Abstract
It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the blockILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems.
Similar content being viewed by others
References
O. Axelsson,Iterative Solution Methods, University Press, Cambridge, 1994.
R. Barrett, M. Berry, T. Chan, J. Demmel, J. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine and H. A. van der Vorst,Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods, SIAM, Philadelphia, PA, 1994.
M. Benzi, W. D. Joubert and G. Mateescu,Numerical experiments with parallel orderings for ILU preconditioners, ETNA8 (1999), 88–114.
M. Benzi, D. B. Szyld and A. van Duin,Orderings for incomplete factorization preconditioning of nonsymmetric problems, SIAM Journal on Scientific Computing20 (1999), 1652–1670.
M. Benzi and M. Tuma,A sparse approximate inverse preconditioner for nonsymmetric linear systems, SIAM J. Sci. Comput.19 (1998), 968–994.
C. Brand and Z. E. Heinemann,A new iterative solution technique for reservoir simulation equations on locally refined grids, SPE, (18410), 1989.
T. F. Chan,Analysis of preconditioners for domain decomposition, SIAM J. Numer.24(2) (1987), 382–390.
T. F. Chan and D. Goovaerts,A note on the efficiency of domain decomposed incomplete factorization, SIAM J. Sci. Stat. Comput.11(4) (1990), 794–803.
T. F. Chan and H. A. van der Vorst,Approximate and incomplete factorization, Technical Report 871, Department of Mathematics, University of Utrecht 1994.
E. Chow and Y. Saad,Approximate inverse preconditioner via sparse-sparse iterations, SIAM J. Comput.19(3) (1998), 995–1023.
E. Chow and Y. Saad,Approximate inverse techniques for block-partitioned matrices, SIAM J. Sci. Comput.18 (1997), 1657–1675.
P. Ciarlet Jr.,Repeated red-black ordering: a new approach, Numer., Alg., 1994.
I. S. Duff and G. A. Meurant,The effect of ordering on preconditioned conjugate gradients, BIT,29 (1989), 635–657.
H. C. Elman,A stability analysis of incomplete LU factorization, Math. Comp.47(175) (1986), 191–217.
N. I. M. Gould and J. A. Scott,Sparse approximate-inverse preconditioners using normminimization techniques, SIAM J. Sci. Comput.19 (1998), 605–625.
M. G. Grote and T. Huckle,Parrallel preconditioning with sparse approximate inverses, SIAM J. Sci. Comput.18 (1997), 838–853.
N. Guessous and O. Souhar,Block multilevel preconditioners for nonsymmetric M-matrices, J. Comput. and Appl. Math. To appear.
D. Hysom and A. Pothen,A scalable parallel algorithm for incomplete factor preconditioning, SIAM Journal on Scientific Computing,22 (2001), 2194–2215.
L. YU. Kolotilina,Explicite preconditioning of H-matries, in Numerical Analysis and Mathematical Modeling, YU. A. Kuznetsov, ed., Dept. of Numerical Mathematics, USSR Academy of sciences, Moscow, 1989, pp. 97–108, (in Russia).
L. YU. Kolotilina and A. Yu. Yermin,Factorized sparse approximate inverse preconditioning, SIAM J. Matrix-Anal.14 (1993), 45–58.
M. Magolu monga Made and H. A. van der Vorst,Parallel incomplete factorizations with pseudo-overlapping subdomains, Parallel Computing27 (2001), 989–1008.
T. A. Manteuffel,An incomplete factorization technique for positive definite linear systems, Mathematics of Computation32 (1980), 473–497.
G. Meurant,Domain decomposition methods for partial differential equations on parallel computers, Int. J. Super computing Appls.2 (1988), 5–12.
G. Meurant,The block preconditioned conjugate gradient method on vector computers, BIT24 (1984), 623–633.
Y. Notay,A robust algebraic multilevel preconditioner for nonsymmetric M-matrix, Tech. Rep. GANMN 99-01, Université Libre de Bruxelles, Brussels, Belgium, 1999.
Y. Saad,ILUT: A dual threshold incomplete LU preconditioner, Numer. Linear Algebra Appl.1(4) (1994), 387–402.
Y. Saad,ILUM: A multi-elimination ILU preconditioner for general sparse matrices, SIAM J. Sci. Comput.17(4) (1996), 830–847.
Y. Saad,Iterative Methods for Sparse Linear Systems, PWS Publishing, New York, NY, 1996.
Y. Saad,SPARSKIT: A Basic Tool Kit for Sparse Matrix Computations, Technical Report CSRD TR 1029, University of Illinois at Urbana-Champaign, IL, 1990.
Y. Saad and M. H. Schultz,GMRES: A generalized minimal residual algorithm for solving nonsymetric linear systems, This Journal7 (1986), 856–869.
Y. Saad and J. Zhang,BILUM: BLock versions of multi-elimination and multilevel ILU preconditioner for general linear sparse systems, SIAM J. Sci. Comput.20(6) (1999), 2103–2121.
Y. Saad and J. Zhang,BILUTM: A domain based multilevel block ILUT preconditioner for general sparse matrices, SIAM J. Matrix Anal. Appl.21(1) (1999), 279–299.
Y. Saad and J. Zhang,Diagonal threshold techniques in robust multi-level ILU preconditioner for general linear sparse systems, Numer. Linear Algebra Appl.6 (1999), 257–280.
H. A. van der Vorst,High performance preconditioning, SIAM J. Sci. Stat. Comput.10 (1989), 1174–1185.
H. A. van der Vorst,Large tridiagonal and block tridiagonal linear systems on vector and parallel computers, Parallel Computing5 (1987), 45–54.
J. Zhang,A sparse Approximate Inverse Technique for Parallel Preconditioning of General Sparse Matrices, Technical report 281-98, Department of Computer Science, University of Kentucky, Lexington, KY, 1998.
J. Zhang,Preconditioned iterative methods and finite difference schemes for convection-diffusion, Appl. Math. and Comput.109 (2000), 11–30.
Author information
Authors and Affiliations
Corresponding author
Additional information
Najib Guessous is a professor of Ecole Normale Supérieure de Fès, Department of mathematics, Bensouda B. P. 5206 Fès, Morocco
Otmane Souhar 2000-present: Ph. D. student, University of Fez, Department of Mathematics and Informatique, Morocco. 1997–1999: Graduation in mathematics “Multigrid methods and preconditioning” University of Fez, Department of Mathematics and Informatique, Morocco. 1996–1997: Studies of applied mathematics “Numerical Analysis” University of Mohammed V, Rabat, Morocco. 1994–1995: Studies of Mathematics and Physics, University of Chouaib Doukkali, El Jadida, Morocco.
Rights and permissions
About this article
Cite this article
Guessous, N., Souhar, O. The effect of block red-black ordering on blockILU preconditioner for sparse matrices. JAMC 17, 283–296 (2005). https://doi.org/10.1007/BF02936055
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02936055