We present a solver for the 2D high-frequency Helmholtz equation in heterogeneous acoustic media, with online parallel complexity that scales optimally as @math , where @math is the number of volume unknowns, and @math is the number of processors, as long as @math grows at most like a small fractional power of @math . The solver decomposes the domain into layers, and uses transmission conditions in boundary integral form to explicitly define "polarized traces", i.e., up- and down-going waves sampled at interfaces. Local direct solvers are used in each layer to precompute traces of local Green's functions in an embarrassingly parallel way (the offline part), and incomplete Green's formulas are used to propagate interface data in a sweeping fashion, as a preconditioner inside a GMRES loop (the online part). Adaptive low-rank partitioning of the integral kernels is used to speed up their application to interface data. The method uses second-order finite differences. The complexity scalings are empirical but motivated by an analysis of ranks of off-diagonal blocks of oscillatory integrals. They continue to hold in the context of standard geophysical community models such as BP and Marmousi 2, where convergence occurs in 5 to 10 GMRES iterations.
, developped an additive Schwarz iteration coupled with coarse grid preconditioner based on an eigenvalue decomposition of the DtN maps inside each subdomain @cite_72 ;
@cite_72
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A new domain decomposition method is presented for the exterior Helmholtz problem. The nonlocal Dirichlet-to-Neumann (DtN) map is used as a nonreflecting condition on the outer computational boundary. The computational domain is divided into nonoverlapping subdomains with Sommerfeld-type conditions on the adjacent subdomain boundaries to ensure uniqueness. An iterative scheme is developed, where independent subdomain boundary-value problems are obtained by applying the DtN operator to values from the previous iteration. The independent problems are then discretized with finite elements and can be solved concurrently. Numerical results are presented for a two-dimensional model problem, and both the solution accuracy and convergence rate are investigated. Accelerating large-scale linear solvers is always crucial for scientific research and industrial applications. In this regard, preconditioners play a key role in improving the performance of iterative linear solvers. This paper presents a summary and review of our work about the development of parallel ILU preconditioners on GPUs. The mechanisms of ILU(0), ILU(k), ILUT, enhanced ILUT, and block-wise ILU(k) are reviewed and analyzed, which give a clear guidance in the development of iterative linear solvers. ILU(0) is the most commonly used preconditioner, and the nonzero pattern of its matrix is exactly the same as the original matrix to be solved. ILU(k) uses k levels to control the pattern of its preconditioner matrix. ILUT selects entries for its preconditioner matrix by setting thresholds without considering its original matrix pattern. In addition to point-wise ILU preconditioners, a block-wise ILU(k) preconditioner is designed delicately in support of block-wise matrices. In implementation, the RAS (Restricted Additive Schwarz) method is adopted to optimize the parallel structure of a preconditioner matrix. Coupling with the configuration parameters of ILU preconditioners, a complex situation appears in the parallel solution process, so decoupled algorithms are adopted. These algorithms are implemented and tested on NVIDIA GPUs. The experiment results show that a single-GPU implementation can speed up an ILU preconditioner by a factor of 10, compared to traditional CPU implementation. The results also show that the ILU(0) has better speedup than ILU(k) but slower convergence than ILU(k). Level k of ILU(k) and threshold (p, t) of ILUT are effective adjustment factors for controlling the equilibrium point between acceleration and convergence for ILU(k) and ILUT, respectively. All these ILU preconditioners are characterized and compared in this work, which shows a clear picture and numerical insights for practitioners in the ILU family. An efficient power flow solution is highly important for power system analyses. Traditionally, LU decomposition-based direct method is dominant in solving linear systems in the power flow analysis. However, with the increasing scale and complexity, direct methods may suffer scalability issues, especially under parallel implementation. Therefore, iterative methods such as Conjugate Gradient (CG) are gaining more attention for their scalability and feasibility for parallelisation. To efficiently apply an iterative solver like CG, a preconditioner is usually required. A polynomial-based Chebyshev preconditioner is discussed in this work. An essential parameter in Chebyshev preconditioning is the maximum eigenvalue of the linear system. However, direct calculation of the eigenvalues is too time-consuming to be practical. Therefore, this work proposes a method to estimate the largest eigenvalue to save the time spent on eigenvalue calculation. Thus, Chebyshev preconditioning will be practical to use in power system analyses. This work first proves that the eigenvalues of power system applications range within (0, 2] after a normalisation step, then demonstrates the eigenvalue estimation accuracy, and finally presents the performance improvement. The test shows an average 98.92 runtime saving for the Chebyshev preconditioner, and a 40.99 runtime saving for precondition and iterative solving process. a b s t r a c t Traditionally, linear equations in power system applications are solved by direct methods based on LU decomposition. With the development of advanced power system controls, the