fast multipole algorithm with the sparse-approximate-inverse (SAI) preconditioning
(Society for Industrial and Applied Mathematics, 2009) Malas, T.; Gürel, Levent
With the help of the multilevel fast multipole algorithm, integral-equation methods can be used to solve real-life electromagnetics problems both accurately and efficiently. Increasing problem dimensions, on the other hand, necessitate effective parallel preconditioners with low setup costs. In this paper, we consider sparse approximate inverses generated from the sparse near-field part of the dense coefficient matrix. In particular, we analyze pattern selection strategies that can make efficient use of the block structure of the near-field matrix, and we propose a load-balancing method to obtain high scalability during the setup. We also present some implementation details, which reduce the computational cost of the setup phase. In conclusion, for the open-surface problems that are modeled by the electric-field integral equation, we have been able to solve ill-conditioned linear systems involving millions of unknowns with moderate computational requirements. For closed surface problems that can be modeled by the combined-field integral equation, we reduce the solution times significantly compared to the commonly used block-diagonal preconditioner.
Open Access
Block SOR preconditioned projection methods for Kronecker structured Markovian representations
(SIAM, 2005) Buchholz, Peter; Dayar, Tuğrul
Kronecker structured representations are used to cope with the state space explosion problem in Markovian modeling and analysis. Currently, an open research problem is that of devising strong preconditioners to be used with projection methods for the computation of the stationary vector of Markov chains (MCs) underlying such representations. This paper proposes a block successive overrelaxation (BSOR) preconditioner for hierarchical Markovian models (HMMs1) that are composed of multiple low-level models and a high-level model that defines the interaction among low-level models. The Kronecker structure of an HMM yields nested block partitionings in its underlying continuous-time MC which may be used in the BSOR preconditioner. The computation of the BSOR preconditioned residual in each iteration of a preconditioned projection method becomes the problem of solving multiple nonsingular linear systems whose coefficient matrices are the diagonal blocks of the chosen partitioning. The proposed BSOR preconditioner solves these systems using sparse LU or real Schur factors of diagonal blocks. The fill-in of sparse LU factorized diagonal blocks is reduced using the column approximate minimum degree (COLAMD) ordering. A set of numerical experiments is presented to show the merits of the proposed BSOR preconditioner.
Open Access
Effective preconditioners for iterative solutions of large-scale surface-integral-equation problems
(2010) Malas, Tahir
A popular method to study electromagnetic scattering and radiation of threedimensional electromagnetics problems is to solve discretized surface integral equations, which give rise to dense linear systems. Iterative solution of such linear systems using Krylov subspace iterative methods and the multilevel fast multipole algorithm (MLFMA) has been a very attractive approach for large problems because of the reduced complexity of the solution. This scheme works well, however, only if the number of iterations required for convergence of the iterative solver is not too high. Unfortunately, this is not the case for many practical problems. In particular, discretizations of open-surface problems and complex real-life targets yield ill-conditioned linear systems. The iterative solutions of such problems are not tractable without preconditioners, which can be roughly defined as easily invertible approximations of the system matrices. In this dissertation, we present our efforts to design effective preconditioners for large-scale surface-integral-equation problems. We first address incomplete LU (ILU) preconditioning, which is the most commonly used and well-established preconditioning method. We show how to use these preconditioners in a blackbox form and safe manner. Despite their important advantages, ILU preconditioners are inherently sequential. Hence, for parallel solutions, a sparseapproximate-inverse (SAI) preconditioner has been developed. We propose a novel load-balancing scheme for SAI, which is crucial for parallel scalability. Then, we improve the performance of the SAI preconditioner by using it for the iterative solution of the near-field matrix system, which is used to precondition the dense linear system in an inner-outer solution scheme. The last preconditioner we develop for perfectly-electric-conductor (PEC) problems uses the same inner-outer solution scheme, but employs an approximate version of MLFMA for inner solutions. In this way, we succeed to solve many complex real-life problems including helicopters and metamaterial structures with moderate iteration counts and short solution times. Finally, we consider preconditioning of linear systems obtained from the discretization of dielectric problems. Unlike the PEC case, those linear systems are in a partitioned structure. We exploit the partitioned structure for preconditioning by employing Schur complement reduction. In this way, we develop effective preconditioners, which render the solution of difficult real-life problems solvable, such as dielectric photonic crystals.
