SupportGraph Preconditioning UCSB Computer 支持图形预处理大学计算机.pptVIP

Support-Graph Preconditioning John R. Gilbert MIT and U. C. Santa Barbara coauthors: Marshall Bern, Bruce Hendrickson, Nhat Nguyen, Sivan Toledo authors of other work surveyed: Erik Boman, Doron Chen, Keith Gremban, Bruce Hendrickson, Gary Miller, Sivan Toledo, Pravin Vaidya, Marco Zagha Outline The problem: Preconditioning linear systems Support graphs: Vaidya’s algorithm Analysis of two preconditioners New directions and open problems Systems of Linear Equations: Ax = b A is large sparse say n = 105 to 108, # nonzeros = O(n) Physical setting sometimes implies G(A) has separators O(n1/2) in 2D, O(n2/3) in 3D Here: A is symmetric and positive (semi)definite Direct methods: A=LU Iterative methods: y(k+1) = Ay(k) Graphs and Sparse Matrices [Parter, … ] Fill-reducing matrix permutations Theory: approx optimal separators = approx optimal fill and flop count Orderings: nested dissection, minimum degree, hybrids Graph partitioning: spectral, geometric, multilevel Conjugate Gradients: an iterative method Each step does one matrix-vector multiplication, O(#nonzeros) work In exact arithmetic, CG converges in n steps (completely unrealistic) Condition number κ(A) = ||A||2 ||A-1||2 = λmax(A) / λmin(A) CG needs O(κ1/2(A)) iterations to “solve” Ax=b. Preconditioner B: Solve B-1Ax=B-1b instead of Ax=b Want κ(B-1A) to be small Want By=c to be easily solved Conjugate gradient iteration One matrix-vector multiplication per iteration Two vector dot products per iteration Four n-vectors of working storage Conjugate gradient: Convergence In exact arithmetic, CG converges in n steps  (completely unrealistic!!) Accuracy after k steps of CG is related to: consider polynomials of degree k that are equal to 1 at 0. how small can such a polynomial be at all the eigenvalues of A? Thus, eigenvalues close together are good. Condition number: κ(A) = ||A||2 ||A-1||2 = λmax(A) / λmin(A) Residual is reduced by a