industrial and research community is more interested in simulating larger, interconnected power grids. Iterative methods such as the conjugate gradient method have been applied to power system applications in the literature for its parallelism potential with larger systems. Preconditioner, used for preconditioning the linear system for a better convergence rate in iterative computations, is an indispensable part of iterative solving process. This work implemented a polynomial preconditioner Chebyshev preconditioner with graphic processing unit (GPU), and integrated a GPU-based conjugate gradient solver. Results show that GPU-based Chebyshev preconditioner can reach around 46× speedup for the largest test system, and conjugate gradient can gain more than 4× speedup. This demonstrates great potentials for GPU application in power system Abstract Efficient algorithms for the solution of partial differential equations on parallel computers are often based on domain decomposition methods. Schwarz preconditioners combined with standard Krylov space solvers are widely used in this context, and such a combination is shown here to perform very well in the case of the Wilson–Dirac equation in lattice QCD. In particular, with respect to even-odd preconditioned solvers, the communication overhead is significantly reduced, which allows the computational work to be distributed over a large number of processors with only small parallelization losses. SUMMARY In this paper, we address the solution of three-dimensional heterogeneous Helmholtz problems discretized with second-order finite difference methods with application to acoustic waveform inversion in geophysics. In this setting, the numerical simulation of wave propagation phenomena requires the approximate solution of possibly very large indefinite linear systems of equations. For that purpose, we propose and analyse an iterative two-grid method acting on the Helmholtz operator where the coarse grid problem is solved inaccurately. A cycle of a multigrid method applied to a complex shifted Laplacian operator is used as a preconditioner for the approximate solution of this coarse problem. A single cycle of the new method is then used as a variable preconditioner of a flexible Krylov subspace method. We analyse the properties of the resulting preconditioned operator by Fourier analysis. Numerical results demonstrate the effectiveness of the algorithm on three-dimensional applications. The proposed numerical method allows us to solve three-dimensional wave propagation problems even at high frequencies on a reasonable number of cores of a distributed memory computer. Copyright © 2012 John Wiley & Sons, Ltd. We present a detailed convergence analysis of preconditioned MINRES for approximately solving the linear systems that arise when Rayleigh quotient iteration is used to compute the lowest eigenpair of a symmetric positive definite matrix. We provide insight into the initial stagnation of MINRES iteration in both a qualitative and quantitative way and show that the convergence of MINRES mainly depends on how quickly the unique negative eigenvalue of the preconditioned shifted coefficient matrix is approximated by its corresponding harmonic Ritz value. By exploring when the negative Ritz value appears in MINRES iteration, we obtain a better understanding of the limitation of preconditioned MINRES in this context and the virtue of a new type of preconditioner with “tuning.” A comparison of MINRES with SYMMLQ in this context is also given. Finally, we show that tuning based on a rank-2 modification can be applied with little additional cost to guarantee positive definiteness of the tuned preconditioner. We consider the partitioning of a problem on a domain with unequal work estimates in different subdomains in a way that balances the workload across multiple processors. Such a problem arises for example in solving partial differential equations using an adaptive method that places extra grid points in certain subregions of the domain. We use a binary decomposition of the domain to partition it into rectangles requiring equal computational effort. We then study the communication costs of mapping this partitioning onto different multiprocessors: a mesh- connected array, a tree machine, and a hypercube. The communication cost expressions can be used to determine the optimal depth of the above partitioning. Pallalel GPGPU computing for lattice QCD simulations has a bottleneck on the GPU to GPU data communication due to the lack of the direct data exchanging facility. In this work we investigate the performance of quark solver using the restricted additive Schwarz (RAS) preconditioner on a low cost GPU cluster. We expect that the RAS preconditioner with appropriate domaindecomposition and task distribution reduces the communication bottleneck. The GPU cluster we constructed is composed of four PC boxes, two GPU cards are attached to each box, and we have eight GPU cards in total. The compute nodes are connected with rather slow but low cost Gigabit-Ethernet. We include the RAS preconditioner in the single-precision part of the mixedprecision nested-BiCGStab algorithm and the single-precision task is distributed to the multiple GPUs. The benchmarking is done with the O(a)-improved Wilson quark on a randomly generated gauge configuration with the size of 32 4 . We observe a factor two improvment on the solver performance with the RAS precoditioner compared to that without the preconditioner and find that the improvment mainly comes from the reduction of the communication bottleneck as we expected. We derive Kronecker product approximations, with the help of tensor decompositions, to construct approximations of severely ill-conditioned matrices that arise in three-dimensional (3-D) image