Skip to main content
U.S. Department of Energy
Office of Scientific and Technical Information

A fast, memory efficient and robust sparse preconditioner based on a multifrontal approach with applications to finite‐element matrices

Journal Article · · International Journal for Numerical Methods in Engineering
DOI:https://doi.org/10.1002/nme.5196· OSTI ID:1400731
 [1];  [1]
  1. Mechanical Engineering Department Stanford University 496 Lomita Mall, Room 104 Stanford 94305 CA USA
Summary

In this article, we introduce a fast, memory efficient and robust sparse preconditioner that is based on a direct factorization scheme for sparse matrices arising from the finite‐element discretization of elliptic partial differential equations. We use a fast (but approximate) multifrontal approach as a preconditioner and use an iterative scheme to achieve a desired accuracy. This approach combines the advantages of direct and iterative schemes to arrive at a fast, robust, and accurate preconditioner. We will show that this approach is faster (∼2×) and more memory efficient (∼2–3×) than a conventional direct multifrontal approach. Furthermore, we will demonstrate that this preconditioner is both faster and more effective than other preconditioners such as the incomplete LU preconditioner. Specific speedups depend on the matrix size and improve as the size of the matrix increases. The preconditioner can be applied to both structured and unstructured meshes in a similar manner. We build on our previous work and utilize the fact that dense frontal and update matrices, in the multifrontal algorithm, can be represented as hierarchically off‐diagonal low‐rank matrices. Using this idea, we replace all large dense matrix operations in the multifrontal elimination process with O ( N ) hierarchically off‐diagonal low‐rank operations to arrive at a faster and more memory efficient factorization scheme. We then use this direct factorization method at low accuracies as a preconditioner and apply it to various real‐life engineering test cases. Copyright © 2016 John Wiley & Sons, Ltd.

Sponsoring Organization:
USDOE
OSTI ID:
1400731
Journal Information:
International Journal for Numerical Methods in Engineering, Journal Name: International Journal for Numerical Methods in Engineering Journal Issue: 6 Vol. 107; ISSN 0029-5981
Publisher:
Wiley Blackwell (John Wiley & Sons)Copyright Statement
Country of Publication:
United Kingdom
Language:
English

References (24)

ILUT: A dual threshold incomplete LU factorization journal July 1994
FETI-DP, BDDC, and block Cholesky methods journal January 2006
FETI-DP: a dual-primal unified FETI method?part I: A faster alternative to the two-level FETI method
  • Farhat, Charbel; Lesoinne, Michel; LeTallec, Patrick
  • International Journal for Numerical Methods in Engineering, Vol. 50, Issue 7 https://doi.org/10.1002/nme.76
journal January 2001
Adaptive Sampling and Fast Low-Rank Matrix Approximation book January 2006
Algorithms to Solve Hierarchically Semi-separable Systems book January 2007
Data-sparse Approximation by Adaptive ℋ2-Matrices journal September 2002
Construction and Arithmetics of H -Matrices journal August 2003
A Sparse Matrix Arithmetic Based on $\Cal H$ -Matrices. Part I: Introduction to ${\Cal H}$ -Matrices journal April 1999
An $$\mathcal O (N \log N)$$ O ( N log N )   Fast Direct Solver for Partial Hierarchically Semi-Separable Matrices: With Application to Radial Basis Function Interpolation journal April 2013
A theory of pseudoskeleton approximations journal August 1997
A fast direct solver for elliptic problems on general meshes in 2D journal February 2012
A fast block low-rank dense solver with applications to finite-element matrices journal January 2016
A Fast Solver for HSS Representations via Sparse Matrices journal January 2007
GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems journal July 1986
Superfast Multifrontal Method for Large Structured Linear Systems of Equations journal January 2010
Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions journal January 2011
The Multifrontal Method for Sparse Matrix Solution: Theory and Practice journal March 1992
Efficient Structured Multifrontal Factorization for General Large Sparse Matrices journal January 2013
Randomized Sparse Direct Solvers journal January 2013
Improving Multifrontal Methods by Means of Block Low-Rank Representations journal January 2015
A Fast $ULV$ Decomposition Solver for Hierarchically Semiseparable Representations journal January 2006
Fast monte-carlo algorithms for finding low-rank approximations journal November 2004
Separators for sphere-packings and nearest neighbor graphs journal January 1997
Methods of conjugate gradients for solving linear systems journal December 1952

Similar Records

An Efficient Multicore Implementation of a Novel HSS-Structured Multifrontal Solver Using Randomized Sampling
Journal Article · Wed Oct 26 20:00:00 EDT 2016 · SIAM Journal on Scientific Computing · OSTI ID:1378736

Sparse Approximate Multifrontal Factorization with Composite Compression Methods
Journal Article · Mon Sep 18 20:00:00 EDT 2023 · ACM Transactions on Mathematical Software · OSTI ID:2281210

Related Subjects