Open Access
Experiments with two-stage iterative solvers and preconditioned Krylov subspace methods on nearly completely decomposable Markov chains
(1997) Gueaieb, Wail
Preconditioned Krylov subspace methods are state-of-the-art iterative solvers developed mostly in the last fifteen years that may be used, among other things, to solve for the stationary distribution of Markov chains. Assuming Markov chains of interest are irreducible, the ¡problem amounts to computing a positive solution vector to a homogeneous system of linear algebraic equations with a singular coefficient matrix under a normalization constraint. That is, the (n X 1) unknown stationary vector x in Ax = 0, ||a:||^ = 1 (0.1 ) is sought. Here A = I — , an n x n singular M-matrix, and P is the one-step stochastic transition probability matrix. Albeit the recent advances, practicing performance analysts still widely prefer iterative methods based on splittings when they want to compare the performance of newly devised algorithms against existing ones, or when they need candidate solvers to evaluate the performance of a system model at hand. In fact, experimental results with Krylov subspace methods on Markov chains, especially the ill-conditioned nearly completely decomposable (NCD) ones, are few. We believe there is room for research in this area siDecifically to help us understand the effect of the degree of coupling of NCD Markov chains and their nonzero structure on the convergence characteristics and space requirements of preconditioned Krylov subspace methods. The work of several researchers have raised important and interesting questions that led to research in another, yet related direction. These questions are the following: “How must one go about partitioning the global coefficient matrix A in equation (0.1) into blocks if the system is NCD and a two-stage iterative solver (such as block successive overrelaxation— SOR) is to be employed? Are block partitionings dictated by the NCD normal form of F necessarily superior to others? Is it worth investing alternative partitionings? Better yet, for a fixed labelling and partitioning of the states, how does the performance of block SOR (or even that of point SOR) compare to the performance of the iterative aggregation-disaggregation (lAD) algorithm? Finally, is there any merit in using two-stage iterative solvers when preconditioned Krylov subspace methods are available?” Experimental results show that in most of the test cases two-stage iterative solvers are superior to Krylov subspace methods with the chosen preconditioners, on NCD Markov chains. For two-stage iterative solvers, there are cases in which a straightforward partitioning of the coefficient matrix gives a faster solution than can be obtained using the NCD normal form.
Open Access
Iterative near-field preconditioner for the multilevel fast multipole algorithm
(Society for Industrial and Applied Mathematics, 2010-07-06) Gürel, Levent; Malas, T.
For iterative solutions of large and difficult integral-equation problems in computational electromagnetics using the multilevel fast multipole algorithm (MLFMA), preconditioners are usually built from the available sparse near-field matrix. The exact solution of the near-field system for the preconditioning operation is infeasible because the LU factors lose their sparsity during the factorization. To prevent this, incomplete factors or approximate inverses can be generated so that the sparsity is preserved, but at the expense of losing some information stored in the near-field matrix. As an alternative strategy, the entire near-field matrix can be used in an iterative solver for preconditioning purposes. This can be accomplished with low cost and complexity since Krylov subspace solvers merely require matrix-vector multiplications and the near-field matrix is sparse. Therefore, the preconditioning solution can be obtained by another iterative process, nested in the outer solver, provided that the outer Krylov subspace solver is flexible. With this strategy, we propose using the iterative solution of the near-field system as a preconditioner for the original system, which is also solved iteratively. Furthermore, we use a fixed preconditioner obtained from the near-field matrix as a preconditioner to the inner iterative solver. MLFMA solutions of several model problems establish the effectiveness of the proposed nested iterative near-field preconditioner, allowing us to report the efficient solution of electric-field and combined-field integral-equation problems involving difficult geometries and millions of unknowns.