processing applications. We use the Kronecker product approximations to derive preconditioners for iterative regularization techniques; the resulting preconditioned algorithms allow us to restore 3-D images in a computationally efficient manner. Through examples in microscopy and medical imaging, we show that the Kronecker approximation preconditioners provide a powerful tool that can be used to improve efficiency of iterative image restoration algorithms. The results of basin-hopping global optimization simulations are presented for four small, α-helical proteins described by a coarse-grained potential. A step-taking scheme that incorporates the local conformational preferences extracted from a large number of high-resolution protein structures is compared with an unbiased scheme. In addition, the discrete path sampling method is used to investigate the folding of one of the proteins, namely, the villin headpiece subdomain. Folding times from kinetic Monte Carlo simulations and iterative calculations based on a Markovian first-step analysis for the resulting stationary-point database are in good mutual agreement, but differ significantly from the experimental values, probably because the native state is not the global free energy minimum for the potential employed. We present a dynamic distributed load balancing algorithm for parallel, adaptive Finite Element simulations in which we use preconditioned Conjugate Gradient solvers based on domain-decomposition. The load balancing is designed to maintain good partition aspect ratio and we show that cut size is not always the appropriate measure in load balancing. Furthermore, we attempt to answer the question why the aspect ratio of partitions plays an important role for certain solvers. We define and rate different kinds of aspect ratio and present a new center-based partitioning method of calculating the initial distribution which implicitly optimizes this measure. During the adaptive simulation, the load balancer calculates a balancing flow using different versions of the diffusion algorithm and a variant of breadth first search. Elements to be migrated are chosen according to a cost function aiming at the optimization of subdomain shapes. Experimental results for Bramble's preconditioner and comparisons to state-of-the-art load balancers show the benefits of the construction. We describe new algorithms of the locally optimal block preconditioned conjugate gradient (LOBPCG) method for symmetric eigenvalue problems, based on a local optimization of a three-term recurrence, and suggest several other new methods. To be able to compare numerically different methods in the class, with different preconditioners, we propose a common system of model tests, using random preconditioners and initial guesses. As the "ideal" control algorithm, we advocate the standard preconditioned conjugate gradient method for finding an eigenvector as an element of the null-space of the corresponding homogeneous system of linear equations under the assumption that the eigenvalue is known. We recommend that every new preconditioned eigensolver be compared with this "ideal" algorithm on our model test problems in terms of the speed of convergence, costs of every iteration, and memory requirements. We provide such comparison for our LOBPCG method. Numerical results establish that our algorithm is practically as efficient as the ideal'' algorithm when the same preconditioner is used in both methods. We also show numerically that the LOBPCG method provides approximations to first eigenpairs of about the same quality as those by the much more expensive global optimization method on the same generalized block Krylov subspace. We propose a new version of block Davidson's method as a generalization of the LOBPCG method. Finally, direct numerical comparisons with the Jacobi--Davidson method show that our method is more robust and converges almost two times faster. Abstract Image restoration applications often result in ill-posed least squares problems involving large, structured matrices. One approach used extensively is to restore the image in the frequency domain, thus providing fast algorithms using fast Fourier transforms (FFTs). This is equivalent to using a circulant approximation to a given matrix. Iterative methods may also be used effectively by exploiting the structure of the matrix. While iterative schemes are more expensive than FFT-based methods, it has been demonstrated that they are capable of providing better restorations. As an alternative, we propose an approximate singular value decomposition (SVD), which can be used in a variety of applications. Used as a direct method, the computed restorations are comparable to iterative methods but are computationally less expensive. In addition, the approximate SVD may be used with the generalized cross validation method to choose regularization parameters. It is also demonstrated that the approximate SVD can be an effective preconditioner for iterative methods. The Fourier transform of a continuous function, evaluated at frequencies expressed in polar coordinates, is an important conceptual tool for understanding physical continuum phenomena. An analogous tool, suitable for computations on discrete grids, could be very useful; however, no exact analogue exists in the discrete case. In this paper we present the notion of pseudopolar grid (pp grid) and the pseudopolar Fourier transform (ppFT), which evaluates the discrete Fourier transform at points of the pp grid. The pp grid is a type of concentric-squares grid in which the radial density of squares is twice as high as usual. The pp grid consists of equally spaced samples along rays, where different rays are equally spaced in slope rather than angle. We develop a fast algorithm for the ppFT, with the same