arXiv subjects

Aditi Ghai

Publications and source records attributed to Aditi Ghai.

3 recordsLinked to original sources

arXiv2021

HILUCSI: Simple, Robust, and Fast Multilevel ILU for Large-Scale Saddle-Point Problems from PDEs

Incomplete factorization is a widely used preconditioning technique for Krylov subspace methods for solving large-scale sparse linear systems. Its multilevel variants, such as ILUPACK, are more robust for many symmetric or unsymmetric linear systems than the traditional, single-level incomplete LU (or ILU) techniques. However, the previous multilevel ILU techniques still lacked robustness and efficiency for some large-scale saddle-point problems, which often arise from systems of partial differential equations (PDEs). We introduce HILUCSI, or Hierarchical Incomplete LU-Crout with Scalability-oriented and Inverse-based dropping. As a multilevel preconditioner, HILUCSI statically and dynamically permutes individual rows and columns to the next level for deferred factorization. Unlike ILUPACK, HILUCSI applies symmetric preprocessing techniques at the top levels but always uses unsymmetric preprocessing and unsymmetric factorization at the coarser levels. The deferring combined with mixed preprocessing enabled a unified treatment for nearly or partially symmetric systems, and simplified the implementation by avoiding mixed $1\times 1$ and $2\times 2$ pivots for symmetric indefinite systems. We show that this combination improves robustness for indefinite systems without compromising efficiency. Furthermore, to enable superior efficiency for large-scale systems with millions or more unknowns, HILUCSI introduces a scalability-oriented dropping in conjunction with a variant of inverse-based dropping. We demonstrate the effectiveness of HILUCSI for dozens of benchmark problems, including those from the mixed formulation of the Poisson equation, Stokes equations, and Navier-Stokes equations. We also compare its performance with ILUPACK, the supernodal ILUTP in SuperLU, and multithreaded direct solvers in PARDISO and MUMPS.

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arXiv2019

Robust Optimal-Complexity Multilevel ILU for Predominantly Symmetric Systems

Incomplete factorization is a powerful preconditioner for Krylov subspace methods for solving large-scale sparse linear systems. Existing incomplete factorization techniques, including incomplete Cholesky and incomplete LU factorizations, are typically designed for symmetric or nonsymmetric matrices. For some numerical discretizations of partial differential equations, the linear systems are often nonsymmetric but predominantly symmetric, in that they have a large symmetric block. In this work, we propose a multilevel incomplete LU factorization technique, called PS-MILU, which can take advantage of predominant symmetry to reduce the factorization time by up to half. PS-MILU delivers robustness for ill-conditioned linear systems by utilizing diagonal pivoting and deferred factorization. We take special care in its data structures and its updating and pivoting steps to ensure optimal time complexity in input size under some reasonable assumptions. We present numerical results with PS-MILU as a preconditioner for GMRES for a collection of predominantly symmetric linear systems from numerical PDEs with unstructured and structured meshes in 2D and 3D, and show that PS-MILU can speed up factorization by about a factor of 1.6 for most systems. In addition, we compare PS-MILU against the multilevel ILU in ILUPACK and the supernodal ILU in SuperLU to demonstrate its robustness and lower time complexity.

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arXiv2016

A Comparison of Preconditioned Krylov Subspace Methods for Large-Scale Nonsymmetric Linear Systems

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the nature of the PDEs, boundary or jump conditions, or discretization methods. While implementations of preconditioned KSP methods are usually readily available, it is unclear to users which methods are the best for different classes of problems. In this work, we present a comparison of some KSP methods, including GMRES, TFQMR, BiCGSTAB, and QMRCGSTAB, coupled with three classes of preconditioners, namely Gauss-Seidel, incomplete LU factorization (including ILUT, ILUTP, and multilevel ILU), and algebraic multigrid (including BoomerAMG and ML). Theoretically, we compare the mathematical formulations and operation counts of these methods. Empirically, we compare the convergence and serial performance for a range of benchmark problems from numerical PDEs in 2D and 3D with up to millions of unknowns and also assess the asymptotic complexity of the methods as the number of unknowns increases. Our results show that GMRES tends to deliver better performance when coupled with an effective multigrid preconditioner, but it is less competitive with an ineffective preconditioner due to restarts. BoomerAMG with proper choice of coarsening and interpolation techniques typically converges faster than ML, but both may fail for ill-conditioned or saddle-point problems while multilevel ILU tends to succeed. We also show that right preconditioning is more desirable. This study helps establish some practical guidelines for choosing preconditioned KSP methods and motivates the development of more effective preconditioners.

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