Open Access
Parallel sparse matrix-vector multiplies and iterative solvers
(2005) Uçar, Bora
Sparse matrix-vector multiply (SpMxV) operations are in the kernel of many scientific computing applications. Therefore, efficient parallelization of SpMxV operations is of prime importance to scientific computing community. Previous works on parallelizing SpMxV operations consider maintaining the load balance among processors and minimizing the total message volume. We show that the total message latency (start-up time) may be more important than the total message volume. We also stress that the maximum message volume and latency handled by a single processor are important communication cost metrics that should be minimized. We propose hypergraph models and hypergraph partitioning methods to minimize these four communication cost metrics in one dimensional and two dimensional partitioning of sparse matrices. Iterative methods used for solving linear systems appear to be the most common context in which SpMxV operations arise. Usually, these iterative methods apply a technique called preconditioning. Approximate inverse preconditioning—which can be applied to a large class of unsymmetric and symmetric matrices—replaces an SpMxV operation by a series of SpMxV operations. That is, a single SpMxV operation is only a piece of a larger computation in the iterative methods that use approximate inverse preconditioning. In these methods, there are interactions in the form of dependencies between the successive SpMxV operations. These interactions necessitate partitioning the matrices simultaneously in order to parallelize a full step of the subject class of iterative methods efficiently. We show that the simultaneous partitioning requirement gives rise to various matrix partitioning models depending on the iterative method used. We list the partitioning models for a number of widely used iterative methods. We propose operations to build a composite hypergraph by combining the previously proposed hypergraph models and show that partitioning the composite hypergraph models addresses the simultaneous matrix partitioning problem. We strove to demonstrate how the proposed partitioning methods—both the one that addresses multiple communication cost metrics and the other that addresses the simultaneous partitioning problem—help in practice. We implemented a library and investigated the performances of the partitioning methods. These practical investigations revealed a problem that we call message ordering problem. The problem asks how to organize the send operations to minimize the completion time of a certain class of parallel programs. We show how to solve the message ordering problem optimally under reasonable assumptions.
Open Access
Partitioning sparse matrices for parallel preconditioned iterative methods
(Society for Industrial and Applied Mathematics, 2007) Uçar, B.; Aykanat, Cevdet
This paper addresses the parallelization of the preconditioned iterative methods that use explicit preconditioners such as approximate inverses. Parallelizing a full step of these methods requires the coefficient and preconditioner matrices to be well partitioned. We first show that different methods impose different partitioning requirements for the matrices. Then we develop hypergraph models to meet those requirements. In particular, we develop models that enable us to obtain partitionings on the coefficient and preconditioner matrices simultaneously. Experiments on a set of unsymmetric sparse matrices show that the proposed models yield effective partitioning results. A parallel implementation of the right preconditioned BiCGStab method on a PC cluster verifies that the theoretical gains obtained by the models hold in practice. © 2007 Society for Industrial and Applied Mathematics.
Open Access
Schur complement preconditioners for surface integral-equation formulations of dielectric problems solved with the multilevel fast multipole algorithm
(Society for Industrial and Applied Mathematics, 2011-10-04) Malas, Tahir; Gürel, Levent
Surface integral-equation methods accelerated with the multilevel fast multipole algorithm (MLFMA) provide a suitable mechanism for electromagnetic analysis of real-life dielectric problems. Unlike the perfect-electric-conductor case, discretizations of surface formulations of dielectric problems yield 2 × 2 partitioned linear systems. Among various surface formulations, the combined tangential formulation (CTF) is the closest to the category of first-kind integral equations, and hence it yields the most accurate results, particularly when the dielectric constant is high and/or the dielectric problem involves sharp edges and corners. However, matrix equations of CTF are highly ill-conditioned, and their iterative solutions require powerful preconditioners for convergence. Second-kind surface integral-equation formulations yield better conditioned systems, but their conditionings significantly degrade when real-life problems include high dielectric constants. In this paper, for the first time in the context of surface integral-equation methods of dielectric objects, we propose Schur complement preconditioners to increase their robustness and efficiency. First, we approximate the dense system matrix by a sparse near-field matrix, which is formed naturally by MLFMA. The Schur complement preconditioning requires approximate solutions of systems involving the (1,1) partition and the Schur complement. We approximate the inverse of the (1,1) partition with a sparse approximate inverse (SAI) based on the Frobenius norm minimization. For the Schur complement, we first approximate it via incomplete sparse matrix-matrix multiplications, and then we generate its approximate inverse with the same SAI technique. Numerical experiments on sphere, lens, and photonic crystal problems demonstrate the effectiveness of the proposed preconditioners. In particular, the results for the photonic crystal problem, which has both surface singularity and a high dielectric constant, shows that accurate CTF solutions for such problems can be obtained even faster than with second-kind integral equation formulations, with the acceleration provided by the proposed Schur complement preconditioners.