# Tagged Questions

For questions regarding design and implementation of preconditioners for solving linear systems.

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### Python environments for AMG and Gauss Seidel as solvers instead of preconditioners

I am working on block preconditioning and seemingly it is common to write customised Krylov solvers for them. Within each solver, the individual block linear system with preconditioners are ...
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### Does this partial eigen-expansion have a name?

This question is a follow-up to this one. Let $A\in \mathbb{R}^{n\times n}$ be large, sparse, symmetric and positive definite. Suppose for I already know $m<n$ eigenpairs of $A$, corresponding to ...
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### Best solver/preconditioner for least-squares finite element method

I have seen a lot of literature, lecture videos, etc. on solvers/preconditioners for non-symmetric and/or indefinite systems. However, now I want to solve the mixed poisson/Darcy equation using the ...
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### Preconditioning symmetric Schur complement

Consider a $2\times 2$ block matrix and a linear system of equations associated to it: \begin{pmatrix} - A & B \\ B^t & C \end{pmatrix} \begin{pmatrix} x \\ y \end{pmatrix} ...
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### Best preconditioner for mixed-poisson problem (RT0 elements)

For a very large mixed-poisson problem with lowest order Raviart-Thomas elements (RT0), I plan on using an iterative solver. However, this kind of problem is not positive-definite (saddle point ...
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### OpenMP threaded nonlinear solver for complex numbers

Problem: I have translated Jacobian-Free Newton-Krylov solver written by C. T. Kelley to Fortran and now want to parallelize it on shared-memory system with OpenMP. In addition, I want to precondition ...
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### Avoid arithmetic overflow in matrix multiplication

I am solving the following matrix equation for $\mathbf{x}$: $$(J^{\mathbf{T}}J)\mathbf{x}=J^{\mathbf{T}}\mathbf{r}$$ $J$ is $m\times n$ matrix $\mathbf{x}$ is vector of size $n$ $\mathbf{r}$ is ...
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### Block preconditioners and condition number

I am working with block Jacobi like preconditioners which are very cheap for my problem. But I could not find much about the dynamics of basic preconditioners (block Jacobi, Gauss-Seidel, ILU etc). ...
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### Construct a preconditioner for the linear system $Ax = b$ from a different matrix

When I use PETSc to solve my linear systems, I always use the subroutine PetscErrorCode KSPSetOperators(KSP ksp,Mat Amat,Mat Pmat) where ...
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### Effect of subdomain topologies on overlapping additive Schwarz?

Is there a reference on the effect of subdomain topology on performance of the overlapping additive Schwarz method for (high order) finite elements? For example, taking subdomains to be vertex ...
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### Guidelines for nested preconditioners

Consider the situation where you want to solve a linear system using a preconditioned Krylov method, but applying the preconditioner itself involves solving an auxiliary system, which is done with ...
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### Designing a preconditioner for a very Ill-conditionned matrix

I am a physicist with limited numerical methods knowledge and I am trying to speed up the inversion of a very ill-conditioned problem ($rcond>10^{30}$). The same sparse square matrix is used ...
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### Eigenvalue analysis of preconditioned partial differential operator

today, I encountered a confused problem by accident, but I have no ideas to deal with it fully. The question can be described as follows: for example, when we need to use FDM/FEM to discrete the ...
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### Why should I renormalize physical variables?

I am working with legacy physical codes and I develop new ones based on the output of them. They all use their own internal normalization of variables (for example all distances are divided by the ...
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### Heuristic help with preconditioning large system ODEs

I'm looking for some general insight on preconditioning. In particular, relevant references/resources/comments would be greatly appreciated. Note, I have been through some of the literature, but am ...
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### High quality flexible GMRES (FGMRES) implementation

What are the best FGMRES implementations in various languages/frameworks? In particular, are there any good quality Matlab implementations? I am referring to the variation of GMRES where a changing ...
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### preconditioning a krylov method with another krylov method

In method like gmres or bicgstab it could be attractive to use another krylov method as a preconditioner. After all they are easy to implement in a matrix-free way and in a parallel environment. For ...
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### How to solve sparse linear systems using CPUs and GPUs?