complexity order as the Cartesian fast Fourier transform; the algorithm is stable, invertible, requires only one-dimensional operations, and uses no approximate interpolations. We prove that the ppFT is invertible and develop two algorithms for its inversion: iterative and direct, both with complexity @math , where @math is the size of the reconstructed image. The iterative algorithm applies conjugate gradients to the Gram operator of the ppFT. Since the transform is ill-conditioned, we introduce a preconditioner, which significantly accelerates the convergence. The direct inversion algorithm utilizes the special frequency domain structure of the transform in two steps. First, it resamples the pp grid to a Cartesian frequency grid and then recovers the image from the Cartesian frequency grid. List of Algorithms Preface 1. Introduction. Brief Overview of the State of the Art Notation Review of Relevant Linear Algebra Part I. Krylov Subspace Approximations. 2. Some Iteration Methods. Simple Iteration Orthomin(1) and Steepest Descent Orthomin(2) and CG Orthodir, MINRES, and GMRES Derivation of MINRES and CG from the Lanczos Algorithm 3. Error Bounds for CG, MINRES, and GMRES. Hermitian Problems-CG and MINRES Non-Hermitian Problems-GMRES 4. Effects of Finite Precision Arithmetic. Some Numerical Examples The Lanczos Algorithm A Hypothetical MINRES CG Implementation A Matrix Completion Problem Orthogonal Polynomials 5. BiCG and Related Methods. The Two-Sided Lanczos Algorithm The Biconjugate Gradient Algorithm The Quasi-Minimal Residual Algorithm Relation Between BiCG and QMR The Conjugate Gradient Squared Algorithm The BiCGSTAB Algorithm Which Method Should I Use? 6. Is There A Short Recurrence for a Near-Optimal Approximation? The Faber and Manteuffel Result Implications 7. Miscellaneous Issues. Symmetrizing the Problem Error Estimation and Stopping Criteria Attainable Accuracy Multiple Right-Hand Sides and Block Methods Computer Implementation Part II. Preconditioners. 8. Overview and Preconditioned Algorithms. 9. Two Example Problems. The Diffusion Equation The Transport Equation 10. Comparison of Preconditioners. Jacobi, Gauss--Seidel, SOR The Perron--Frobenius Theorem Comparison of Regular Splittings Regular Splittings Used with the CG Algorithm Optimal Diagonal and Block Diagonal Preconditioners 11. Incomplete Decompositions. Incomplete Cholesky Decomposition Modified Incomplete Cholesky Decomposition 12. Multigrid and Domain Decomposition Methods. Multigrid Methods Basic Ideas of Domain Decomposition Methods. The construction of suitable preconditioners for the solution of linear systems by iterative methods continues to receive a lot of interest. Traditionally, preconditioners are designed to accelerate convergence of iterative methods to the solution of the linear system. However, when truncated iterative methods are used as regularized solvers of ill-posed problems, the rate of convergence is seldom an issue, and traditional preconditioners are of little use. Here, we present a new approach to the design of preconditioners for ill-posed linear systems, suitable when statistical information about the desired solution or a collection of typical solutions is available. The preconditioners are constructed from the covariance matrix of the solution viewed as a random variable. Since the construction is based on available prior information, these preconditioners are called priorconditioners. A statistical truncation index selection is also presented. Computed examples illustrate how effective such priorconditioners can be. An iterative solution method, in the form of a preconditioner for a Krylov subspace method, is presented for the Helmholtz equation. The preconditioner is based on a Helmholtz-type differential operator with a complex term. A multigrid iteration is used for approximately inverting the preconditioner. The choice of multigrid components for the corresponding preconditioning matrix with a complex diagonal is validated with Fourier analysis. Multigrid analysis results are verified by numerical experiments. High wavenumber Helmholtz problems in heterogeneous media are solved indicating the performance of the preconditioner. The Helmholtz equation governing wave propagation and scattering phenomena is difficult to solve numerically. Its discretization with piecewise linear finite elements results in typically large linear systems of equations. The inherently parallel domain decomposition methods constitute hence a promising class of preconditioners. An essential element of these methods is a good coarse space. Here, the Helmholtz equation presents a particular challenge, as even slight deviations from the optimal choice can be devastating. In this paper, we present a coarse space that is based on local eigenproblems involving the Dirichlet-to-Neumann operator. Our construction is completely automatic, ensuring good convergence rates without the need for parameter tuning. Moreover, it naturally respects local variations in the wave number and is hence suited also for heterogeneous Helmholtz problems. The resulting method is parallel by design and its efficiency is demonstrated on 2D homogeneous and heterogeneous numerical examples. We present an incomplete LU preconditioner for solving discretized Helmholtz problems. The preconditioner is based on an analytic factorization of the Helmholtz operator. This allows us to take the physical properties of the acoustics problem modeled by the Helmholtz equation into account in the preconditioner. We show how the parameters in the preconditioner can be chosen in order to make it effective. Numerical experiments show that the new preconditioner leads to convergent iterative methods even for large wave numbers, and it outperforms classical ILU preconditioners by a large margin.