This article surveys preconditioning techniques for the iterative solution of large linear systems, with a focus on algebraic methods suitable for general sparse matrices. Covered topics include progress in incomplete factorization methods, sparse approximate inverses, reorderings, parallelization issues, and block and multilevel extensions. Some of the challenges ahead are also discussed. An extensive bibliography completes the paper.

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We present a variant of the AINV factorized sparse approximate inverse algorithm which is applicable to any symmetric positive definite matrix. The new preconditioner is breakdownfree and, when used in conjunction with the conjugate gradient method, results in a reliable solver for highly ill-conditioned linear systems. We also investigate an alternative approach to a stable approximate inverse algorithm, based on the idea of diagonally compensated reduction of matrix entries. The results of numerical tests on challenging linear systems arising from finite element modeling of elasticity and diffusion problems are presented.

Standard preconditioners, like incomplete factorizations, perform well when the coefficient matrix is diagonally dominant, but often fail on general sparse matrices. We experiment with nonsymmetric permutationsand scalingsaimed at placing large entrieson the diagonal in the context of preconditioning for general sparse matrices. The permutations and scalings are those developed by Olschowka and Neumaier [Linear Algebra Appl., 240 (1996), pp. 131–151] and by Duff and

We conduct experimental study on the behavior of several preconditioned iterative methods to solve nonsymmetric matrices arising from computational fluid dynamics (CFD) applications. The preconditioned iterative methods consist of Krylov subspace accelerators and a powerful general purpose multilevel block ILU (BILUM) preconditioner. The BILUM preconditioner and an enhanced version of it are slightly modified versions of the originally proposed preconditioners. They will be used in combination with different Krylov subspace methods. We choose to test three popular transposefree Krylov subspace methods: BiCGSTAB, GMRES and TFQMR. Numerical experiments, using several sets of test matrices arising from various relevant CFD applications, are reported. Key words: Multilevel preconditioner, Krylov subspace methods, nonsymmetric matrices, CFD applications. AMS subject classifications: 65F10, 65F50, 65N06, 65N55. 1 Introduction A challenging problem in computational fluid dynamics (...

We introduce a novel strategy for parallel preconditioning of large-scale linear systems by means of a two-level factorized sparse approximate inverse algorithm. Using graph partitioning and incomplete biconjugation we are able to obtain a highly parallel preconditioner. The algorithm has been implemented using MPI on a SGI Origin 2000 computer at Los Alamos National Laboratory and is currently being used to solve unstructured linear systems with up to a few million unknowns from a variety of applications. The numerical experiments demonstrate the excellent scalability of the algorithm for sufficiently large problems.

A sparse approximate inverse technique is introduced to solve general sparse linear systems. The sparse approximate inverse is computed as a factored form and used as a preconditioner to work with some Krylov subspace methods. The new technique is derived from a matrix decomposition algorithm for inverting dense nonsymmetric matrices. Several strategies and special data structures are proposed to implement the algorithm efficiently. Sparsity patterns of the the factored inverse are exploited to reduce computational cost. The computation of the factored sparse approximate inverse is relatively cheaper than the techniques based on norm minimization techniques. The new preconditioner possesses much greater inherent parallelism than traditional preconditioners based on incomplete LU factorizations. Numerical experiments are used to show the effectiveness and efficiency of the new sparse approximate inverse preconditioner.

We consider preconditioning strategies for the iterative solution of dense complex symmetric non-Hermitian systems arising in computational electromagnetics. We consider in particular sparse approximate inverse preconditioners that use a static nonzero pattern selection. The novelty of our approach comes from using a dierent nonzero pattern selection for the original matrix from that for the preconditioner and from exploiting geometric or topological information from the underlying meshes instead of using methods based on the magnitude of the entries. The numerical and computational eciency of the proposed preconditioners are illustrated on a set of model problems arising both from academic and from industrial applications. The results of our numerical experiments suggest that the new strategies are viable approaches for the solution of large-scale electromagnetic problems using preconditioned Krylov methods. In particular, our strategies are applicable when fast multipole ...

We investigate the use of sparse approximate inverse techniques in a multi-level block ILU preconditioner to design a robust and efficient parallelizable preconditioner for solving general sparse matrices. The resulting preconditioner retains robustness of the multi-level block ILU preconditioner (BILUM) and offers a new way to control the fill-in elements when large size blocks (subdomains) are used to form block independent set. Moreover, the new preconditioner affords maximum parallelism for operations within each level as well as for the coarsest level solution. Thus it has two advantages over the standard BILUM preconditioner: the ability to control sparsity and increased parallelism. Numerical experiments are used to show the effectiveness and efficiency of the new preconditioner. Key words: Sparse matrices, incomplete LU factorization, multi-level ILU preconditioner, sparse approximate inverse, Krylov subspace methods. AMS subject classifications: 65F10, 65N06. 1 Introduction ...

This research presents new preconditioners for linear systems. We proceed from the most general case to the very specific problem area of sparse optimal control. In the first most general approach, we assume only that the coefficient matrix is nonsingular. We target highly indefinite, nonsymmetric problems that cause difficulties for preconditioned iterative solvers, and where standard preconditioners, like incomplete factorizations, often fail. We experiment with nonsymmetric permutations and scalings aimed at placing large entries on the diagonal in the context of precon-ditioning for general sparse matrices. Our numerical experiments indicate that the reliability and performance of preconditioned iterative solvers are greatly enhanced by such preprocessing. Secondly, we present two new preconditioners for KKT systems. KKT systems arise in areas such as quadratic programming, sparse optimal control, and mixed finite element formulations. Our preconditioners approximate a constraint precon-ditioner with incomplete factorizations for the normal equations. Numerical experiments compare these two preconditioners with exact constraint preconditioning and the approach described above of permuting large entries to the diagonal. Finally, we turn to a specific problem area: sparse optimal control. Many optimal control problems are broken into several phases, and within a phase, most variables and constraints depend only on nearby variables and constraints. However, free initial and final times and time-independent parameters impact variables and constraints throughout a phase, resulting in dense factored blocks in the KKT matrix. We drop fill due to these variables to reduce density within each phase. The resulting preconditioner is tightly banded and nearly block tridiagonal. Numerical experiments demonstrate that the preconditioners are effective, with very little fill in the factorization.