There are several libraries to (iteratively) solve large sparse linear equation systems in parallel on a number of CPUs. Our parallel cluster also has attached powerful GPUs, but so far, I did not ...
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### Do black-box preconditioners for matrix-free methods exist?

Jacobian-Free Newton-Krylov (JFNK) methods, and Krylov methods in general, can be very useful because they don't require explicit storage or construction of a matrix, only the results of matrix-vector ...
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### Dual time stepping for fluid dynamics

I'm attempting to implement the Weiss and Smith preconditioner in an existing finite volume code and I am struggling with the idea of dual time stepping. My inner time steps are predictor-corrector, ...
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### Solving a large non-hermitian generalised eigenvalue problem from a linear stability analysis using SLEPc

I have a generalised matrix problem: $A x = \lambda B x$ from a spectral method on a linear stability analysis problem. My matrix B is diagonal and positive semi-definite. A is non-hermitian and ...
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### Jacobi preconditioner not reducing condition number?

Let's say you have a normal matrix $A$, with diagonal entries $a_{ii} = d>0$. (No assumptions are made about the off-diagonal elements.) Then Jacobi preconditioning doesn't improve condition number,...
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### Which preconditioners (and solver) in PETSc for indefinite symmetric systems should I use?

My system is a symmetric FE problem with lagrange multipliers (e.g. incompressible Stokes' flow): \begin{pmatrix}A & B^T \\ B & C\end{pmatrix} where $C = 0$ is the typical case (I have even ...
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### Existence of incomplete cholesky factorization

What is the current state of research on the existence of incomplete cholesky factorizations (in the context of preconditioning) for symmetric positive definite matrices? I wonder in particular ...
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### Extracting diagonal of an approximately diagonal matrix when we don't know its entries

What is a good way to extract the diagonal from a symmetric matrix that is already almost diagonal, but where you don't have the matrix elements (only the ability to apply it to vectors)? Further ...
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### Using algebraic multigrid for preconditioning convection-diffusion operators

I implemented a Navier Stokes based on FEM discretization and PETSc for solving the linear system of equations. To create an efficient solution procedure, I follow the paper "Efficient preconditioning ...
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### What is the current state of polynomial preconditioners?

I wonder what has happened to polynomial preconditioners. I am interested in them, because they appear to be comparatively elegant from a mathematical perspective, but as far as I have read in surveys ...
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### Efficient preconditioner for Augmented Lagrangian

I want to solve a non-linear problem with non-linear equality constrains and I'm using a augmented Lagrangian with a penalty regularization term that, as well known, spoils the condition number of my ...
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### Taxonomy of ILU preconditioners

I learned that for BiCGStab solver for sparse linear systems it's pretty much always necessary to use a preconditioner. I realized by now that choosing a good one is problem dependent. Surfing the ...
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### How can I precondition a non-linear problem before linearization?

When I think of solving non-linear equations, I generally think of linearizing first, then applying a preconditioner to the linear matrix. The thought occurred to me that it might be possible to ...
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### How does matrix scaling influence linear solvers?

For instance, in MUMPS there is option to scale matrix s.t. all rows/columns have the same norm. This claims to decrease condition number and improve numerical properties of the matrix: ftp://cuter.rl....
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### On Vanilla Preconditioners for solving dense $Ax=b$ iteratively

I am looking for preconditioners which don't assume anything about the matrix or its origins. I basically want to be able to type in the following in MATLAB and have quick solving time: ...
For the solution of large linear systems $Ax=b$ using iterative methods, it is often of interest to introduce preconditioning, e.g. solve instead $M^{-1}(Ax=b)$, where $M$ is here used for left-...