论文标题

一般SPD矩阵的强大而有效的ESIF预处理

Robust and effective eSIF preconditioning for general SPD matrices

论文作者

Xia, Jianlin

论文摘要

我们提出了一个基于结构化不完全分解(SIF)的一般对称阳性(SPD)矩阵的无条件鲁棒和高效的预处理,称为增强的SIF(ESIF)预处理器。最初提出的原始SIF策略最近通过将块对角线预处理应用于矩阵,然后压缩适当的缩放缩放的外部障碍物,从而得出了结构化的预处理。在这里,我们使用增强的缩放和压缩策略来设计新的ESIF预处理。进行了一些微妙的修改,例如使用两侧块三角形预处理。然后设计实用的多级ESIF方案。我们对增强的缩放和压缩策略和多级ESIF预处理进行了严格的分析。新的ESIF框架具有一些显着的优势,并克服了SIF策略的一些主要局限性。 (i)具有相同的公差,用于压缩异对决块,ESIF预处理可以将原始矩阵近似于更高的精度。 (ii)新的预调节器导致条件数量的显着减少,这是由于衰减的加速放大效应在缩放的外偏块的奇异值中的加速放大效果。 (iii)使用新的预处理,预处理矩阵的特征值大约是$ 1 $。 (iv)多级ESIF预科器是无条件稳健的,或者保证在无需额外稳定的情况下是积极的确定性,而多级SIF Proventioner则具有严格的要求以保持积极的确定性。全面的数值测试用于显示ESIF预处理在加速迭代溶液的收敛方面的优势。

We propose an unconditionally robust and highly effective preconditioner for general symmetric positive definite (SPD) matrices based on structured incomplete factorization (SIF), called enhanced SIF (eSIF) preconditioner. The original SIF strategy proposed recently derives a structured preconditioner by applying block diagonal preprocessing to the matrix and then compressing appropriate scaled off-diagonal blocks. Here, we use an enhanced scaling-and-compression strategy to design the new eSIF preconditioner. Some subtle modifications are made, such as the use of two-sided block triangular preprocessing. A practical multilevel eSIF scheme is then designed. We give rigorous analysis for both the enhanced scaling-and-compression strategy and the multilevel eSIF preconditioner. The new eSIF framework has some significant advantages and overcomes some major limitations of the SIF strategy. (i) With the same tolerance for compressing the off-diagonal blocks, the eSIF preconditioner can approximate the original matrix to a much higher accuracy. (ii) The new preconditioner leads to much more significant reductions of condition numbers due to an accelerated magnification effect for the decay in the singular values of the scaled off-diagonal blocks. (iii) With the new preconditioner, the eigenvalues of the preconditioned matrix are much better clustered around $1$. (iv) The multilevel eSIF preconditioner is further unconditionally robust or is guaranteed to be positive definite without the need of extra stabilization, while the multilevel SIF preconditioner has a strict requirement in order to preserve positive definiteness. Comprehensive numerical tests are used to show the advantages of the eSIF preconditioner in accelerating the convergence of iterative solutions.

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